COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 118,124: 29,104 32,826 626 12,015 1,633 22,938 7,704 10,150 39,364 38,735 13,443: 866 1,618
Old : 118,124: 29,104 32,826 626 12,015 1,633 22,938 7,704 10,150 39,364 38,735 13,443: 866 1,618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -4,814: -3,757 -1,253 -51 -2,846 111 -5,191 -180 5,457 -341 -5,490 -1,146: 104 533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 27.8 0.5 10.2 1.4 19.4 6.5 8.6 33.3 32.8 11.4: 0.7 1.4
Old : 100.0: 24.6 27.8 0.5 10.2 1.4 19.4 6.5 8.6 33.3 32.8 11.4: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 16 16 . . . . . . 15 12 16:
Old : 54: 16 16 . . . . . . 15 12 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 38.7 66.1 59.5 34.1 31.3 48.0 43.2
Old : 47.2 38.7 66.1 59.5 34.1 31.3 48.0 43.2
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,606: 7,551 9,525 795 2,303 375 5,115 1,710 1,085 13,277 13,310 1,643: 765 655
Old : 30,606: 7,551 9,525 795 2,303 375 5,115 1,710 1,085 13,277 13,310 1,643: 765 655
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -3,357: -559 -1,520 -105 -12 -75 -288 -645 -7 -2,262 -1,097 -6: -55 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 31.1 2.6 7.5 1.2 16.7 5.6 3.5 43.4 43.5 5.4: 2.5 2.1
Old : 100.0: 24.7 31.1 2.6 7.5 1.2 16.7 5.6 3.5 43.4 43.5 5.4: 2.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 7 10 . . . . . . 9 12 11:
Old : 40: 7 10 . . . . . . 9 12 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 48.9 72.9 69.9 55.6 48.0 68.8 61.3
Old : 57.8 48.9 72.9 69.9 55.6 48.0 68.8 61.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,694: 105,199 112,187 3,268 3,724 9,977 8,350 4,172 3,154 8,507 5,550 9,680: 559 250
Old : 148,694: 105,199 112,187 3,268 3,724 9,977 8,350 4,172 3,154 8,507 5,550 9,680: 559 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,106: 148 877 -143 518 120 53 67 23 1,015 -252 -242: 132 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 75.4 2.2 2.5 6.7 5.6 2.8 2.1 5.7 3.7 6.5: 0.4 0.2
Old : 100.0: 70.7 75.4 2.2 2.5 6.7 5.6 2.8 2.1 5.7 3.7 6.5: 0.4 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 : 74: 41 46 . . 4 . 4 . 6 8 10:
Old : 74: 41 46 . . 4 . 4 . 6 8 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 31.7 58.6 52.7 29.1 23.5 37.9 34.2
Old : 41.4 31.7 58.6 52.7 29.1 23.5 37.9 34.2
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,281: 35,495 36,457 2,660 0 4,025 284 181 1,332 0 1,801 485: 0 0
Old : 44,281: 35,495 36,457 2,660 0 4,025 284 181 1,332 0 1,801 485: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -1,371: -687 -1,256 -98 0 -214 -227 -99 -175 0 343 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 82.3 6.0 0.0 9.1 0.6 0.4 3.0 0.0 4.1 1.1: 0.0 0.0
Old : 100.0: 80.2 82.3 6.0 0.0 9.1 0.6 0.4 3.0 0.0 4.1 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 26 24 . 0 . . . . 0 6 .:
Old : 39: 26 24 . 0 . . . . 0 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 : 49.7 44.7 70.0 69.9 36.5 36.5 49.7 49.9
Old : 49.7 44.7 70.0 69.9 36.5 36.5 49.7 49.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 389,315: 334,748 333,767 0 14,315 16,425 27,550 1,936 10,592 0 12,280 0: 0 0
Old : 389,315: 334,748 333,767 0 14,315 16,425 27,550 1,936 10,592 0 12,280 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -36,185: -29,665 -30,805 0 596 -976 -2,392 -1,648 -3,152 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 85.7 0.0 3.7 4.2 7.1 0.5 2.7 0.0 3.2 0.0: 0.0 0.0
Old : 100.0: 86.0 85.7 0.0 3.7 4.2 7.1 0.5 2.7 0.0 3.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 18 20 0 . . . . . 0 5 0:
Old : 34: 18 20 0 . . . . . 0 5 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 48.6 67.9 74.9 34.5 42.9 56.0 57.2
Old : 42.2 48.6 67.9 74.9 34.5 42.9 56.0 57.2
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,797,760: 1,519,333 1,552,624 92,686 94,946 90,734 11,266 2,376 12,825 41,159 14,498 29,757: 0 0
Old : 1,797,760: 1,519,333 1,552,624 92,686 94,946 90,734 11,266 2,376 12,825 41,159 14,498 29,757: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 25,961: 29,113 18,886 -11,395 0 5,123 -1,552 0 384 2,720 0 1,568: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 86.4 5.2 5.3 5.0 0.6 0.1 0.7 2.3 0.8 1.7: 0.0 0.0
Old : 100.0: 84.5 86.4 5.2 5.3 5.0 0.6 0.1 0.7 2.3 0.8 1.7: 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 : 58: 33 40 . . . . . . 4 4 5:
Old : 58: 33 40 . . . . . . 4 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 : 57.5 51.7 76.0 67.7 37.0 32.1 46.8 41.5
Old : 57.5 51.7 76.0 67.7 37.0 32.1 46.8 41.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,952: 55,636 46,648 0 7,949 1,320 50 2,350 3,944 1,595 334 407: 0 0
Old : 62,952: 55,636 46,648 0 7,949 1,320 50 2,350 3,944 1,595 334 407: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,141: 1,751 1,987 0 -591 617 -52 0 26 -403 -100 202: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 74.1 0.0 12.6 2.1 0.1 3.7 6.3 2.5 0.5 0.6: 0.0 0.0
Old : 100.0: 88.4 74.1 0.0 12.6 2.1 0.1 3.7 6.3 2.5 0.5 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 21 0 . . . . . 4 . .:
Old : 37: 23 21 0 . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 64.2 70.9 84.9 46.4 56.8 65.9 70.2
Old : 48.6 64.2 70.9 84.9 46.4 56.8 65.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 393,985: 311,500 358,766 44,299 0 5,288 0 1,482 27,113 5,481 1,032 304: 0 0
Old : 393,985: 311,500 358,766 44,299 0 5,288 0 1,482 27,113 5,481 1,032 304: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 7,004: 8,731 6,700 -5,216 0 608 0 0 0 3,185 0 -304: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 91.1 11.2 0.0 1.3 0.0 0.4 6.9 1.4 0.3 0.1: 0.0 0.0
Old : 100.0: 79.1 91.1 11.2 0.0 1.3 0.0 0.4 6.9 1.4 0.3 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 : 29: 18 17 . 0 . 0 . . . . .:
Old : 29: 18 17 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 60.9 82.7 87.5 49.3 58.0 66.3 71.2
Old : 57.3 60.9 82.7 87.5 49.3 58.0 66.3 71.2
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 565,283: 492,438 506,319 12,140 5,889 33,257 13,879 0 11,081 1,640 7,889 848: 0 0
Old : 565,283: 492,438 506,319 12,140 5,889 33,257 13,879 0 11,081 1,640 7,889 848: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 3,837: 3,020 5,399 395 0 790 0 0 0 -368 -2,352 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 89.6 2.1 1.0 5.9 2.5 0.0 2.0 0.3 1.4 0.2: 0.0 0.0
Old : 100.0: 87.1 89.6 2.1 1.0 5.9 2.5 0.0 2.0 0.3 1.4 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 : 45: 26 30 . . . . 0 . . . .:
Old : 45: 26 30 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 44.1 72.6 64.1 38.6 38.2 52.1 52.0
Old : 51.5 44.1 72.6 64.1 38.6 38.2 52.1 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,272: 42,550 41,785 0 1,226 1,345 2,579 343 1,692 226 2,090 1,195: 685 596
Old : 50,272: 42,550 41,785 0 1,226 1,345 2,579 343 1,692 226 2,090 1,195: 685 596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,669: 2,343 2,500 0 79 154 0 -214 85 23 0 21: 43 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 83.1 0.0 2.4 2.7 5.1 0.7 3.4 0.4 4.2 2.4: 1.4 1.2
Old : 100.0: 84.6 83.1 0.0 2.4 2.7 5.1 0.7 3.4 0.4 4.2 2.4: 1.4 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 : 41: 30 29 0 . . . . . . . .:
Old : 41: 30 29 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 49.0 69.0 64.2 45.6 46.1 57.6 58.8
Old : 51.7 49.0 69.0 64.2 45.6 46.1 57.6 58.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,535: 61,069 68,201 7,015 0 830 0 320 0 200 100 0: 421 84
Old : 69,535: 61,069 68,201 7,015 0 830 0 320 0 200 100 0: 421 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 800: 820 735 -135 0 65 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 98.1 10.1 0.0 1.2 0.0 0.5 0.0 0.3 0.1 0.0: 0.6 0.1
Old : 100.0: 87.8 98.1 10.1 0.0 1.2 0.0 0.5 0.0 0.3 0.1 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 30 26 . 0 . 0 . 0 . . 0:
Old : 44: 30 26 . 0 . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 69.4 70.8 84.7 51.3 62.4 62.6 75.9
Old : 55.9 69.4 70.8 84.7 51.3 62.4 62.6 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 82,575: 72,821 81,945 8,765 0 190 60 0 180 50 200 0: 509 60
Old : 82,575: 72,821 81,945 8,765 0 190 60 0 180 50 200 0: 509 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 585: 780 330 -350 0 155 0 0 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 99.2 10.6 0.0 0.2 0.1 0.0 0.2 0.1 0.2 0.0: 0.6 0.1
Old : 100.0: 88.2 99.2 10.6 0.0 0.2 0.1 0.0 0.2 0.1 0.2 0.0: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 32 30 . 0 . . 0 . . . 0:
Old : 47: 32 30 . 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 : 55.5 64.8 69.6 86.2 52.3 58.2 63.5 77.5
Old : 55.5 64.8 69.6 86.2 52.3 58.2 63.5 77.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,015: 16,830 16,270 0 1,810 745 1,190 0 10 0 100 0: 240 80
Old : 19,015: 16,830 16,270 0 1,810 745 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 26, 2015 :
: 270: 250 300 0 -50 20 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 85.6 0.0 9.5 3.9 6.3 0.0 0.1 0.0 0.5 0.0: 1.3 0.4
Old : 100.0: 88.5 85.6 0.0 9.5 3.9 6.3 0.0 0.1 0.0 0.5 0.0: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 15 0 . . . 0 . 0 . 0:
Old : 31: 20 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 : 47.1 69.2 70.6 87.4 44.4 54.8 64.5 70.1
Old : 47.1 69.2 70.6 87.4 44.4 54.8 64.5 70.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 297,368: 210,488 276,344 79,776 0 784 0 3,856 6,320 0 10,064 0: 0 0
Old : 297,368: 210,488 276,344 79,776 0 784 0 3,856 6,320 0 10,064 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,712: 3,488 1,928 -776 0 0 0 0 0 0 784 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 92.9 26.8 0.0 0.3 0.0 1.3 2.1 0.0 3.4 0.0: 0.0 0.0
Old : 100.0: 70.8 92.9 26.8 0.0 0.3 0.0 1.3 2.1 0.0 3.4 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 20 . 0 . 0 . . 0 . 0:
Old : 30: 21 20 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 60.6 78.5 79.5 49.2 49.1 58.9 58.1
Old : 52.8 60.6 78.5 79.5 49.2 49.1 58.9 58.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,929: 5,888 7,553 104 287 242 541 84 0 1,920 609 110: 124 44
Old : 8,929: 5,888 7,553 104 287 242 541 84 0 1,920 609 110: 124 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 173: 217 321 0 0 0 0 0 0 0 23 0: -44 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 84.6 1.2 3.2 2.7 6.1 0.9 0.0 21.5 6.8 1.2: 1.4 0.5
Old : 100.0: 65.9 84.6 1.2 3.2 2.7 6.1 0.9 0.0 21.5 6.8 1.2: 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 : 33: 18 21 . . . . . 0 . . .:
Old : 33: 18 21 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 39.4 69.5 64.3 48.5 28.2 58.6 46.9
Old : 50.6 39.4 69.5 64.3 48.5 28.2 58.6 46.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,995: 20,710 20,800 0 610 1,865 1,060 0 140 0 500 0: 220 80
Old : 23,995: 20,710 20,800 0 610 1,865 1,060 0 140 0 500 0: 220 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 60: 45 95 0 -50 15 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 86.7 0.0 2.5 7.8 4.4 0.0 0.6 0.0 2.1 0.0: 0.9 0.3
Old : 100.0: 86.3 86.7 0.0 2.5 7.8 4.4 0.0 0.6 0.0 2.1 0.0: 0.9 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 : 35: 23 21 0 . . . 0 . 0 . 0:
Old : 35: 23 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 : 45.2 55.8 71.7 81.2 44.4 44.0 61.3 59.9
Old : 45.2 55.8 71.7 81.2 44.4 44.0 61.3 59.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,945: 12,330 10,505 50 1,350 970 0 685 205 0 0 0: 390 230
Old : 13,945: 12,330 10,505 50 1,350 970 0 685 205 0 0 0: 390 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -35: -35 -35 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 75.3 0.4 9.7 7.0 0.0 4.9 1.5 0.0 0.0 0.0: 2.8 1.6
Old : 100.0: 88.4 75.3 0.4 9.7 7.0 0.0 4.9 1.5 0.0 0.0 0.0: 2.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 17 . . . 0 . . 0 0 0:
Old : 26: 18 17 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 59.6 62.0 83.3 27.6 31.0 45.3 44.6
Old : 36.9 59.6 62.0 83.3 27.6 31.0 45.3 44.6
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,143: 16,179 13,853 42 2,007 1,304 636 0 241 0 76 44: 697 1,618
Old : 19,143: 16,179 13,853 42 2,007 1,304 636 0 241 0 76 44: 697 1,618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 164: 186 142 0 44 -44 0 0 0 0 0 0: 22 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 72.4 0.2 10.5 6.8 3.3 0.0 1.3 0.0 0.4 0.2: 3.6 8.5
Old : 100.0: 84.5 72.4 0.2 10.5 6.8 3.3 0.0 1.3 0.0 0.4 0.2: 3.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 23 21 . . . . 0 . 0 . .:
Old : 29: 23 21 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 54.7 61.1 70.7 27.0 39.8 42.8 47.7
Old : 40.1 54.7 61.1 70.7 27.0 39.8 42.8 47.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,243: 50,404 39,433 1,574 2,849 1,669 0 4,788 935 0 5,209 200: 461 160
Old : 55,243: 50,404 39,433 1,574 2,849 1,669 0 4,788 935 0 5,209 200: 461 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 899: 645 572 164 485 15 0 50 0 0 -206 0: 75 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 71.4 2.8 5.2 3.0 0.0 8.7 1.7 0.0 9.4 0.4: 0.8 0.3
Old : 100.0: 91.2 71.4 2.8 5.2 3.0 0.0 8.7 1.7 0.0 9.4 0.4: 0.8 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 : 44: 29 27 . . . 0 . . 0 4 .:
Old : 44: 29 27 . . . 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 : 44.5 37.4 66.8 61.0 40.1 35.1 60.0 56.7
Old : 44.5 37.4 66.8 61.0 40.1 35.1 60.0 56.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 59,720: 55,712 40,312 741 5,764 1,240 0 5,806 1,232 25 4,606 675: 95 85
Old : 59,720: 55,712 40,312 741 5,764 1,240 0 5,806 1,232 25 4,606 675: 95 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,514: 1,353 849 0 230 191 0 0 0 -150 154 90: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 67.5 1.2 9.7 2.1 0.0 9.7 2.1 0.0 7.7 1.1: 0.2 0.1
Old : 100.0: 93.3 67.5 1.2 9.7 2.1 0.0 9.7 2.1 0.0 7.7 1.1: 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 : 47: 30 31 . . 4 0 . . . 5 4:
Old : 47: 30 31 . . 4 0 . . . 5 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 : 49.4 37.7 69.4 57.5 43.1 35.0 60.1 53.7
Old : 49.4 37.7 69.4 57.5 43.1 35.0 60.1 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,025: 46,160 47,515 740 960 1,475 400 0 0 1,170 0 0: 80 75
Old : 50,025: 46,160 47,515 740 960 1,475 400 0 0 1,170 0 0: 80 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,520: 1,220 1,520 300 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 95.0 1.5 1.9 2.9 0.8 0.0 0.0 2.3 0.0 0.0: 0.2 0.1
Old : 100.0: 92.3 95.0 1.5 1.9 2.9 0.8 0.0 0.0 2.3 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 27 17 . . . . 0 0 . 0 0:
Old : 34: 27 17 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 95.1 73.0 98.6 56.6 87.7 70.8 87.9
Old : 58.2 95.1 73.0 98.6 56.6 87.7 70.8 87.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,695: 46,805 46,615 220 1,745 1,250 0 0 0 1,260 0 0: 160 85
Old : 49,695: 46,805 46,615 220 1,745 1,250 0 0 0 1,260 0 0: 160 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,205: 1,185 1,205 0 0 0 0 0 0 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 93.8 0.4 3.5 2.5 0.0 0.0 0.0 2.5 0.0 0.0: 0.3 0.2
Old : 100.0: 94.2 93.8 0.4 3.5 2.5 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: 26 14 . . . 0 0 0 . 0 0:
Old : 30: 26 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 : 50.5 94.4 67.4 97.7 47.4 84.5 62.5 84.7
Old : 50.5 94.4 67.4 97.7 47.4 84.5 62.5 84.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 385,550: 288,832 339,004 5,130 19,724 6,152 31,879 0 15,992 33,255 368 4,310: 0 0
Old : 385,550: 288,832 339,004 5,130 19,724 6,152 31,879 0 15,992 33,255 368 4,310: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,590: 5,263 1,831 -784 -1,152 0 0 0 0 -3,432 368 1,543: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 87.9 1.3 5.1 1.6 8.3 0.0 4.1 8.6 0.1 1.1: 0.0 0.0
Old : 100.0: 74.9 87.9 1.3 5.1 1.6 8.3 0.0 4.1 8.6 0.1 1.1: 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 : 40: 25 29 . . . . 0 . . . .:
Old : 40: 25 29 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 43.5 69.8 64.1 35.2 37.4 51.6 49.3
Old : 47.7 43.5 69.8 64.1 35.2 37.4 51.6 49.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,216: 17,043 20,833 1,113 209 850 2,890 0 680 1,034 826 347: 259 471
Old : 24,216: 17,043 20,833 1,113 209 850 2,890 0 680 1,034 826 347: 259 471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 525: 413 505 64 -21 -21 22 0 0 -148 -111 151: 44 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 86.0 4.6 0.9 3.5 11.9 0.0 2.8 4.3 3.4 1.4: 1.1 1.9
Old : 100.0: 70.4 86.0 4.6 0.9 3.5 11.9 0.0 2.8 4.3 3.4 1.4: 1.1 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 : 41: 22 29 . . . . 0 . . 4 4:
Old : 41: 22 29 . . . . 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 : 43.4 39.6 67.3 60.3 39.7 33.7 55.8 47.7
Old : 43.4 39.6 67.3 60.3 39.7 33.7 55.8 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,885: 15,366 22,295 7,387 0 0 156 150 616 334 798 26: 0 0
Old : 23,885: 15,366 22,295 7,387 0 0 156 150 616 334 798 26: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,981: -204 3,007 3,107 0 0 52 0 0 0 -52 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 93.3 30.9 0.0 0.0 0.7 0.6 2.6 1.4 3.3 0.1: 0.0 0.0
Old : 100.0: 64.3 93.3 30.9 0.0 0.0 0.7 0.6 2.6 1.4 3.3 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 : 29: 18 13 . 0 0 . . . . . .:
Old : 29: 18 13 . 0 0 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 75.9 85.9 89.2 60.4 75.3 77.0 82.8
Old : 66.7 75.9 85.9 89.2 60.4 75.3 77.0 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 202,261: 139,695 189,773 40,128 0 1,520 9,542 0 9,656 1,720 1,312 0: 0 0
Old : 202,261: 139,695 189,773 40,128 0 1,520 9,542 0 9,656 1,720 1,312 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 93.8 19.8 0.0 0.8 4.7 0.0 4.8 0.9 0.6 0.0: 0.0 0.0
Old : 100.0: 69.1 93.8 19.8 0.0 0.8 4.7 0.0 4.8 0.9 0.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 6 . 0 . . 0 . . . 0:
Old : 20: 12 6 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 96.7 90.5 99.7 61.5 91.0 84.5 91.6
Old : 62.7 96.7 90.5 99.7 61.5 91.0 84.5 91.6
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 545,008: 468,129 509,512 55,699 0 9,718 0 9,242 11,462 0 5,074 0: 0 0
Old : 545,008: 468,129 509,512 55,699 0 9,718 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 26, 2015 :
: 6,992: 6,992 7,376 384 0 -384 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 93.5 10.2 0.0 1.8 0.0 1.7 2.1 0.0 0.9 0.0: 0.0 0.0
Old : 100.0: 85.9 93.5 10.2 0.0 1.8 0.0 1.7 2.1 0.0 0.9 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: 17 20 . 0 . 0 . . 0 . 0:
Old : 30: 17 20 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 89.0 83.1 94.9 59.9 79.1 74.8 83.3
Old : 64.6 89.0 83.1 94.9 59.9 79.1 74.8 83.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,460: 33,416 42,477 3,620 342 149 2,946 0 1,846 2,862 282 960: 661 404
Old : 46,460: 33,416 42,477 3,620 342 149 2,946 0 1,846 2,862 282 960: 661 404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 187: 65 209 -88 0 0 0 0 0 0 0 0: 210 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 91.4 7.8 0.7 0.3 6.3 0.0 4.0 6.2 0.6 2.1: 1.4 0.9
Old : 100.0: 71.9 91.4 7.8 0.7 0.3 6.3 0.0 4.0 6.2 0.6 2.1: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 20 . . . . 0 . . . .:
Old : 30: 18 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 : 62.0 82.5 81.6 90.4 56.0 74.3 70.6 78.3
Old : 62.0 82.5 81.6 90.4 56.0 74.3 70.6 78.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 17,350: 11,645 13,845 466 618 683 747 0 41 2,473 543 317: 978 1,303
Old : 17,350: 11,645 13,845 466 618 683 747 0 41 2,473 543 317: 978 1,303
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 438: 650 482 0 -44 0 0 0 0 -338 172 -172: 298 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 79.8 2.7 3.6 3.9 4.3 0.0 0.2 14.3 3.1 1.8: 5.6 7.5
Old : 100.0: 67.1 79.8 2.7 3.6 3.9 4.3 0.0 0.2 14.3 3.1 1.8: 5.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 20 . . . . 0 . . . .:
Old : 30: 14 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 : 48.4 50.1 66.3 65.7 42.5 44.9 57.7 57.0
Old : 48.4 50.1 66.3 65.7 42.5 44.9 57.7 57.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 209,256: 149,556 198,216 15,617 0 9,881 792 0 0 32,251 0 1,159: 0 0
Old : 209,256: 149,556 198,216 15,617 0 9,881 792 0 0 32,251 0 1,159: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 19,528: 19,528 14,464 -4,280 0 5,064 0 0 0 -784 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 94.7 7.5 0.0 4.7 0.4 0.0 0.0 15.4 0.0 0.6: 0.0 0.0
Old : 100.0: 71.5 94.7 7.5 0.0 4.7 0.4 0.0 0.0 15.4 0.0 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 16 . 0 . . 0 0 . 0 .:
Old : 29: 15 16 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 61.1 82.3 87.1 51.1 53.3 61.9 67.9
Old : 63.4 61.1 82.3 87.1 51.1 53.3 61.9 67.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,250: 6,717 9,605 2,243 232 1,126 1,079 0 176 220 0 0: 689 1,111
Old : 12,250: 6,717 9,605 2,243 232 1,126 1,079 0 176 220 0 0: 689 1,111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -42: -256 -263 0 -43 0 0 0 0 0 0 0: 214 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.8 78.4 18.3 1.9 9.2 8.8 0.0 1.4 1.8 0.0 0.0: 5.6 9.1
Old : 100.0: 54.8 78.4 18.3 1.9 9.2 8.8 0.0 1.4 1.8 0.0 0.0: 5.6 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 : 25: 15 14 . . . . 0 . . 0 0:
Old : 25: 15 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 : 48.3 47.4 71.9 72.1 39.2 46.5 56.9 62.8
Old : 48.3 47.4 71.9 72.1 39.2 46.5 56.9 62.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 113,830: 95,330 98,166 5,529 9,326 6,338 6,633 0 0 0 0 0: 0 0
Old : 113,830: 95,330 98,166 5,529 9,326 6,338 6,633 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 26, 2015 :
: 4,656: 4,656 2,336 0 2,320 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 86.2 4.9 8.2 5.6 5.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.7 86.2 4.9 8.2 5.6 5.8 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 : 29: 17 20 . . . . 0 0 0 0 0:
Old : 29: 17 20 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 52.7 73.8 74.5 43.6 43.7 60.5 60.5
Old : 50.3 52.7 73.8 74.5 43.6 43.7 60.5 60.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,624: 11,203 18,474 6,737 0 4,146 534 0 1,004 0 0 0: 0 0
Old : 23,624: 11,203 18,474 6,737 0 4,146 534 0 1,004 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 26, 2015 :
: -950: -265 -875 -560 0 0 -50 0 -75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 78.2 28.5 0.0 17.5 2.3 0.0 4.2 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 47.4 78.2 28.5 0.0 17.5 2.3 0.0 4.2 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 16 . 0 . . 0 . 0 0 0:
Old : 22: 14 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 : 79.0 60.8 92.7 83.6 39.4 35.5 45.1 45.2
Old : 79.0 60.8 92.7 83.6 39.4 35.5 45.1 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,860: 26,785 13,350 1,670 14,435 55 0 850 50 0 0 0: 300 120
Old : 28,860: 26,785 13,350 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 26, 2015 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 46.3 5.8 50.0 0.2 0.0 2.9 0.2 0.0 0.0 0.0: 1.0 0.4
Old : 100.0: 92.8 46.3 5.8 50.0 0.2 0.0 2.9 0.2 0.0 0.0 0.0: 1.0 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: 19 14 . . . 0 . . 0 0 0:
Old : 27: 19 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 : 57.9 78.0 81.5 91.3 48.9 73.6 72.0 83.5
Old : 57.9 78.0 81.5 91.3 48.9 73.6 72.0 83.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,655: 22,985 9,000 1,350 14,435 0 0 900 0 0 0 0: 320 320
Old : 24,655: 22,985 9,000 1,350 14,435 0 0 900 0 0 0 0: 320 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 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: 93.2 36.5 5.5 58.5 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 1.3 1.3
Old : 100.0: 93.2 36.5 5.5 58.5 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 1.3 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 : 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 : 61.1 85.9 79.4 96.2 55.2 83.5 72.5 87.4
Old : 61.1 85.9 79.4 96.2 55.2 83.5 72.5 87.4
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,146: 26,146 20,376 0 5,620 0 0 0 0 0 150 0: 0 0
Old : 26,146: 26,146 20,376 0 5,620 0 0 0 0 0 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 415: 415 365 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 77.9 0.0 21.5 0.0 0.0 0.0 0.0 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 100.0 77.9 0.0 21.5 0.0 0.0 0.0 0.0 0.0 0.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 15 0 . 0 0 0 0 0 . 0:
Old : 34: 23 15 0 . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 73.4 76.3 92.5 48.3 69.6 64.6 81.1
Old : 56.4 73.4 76.3 92.5 48.3 69.6 64.6 81.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,819: 23,629 19,229 0 4,590 0 0 0 0 50 0 0: 140 0
Old : 23,819: 23,629 19,229 0 4,590 0 0 0 0 50 0 0: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 700: 899 715 0 0 0 0 0 0 50 0 0: -249 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 80.7 0.0 19.3 0.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.6 0.0
Old : 100.0: 99.2 80.7 0.0 19.3 0.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 11 0 . 0 0 0 0 . 0 0:
Old : 27: 19 11 0 . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 75.3 82.7 92.6 63.9 75.0 79.8 88.5
Old : 64.6 75.3 82.7 92.6 63.9 75.0 79.8 88.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,530: 18,690 18,390 0 620 130 0 150 0 0 0 0: 710 240
Old : 19,530: 18,690 18,390 0 620 130 0 150 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 26, 2015 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 94.2 0.0 3.2 0.7 0.0 0.8 0.0 0.0 0.0 0.0: 3.6 1.2
Old : 100.0: 95.7 94.2 0.0 3.2 0.7 0.0 0.8 0.0 0.0 0.0 0.0: 3.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 0 . . 0 . 0 0 0 0:
Old : 23: 14 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 : 72.8 93.9 90.0 97.4 72.8 93.2 90.0 96.0
Old : 72.8 93.9 90.0 97.4 72.8 93.2 90.0 96.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,435: 11,920 12,375 75 0 0 0 0 0 0 0 0: 440 60
Old : 12,435: 11,920 12,375 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 26, 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: 95.9 99.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 0.5
Old : 100.0: 95.9 99.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.5 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 : 20: 18 7 . 0 0 0 0 0 0 0 0:
Old : 20: 18 7 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 92.7 74.1 99.5 48.3 84.9 65.8 84.9
Old : 51.7 92.7 74.1 99.5 48.3 84.9 65.8 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,597: 13,242 13,597 95 0 0 0 0 0 0 0 0: 260 0
Old : 13,597: 13,242 13,597 95 0 0 0 0 0 0 0 0: 260 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -20: -20 -20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.4 100.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 0.0
Old : 100.0: 97.4 100.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.9 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: 20 8 . 0 0 0 0 0 0 0 0:
Old : 22: 20 8 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 95.1 68.5 100.0 46.3 85.8 62.7 85.8
Old : 49.3 95.1 68.5 100.0 46.3 85.8 62.7 85.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,171: 104,974 119,586 12,012 0 2,380 1,115 70 50 1,400 85 0: 240 0
Old : 122,171: 104,974 119,586 12,012 0 2,380 1,115 70 50 1,400 85 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,249: 2,249 2,164 0 0 0 0 0 0 0 85 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 97.9 9.8 0.0 1.9 0.9 0.1 0.0 1.1 0.1 0.0: 0.2 0.0
Old : 100.0: 85.9 97.9 9.8 0.0 1.9 0.9 0.1 0.0 1.1 0.1 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 32 32 4 0 . . . . . . 0:
Old : 47: 32 32 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 : 40.4 66.2 62.3 83.8 35.8 54.0 50.6 64.3
Old : 40.4 66.2 62.3 83.8 35.8 54.0 50.6 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,068: 128,547 143,299 12,857 0 1,964 1,665 100 520 500 185 0: 15 0
Old : 146,068: 128,547 143,299 12,857 0 1,964 1,665 100 520 500 185 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 4,700: 4,650 4,665 0 0 0 0 0 0 50 35 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 98.1 8.8 0.0 1.3 1.1 0.1 0.4 0.3 0.1 0.0: 0.0 0.0
Old : 100.0: 88.0 98.1 8.8 0.0 1.3 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 : 52: 38 34 4 0 . . . . . . 0:
Old : 52: 38 34 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 65.9 66.0 82.4 37.7 60.5 53.8 68.5
Old : 46.4 65.9 66.0 82.4 37.7 60.5 53.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,547: 116,102 115,468 4,429 18,215 3,890 3,475 1,899 1,170 14,242 2,884 4,941: 298 80
Old : 148,547: 116,102 115,468 4,429 18,215 3,890 3,475 1,899 1,170 14,242 2,884 4,941: 298 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 363: 434 -42 -446 -313 858 0 -187 0 300 779 -702: -81 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 77.7 3.0 12.3 2.6 2.3 1.3 0.8 9.6 1.9 3.3: 0.2 0.1
Old : 100.0: 78.2 77.7 3.0 12.3 2.6 2.3 1.3 0.8 9.6 1.9 3.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 39 35 . . 4 . 4 . 7 4 6:
Old : 65: 39 35 . . 4 . 4 . 7 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 64.6 52.5 75.5 29.4 58.5 47.8 65.3
Old : 30.5 64.6 52.5 75.5 29.4 58.5 47.8 65.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 99,469: 81,584 81,386 6,522 5,275 6,263 230 0 1,380 1,325 3,230 1,920: 245 15
Old : 99,469: 81,584 81,386 6,522 5,275 6,263 230 0 1,380 1,325 3,230 1,920: 245 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 650: 285 345 525 465 -160 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 81.8 6.6 5.3 6.3 0.2 0.0 1.4 1.3 3.2 1.9: 0.2 0.0
Old : 100.0: 82.0 81.8 6.6 5.3 6.3 0.2 0.0 1.4 1.3 3.2 1.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 33 27 . . 4 . 0 . . . 5:
Old : 47: 33 27 . . 4 . 0 . . . 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 : 37.1 71.5 57.2 81.0 34.5 59.1 49.7 64.9
Old : 37.1 71.5 57.2 81.0 34.5 59.1 49.7 64.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,940: 25,225 23,145 300 2,105 125 0 565 0 150 0 0: 140 0
Old : 25,940: 25,225 23,145 300 2,105 125 0 565 0 150 0 0: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 20: 20 20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.2 89.2 1.2 8.1 0.5 0.0 2.2 0.0 0.6 0.0 0.0: 0.5 0.0
Old : 100.0: 97.2 89.2 1.2 8.1 0.5 0.0 2.2 0.0 0.6 0.0 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 : 32: 25 11 . . . 0 . 0 . 0 0:
Old : 32: 25 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 : 56.2 85.5 77.0 98.6 56.1 82.9 76.9 95.6
Old : 56.2 85.5 77.0 98.6 56.1 82.9 76.9 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,455: 22,865 20,955 300 2,010 90 0 215 50 0 0 0: 150 135
Old : 23,455: 22,865 20,955 300 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 26, 2015 :
: 170: 170 170 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 89.3 1.3 8.6 0.4 0.0 0.9 0.2 0.0 0.0 0.0: 0.6 0.6
Old : 100.0: 97.5 89.3 1.3 8.6 0.4 0.0 0.9 0.2 0.0 0.0 0.0: 0.6 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 : 57.4 86.2 78.5 99.2 57.4 81.0 78.4 91.8
Old : 57.4 86.2 78.5 99.2 57.4 81.0 78.4 91.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,145: 23,435 20,975 315 1,660 2,020 0 910 265 0 25 0: 110 290
Old : 26,145: 23,435 20,975 315 1,660 2,020 0 910 265 0 25 0: 110 290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,190: 1,345 790 -300 265 135 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 80.2 1.2 6.3 7.7 0.0 3.5 1.0 0.0 0.1 0.0: 0.4 1.1
Old : 100.0: 89.6 80.2 1.2 6.3 7.7 0.0 3.5 1.0 0.0 0.1 0.0: 0.4 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 : 35: 27 19 . . . 0 . . 0 . 0:
Old : 35: 27 19 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 44.8 69.1 70.6 42.4 35.5 57.8 56.8
Old : 48.6 44.8 69.1 70.6 42.4 35.5 57.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,578: 12,104 11,488 0 1,240 850 320 0 0 0 0 0: 304 0
Old : 13,578: 12,104 11,488 0 1,240 850 320 0 0 0 0 0: 304 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 84.6 0.0 9.1 6.3 2.4 0.0 0.0 0.0 0.0 0.0: 2.2 0.0
Old : 100.0: 89.1 84.6 0.0 9.1 6.3 2.4 0.0 0.0 0.0 0.0 0.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 9 0 . . . 0 0 0 0 0:
Old : 20: 15 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 : 56.4 89.0 79.4 99.3 50.5 76.4 67.5 78.6
Old : 56.4 89.0 79.4 99.3 50.5 76.4 67.5 78.6
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,548: 111,889 61,291 622 52,136 3,551 2,795 0 2,540 0 2,030 0: 151 0
Old : 121,548: 111,889 61,291 622 52,136 3,551 2,795 0 2,540 0 2,030 0: 151 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -4,680: -4,591 -3,860 -40 -720 0 -200 0 0 0 -100 0: 151 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 50.4 0.5 42.9 2.9 2.3 0.0 2.1 0.0 1.7 0.0: 0.1 0.0
Old : 100.0: 92.1 50.4 0.5 42.9 2.9 2.3 0.0 2.1 0.0 1.7 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 : 25: 14 14 . . . . 0 . 0 . 0:
Old : 25: 14 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 : 64.8 74.2 85.1 87.1 36.7 48.7 51.4 54.4
Old : 64.8 74.2 85.1 87.1 36.7 48.7 51.4 54.4
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,686,016: 2,368,937 1,010,296 107,951 1,235,592 209,128 0 231,000 0 0 0 0: 0 0
Old : 2,686,016: 2,368,937 1,010,296 107,951 1,235,592 209,128 0 231,000 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 26, 2015 :
: -69,112: -50,880 -52,152 -13,144 5,088 -5,088 0 -16,960 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 37.6 4.0 46.0 7.8 0.0 8.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.2 37.6 4.0 46.0 7.8 0.0 8.6 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 : 77.4 84.7 93.0 94.9 53.4 61.0 63.7 64.8
Old : 77.4 84.7 93.0 94.9 53.4 61.0 63.7 64.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,029: 33,802 36,277 1,715 320 4,647 378 0 2,785 702 0 0: 0 0
Old : 44,029: 33,802 36,277 1,715 320 4,647 378 0 2,785 702 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -2,320: -2,200 -1,960 60 -100 -60 100 0 -200 -20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 82.4 3.9 0.7 10.6 0.9 0.0 6.3 1.6 0.0 0.0: 0.0 0.0
Old : 100.0: 76.8 82.4 3.9 0.7 10.6 0.9 0.0 6.3 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 : 20: 10 10 . . . . 0 . . 0 0:
Old : 20: 10 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 : 64.7 75.2 89.7 94.4 54.1 66.8 67.7 72.6
Old : 64.7 75.2 89.7 94.4 54.1 66.8 67.7 72.6
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,168,957: 649,286 801,808 145,073 85,141 211,448 85,240 0 70,560 7,350 0 0: 0 0
Old : 1,168,957: 649,286 801,808 145,073 85,141 211,448 85,240 0 70,560 7,350 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -78,864: -61,480 -30,528 1,696 -46,640 -1,696 -16,960 0 0 -424 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 68.6 12.4 7.3 18.1 7.3 0.0 6.0 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 55.5 68.6 12.4 7.3 18.1 7.3 0.0 6.0 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 : 20: 12 6 . . . . 0 . . 0 0:
Old : 20: 12 6 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 85.5 86.9 100.0 45.2 66.2 64.3 70.7
Old : 57.5 85.5 86.9 100.0 45.2 66.2 64.3 70.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,451: 12,205 19,125 5,550 0 750 0 540 0 1,975 0 130: 841 906
Old : 21,451: 12,205 19,125 5,550 0 750 0 540 0 1,975 0 130: 841 906
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 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: 56.9 89.2 25.9 0.0 3.5 0.0 2.5 0.0 9.2 0.0 0.6: 3.9 4.2
Old : 100.0: 56.9 89.2 25.9 0.0 3.5 0.0 2.5 0.0 9.2 0.0 0.6: 3.9 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 : 24: 11 13 . 0 . 0 . 0 . 0 .:
Old : 24: 11 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 : 75.2 67.6 90.6 85.6 71.7 67.6 86.5 83.4
Old : 75.2 67.6 90.6 85.6 71.7 67.6 86.5 83.4
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,761: 11,691 19,396 7,295 0 750 0 540 0 1,116 70 175: 734 830
Old : 21,761: 11,691 19,396 7,295 0 750 0 540 0 1,116 70 175: 734 830
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,400: 0 2,400 2,400 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 89.1 33.5 0.0 3.4 0.0 2.5 0.0 5.1 0.3 0.8: 3.4 3.8
Old : 100.0: 53.7 89.1 33.5 0.0 3.4 0.0 2.5 0.0 5.1 0.3 0.8: 3.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 14 . 0 . 0 . 0 . . .:
Old : 22: 9 14 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.5 61.0 94.7 83.6 78.3 61.0 87.6 81.5
Old : 82.5 61.0 94.7 83.6 78.3 61.0 87.6 81.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,717: 29,938 23,946 0 7,431 55 1,100 0 0 1,593 1,870 355: 676 60
Old : 33,717: 29,938 23,946 0 7,431 55 1,100 0 0 1,593 1,870 355: 676 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -905: -926 354 0 -59 0 -50 0 0 400 -800 -400: 71 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 71.0 0.0 22.0 0.2 3.3 0.0 0.0 4.7 5.5 1.1: 2.0 0.2
Old : 100.0: 88.8 71.0 0.0 22.0 0.2 3.3 0.0 0.0 4.7 5.5 1.1: 2.0 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 20 0 . . . 0 0 . . .:
Old : 33: 22 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 : 65.4 46.7 79.4 74.1 55.5 45.1 67.6 67.5
Old : 65.4 46.7 79.4 74.1 55.5 45.1 67.6 67.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,811: 17,008 15,976 674 5,935 900 720 0 0 2,755 0 0: 754 0
Old : 22,811: 17,008 15,976 674 5,935 900 720 0 0 2,755 0 0: 754 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,835: 1,345 1,165 0 370 300 0 0 0 150 0 0: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 70.0 3.0 26.0 3.9 3.2 0.0 0.0 12.1 0.0 0.0: 3.3 0.0
Old : 100.0: 74.6 70.0 3.0 26.0 3.9 3.2 0.0 0.0 12.1 0.0 0.0: 3.3 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 : 30: 20 17 . . . . 0 0 . 0 0:
Old : 30: 20 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 : 50.1 57.8 74.2 80.3 35.9 47.9 54.2 64.4
Old : 50.1 57.8 74.2 80.3 35.9 47.9 54.2 64.4
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,642: 21,771 17,191 1,158 5,838 78 0 160 200 250 0 0: 185 175
Old : 23,642: 21,771 17,191 1,158 5,838 78 0 160 200 250 0 0: 185 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -336: -366 -686 5 280 0 0 -50 0 0 0 0: 25 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 72.7 4.9 24.7 0.3 0.0 0.7 0.8 1.1 0.0 0.0: 0.8 0.7
Old : 100.0: 92.1 72.7 4.9 24.7 0.3 0.0 0.7 0.8 1.1 0.0 0.0: 0.8 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 : 36: 25 24 . . . 0 . . . 0 0:
Old : 36: 25 24 . . . 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 : 57.8 61.6 75.9 78.2 53.3 61.3 68.3 75.9
Old : 57.8 61.6 75.9 78.2 53.3 61.3 68.3 75.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,144: 21,374 15,441 0 5,738 90 600 720 0 0 0 0: 80 155
Old : 22,144: 21,374 15,441 0 5,738 90 600 720 0 0 0 0: 80 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 103: 128 -622 0 595 -25 0 0 0 0 0 0: 0 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.5 69.7 0.0 25.9 0.4 2.7 3.3 0.0 0.0 0.0 0.0: 0.4 0.7
Old : 100.0: 96.5 69.7 0.0 25.9 0.4 2.7 3.3 0.0 0.0 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 : 34: 21 23 0 . . . . 0 0 0 0:
Old : 34: 21 23 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 : 71.5 46.0 83.6 68.9 67.0 43.5 76.9 65.8
Old : 71.5 46.0 83.6 68.9 67.0 43.5 76.9 65.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,234: 12,336 12,994 2,445 850 450 0 940 0 0 0 0: 3 0
Old : 15,234: 12,336 12,994 2,445 850 450 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 26, 2015 :
: -360: -360 -360 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 85.3 16.0 5.6 3.0 0.0 6.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.0 85.3 16.0 5.6 3.0 0.0 6.2 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 12 . . . 0 . 0 0 0 0:
Old : 26: 17 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 61.5 81.3 85.6 55.2 56.3 80.6 78.0
Old : 55.7 61.5 81.3 85.6 55.2 56.3 80.6 78.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,414: 6,904 9,334 1,810 380 555 0 0 0 0 0 0: 1,145 145
Old : 10,414: 6,904 9,334 1,810 380 555 0 0 0 0 0 0: 1,145 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -540: -865 -640 0 0 0 0 0 0 0 0 0: 325 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 89.6 17.4 3.6 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 11.0 1.4
Old : 100.0: 66.3 89.6 17.4 3.6 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 11.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 9 . . . 0 0 0 0 0 0:
Old : 21: 12 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 : 46.2 72.8 68.7 91.9 41.9 70.3 63.2 81.9
Old : 46.2 72.8 68.7 91.9 41.9 70.3 63.2 81.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,570: 27,575 23,995 1,335 2,600 1,985 0 1,860 290 25 600 0: 360 240
Old : 31,570: 27,575 23,995 1,335 2,600 1,985 0 1,860 290 25 600 0: 360 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,195: 1,065 895 30 250 50 0 0 0 0 0 0: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 76.0 4.2 8.2 6.3 0.0 5.9 0.9 0.1 1.9 0.0: 1.1 0.8
Old : 100.0: 87.3 76.0 4.2 8.2 6.3 0.0 5.9 0.9 0.1 1.9 0.0: 1.1 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: 24 20 . . . 0 . . . . 0:
Old : 36: 24 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 : 50.4 50.8 70.5 73.9 48.2 44.3 66.3 64.1
Old : 50.4 50.8 70.5 73.9 48.2 44.3 66.3 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 10,247: 7,880 7,687 0 2,400 0 975 0 0 0 0 0: 1,392 160
Old : 10,247: 7,880 7,687 0 2,400 0 975 0 0 0 0 0: 1,392 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 495: 470 470 0 0 0 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 75.0 0.0 23.4 0.0 9.5 0.0 0.0 0.0 0.0 0.0: 13.6 1.6
Old : 100.0: 76.9 75.0 0.0 23.4 0.0 9.5 0.0 0.0 0.0 0.0 0.0: 13.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 18 0 . 0 . 0 0 0 0 0:
Old : 24: 17 18 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 : 39.5 67.7 64.0 85.0 38.1 56.4 55.8 69.2
Old : 39.5 67.7 64.0 85.0 38.1 56.4 55.8 69.2
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,562: 8,509 9,007 480 2,190 0 480 0 200 1,593 100 40: 260 25
Old : 11,562: 8,509 9,007 480 2,190 0 480 0 200 1,593 100 40: 260 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 245: 395 550 0 50 0 0 0 0 10 0 0: -160 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 77.9 4.2 18.9 0.0 4.2 0.0 1.7 13.8 0.9 0.3: 2.2 0.2
Old : 100.0: 73.6 77.9 4.2 18.9 0.0 4.2 0.0 1.7 13.8 0.9 0.3: 2.2 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 : 29: 17 18 . . 0 . 0 . . . .:
Old : 29: 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 : 42.5 66.8 68.4 80.9 42.0 56.6 65.1 70.0
Old : 42.5 66.8 68.4 80.9 42.0 56.6 65.1 70.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,450: 55,771 53,491 0 2,840 2,965 840 0 145 0 50 0: 1,729 1,959
Old : 61,450: 55,771 53,491 0 2,840 2,965 840 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 26, 2015 :
: 420: 300 370 0 -70 120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 87.0 0.0 4.6 4.8 1.4 0.0 0.2 0.0 0.1 0.0: 2.8 3.2
Old : 100.0: 90.8 87.0 0.0 4.6 4.8 1.4 0.0 0.2 0.0 0.1 0.0: 2.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 20 0 . . . 0 . 0 . 0:
Old : 28: 15 20 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.4 70.0 89.9 84.0 75.3 64.6 80.6 76.9
Old : 81.4 70.0 89.9 84.0 75.3 64.6 80.6 76.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,787: 52,442 46,825 0 5,510 1,920 840 0 145 0 0 0: 1,440 2,387
Old : 56,787: 52,442 46,825 0 5,510 1,920 840 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 26, 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 82.5 0.0 9.7 3.4 1.5 0.0 0.3 0.0 0.0 0.0: 2.5 4.2
Old : 100.0: 92.3 82.5 0.0 9.7 3.4 1.5 0.0 0.3 0.0 0.0 0.0: 2.5 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 : 25: 15 18 0 . . . 0 . 0 0 0:
Old : 25: 15 18 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.4 72.9 91.2 86.7 78.7 68.3 82.3 79.9
Old : 83.4 72.9 91.2 86.7 78.7 68.3 82.3 79.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,225: 9,315 11,105 830 0 0 550 0 0 200 0 0: 330 120
Old : 11,225: 9,315 11,105 830 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 26, 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: 83.0 98.9 7.4 0.0 0.0 4.9 0.0 0.0 1.8 0.0 0.0: 2.9 1.1
Old : 100.0: 83.0 98.9 7.4 0.0 0.0 4.9 0.0 0.0 1.8 0.0 0.0: 2.9 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 : 63.7 90.9 90.2 98.5 62.4 88.2 83.4 89.9
Old : 63.7 90.9 90.2 98.5 62.4 88.2 83.4 89.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,250: 9,130 6,855 0 2,055 0 0 340 0 0 0 0: 120 0
Old : 9,250: 9,130 6,855 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 26, 2015 :
: 40: 40 40 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.7 74.1 0.0 22.2 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 98.7 74.1 0.0 22.2 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 : 74.0 65.3 96.2 91.2 63.8 60.1 78.9 78.2
Old : 74.0 65.3 96.2 91.2 63.8 60.1 78.9 78.2
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,795: 13,350 11,080 0 0 0 50 2,260 50 0 150 0: 345 255
Old : 13,795: 13,350 11,080 0 0 0 50 2,260 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 26, 2015 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 80.3 0.0 0.0 0.0 0.4 16.4 0.4 0.0 1.1 0.0: 2.5 1.8
Old : 100.0: 96.8 80.3 0.0 0.0 0.0 0.4 16.4 0.4 0.0 1.1 0.0: 2.5 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 : 22: 16 8 0 0 0 . . . 0 . 0:
Old : 22: 16 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 : 59.3 79.3 82.6 96.9 59.3 69.7 78.6 82.2
Old : 59.3 79.3 82.6 96.9 59.3 69.7 78.6 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,440: 10,285 6,000 0 100 0 0 2,380 0 0 1,900 0: 155 60
Old : 10,440: 10,285 6,000 0 100 0 0 2,380 0 0 1,900 0: 155 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 65: 60 65 0 0 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.5 57.5 0.0 1.0 0.0 0.0 22.8 0.0 0.0 18.2 0.0: 1.5 0.6
Old : 100.0: 98.5 57.5 0.0 1.0 0.0 0.0 22.8 0.0 0.0 18.2 0.0: 1.5 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 : 20: 16 8 0 . 0 0 . 0 0 . 0:
Old : 20: 16 8 0 . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 73.6 81.0 97.7 51.3 67.6 75.8 79.6
Old : 54.8 73.6 81.0 97.7 51.3 67.6 75.8 79.6
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,460: 10,245 9,400 500 0 100 0 950 0 0 485 305: 310 220
Old : 11,460: 10,245 9,400 500 0 100 0 950 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 26, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 82.0 4.4 0.0 0.9 0.0 8.3 0.0 0.0 4.2 2.7: 2.7 1.9
Old : 100.0: 89.4 82.0 4.4 0.0 0.9 0.0 8.3 0.0 0.0 4.2 2.7: 2.7 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 : 22: 14 11 . 0 . 0 . 0 0 . .:
Old : 22: 14 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 : 67.1 62.1 85.3 92.0 63.6 59.8 76.4 78.2
Old : 67.1 62.1 85.3 92.0 63.6 59.8 76.4 78.2
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,058: 25,773 19,163 0 1,200 0 0 5,555 0 100 0 0: 185 140
Old : 26,058: 25,773 19,163 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 26, 2015 :
: 120: 120 120 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 73.5 0.0 4.6 0.0 0.0 21.3 0.0 0.4 0.0 0.0: 0.7 0.5
Old : 100.0: 98.9 73.5 0.0 4.6 0.0 0.0 21.3 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 : 72.3 90.5 90.5 98.2 72.1 90.3 89.9 94.2
Old : 72.3 90.5 90.5 98.2 72.1 90.3 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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,080: 24,945 18,795 0 1,200 0 0 4,980 0 0 0 0: 135 105
Old : 25,080: 24,945 18,795 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 26, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.5 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 : 73.9 91.3 91.5 99.1 73.9 90.5 90.4 95.1
Old : 73.9 91.3 91.5 99.1 73.9 90.5 90.4 95.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,749: 50,158 66,871 4,015 835 160 12,185 230 85 1,578 0 508: 3,060 3,060
Old : 71,749: 50,158 66,871 4,015 835 160 12,185 230 85 1,578 0 508: 3,060 3,060
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 75: 40 -25 0 0 0 0 0 0 -65 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 93.2 5.6 1.2 0.2 17.0 0.3 0.1 2.2 0.0 0.7: 4.3 4.3
Old : 100.0: 69.9 93.2 5.6 1.2 0.2 17.0 0.3 0.1 2.2 0.0 0.7: 4.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 22 . . . . . . . 0 .:
Old : 36: 22 22 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 57.7 85.7 80.6 66.2 56.6 83.8 79.5
Old : 66.4 57.7 85.7 80.6 66.2 56.6 83.8 79.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,490: 44,220 63,525 4,115 725 130 11,030 0 0 5,062 0 0: 1,933 2,110
Old : 66,490: 44,220 63,525 4,115 725 130 11,030 0 0 5,062 0 0: 1,933 2,110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 55: 235 170 0 0 0 0 0 0 -65 0 0: -115 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 95.5 6.2 1.1 0.2 16.6 0.0 0.0 7.6 0.0 0.0: 2.9 3.2
Old : 100.0: 66.5 95.5 6.2 1.1 0.2 16.6 0.0 0.0 7.6 0.0 0.0: 2.9 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 : 35: 20 23 . . . . 0 0 . 0 0:
Old : 35: 20 23 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 60.4 87.2 81.6 65.6 59.6 85.8 79.8
Old : 66.4 60.4 87.2 81.6 65.6 59.6 85.8 79.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 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: 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 56.6 62.5
Old : 49.8 61.5 79.3 82.3 42.9 55.2 56.6 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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 26, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,489: 21,505 18,075 0 2,835 2,415 2,400 1,800 0 870 2,200 89: 1,210 1,075
Old : 28,489: 21,505 18,075 0 2,835 2,415 2,400 1,800 0 870 2,200 89: 1,210 1,075
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 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: 75.5 63.4 0.0 10.0 8.5 8.4 6.3 0.0 3.1 7.7 0.3: 4.2 3.8
Old : 100.0: 75.5 63.4 0.0 10.0 8.5 8.4 6.3 0.0 3.1 7.7 0.3: 4.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 57.4 41.7 79.6 66.1 53.3 31.4 67.2 52.8
Old : 57.4 41.7 79.6 66.1 53.3 31.4 67.2 52.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,385: 17,915 13,705 200 3,510 1,465 150 1,200 450 0 170 210: 995 675
Old : 21,385: 17,915 13,705 200 3,510 1,465 150 1,200 450 0 170 210: 995 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 800: 800 200 0 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 64.1 0.9 16.4 6.9 0.7 5.6 2.1 0.0 0.8 1.0: 4.7 3.2
Old : 100.0: 83.8 64.1 0.9 16.4 6.9 0.7 5.6 2.1 0.0 0.8 1.0: 4.7 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 : 25: 15 15 . . . . . . 0 . .:
Old : 25: 15 15 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 46.4 79.1 69.0 50.0 36.1 60.7 54.6
Old : 58.3 46.4 79.1 69.0 50.0 36.1 60.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2015