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