COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-024656
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   120,689:    31,423     32,502        677     15,430        583     26,601      7,794      4,313     39,897     42,330     16,155:    1,040     1,582
Old  :   120,689:    31,423     32,502        677     15,430        583     26,601      7,794      4,313     39,897     42,330     16,155:    1,040     1,582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :     2,348:     2,058        648          0       -335       -174      1,593        295        -66        212      3,135     -1,275:        0       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.0       26.9        0.6       12.8        0.5       22.0        6.5        3.6       33.1       35.1       13.4:      0.9       1.3
Old  :     100.0:      26.0       26.9        0.6       12.8        0.5       22.0        6.5        3.6       33.1       35.1       13.4:      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  :        54:        16         15          .          .          .          .          .          .         13         14         14:
Old  :        54:        16         15          .          .          .          .          .          .         13         14         14:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       40.6       65.3       61.3       37.2       35.9       50.7       49.2
Old  :                 47.1       40.6       65.3       61.3       37.2       35.9       50.7       49.2
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    33,166:     8,280     10,575        900      2,630        330      5,403      1,480      1,197     14,664     14,762      1,587:      805       605
Old  :    33,166:     8,280     10,575        900      2,630        330      5,403      1,480      1,197     14,664     14,762      1,587:      805       605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :       799:       135      1,540          0       -435          0       -315        605        465      1,381       -409       -852:      -15      -115
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.0       31.9        2.7        7.9        1.0       16.3        4.5        3.6       44.2       44.5        4.8:      2.4       1.8
Old  :     100.0:      25.0       31.9        2.7        7.9        1.0       16.3        4.5        3.6       44.2       44.5        4.8:      2.4       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  :        42:         9         11          .          .          .          .          .          .         11         12         11:
Old  :        42:         9         11          .          .          .          .          .          .         11         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  :                 56.8       48.0       72.5       68.6       54.4       46.2       67.3       59.0
Old  :                 56.8       48.0       72.5       68.6       54.4       46.2       67.3       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   142,924:    99,967    106,686      3,121      3,432     10,141      8,086      4,148      2,970      7,447      4,691     10,469:      723       387
Old  :   142,924:    99,967    106,686      3,121      3,432     10,141      8,086      4,148      2,970      7,447      4,691     10,469:      723       387
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :     4,532:     5,542      5,751        -42         11        114       -203        112        -41       -987     -1,654        151:       -2        88
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       74.6        2.2        2.4        7.1        5.7        2.9        2.1        5.2        3.3        7.3:      0.5       0.3
Old  :     100.0:      69.9       74.6        2.2        2.4        7.1        5.7        2.9        2.1        5.2        3.3        7.3:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        43         45          .          .          4          .          4          4          7          6          9:
Old  :        72:        43         45          .          .          4          .          4          4          7          6          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  :                 42.2       31.1       58.6       53.5       30.3       24.5       39.7       37.8
Old  :                 42.2       31.1       58.6       53.5       30.3       24.5       39.7       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    42,518:    32,997     36,491      3,883          0      2,977        615        254      1,507         26        752        513:        0        24
Old  :    42,518:    32,997     36,491      3,883          0      2,977        615        254      1,507         26        752        513:        0        24
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :     3,291:     2,903      2,647         79          0         51        182         26        -26       -180        311        282:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       85.8        9.1        0.0        7.0        1.4        0.6        3.5        0.1        1.8        1.2:      0.0       0.1
Old  :     100.0:      77.6       85.8        9.1        0.0        7.0        1.4        0.6        3.5        0.1        1.8        1.2:      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:        26         23          .          0          .          .          .          .          .          4          .:
Old  :        39:        26         23          .          0          .          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       44.5       70.2       68.4       36.2       34.1       47.9       46.7
Old  :                 47.9       44.5       70.2       68.4       36.2       34.1       47.9       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :   405,687:   344,248    351,376          0     13,406     17,401     27,134      3,584     16,904          0      3,016          0:        0         0
Old  :   405,687:   344,248    351,376          0     13,406     17,401     27,134      3,584     16,904          0      3,016          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    16,169:    21,081     20,199          0     -4,006       -656        272         -8         32     -2,880      2,288     -1,680:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.9       86.6        0.0        3.3        4.3        6.7        0.9        4.2        0.0        0.7        0.0:      0.0       0.0
Old  :     100.0:      84.9       86.6        0.0        3.3        4.3        6.7        0.9        4.2        0.0        0.7        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  :        34:        20         21          0          .          .          .          .          .          0          4          0:
Old  :        34:        20         21          0          .          .          .          .          .          0          4          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       45.4       65.2       70.3       33.6       39.0       50.5       52.6
Old  :                 40.0       45.4       65.2       70.3       33.6       39.0       50.5       52.6
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  : 1,708,796: 1,437,974  1,474,671    104,849     90,961     84,876     10,790      2,376     12,833     32,813     18,418     24,661:        0         0
Old  : 1,708,796: 1,437,974  1,474,671    104,849     90,961     84,876     10,790      2,376     12,833     32,813     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:       May 5, 2015                                                                      :
     :    93,136:    93,872     86,961    -10,913     -1,561      7,736        -25          0          0      2,466          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       86.3        6.1        5.3        5.0        0.6        0.1        0.8        1.9        1.1        1.4:      0.0       0.0
Old  :     100.0:      84.2       86.3        6.1        5.3        5.0        0.6        0.1        0.8        1.9        1.1        1.4:      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  :        56:        34         38          .          .          .          .          .          .          4          .          5:
Old  :        56:        34         38          .          .          .          .          .          .          4          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.0       52.9       75.8       67.8       34.8       32.0       43.8       40.1
Old  :                 57.0       52.9       75.8       67.8       34.8       32.0       43.8       40.1
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    57,142:    50,546     41,670          0      7,875        769        258      2,297      3,995      1,446        408        128:        0         0
Old  :    57,142:    50,546     41,670          0      7,875        769        258      2,297      3,995      1,446        408        128:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -898:      -659        119          0     -1,041        182        -51        443       -521        153        -26         24:      -26       -78
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.5       72.9        0.0       13.8        1.3        0.5        4.0        7.0        2.5        0.7        0.2:      0.0       0.0
Old  :     100.0:      88.5       72.9        0.0       13.8        1.3        0.5        4.0        7.0        2.5        0.7        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        24         22          0          .          .          .          .          .          .          .          .:
Old  :        36:        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  :                 49.9       62.3       75.4       86.2       47.8       56.4       69.1       71.4
Old  :                 49.9       62.3       75.4       86.2       47.8       56.4       69.1       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-064396
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   357,521:   268,399    325,342     56,529          0      2,552          0      1,482     27,113      2,928      1,032          0:        0         0
Old  :   357,521:   268,399    325,342     56,529          0      2,552          0      1,482     27,113      2,928      1,032          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :   -17,232:   -15,182    -13,584       -226          0      1,216          0        912     -3,040      1,216       -304     -1,216:        0    -1,216
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       91.0       15.8        0.0        0.7        0.0        0.4        7.6        0.8        0.3        0.0:      0.0       0.0
Old  :     100.0:      75.1       91.0       15.8        0.0        0.7        0.0        0.4        7.6        0.8        0.3        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         14          .          0          .          0          .          .          .          .          0:
Old  :        28:        17         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  :                 55.2       58.7       83.0       88.5       46.4       55.0       65.0       69.7
Old  :                 55.2       58.7       83.0       88.5       46.4       55.0       65.0       69.7
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   531,714:   458,534    452,510     10,253     20,723     33,959     13,879          0     11,081      2,871     12,304      1,137:        0         0
Old  :   531,714:   458,534    452,510     10,253     20,723     33,959     13,879          0     11,081      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:       May 5, 2015                                                                      :
     :   -23,800:   -21,592    -21,592     -1,840          0       -368      1,840          0     -1,840          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.2       85.1        1.9        3.9        6.4        2.6        0.0        2.1        0.5        2.3        0.2:      0.0       0.0
Old  :     100.0:      86.2       85.1        1.9        3.9        6.4        2.6        0.0        2.1        0.5        2.3        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  :        40:        21         28          .          .          .          .          0          .          .          .          .:
Old  :        40:        21         28          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       46.3       72.4       69.0       34.1       36.6       51.2       50.4
Old  :                 50.2       46.3       72.4       69.0       34.1       36.6       51.2       50.4
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    45,826:    38,669     37,371          0      1,991        696      2,579        560      1,607        354      2,090      1,045:      876       466
Old  :    45,826:    38,669     37,371          0      1,991        696      2,579        560      1,607        354      2,090      1,045:      876       466
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,993:    -1,688     -1,375          0        132       -242        220         86       -220        250        -36       -250:      -63       -88
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.4       81.5        0.0        4.3        1.5        5.6        1.2        3.5        0.8        4.6        2.3:      1.9       1.0
Old  :     100.0:      84.4       81.5        0.0        4.3        1.5        5.6        1.2        3.5        0.8        4.6        2.3:      1.9       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  :        37:        25         27          0          .          .          .          .          .          .          .          .:
Old  :        37:        25         27          0          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       47.6       68.6       63.3       44.7       46.0       58.3       57.5
Old  :                 51.6       47.6       68.6       63.3       44.7       46.0       58.3       57.5
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    63,690:    54,454     62,901      8,540          0        345          0        320          0         50        100          0:      301        24
Old  :    63,690:    54,454     62,901      8,540          0        345          0        320          0         50        100          0:      301        24
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :     1,120:     1,236      1,265         65          0        -65          0         25        -50          0        -50          0:      -66        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       98.8       13.4        0.0        0.5        0.0        0.5        0.0        0.1        0.2        0.0:      0.5       0.0
Old  :     100.0:      85.5       98.8       13.4        0.0        0.5        0.0        0.5        0.0        0.1        0.2        0.0:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        28         25          .          0          .          0          .          0          .          .          0:
Old  :        43:        28         25          .          0          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       69.3       71.6       84.3       52.4       60.9       63.8       73.6
Old  :                 58.6       69.3       71.6       84.3       52.4       60.9       63.8       73.6
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    77,885:    66,911     77,585     10,325          0         20         60          0        180          0        100          0:      389         0
Old  :    77,885:    66,911     77,585     10,325          0         20         60          0        180          0        100          0:      389         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :       950:     1,071      1,100        -10          0          0         10          0        -50          0       -100          0:      -71         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       99.6       13.3        0.0        0.0        0.1        0.0        0.2        0.0        0.1        0.0:      0.5       0.0
Old  :     100.0:      85.9       99.6       13.3        0.0        0.0        0.1        0.0        0.2        0.0        0.1        0.0:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        33         29          .          0          .          .          0          .          0          .          0:
Old  :        47:        33         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  :                 56.8       64.5       69.5       86.7       53.1       56.5       63.6       76.8
Old  :                 56.8       64.5       69.5       86.7       53.1       56.5       63.6       76.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,495:    15,330     14,720          0      1,860        725      1,190          0         10          0        100          0:      240        80
Old  :    17,495:    15,330     14,720          0      1,860        725      1,190          0         10          0        100          0:      240        80
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,370:    -1,350     -1,255          0         35        -15          0          0          0          0       -125          0:       -5       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.6       84.1        0.0       10.6        4.1        6.8        0.0        0.1        0.0        0.6        0.0:      1.4       0.5
Old  :     100.0:      87.6       84.1        0.0       10.6        4.1        6.8        0.0        0.1        0.0        0.6        0.0:      1.4       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        20         14          0          .          .          .          0          .          0          .          0:
Old  :        30:        20         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  :                 50.9       72.4       75.9       88.6       48.0       56.8       69.5       69.9
Old  :                 50.9       72.4       75.9       88.6       48.0       56.8       69.5       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   290,728:   207,768    270,856     75,856          0        784          0      3,856      6,320          0      8,912          0:        0         0
Old  :   290,728:   207,768    270,856     75,856          0        784          0      3,856      6,320          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:       May 5, 2015                                                                      :
     :    -1,712:    -3,792     -2,496      1,664          0        784          0        368       -368          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.5       93.2       26.1        0.0        0.3        0.0        1.3        2.2        0.0        3.1        0.0:      0.0       0.0
Old  :     100.0:      71.5       93.2       26.1        0.0        0.3        0.0        1.3        2.2        0.0        3.1        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  :        30:        21         19          .          0          .          0          .          .          0          .          0:
Old  :        30:        21         19          .          0          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.6       64.0       77.6       84.7       50.2       53.0       60.9       62.5
Old  :                 51.6       64.0       77.6       84.7       50.2       53.0       60.9       62.5
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :     7,955:     4,935      6,451        147        287        178        541         84          0      1,920        586        110:      124       259
Old  :     7,955:     4,935      6,451        147        287        178        541         84          0      1,920        586        110:      124       259
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,324:      -775     -1,258          0        -44          0         45         44        -88       -506          0          0:        0        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.0       81.1        1.8        3.6        2.2        6.8        1.1        0.0       24.1        7.4        1.4:      1.6       3.3
Old  :     100.0:      62.0       81.1        1.8        3.6        2.2        6.8        1.1        0.0       24.1        7.4        1.4:      1.6       3.3
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  :        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  :                 51.6       42.1       71.6       67.2       49.8       30.6       61.0       51.4
Old  :                 51.6       42.1       71.6       67.2       49.8       30.6       61.0       51.4
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    22,730:    19,440     19,500          0        660      1,850      1,060          0        140          0        500          0:      240        80
Old  :    22,730:    19,440     19,500          0        660      1,850      1,060          0        140          0        500          0:      240        80
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,165:    -1,335     -1,190          0         30        -10          0          0          0          0        -75          0:      180        80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       85.8        0.0        2.9        8.1        4.7        0.0        0.6        0.0        2.2        0.0:      1.1       0.4
Old  :     100.0:      85.5       85.8        0.0        2.9        8.1        4.7        0.0        0.6        0.0        2.2        0.0:      1.1       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        21         21          0          .          .          .          0          .          0          .          0:
Old  :        35:        21         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  :                 45.4       56.5       72.1       83.0       43.9       44.0       61.8       60.1
Old  :                 45.4       56.5       72.1       83.0       43.9       44.0       61.8       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                           Code-0643B1
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,970:    12,355     10,510         50      1,350        970          0        685        205          0          0          0:      390       250
Old  :    13,970:    12,355     10,510         50      1,350        970          0        685        205          0          0          0:      390       250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :       460:       320        300          0         -5          0          0        -40        -25          0          0          0:      165       230
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.4       75.2        0.4        9.7        6.9        0.0        4.9        1.5        0.0        0.0        0.0:      2.8       1.8
Old  :     100.0:      88.4       75.2        0.4        9.7        6.9        0.0        4.9        1.5        0.0        0.0        0.0:      2.8       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  :        24:        18         15          .          .          .          0          .          .          0          0          0:
Old  :        24:        18         15          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       59.4       62.5       86.0       27.6       30.9       45.1       45.1
Old  :                 36.9       59.4       62.5       86.0       27.6       30.9       45.1       45.1
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    17,088:    13,823     11,951         42      1,681      1,542        636          0        241          0         98         22:      782     1,553
Old  :    17,088:    13,823     11,951         42      1,681      1,542        636          0        241          0         98         22:      782     1,553
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -570:      -501       -350         42        -90        -42          0          0        -44          0          0          0:      -25       -44
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       69.9        0.2        9.8        9.0        3.7        0.0        1.4        0.0        0.6        0.1:      4.6       9.1
Old  :     100.0:      80.9       69.9        0.2        9.8        9.0        3.7        0.0        1.4        0.0        0.6        0.1:      4.6       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        21         19          .          .          .          .          0          .          0          .          .:
Old  :        28:        21         19          .          .          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       50.7       68.1       68.2       32.0       31.3       47.8       41.6
Old  :                 43.2       50.7       68.1       68.2       32.0       31.3       47.8       41.6
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    52,989:    48,302     37,656      1,388      2,102      1,767          0      4,738        935          0      5,415        200:      397       176
Old  :    52,989:    48,302     37,656      1,388      2,102      1,767          0      4,738        935          0      5,415        200:      397       176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,394:      -832       -671       -515        515        -15          0       -708          0          0       -430          0:      -32       -85
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.2       71.1        2.6        4.0        3.3        0.0        8.9        1.8        0.0       10.2        0.4:      0.7       0.3
Old  :     100.0:      91.2       71.1        2.6        4.0        3.3        0.0        8.9        1.8        0.0       10.2        0.4:      0.7       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  :        42:        28         28          .          .          .          0          .          .          0          4          .:
Old  :        42:        28         28          .          .          .          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  :                 43.5       38.8       66.2       63.6       39.3       36.4       59.1       58.3
Old  :                 43.5       38.8       66.2       63.6       39.3       36.4       59.1       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                                                                                                Code-0643BA
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    57,393:    53,630     38,521        741      5,739        895          0      5,806      1,232         75      4,360        755:       65        85
Old  :    57,393:    53,630     38,521        741      5,739        895          0      5,806      1,232         75      4,360        755:       65        85
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -2,022:    -1,907     -1,495         10        477       -180          0       -479          0          0       -340          0:       55        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.4       67.1        1.3       10.0        1.6        0.0       10.1        2.1        0.1        7.6        1.3:      0.1       0.1
Old  :     100.0:      93.4       67.1        1.3       10.0        1.6        0.0       10.1        2.1        0.1        7.6        1.3:      0.1       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  :        45:        29         29          .          .          4          0          .          .          .          4          4:
Old  :        45:        29         29          .          .          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  :                 48.5       37.1       69.1       57.1       41.5       34.6       58.4       52.4
Old  :                 48.5       37.1       69.1       57.1       41.5       34.6       58.4       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BC
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    47,300:    43,760     44,790        440        960      1,475        400          0          0      1,145          0          0:       80        75
Old  :    47,300:    43,760     44,790        440        960      1,475        400          0          0      1,145          0          0:       80        75
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -3,820:    -2,825     -3,800       -625        300       -300        -50          0          0          0          0          0:      -20       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.5       94.7        0.9        2.0        3.1        0.8        0.0        0.0        2.4        0.0        0.0:      0.2       0.2
Old  :     100.0:      92.5       94.7        0.9        2.0        3.1        0.8        0.0        0.0        2.4        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  :        33:        26         15          .          .          .          .          0          0          .          0          0:
Old  :        33:        26         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  :                 59.3       94.8       74.5       98.5       57.7       86.7       72.2       87.3
Old  :                 59.3       94.8       74.5       98.5       57.7       86.7       72.2       87.3
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    48,020:    45,200     44,940        220      1,745      1,250          0          0          0      1,190          0          0:      160        85
Old  :    48,020:    45,200     44,940        220      1,745      1,250          0          0          0      1,190          0          0:      160        85
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -3,120:    -2,670     -3,010       -335       -105          0          0          0          0          0          0          0:     -115        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.1       93.6        0.5        3.6        2.6        0.0        0.0        0.0        2.5        0.0        0.0:      0.3       0.2
Old  :     100.0:      94.1       93.6        0.5        3.6        2.6        0.0        0.0        0.0        2.5        0.0        0.0:      0.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        25         14          .          .          .          0          0          0          .          0          0:
Old  :        30:        25         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  :                 50.4       93.8       67.8       97.7       46.2       83.6       62.1       83.9
Old  :                 50.4       93.8       67.8       97.7       46.2       83.6       62.1       83.9
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   370,715:   271,324    321,374      5,914     24,430      6,152     31,879          0     15,992     36,687          0      2,767:        0         0
Old  :   370,715:   271,324    321,374      5,914     24,430      6,152     31,879          0     15,992     36,687          0      2,767:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :   -10,685:    -8,247     -6,700     -1,472     -1,096        736      2,944          0     -4,784       -653          0      1,159:     -368         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       86.7        1.6        6.6        1.7        8.6        0.0        4.3        9.9        0.0        0.7:      0.0       0.0
Old  :     100.0:      73.2       86.7        1.6        6.6        1.7        8.6        0.0        4.3        9.9        0.0        0.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        24         29          .          .          .          .          0          .          .          0          .:
Old  :        39:        24         29          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       43.8       69.2       65.7       32.1       39.1       49.0       52.1
Old  :                 46.8       43.8       69.2       65.7       32.1       39.1       49.0       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    22,874:    15,834     19,201        982        288        812      2,796         16        664      1,314      1,102        279:      193       512
Old  :    22,874:    15,834     19,201        982        288        812      2,796         16        664      1,314      1,102        279:      193       512
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -921:      -199     -1,150        -22         39        -84       -198       -132        -22       -438        151         64:      -22       213
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       83.9        4.3        1.3        3.5       12.2        0.1        2.9        5.7        4.8        1.2:      0.8       2.2
Old  :     100.0:      69.2       83.9        4.3        1.3        3.5       12.2        0.1        2.9        5.7        4.8        1.2:      0.8       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:        24         28          .          .          .          .          .          .          .          4          4:
Old  :        40:        24         28          .          .          .          .          .          .          .          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  :                 43.7       39.6       66.9       60.0       37.1       35.3       54.1       44.6
Old  :                 43.7       39.6       66.9       60.0       37.1       35.3       54.1       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    19,634:    15,127     18,174      3,401          0        104         52        150        616        308        564         26:        0         0
Old  :    19,634:    15,127     18,174      3,401          0        104         52        150        616        308        564         26:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,014:      -931       -676         99          0         26         26       -364          0          0         78        -78:     -156         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       92.6       17.3        0.0        0.5        0.3        0.8        3.1        1.6        2.9        0.1:      0.0       0.0
Old  :     100.0:      77.0       92.6       17.3        0.0        0.5        0.3        0.8        3.1        1.6        2.9        0.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         12          .          0          .          .          .          .          .          .          .:
Old  :        26:        15         12          .          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       79.2       83.7       94.1       58.4       75.3       76.0       79.8
Old  :                 61.4       79.2       83.7       94.1       58.4       75.3       76.0       79.8
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   529,855:   452,976    493,975     55,315          0     10,102          0      9,242     11,462          0      5,074          0:        0         0
Old  :   529,855:   452,976    493,975     55,315          0     10,102          0      9,242     11,462          0      5,074          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    15,736:    17,112     21,256      5,984          0     -4,784          0        736     -1,472          0          0          0:   -1,104         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       93.2       10.4        0.0        1.9        0.0        1.7        2.2        0.0        1.0        0.0:      0.0       0.0
Old  :     100.0:      85.5       93.2       10.4        0.0        1.9        0.0        1.7        2.2        0.0        1.0        0.0:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         19          .          0          .          0          .          .          0          .          0:
Old  :        30:        18         19          .          0          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       89.1       81.5       95.2       60.6       81.1       76.0       85.3
Old  :                 63.8       89.1       81.5       95.2       60.6       81.1       76.0       85.3
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    45,793:    32,849     41,898      3,752        342        127      2,968          0      1,824      2,950        260        872:      451       470
Old  :    45,793:    32,849     41,898      3,752        342        127      2,968          0      1,824      2,950        260        872:      451       470
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :       812:     1,296      1,101        -44       -176          0       -352          0          0        220          0       -220:      -88       107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       91.5        8.2        0.7        0.3        6.5        0.0        4.0        6.4        0.6        1.9:      1.0       1.0
Old  :     100.0:      71.7       91.5        8.2        0.7        0.3        6.5        0.0        4.0        6.4        0.6        1.9:      1.0       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  :        30:        18         19          .          .          .          .          0          .          .          .          .:
Old  :        30:        18         19          .          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.5       82.1       80.3       90.7       55.1       74.1       70.1       79.0
Old  :                 61.5       82.1       80.3       90.7       55.1       74.1       70.1       79.0
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    16,315:    10,688     12,572        254        706        897        747          0         41      2,817        371        445:      426     1,283
Old  :    16,315:    10,688     12,572        254        706        897        747          0         41      2,817        371        445:      426     1,283
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -487:      -443       -487          0          0          0          0          0          0        -44          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       77.1        1.6        4.3        5.5        4.6        0.0        0.3       17.3        2.3        2.7:      2.6       7.9
Old  :     100.0:      65.5       77.1        1.6        4.3        5.5        4.6        0.0        0.3       17.3        2.3        2.7:      2.6       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 45.4       48.6       64.2       64.1       40.6       45.0       56.8       56.6
Old  :                 45.4       48.6       64.2       64.1       40.6       45.0       56.8       56.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   194,033:   130,804    189,216     19,897          0      4,817        424          0          0     38,091          0          0:        0         0
Old  :   194,033:   130,804    189,216     19,897          0      4,817        424          0          0     38,091          0          0:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -4,336:    -4,336     -4,336        776          0          0          0          0          0       -776          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       97.5       10.3        0.0        2.5        0.2        0.0        0.0       19.6        0.0        0.0:      0.0       0.0
Old  :     100.0:      67.4       97.5       10.3        0.0        2.5        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         16          .          0          .          .          0          0          .          0          0:
Old  :        27:        13         16          .          0          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.8       58.3       91.5       86.1       60.4       46.0       69.6       65.4
Old  :                 75.8       58.3       91.5       86.1       60.4       46.0       69.6       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    12,055:     7,034      9,631      1,926        407      1,126      1,211          0         44        220          0          0:      494       847
Old  :    12,055:     7,034      9,631      1,926        407      1,126      1,211          0         44        220          0          0:      494       847
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -261:      -302       -199          0         88         22          0          0          0          0          0          0:       19      -172
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       79.9       16.0        3.4        9.3       10.0        0.0        0.4        1.8        0.0        0.0:      4.1       7.0
Old  :     100.0:      58.3       79.9       16.0        3.4        9.3       10.0        0.0        0.4        1.8        0.0        0.0:      4.1       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         14          .          .          .          .          0          .          .          0          0:
Old  :        26:        16         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  :                 45.4       50.5       70.7       76.0       37.2       49.7       55.2       67.3
Old  :                 45.4       50.5       70.7       76.0       37.2       49.7       55.2       67.3
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   107,654:    89,154     94,726      5,529      6,958      5,970      7,001          0          0          0          0          0:        0         0
Old  :   107,654:    89,154     94,726      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:       May 5, 2015                                                                      :
     :       784:       784        784          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       88.0        5.1        6.5        5.5        6.5        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      82.8       88.0        5.1        6.5        5.5        6.5        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       56.8       74.6       77.3       47.4       48.1       63.1       62.5
Old  :                 50.6       56.8       74.6       77.3       47.4       48.1       63.1       62.5
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    23,873:    11,543     18,648      6,521          0      4,146        584          0      1,079          0          0          0:        0         0
Old  :    23,873:    11,543     18,648      6,521          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:       May 5, 2015                                                                      :
     :       235:      -515        235        750          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.4       78.1       27.3        0.0       17.4        2.4        0.0        4.5        0.0        0.0        0.0:      0.0       0.0
Old  :     100.0:      48.4       78.1       27.3        0.0       17.4        2.4        0.0        4.5        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  :        22:        14         17          .          0          .          .          0          .          0          0          0:
Old  :        22:        14         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  :                 78.5       59.8       92.6       82.2       40.1       33.8       45.8       45.3
Old  :                 78.5       59.8       92.6       82.2       40.1       33.8       45.8       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                            Code-0643CU
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    28,260:    26,185     12,750      1,670     14,435         55          0        850         50          0          0          0:      300       120
Old  :    28,260:    26,185     12,750      1,670     14,435         55          0        850         50          0          0          0:      300       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :       175:       235        150        -25          0         25          0          0          0          0          0          0:      -60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.7       45.1        5.9       51.1        0.2        0.0        3.0        0.2        0.0        0.0        0.0:      1.1       0.4
Old  :     100.0:      92.7       45.1        5.9       51.1        0.2        0.0        3.0        0.2        0.0        0.0        0.0:      1.1       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        18         14          .          .          .          0          .          .          0          0          0:
Old  :        27:        18         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  :                 57.0       79.7       81.4       91.8       47.8       75.2       71.5       83.4
Old  :                 57.0       79.7       81.4       91.8       47.8       75.2       71.5       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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    24,605:    23,005      8,910      1,300     14,435          0          0        900          0          0          0          0:      300       360
Old  :    24,605:    23,005      8,910      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:       May 5, 2015                                                                      :
     :       150:       150        150          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.5       36.2        5.3       58.7        0.0        0.0        3.7        0.0        0.0        0.0        0.0:      1.2       1.5
Old  :     100.0:      93.5       36.2        5.3       58.7        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  :        25:        17         10          .          .          0          0          .          0          0          0          0:
Old  :        25:        17         10          .          .          0          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       86.5       79.8       96.8       55.3       84.0       72.9       87.2
Old  :                 61.2       86.5       79.8       96.8       55.3       84.0       72.9       87.2
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    24,781:    24,781     19,021          0      5,620          0          0          0          0          0        100          0:        0        40
Old  :    24,781:    24,781     19,021          0      5,620          0          0          0          0          0        100          0:        0        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :       100:       150          0          0          0          0          0          0          0        -50        100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:     100.0       76.8        0.0       22.7        0.0        0.0        0.0        0.0        0.0        0.4        0.0:      0.0       0.2
Old  :     100.0:     100.0       76.8        0.0       22.7        0.0        0.0        0.0        0.0        0.0        0.4        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  :                 54.3       73.8       75.3       94.0       45.7       70.0       62.9       81.3
Old  :                 54.3       73.8       75.3       94.0       45.7       70.0       62.9       81.3
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,919:    21,670     17,314          0      4,590          0          0          0          0          0          0          0:      249        15
Old  :    21,919:    21,670     17,314          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:       May 5, 2015                                                                      :
     :     1,990:     1,990      1,990          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.9       79.0        0.0       20.9        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       0.1
Old  :     100.0:      98.9       79.0        0.0       20.9        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      1.1       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  :                 63.1       74.5       81.4       93.3       62.1       74.1       78.3       87.7
Old  :                 63.1       74.5       81.4       93.3       62.1       74.1       78.3       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                                                                                                       Code-0643D4
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    18,980:    18,140     17,990          0        620        130          0          0          0          0          0          0:      710       240
Old  :    18,980:    18,140     17,990          0        620        130          0          0          0          0          0          0:      710       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.6       94.8        0.0        3.3        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.7       1.3
Old  :     100.0:      95.6       94.8        0.0        3.3        0.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.7       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  :        21:        14          9          0          .          .          0          0          0          0          0          0:
Old  :        21:        14          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  :                 73.1       95.0       91.8       98.2       73.1       94.4       91.8       96.5
Old  :                 73.1       95.0       91.8       98.2       73.1       94.4       91.8       96.5
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    11,935:    11,420     11,875         75          0          0          0          0          0          0          0          0:      440        60
Old  :    11,935:    11,420     11,875         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:       May 5, 2015                                                                      :
     :        85:        85         85          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    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  :                 50.2       95.1       74.2       99.5       46.8       86.8       67.5       86.8
Old  :                 50.2       95.1       74.2       99.5       46.8       86.8       67.5       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    12,847:    12,452     12,847         95          0          0          0          0          0          0          0          0:      300         0
Old  :    12,847:    12,452     12,847         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:       May 5, 2015                                                                      :
     :       355:       355        355          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.9      100.0        0.7        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.3       0.0
Old  :     100.0:      96.9      100.0        0.7        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      2.3       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  :        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  :                 48.9       94.7       70.6      100.0       45.7       85.2       64.0       85.2
Old  :                 48.9       94.7       70.6      100.0       45.7       85.2       64.0       85.2
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   115,282:    98,680    112,782     11,987          0      2,380      1,115         70         50        950          0          0:      120         0
Old  :   115,282:    98,680    112,782     11,987          0      2,380      1,115         70         50        950          0          0:      120         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :     2,763:     2,663      2,763          0          0          0          0          0          0        100          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.6       97.8       10.4        0.0        2.1        1.0        0.1        0.0        0.8        0.0        0.0:      0.1       0.0
Old  :     100.0:      85.6       97.8       10.4        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  :                 44.5       63.7       64.6       82.4       37.1       50.9       52.7       62.4
Old  :                 44.5       63.7       64.6       82.4       37.1       50.9       52.7       62.4
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   138,367:   120,966    135,588     12,892          0      2,009      1,515        100        520        450        150          0:       15         0
Old  :   138,367:   120,966    135,588     12,892          0      2,009      1,515        100        520        450        150          0:       15         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :     3,730:     3,605      3,735         80          0         45          0          0          0          0        -50          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       98.0        9.3        0.0        1.5        1.1        0.1        0.4        0.3        0.1        0.0:      0.0       0.0
Old  :     100.0:      87.4       98.0        9.3        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         35          4          0          .          .          .          .          .          .          0:
Old  :        51:        35         35          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  :                 48.0       63.1       68.7       80.0       39.8       58.0       55.3       66.7
Old  :                 48.0       63.1       68.7       80.0       39.8       58.0       55.3       66.7
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :   146,954:   113,712    112,627      3,379     17,773      5,330      3,475      1,845      1,170     13,867      2,381      5,743:      278        85
Old  :   146,954:   113,712    112,627      3,379     17,773      5,330      3,475      1,845      1,170     13,867      2,381      5,743:      278        85
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :     2,936:     3,828      2,160       -493      1,125       -590          0        245        -25       -245       -490        511:      -50         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       76.6        2.3       12.1        3.6        2.4        1.3        0.8        9.4        1.6        3.9:      0.2       0.1
Old  :     100.0:      77.4       76.6        2.3       12.1        3.6        2.4        1.3        0.8        9.4        1.6        3.9:      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  :                 29.7       65.4       51.4       75.9       28.9       58.2       46.9       63.0
Old  :                 29.7       65.4       51.4       75.9       28.9       58.2       46.9       63.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV                                                                                          Code-0643DK
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    96,741:    78,276     80,558      6,277      4,160      6,698        230          0      1,380      1,765      2,030      1,900:      215        15
Old  :    96,741:    78,276     80,558      6,277      4,160      6,698        230          0      1,380      1,765      2,030      1,900:      215        15
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :     1,914:     1,799      1,134        -60        300        175          0          0          0         -5        300          5:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       83.3        6.5        4.3        6.9        0.2        0.0        1.4        1.8        2.1        2.0:      0.2       0.0
Old  :     100.0:      80.9       83.3        6.5        4.3        6.9        0.2        0.0        1.4        1.8        2.1        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  :                 35.9       72.7       56.1       81.7       33.5       59.3       48.6       64.6
Old  :                 35.9       72.7       56.1       81.7       33.5       59.3       48.6       64.6
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    25,860:    25,145     22,945        300      2,105        125          0        565          0        150          0          0:      140       120
Old  :    25,860:    25,145     22,945        300      2,105        125          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:       May 5, 2015                                                                      :
     :       370:       325        400          0        -75         45          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      97.2       88.7        1.2        8.1        0.5        0.0        2.2        0.0        0.6        0.0        0.0:      0.5       0.5
Old  :     100.0:      97.2       88.7        1.2        8.1        0.5        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  :                 56.0       86.3       77.3       99.0       55.9       83.9       77.1       96.0
Old  :                 56.0       86.3       77.3       99.0       55.9       83.9       77.1       96.0
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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:       May 5, 2015                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 mwh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    23,695:    20,615     18,525        780      1,745      1,935          0        910        265          0         25          0:      100       290
Old  :    23,695:    20,615     18,525        780      1,745      1,935          0        910        265          0         25          0:      100       290
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -790:      -710     -1,025        -35        310        -10          0          5        -30          0          0          0:       -5       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       78.2        3.3        7.4        8.2        0.0        3.8        1.1        0.0        0.1        0.0:      0.4       1.2
Old  :     100.0:      87.0       78.2        3.3        7.4        8.2        0.0        3.8        1.1        0.0        0.1        0.0:      0.4       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  :        34:        24         18          .          .          .          0          .          .          0          .          0:
Old  :        34:        24         18          .          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       45.4       71.2       69.3       42.5       35.6       59.1       54.8
Old  :                 49.2       45.4       71.2       69.3       42.5       35.6       59.1       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-064657
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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:       May 5, 2015                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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:       May 5, 2015                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.3       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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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:       May 5, 2015                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.8       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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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:       May 5, 2015                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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:       May 5, 2015                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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:       May 5, 2015                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    20,825:    11,965     18,885      5,550          0        750          0        540          0      1,975          0        130:      455       520
Old  :    20,825:    11,965     18,885      5,550          0        750          0        540          0      1,975          0        130:      455       520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :       978:     1,240      1,408        150          0       -150          0        -30          0       -101          0          0:     -161      -250
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.5       90.7       26.7        0.0        3.6        0.0        2.6        0.0        9.5        0.0        0.6:      2.2       2.5
Old  :     100.0:      57.5       90.7       26.7        0.0        3.6        0.0        2.6        0.0        9.5        0.0        0.6:      2.2       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        10         13          .          0          .          0          .          0          .          0          .:
Old  :        24:        10         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  :                 77.5       66.7       93.4       87.0       73.9       66.7       89.1       85.9
Old  :                 77.5       66.7       93.4       87.0       73.9       66.7       89.1       85.9
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    18,761:    11,441     16,746      4,895          0        750          0        540          0      1,116         70        175:      384       480
Old  :    18,761:    11,441     16,746      4,895          0        750          0        540          0      1,116         70        175:      384       480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :     1,303:     1,500      1,568        125          0       -125          0        -30          0       -101          0          0:      -96      -110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.0       89.3       26.1        0.0        4.0        0.0        2.9        0.0        5.9        0.4        0.9:      2.0       2.6
Old  :     100.0:      61.0       89.3       26.1        0.0        4.0        0.0        2.9        0.0        5.9        0.4        0.9:      2.0       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         8         13          .          0          .          0          .          0          .          .          .:
Old  :        21:         8         13          .          0          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.9       67.6       96.6       86.0       78.0       67.6       88.8       83.9
Old  :                 82.9       67.6       96.6       86.0       78.0       67.6       88.8       83.9
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    34,028:    30,265     22,703          0      7,805         55      1,150          0          0      1,193      2,670        755:      610        40
Old  :    34,028:    30,265     22,703          0      7,805         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:       May 5, 2015                                                                      :
     :     1,035:     1,035        720          0        315          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.9       66.7        0.0       22.9        0.2        3.4        0.0        0.0        3.5        7.8        2.2:      1.8       0.1
Old  :     100.0:      88.9       66.7        0.0       22.9        0.2        3.4        0.0        0.0        3.5        7.8        2.2:      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  :                 67.3       48.9       81.5       74.5       58.7       47.0       70.9       67.4
Old  :                 67.3       48.9       81.5       74.5       58.7       47.0       70.9       67.4
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    20,871:    15,608     14,641        674      5,630        600        720          0          0      2,555          0          0:      714         0
Old  :    20,871:    15,608     14,641        674      5,630        600        720          0          0      2,555          0          0:      714         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :       765:     1,065        765          0          0          0          0          0          0       -300          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       70.1        3.2       27.0        2.9        3.4        0.0        0.0       12.2        0.0        0.0:      3.4       0.0
Old  :     100.0:      74.8       70.1        3.2       27.0        2.9        3.4        0.0        0.0       12.2        0.0        0.0:      3.4       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  :        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  :                 53.0       56.8       77.5       79.8       40.0       50.3       55.5       63.4
Old  :                 53.0       56.8       77.5       79.8       40.0       50.3       55.5       63.4
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    24,459:    22,618     18,153      1,158      5,768         73          0        210        200        250          0          0:      160        55
Old  :    24,459:    22,618     18,153      1,158      5,768         73          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:       May 5, 2015                                                                      :
     :       249:       274        254          0         20        -25          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.5       74.2        4.7       23.6        0.3        0.0        0.9        0.8        1.0        0.0        0.0:      0.7       0.2
Old  :     100.0:      92.5       74.2        4.7       23.6        0.3        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         22          .          .          .          0          .          .          .          0          0:
Old  :        33:        22         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  :                 61.7       59.1       80.5       77.4       55.8       58.8       74.1       74.7
Old  :                 61.7       59.1       80.5       77.4       55.8       58.8       74.1       74.7
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    22,916:    21,821     17,138          0      4,643        415        600        720          0          0          0          0:       80         0
Old  :    22,916:    21,821     17,138          0      4,643        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:       May 5, 2015                                                                      :
     :       320:       320        290          0         30          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      95.2       74.8        0.0       20.3        1.8        2.6        3.1        0.0        0.0        0.0        0.0:      0.3       0.0
Old  :     100.0:      95.2       74.8        0.0       20.3        1.8        2.6        3.1        0.0        0.0        0.0        0.0:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 71.8       46.5       83.9       69.2       69.2       42.7       78.7       64.7
Old  :                 71.8       46.5       83.9       69.2       69.2       42.7       78.7       64.7
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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:       May 5, 2015                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    10,728:     7,458     10,083      2,265        380        225          0          0          0          0          0          0:      780        40
Old  :    10,728:     7,458     10,083      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:       May 5, 2015                                                                      :
     :       205:       205        205          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.5       94.0       21.1        3.5        2.1        0.0        0.0        0.0        0.0        0.0        0.0:      7.3       0.4
Old  :     100.0:      69.5       94.0       21.1        3.5        2.1        0.0        0.0        0.0        0.0        0.0        0.0:      7.3       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  :        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  :                 49.5       70.6       72.3       91.7       43.3       68.3       64.4       79.5
Old  :                 49.5       70.6       72.3       91.7       43.3       68.3       64.4       79.5
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    28,325:    24,320     20,905      1,910      2,750      1,680          0      1,860        290         25        600          0:      100       240
Old  :    28,325:    24,320     20,905      1,910      2,750      1,680          0      1,860        290         25        600          0:      100       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -430:      -375       -160        -25       -140          0          0        -35          0          0        -75          0:      -30       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       73.8        6.7        9.7        5.9        0.0        6.6        1.0        0.1        2.1        0.0:      0.4       0.8
Old  :     100.0:      85.9       73.8        6.7        9.7        5.9        0.0        6.6        1.0        0.1        2.1        0.0:      0.4       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  :        36:        25         20          .          .          .          0          .          .          .          .          0:
Old  :        36:        25         20          .          .          .          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       47.0       74.7       70.9       53.2       40.8       70.5       60.8
Old  :                 54.3       47.0       74.7       70.9       53.2       40.8       70.5       60.8
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :     9,751:     7,420      7,216          0      2,400          0        975          0          0          0          0          0:    1,356       135
Old  :     9,751:     7,420      7,216          0      2,400          0        975          0          0          0          0          0:    1,356       135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -405:      -380       -380       -175          0        -65          0          0          0          0          0          0:      215        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       74.0        0.0       24.6        0.0       10.0        0.0        0.0        0.0        0.0        0.0:     13.9       1.4
Old  :     100.0:      76.1       74.0        0.0       24.6        0.0       10.0        0.0        0.0        0.0        0.0        0.0:     13.9       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        15         16          0          .          0          .          0          0          0          0          0:
Old  :        22:        15         16          0          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       66.4       68.6       83.5       43.1       57.5       62.3       73.2
Old  :                 43.3       66.4       68.6       83.5       43.1       57.5       62.3       73.2
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    11,011:     7,874      8,331        480      2,140          0        480          0        200      1,517        100         40:      420       200
Old  :    11,011:     7,874      8,331        480      2,140          0        480          0        200      1,517        100         40:      420       200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -539:      -235       -464          0        -50          0          0          0        -25         36          0          0:     -315         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.5       75.7        4.4       19.4        0.0        4.4        0.0        1.8       13.8        0.9        0.4:      3.8       1.8
Old  :     100.0:      71.5       75.7        4.4       19.4        0.0        4.4        0.0        1.8       13.8        0.9        0.4:      3.8       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  :        26:        14         16          .          .          0          .          0          .          .          .          .:
Old  :        26:        14         16          .          .          0          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       68.9       71.8       83.0       44.2       58.6       68.4       71.5
Old  :                 44.8       68.9       71.8       83.0       44.2       58.6       68.4       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    59,230:    54,871     51,321          0      4,110      1,645        840          0        145          0         50          0:    1,729     1,959
Old  :    59,230:    54,871     51,321          0      4,110      1,645        840          0        145          0         50          0:    1,729     1,959
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -2,059:    -1,255     -1,854          0        600       -600        -15          0         -5          0          0          0:     -184      -200
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.6       86.6        0.0        6.9        2.8        1.4        0.0        0.2        0.0        0.1        0.0:      2.9       3.3
Old  :     100.0:      92.6       86.6        0.0        6.9        2.8        1.4        0.0        0.2        0.0        0.1        0.0:      2.9       3.3
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  :        28:        15         19          0          .          .          .          0          .          0          .          0:
Old  :        28:        15         19          0          .          .          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.1       72.2       89.7       86.5       79.3       68.8       84.8       81.3
Old  :                 81.1       72.2       89.7       86.5       79.3       68.8       84.8       81.3
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    54,987:    51,842     45,025          0      6,710        720        840          0        145          0          0          0:    1,440     2,387
Old  :    54,987:    51,842     45,025          0      6,710        720        840          0        145          0          0          0:    1,440     2,387
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,790:    -1,130     -1,564          0        475       -475        -15          0         -5          0          0          0:     -165      -221
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.3       81.9        0.0       12.2        1.3        1.5        0.0        0.3        0.0        0.0        0.0:      2.6       4.3
Old  :     100.0:      94.3       81.9        0.0       12.2        1.3        1.5        0.0        0.3        0.0        0.0        0.0:      2.6       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        15         16          0          .          .          .          0          .          0          0          0:
Old  :        24:        15         16          0          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.9       75.3       91.0       89.3       82.9       72.7       86.6       84.7
Old  :                 84.9       75.3       91.0       89.3       82.9       72.7       86.6       84.7
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    11,075:     9,165     10,955        830          0          0        550          0          0        200          0          0:      330       120
Old  :    11,075:     9,165     10,955        830          0          0        550          0          0        200          0          0:      330       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,125:      -440     -1,125          0          0          0       -250          0          0       -147          0          0:     -288         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       98.9        7.5        0.0        0.0        5.0        0.0        0.0        1.8        0.0        0.0:      3.0       1.1
Old  :     100.0:      82.8       98.9        7.5        0.0        0.0        5.0        0.0        0.0        1.8        0.0        0.0:      3.0       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 61.9       90.8       90.0       98.5       60.0       89.3       82.3       91.2
Old  :                 61.9       90.8       90.0       98.5       60.0       89.3       82.3       91.2
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :     9,210:     9,090      6,815          0      2,055          0          0        340          0          0          0          0:      120         0
Old  :     9,210:     9,090      6,815          0      2,055          0          0        340          0          0          0          0:      120         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -370:      -315       -220          0        -25          0          0         50          0          0          0          0:      -55      -175
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.7       74.0        0.0       22.3        0.0        0.0        3.7        0.0        0.0        0.0        0.0:      1.3       0.0
Old  :     100.0:      98.7       74.0        0.0       22.3        0.0        0.0        3.7        0.0        0.0        0.0        0.0:      1.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 76.5       65.6       96.2       91.6       66.7       60.4       79.2       78.5
Old  :                 76.5       65.6       96.2       91.6       66.7       60.4       79.2       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Futures Only, May 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,545:    13,100     11,130          0          0          0         50      1,960         50          0        150          0:      345       255
Old  :    13,545:    13,100     11,130          0          0          0         50      1,960         50          0        150          0:      345       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      96.7       82.2        0.0        0.0        0.0        0.4       14.5        0.4        0.0        1.1        0.0:      2.5       1.9
Old  :     100.0:      96.7       82.2        0.0        0.0        0.0        0.4       14.5        0.4        0.0        1.1        0.0:      2.5       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        15          8          0          0          0          .          .          .          0          .          0:
Old  :        21:        15          8          0          0          0          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       81.1       84.5       96.8       60.8       71.4       80.4       81.8
Old  :                 60.8       81.1       84.5       96.8       60.8       71.4       80.4       81.8
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    11,260:    10,045      9,400        500          0        100          0        750          0          0        485        305:      310       220
Old  :    11,260:    10,045      9,400        500          0        100          0        750          0          0        485        305:      310       220
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -809:      -790       -640          0          0          0          0        -50          0          0          9         -9:      -10      -119
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.2       83.5        4.4        0.0        0.9        0.0        6.7        0.0        0.0        4.3        2.7:      2.8       2.0
Old  :     100.0:      89.2       83.5        4.4        0.0        0.9        0.0        6.7        0.0        0.0        4.3        2.7:      2.8       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 68.3       63.2       85.9       91.9       64.7       60.8       76.9       77.8
Old  :                 68.3       63.2       85.9       91.9       64.7       60.8       76.9       77.8
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    25,938:    25,653     19,043          0      1,200          0          0      5,555          0        100          0          0:      185       140
Old  :    25,938:    25,653     19,043          0      1,200          0          0      5,555          0        100          0          0:      185       140
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,003:      -918       -868          0          0          0          0       -110          0          0          0          0:      -85       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      98.9       73.4        0.0        4.6        0.0        0.0       21.4        0.0        0.4        0.0        0.0:      0.7       0.5
Old  :     100.0:      98.9       73.4        0.0        4.6        0.0        0.0       21.4        0.0        0.4        0.0        0.0:      0.7       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  :        21:        14         12          0          .          0          0          .          0          .          0          0:
Old  :        21:        14         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  :                 72.6       90.5       90.4       98.2       72.4       90.2       89.9       94.2
Old  :                 72.6       90.5       90.4       98.2       72.4       90.2       89.9       94.2
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    25,030:    24,895     18,745          0      1,200          0          0      4,980          0          0          0          0:      135       105
Old  :    25,030:    24,895     18,745          0      1,200          0          0      4,980          0          0          0          0:      135       105
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -960:      -875       -890          0          0          0          0        -60          0          0          0          0:      -85       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      99.5       74.9        0.0        4.8        0.0        0.0       19.9        0.0        0.0        0.0        0.0:      0.5       0.4
Old  :     100.0:      99.5       74.9        0.0        4.8        0.0        0.0       19.9        0.0        0.0        0.0        0.0:      0.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 74.1       91.5       91.4       99.1       74.1       90.7       90.6       95.3
Old  :                 74.1       91.5       91.4       99.1       74.1       90.7       90.6       95.3
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    70,504:    49,448     65,726      4,015        835        160     11,685        230         85      1,643          0        508:    2,960     2,960
Old  :    70,504:    49,448     65,726      4,015        835        160     11,685        230         85      1,643          0        508:    2,960     2,960
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -2,050:    -2,030     -1,558        -50          0          0        340          0        -90        282          0       -132:     -370      -270
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.1       93.2        5.7        1.2        0.2       16.6        0.3        0.1        2.3        0.0        0.7:      4.2       4.2
Old  :     100.0:      70.1       93.2        5.7        1.2        0.2       16.6        0.3        0.1        2.3        0.0        0.7:      4.2       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        22         20          .          .          .          .          .          .          .          0          .:
Old  :        36:        22         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  :                 65.8       59.4       85.6       81.0       65.7       58.3       83.7       79.8
Old  :                 65.8       59.4       85.6       81.0       65.7       58.3       83.7       79.8
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    65,895:    44,120     63,190      4,115        725        130     10,730          0          0      5,127          0          0:    1,673     1,850
Old  :    65,895:    44,120     63,190      4,115        725        130     10,730          0          0      5,127          0          0:    1,673     1,850
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,420:      -820     -1,090        -50          0          0       -160          0          0       -163          0          0:     -227      -330
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       95.9        6.2        1.1        0.2       16.3        0.0        0.0        7.8        0.0        0.0:      2.5       2.8
Old  :     100.0:      67.0       95.9        6.2        1.1        0.2       16.3        0.0        0.0        7.8        0.0        0.0:      2.5       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  :        34:        20         22          .          .          .          .          0          0          .          0          0:
Old  :        34:        20         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  :                 66.8       62.4       87.8       82.8       66.4       61.6       86.8       80.9
Old  :                 66.8       62.4       87.8       82.8       66.4       61.6       86.8       80.9
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    28,141:    23,810     21,100          0      1,210        420        600      4,375          0      2,200        100          0:    1,111       936
Old  :    28,141:    23,810     21,100          0      1,210        420        600      4,375          0      2,200        100          0:    1,111       936
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,177:      -800       -680          0        -60          0        100       -125       -100       -225          0          0:     -152      -212
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.6       75.0        0.0        4.3        1.5        2.1       15.5        0.0        7.8        0.4        0.0:      3.9       3.3
Old  :     100.0:      84.6       75.0        0.0        4.3        1.5        2.1       15.5        0.0        7.8        0.4        0.0:      3.9       3.3
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:        19         16          0          .          .          .          .          0          .          .          0:
Old  :        27:        19         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  :                 49.8       61.5       79.3       82.3       42.9       55.2       56.3       62.5
Old  :                 49.8       61.5       79.3       82.3       42.9       55.2       56.3       62.5
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    24,050:    22,640     22,680          0        480        120        100          0        600        500          0          0:       90       170
Old  :    24,050:    22,640     22,680          0        480        120        100          0        600        500          0          0:       90       170
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :    -1,235:      -965     -1,110          0         15        -15        -50        -50          0       -150          0          0:      -55       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.1       94.3        0.0        2.0        0.5        0.4        0.0        2.5        2.1        0.0        0.0:      0.4       0.7
Old  :     100.0:      94.1       94.3        0.0        2.0        0.5        0.4        0.0        2.5        2.1        0.0        0.0:      0.4       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        21         14          0          .          .          .          0          .          .          0          0:
Old  :        26:        21         14          0          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       62.9       74.2       84.6       43.8       47.7       54.6       58.1
Old  :                 53.8       62.9       74.2       84.6       43.8       47.7       54.6       58.1
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    10,075:     7,735      9,125        300        100        300      1,200        200          0          0          0          0:      540       350
Old  :    10,075:     7,735      9,125        300        100        300      1,200        200          0          0          0          0:      540       350
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -775:      -730       -630          0        -50          0          0        -25          0          0          0          0:      -45       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       90.6        3.0        1.0        3.0       11.9        2.0        0.0        0.0        0.0        0.0:      5.4       3.5
Old  :     100.0:      76.8       90.6        3.0        1.0        3.0       11.9        2.0        0.0        0.0        0.0        0.0:      5.4       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  :        20:        10          9          .          .          .          .          .          0          0          0          0:
Old  :        20:        10          9          .          .          .          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       78.8       86.7       92.1       71.2       78.0       86.0       88.9
Old  :                 71.2       78.8       86.7       92.1       71.2       78.0       86.0       88.9
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    28,498:    21,070     18,325          0      2,835      2,415      2,400      1,800          0      1,360      2,200          3:    1,250       920
Old  :    28,498:    21,070     18,325          0      2,835      2,415      2,400      1,800          0      1,360      2,200          3:    1,250       920
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :       342:       890        745          0         50        -50       -150        100       -100       -112       -275         -3:     -133      -125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.9       64.3        0.0        9.9        8.5        8.4        6.3        0.0        4.8        7.7        0.0:      4.4       3.2
Old  :     100.0:      73.9       64.3        0.0        9.9        8.5        8.4        6.3        0.0        4.8        7.7        0.0:      4.4       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  :        31:        17         18          0          .          .          .          .          0          .          .          .:
Old  :        31:        17         18          0          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 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       42.6       79.3       66.5       52.0       31.9       67.0       53.4
Old  :                 56.4       42.6       79.3       66.5       52.0       31.9       67.0       53.4
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 12, 2015                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     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  :    20,335:    16,855     13,280        200      2,910      1,465        150      1,200        450          0        170        210:    1,005       650
Old  :    20,335:    16,855     13,280        200      2,910      1,465        150      1,200        450          0        170        210:    1,005       650
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 5, 2015                                                                      :
     :      -965:      -645       -675          0          0          0         25         50        -75          0        -60          0:     -270      -205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.9       65.3        1.0       14.3        7.2        0.7        5.9        2.2        0.0        0.8        1.0:      4.9       3.2
Old  :     100.0:      82.9       65.3        1.0       14.3        7.2        0.7        5.9        2.2        0.0        0.8        1.0:      4.9       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  :        24:        15         14          .          .          .          .          .          .          0          .          .:
Old  :        24:        15         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  :                 61.3       45.9       80.8       70.0       52.2       36.2       62.5       55.9
Old  :                 61.3       45.9       80.8       70.0       52.2       36.2       62.5       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 15, 2015