COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,355: 32,062 37,399 3,239 25,540 2,578 22,719 5,683 10,045 37,184 25,691 13,770: 758 1,649
Old : 122,355: 32,062 37,399 3,239 25,540 2,578 22,719 5,683 10,045 37,184 25,691 13,770: 758 1,649
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,421: -555 2,735 2,628 -1,447 1,140 220 -1,025 305 -2,057 204 545: 195 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 30.6 2.6 20.9 2.1 18.6 4.6 8.2 30.4 21.0 11.3: 0.6 1.3
Old : 100.0: 26.2 30.6 2.6 20.9 2.1 18.6 4.6 8.2 30.4 21.0 11.3: 0.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 16 16 . . . . . . 13 13 16:
Old : 54: 16 16 . . . . . . 13 13 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 : 48.3 37.1 64.8 58.5 33.5 27.6 46.7 38.2
Old : 48.3 37.1 64.8 58.5 33.5 27.6 46.7 38.2
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 33,654: 7,381 12,275 1,048 7,593 384 5,115 2,050 1,020 15,075 6,941 3,011: 620 380
Old : 33,654: 7,381 12,275 1,048 7,593 384 5,115 2,050 1,020 15,075 6,941 3,011: 620 380
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,778: -135 860 253 391 24 0 780 -105 738 -1,105 1,070: -67 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 36.5 3.1 22.6 1.1 15.2 6.1 3.0 44.8 20.6 8.9: 1.8 1.1
Old : 100.0: 21.9 36.5 3.1 22.6 1.1 15.2 6.1 3.0 44.8 20.6 8.9: 1.8 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 : 42: 8 12 . . . . . . 10 10 11:
Old : 42: 8 12 . . . . . . 10 10 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 : 57.9 47.6 74.7 70.7 54.3 43.4 67.3 61.0
Old : 57.9 47.6 74.7 70.7 54.3 43.4 67.3 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 147,144: 104,982 111,632 2,899 4,293 9,292 4,645 3,684 3,399 11,922 4,862 9,854: 151 128
Old : 147,144: 104,982 111,632 2,899 4,293 9,292 4,645 3,684 3,399 11,922 4,862 9,854: 151 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 901: 889 1,877 32 810 -601 -1,726 24 81 3,846 118 -1,408: -212 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 75.9 2.0 2.9 6.3 3.2 2.5 2.3 8.1 3.3 6.7: 0.1 0.1
Old : 100.0: 71.3 75.9 2.0 2.9 6.3 3.2 2.5 2.3 8.1 3.3 6.7: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 43 47 . . 4 4 4 5 5 10 10:
Old : 78: 43 47 . . 4 4 4 5 5 10 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 : 42.7 31.3 59.9 51.0 27.9 21.2 36.5 31.5
Old : 42.7 31.3 59.9 51.0 27.9 21.2 36.5 31.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,302: 39,841 42,619 4,350 0 4,721 462 288 1,332 0 1,746 596: 0 0
Old : 51,302: 39,841 42,619 4,350 0 4,721 462 288 1,332 0 1,746 596: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 2,611: 835 2,608 2,500 0 -342 52 107 0 -123 549 -311: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 83.1 8.5 0.0 9.2 0.9 0.6 2.6 0.0 3.4 1.2: 0.0 0.0
Old : 100.0: 77.7 83.1 8.5 0.0 9.2 0.9 0.6 2.6 0.0 3.4 1.2: 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 : 41: 28 25 . 0 . . . . 0 6 .:
Old : 41: 28 25 . 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 : 54.9 46.0 74.8 72.4 41.9 39.0 55.2 55.4
Old : 54.9 46.0 74.8 72.4 41.9 39.0 55.2 55.4
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 432,806: 377,571 376,965 0 13,020 17,733 28,462 1,520 9,040 0 14,528 0: 0 0
Old : 432,806: 377,571 376,965 0 13,020 17,733 28,462 1,520 9,040 0 14,528 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 18,169: 17,524 10,249 0 5,643 1,293 0 0 0 0 1,632 -648: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 87.1 0.0 3.0 4.1 6.6 0.4 2.1 0.0 3.4 0.0: 0.0 0.0
Old : 100.0: 87.2 87.1 0.0 3.0 4.1 6.6 0.4 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 : 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 : 41.3 45.8 66.7 70.3 32.3 40.3 51.6 51.5
Old : 41.3 45.8 66.7 70.3 32.3 40.3 51.6 51.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,809,089: 1,527,068 1,575,664 109,230 104,299 72,982 10,778 1,888 12,425 45,793 11,018 30,813: 0 0
Old : 1,809,089: 1,527,068 1,575,664 109,230 104,299 72,982 10,778 1,888 12,425 45,793 11,018 30,813: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 22,324: 22,756 30,532 8,656 32 -8,656 384 408 0 -1,560 -736 744: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 87.1 6.0 5.8 4.0 0.6 0.1 0.7 2.5 0.6 1.7: 0.0 0.0
Old : 100.0: 84.4 87.1 6.0 5.8 4.0 0.6 0.1 0.7 2.5 0.6 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: 35 36 . . . . . . 4 4 5:
Old : 58: 35 36 . . . . . . 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 : 56.0 53.5 75.0 70.0 36.6 33.9 47.5 44.5
Old : 56.0 53.5 75.0 70.0 36.6 33.9 47.5 44.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,742: 58,058 50,117 0 6,367 1,575 0 2,851 3,422 1,585 308 102: 0 0
Old : 64,742: 58,058 50,117 0 6,367 1,575 0 2,851 3,422 1,585 308 102: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,818: 1,935 3,118 0 -1,776 424 -356 26 154 -263 -52 -76: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 77.4 0.0 9.8 2.4 0.0 4.4 5.3 2.4 0.5 0.2: 0.0 0.0
Old : 100.0: 89.7 77.4 0.0 9.8 2.4 0.0 4.4 5.3 2.4 0.5 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 : 35: 24 20 0 . . 0 . . . . .:
Old : 35: 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 : 42.6 69.1 68.7 86.7 39.8 59.0 61.4 70.7
Old : 42.6 69.1 68.7 86.7 39.8 59.0 61.4 70.7
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 381,351: 314,875 336,571 19,017 0 18,633 0 1,826 24,017 4,505 0 304: 0 0
Old : 381,351: 314,875 336,571 19,017 0 18,633 0 1,826 24,017 4,505 0 304: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 17,595: 18,531 3,883 -14,648 0 13,712 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 88.3 5.0 0.0 4.9 0.0 0.5 6.3 1.2 0.0 0.1: 0.0 0.0
Old : 100.0: 82.6 88.3 5.0 0.0 4.9 0.0 0.5 6.3 1.2 0.0 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 : 27: 18 15 . 0 . 0 . . . 0 .:
Old : 27: 18 15 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 58.6 78.5 84.6 45.5 52.9 61.5 67.3
Old : 55.4 58.6 78.5 84.6 45.5 52.9 61.5 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 569,078: 500,081 517,754 10,868 793 32,409 15,575 0 9,385 760 8,737 0: 0 0
Old : 569,078: 500,081 517,754 10,868 793 32,409 15,575 0 9,385 760 8,737 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 29,365: 29,365 27,797 -1,568 0 1,568 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 91.0 1.9 0.1 5.7 2.7 0.0 1.6 0.1 1.5 0.0: 0.0 0.0
Old : 100.0: 87.9 91.0 1.9 0.1 5.7 2.7 0.0 1.6 0.1 1.5 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 : 43: 25 28 . . . . 0 . . . 0:
Old : 43: 25 28 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 47.9 73.1 67.2 40.7 45.5 56.1 58.7
Old : 50.9 47.9 73.1 67.2 40.7 45.5 56.1 58.7
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,087: 42,851 41,804 0 1,273 1,197 2,487 343 1,567 282 2,090 1,103: 600 710
Old : 50,087: 42,851 41,804 0 1,273 1,197 2,487 343 1,567 282 2,090 1,103: 600 710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,755: 1,776 1,622 0 -41 0 0 43 -21 0 0 0: 0 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 83.5 0.0 2.5 2.4 5.0 0.7 3.1 0.6 4.2 2.2: 1.2 1.4
Old : 100.0: 85.6 83.5 0.0 2.5 2.4 5.0 0.7 3.1 0.6 4.2 2.2: 1.2 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 : 42: 29 30 0 . . . . . . . .:
Old : 42: 29 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 : 55.2 51.9 72.9 67.0 48.6 49.8 58.9 61.8
Old : 55.2 51.9 72.9 67.0 48.6 49.8 58.9 61.8
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,333: 57,289 65,306 7,890 0 625 0 295 0 150 0 0: 379 107
Old : 66,333: 57,289 65,306 7,890 0 625 0 295 0 150 0 0: 379 107
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 201: 201 201 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 98.5 11.9 0.0 0.9 0.0 0.4 0.0 0.2 0.0 0.0: 0.6 0.2
Old : 100.0: 86.4 98.5 11.9 0.0 0.9 0.0 0.4 0.0 0.2 0.0 0.0: 0.6 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 : 42: 28 26 . 0 . 0 . 0 . 0 0:
Old : 42: 28 26 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 66.9 72.2 84.0 52.5 59.5 63.8 74.7
Old : 57.5 66.9 72.2 84.0 52.5 59.5 63.8 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,673: 70,351 80,139 9,550 0 170 120 0 80 50 200 0: 352 84
Old : 80,673: 70,351 80,139 9,550 0 170 120 0 80 50 200 0: 352 84
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 430: 430 430 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 99.3 11.8 0.0 0.2 0.1 0.0 0.1 0.1 0.2 0.0: 0.4 0.1
Old : 100.0: 87.2 99.3 11.8 0.0 0.2 0.1 0.0 0.1 0.1 0.2 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 31 30 . 0 . . 0 . . . 0:
Old : 45: 31 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 : 57.1 63.4 71.2 83.9 52.4 54.6 63.7 73.8
Old : 57.1 63.4 71.2 83.9 52.4 54.6 63.7 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,965: 17,805 17,375 0 1,775 745 1,200 0 0 0 0 0: 215 70
Old : 19,965: 17,805 17,375 0 1,775 745 1,200 0 0 0 0 0: 215 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 87.0 0.0 8.9 3.7 6.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.4
Old : 100.0: 89.2 87.0 0.0 8.9 3.7 6.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 14 0 . . . 0 0 0 0 0:
Old : 28: 19 14 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 : 45.9 69.2 68.7 88.6 44.4 57.8 61.5 69.5
Old : 45.9 69.2 68.7 88.6 44.4 57.8 61.5 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 288,080: 202,896 266,760 78,504 0 784 0 4,280 5,896 0 10,360 0: 0 0
Old : 288,080: 202,896 266,760 78,504 0 784 0 4,280 5,896 0 10,360 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,216: 1,216 1,216 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 92.6 27.3 0.0 0.3 0.0 1.5 2.0 0.0 3.6 0.0: 0.0 0.0
Old : 100.0: 70.4 92.6 27.3 0.0 0.3 0.0 1.5 2.0 0.0 3.6 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 : 32: 22 19 . 0 . 0 . . 0 . 0:
Old : 32: 22 19 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 62.2 77.2 80.2 50.9 52.2 61.9 61.9
Old : 52.1 62.2 77.2 80.2 50.9 52.2 61.9 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,751: 5,424 6,408 0 331 244 241 44 0 1,580 464 110: 152 150
Old : 7,751: 5,424 6,408 0 331 244 241 44 0 1,580 464 110: 152 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 235: 212 170 0 21 0 0 0 0 0 0 0: 23 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 82.7 0.0 4.3 3.1 3.1 0.6 0.0 20.4 6.0 1.4: 2.0 1.9
Old : 100.0: 70.0 82.7 0.0 4.3 3.1 3.1 0.6 0.0 20.4 6.0 1.4: 2.0 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 : 31: 19 20 0 . . . . 0 . . .:
Old : 31: 19 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 : 50.6 40.6 71.3 62.8 48.4 34.6 60.8 49.3
Old : 50.6 40.6 71.3 62.8 48.4 34.6 60.8 49.3
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,410: 18,770 18,445 0 1,070 1,405 1,160 0 40 0 450 0: 35 0
Old : 21,410: 18,770 18,445 0 1,070 1,405 1,160 0 40 0 450 0: 35 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 55: 635 125 0 400 -400 0 0 0 0 0 0: -180 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 86.2 0.0 5.0 6.6 5.4 0.0 0.2 0.0 2.1 0.0: 0.2 0.0
Old : 100.0: 87.7 86.2 0.0 5.0 6.6 5.4 0.0 0.2 0.0 2.1 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 : 35: 22 22 0 . . . 0 . 0 . 0:
Old : 35: 22 22 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 58.5 72.2 82.4 48.5 48.3 66.3 64.2
Old : 48.8 58.5 72.2 82.4 48.5 48.3 66.3 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,630: 12,250 10,290 50 1,440 970 0 695 180 0 0 0: 180 55
Old : 13,630: 12,250 10,290 50 1,440 970 0 695 180 0 0 0: 180 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 65: 115 190 0 0 0 0 0 0 0 0 0: -50 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 75.5 0.4 10.6 7.1 0.0 5.1 1.3 0.0 0.0 0.0: 1.3 0.4
Old : 100.0: 89.9 75.5 0.4 10.6 7.1 0.0 5.1 1.3 0.0 0.0 0.0: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 19 . . . 0 . . 0 0 0:
Old : 29: 21 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 60.8 63.4 82.9 27.1 29.7 46.6 46.0
Old : 37.8 60.8 63.4 82.9 27.1 29.7 46.6 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,042: 16,047 14,251 82 1,662 1,305 616 0 241 44 0 0: 707 1,583
Old : 19,042: 16,047 14,251 82 1,662 1,305 616 0 241 44 0 0: 707 1,583
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 62: 16 196 0 -222 0 0 0 0 0 0 0: 46 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 74.8 0.4 8.7 6.9 3.2 0.0 1.3 0.2 0.0 0.0: 3.7 8.3
Old : 100.0: 84.3 74.8 0.4 8.7 6.9 3.2 0.0 1.3 0.2 0.0 0.0: 3.7 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 23 23 . . . . 0 . . 0 0:
Old : 30: 23 23 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 55.1 59.6 71.3 28.8 38.7 43.1 47.7
Old : 39.2 55.1 59.6 71.3 28.8 38.7 43.1 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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,316: 49,665 38,928 927 2,666 1,882 0 4,291 935 0 5,074 400: 507 140
Old : 54,316: 49,665 38,928 927 2,666 1,882 0 4,291 935 0 5,074 400: 507 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -83: 369 187 -785 -522 314 0 0 0 0 -62 0: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 71.7 1.7 4.9 3.5 0.0 7.9 1.7 0.0 9.3 0.7: 0.9 0.3
Old : 100.0: 91.4 71.7 1.7 4.9 3.5 0.0 7.9 1.7 0.0 9.3 0.7: 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 : 41: 26 27 . . . 0 . . 0 . .:
Old : 41: 26 27 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.2 69.3 59.0 46.1 33.4 63.0 53.2
Old : 49.7 36.2 69.3 59.0 46.1 33.4 63.0 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,473: 55,805 40,750 751 5,725 802 42 5,408 1,280 0 4,705 1,728: 65 75
Old : 60,473: 55,805 40,750 751 5,725 802 42 5,408 1,280 0 4,705 1,728: 65 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,180: 867 1,369 0 -323 -271 42 -70 -27 0 -77 569: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 67.4 1.2 9.5 1.3 0.1 8.9 2.1 0.0 7.8 2.9: 0.1 0.1
Old : 100.0: 92.3 67.4 1.2 9.5 1.3 0.1 8.9 2.1 0.0 7.8 2.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 30 31 . . 4 . . . 0 6 4:
Old : 49: 30 31 . . 4 . . . 0 6 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 : 48.8 36.9 66.2 56.3 42.0 34.1 56.6 50.9
Old : 48.8 36.9 66.2 56.3 42.0 34.1 56.6 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,360: 46,795 47,850 835 1,210 1,225 350 0 0 1,085 0 0: 70 75
Old : 50,360: 46,795 47,850 835 1,210 1,225 350 0 0 1,085 0 0: 70 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 720: 720 720 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 95.0 1.7 2.4 2.4 0.7 0.0 0.0 2.2 0.0 0.0: 0.1 0.1
Old : 100.0: 92.9 95.0 1.7 2.4 2.4 0.7 0.0 0.0 2.2 0.0 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 27 15 . . . . 0 0 . 0 0:
Old : 34: 27 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 : 56.2 93.7 73.2 97.7 54.6 88.5 68.3 89.2
Old : 56.2 93.7 73.2 97.7 54.6 88.5 68.3 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,040: 49,965 51,160 1,505 1,690 1,190 0 0 0 1,250 0 0: 130 0
Old : 54,040: 49,965 51,160 1,505 1,690 1,190 0 0 0 1,250 0 0: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,225: 1,215 1,270 0 0 0 0 0 0 20 0 0: -10 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 94.7 2.8 3.1 2.2 0.0 0.0 0.0 2.3 0.0 0.0: 0.2 0.0
Old : 100.0: 92.5 94.7 2.8 3.1 2.2 0.0 0.0 0.0 2.3 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 26 18 . . . 0 0 0 . 0 0:
Old : 32: 26 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 : 52.9 93.8 67.5 96.6 50.8 88.5 64.7 89.3
Old : 52.9 93.8 67.5 96.6 50.8 88.5 64.7 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 368,220: 280,206 319,107 3,858 24,363 6,560 30,607 0 15,144 29,167 368 2,678: 0 0
Old : 368,220: 280,206 319,107 3,858 24,363 6,560 30,607 0 15,144 29,167 368 2,678: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 4,918: 4,526 4,542 0 1,944 -784 0 0 0 1,960 0 -784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 86.7 1.0 6.6 1.8 8.3 0.0 4.1 7.9 0.1 0.7: 0.0 0.0
Old : 100.0: 76.1 86.7 1.0 6.6 1.8 8.3 0.0 4.1 7.9 0.1 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 30 . . . . 0 . . . .:
Old : 41: 24 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 : 46.0 41.9 67.1 63.0 32.5 36.2 50.1 48.5
Old : 46.0 41.9 67.1 63.0 32.5 36.2 50.1 48.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,234: 16,621 19,594 991 509 680 2,709 247 641 882 639 450: 260 474
Old : 23,234: 16,621 19,594 991 509 680 2,709 247 641 882 639 450: 260 474
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -150: -215 273 0 -99 -26 0 0 0 198 -107 -107: 0 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 84.3 4.3 2.2 2.9 11.7 1.1 2.8 3.8 2.8 1.9: 1.1 2.0
Old : 100.0: 71.5 84.3 4.3 2.2 2.9 11.7 1.1 2.8 3.8 2.8 1.9: 1.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 29 . . . . . . . 4 4:
Old : 42: 23 29 . . . . . . . 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 : 43.2 38.2 68.7 59.3 39.4 35.3 58.0 49.3
Old : 43.2 38.2 68.7 59.3 39.4 35.3 58.0 49.3
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,597: 16,361 25,721 8,897 0 0 359 0 491 438 334 51: 0 0
Old : 26,597: 16,361 25,721 8,897 0 0 359 0 491 438 334 51: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 356: 514 642 -262 0 0 104 0 0 51 -235 -51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 96.7 33.5 0.0 0.0 1.3 0.0 1.8 1.6 1.3 0.2: 0.0 0.0
Old : 100.0: 61.5 96.7 33.5 0.0 0.0 1.3 0.0 1.8 1.6 1.3 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 13 . 0 0 . 0 . . . .:
Old : 29: 18 13 . 0 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 79.0 87.0 91.5 62.8 76.7 76.3 84.2
Old : 67.8 79.0 87.0 91.5 62.8 76.7 76.3 84.2
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 530,432: 455,249 495,328 56,091 0 9,326 0 10,938 9,766 0 5,074 0: 0 0
Old : 530,432: 455,249 495,328 56,091 0 9,326 0 10,938 9,766 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: June 16, 2015 :
: -2,760: -2,760 -2,760 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 93.4 10.6 0.0 1.8 0.0 2.1 1.8 0.0 1.0 0.0: 0.0 0.0
Old : 100.0: 85.8 93.4 10.6 0.0 1.8 0.0 2.1 1.8 0.0 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 17 . 0 . 0 . . 0 . 0:
Old : 28: 17 17 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 88.9 83.1 94.9 60.5 79.3 75.6 83.7
Old : 65.6 88.9 83.1 94.9 60.5 79.3 75.6 83.7
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 45,304: 32,969 41,004 3,380 302 149 2,706 0 1,846 3,062 346 740: 452 917
Old : 45,304: 32,969 41,004 3,380 302 149 2,706 0 1,846 3,062 346 740: 452 917
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -380: -380 -336 0 0 0 0 0 0 0 0 0: 0 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 90.5 7.5 0.7 0.3 6.0 0.0 4.1 6.8 0.8 1.6: 1.0 2.0
Old : 100.0: 72.8 90.5 7.5 0.7 0.3 6.0 0.0 4.1 6.8 0.8 1.6: 1.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . . . . 0 . . . .:
Old : 28: 16 17 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 80.3 84.0 89.6 55.7 70.6 71.8 75.7
Old : 61.8 80.3 84.0 89.6 55.7 70.6 71.8 75.7
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,723: 11,871 14,406 602 367 780 653 0 41 3,028 455 191: 557 1,483
Old : 17,723: 11,871 14,406 602 367 780 653 0 41 3,028 455 191: 557 1,483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 694: 433 756 40 0 -40 0 0 0 496 172 -235: 0 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 81.3 3.4 2.1 4.4 3.7 0.0 0.2 17.1 2.6 1.1: 3.1 8.4
Old : 100.0: 67.0 81.3 3.4 2.1 4.4 3.7 0.0 0.2 17.1 2.6 1.1: 3.1 8.4
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 : 30: 15 19 . . . . 0 . . . .:
Old : 30: 15 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 50.4 67.0 66.5 39.0 43.3 56.0 54.9
Old : 48.4 50.4 67.0 66.5 39.0 43.3 56.0 54.9
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 195,497: 146,025 180,205 13,329 2,744 7,808 368 0 0 23,227 0 4,740: 0 0
Old : 195,497: 146,025 180,205 13,329 2,744 7,808 368 0 0 23,227 0 4,740: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 4,288: 1,937 1,160 0 2,694 -751 0 0 0 1,917 0 1,185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 92.2 6.8 1.4 4.0 0.2 0.0 0.0 11.9 0.0 2.4: 0.0 0.0
Old : 100.0: 74.7 92.2 6.8 1.4 4.0 0.2 0.0 0.0 11.9 0.0 2.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 17 . . . . 0 0 . 0 .:
Old : 30: 16 17 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 61.0 84.8 85.4 52.2 53.8 65.4 66.8
Old : 63.0 61.0 84.8 85.4 52.2 53.8 65.4 66.8
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,252: 6,802 9,757 2,421 266 1,138 1,059 0 176 132 0 0: 524 915
Old : 12,252: 6,802 9,757 2,421 266 1,138 1,059 0 176 132 0 0: 524 915
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -162: 113 -60 -129 -22 88 0 0 0 0 0 0: -234 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 79.6 19.8 2.2 9.3 8.6 0.0 1.4 1.1 0.0 0.0: 4.3 7.5
Old : 100.0: 55.5 79.6 19.8 2.2 9.3 8.6 0.0 1.4 1.1 0.0 0.0: 4.3 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 : 25: 15 17 . . . . 0 . . 0 0:
Old : 25: 15 17 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 46.6 71.6 71.5 36.8 45.2 54.4 58.9
Old : 48.6 46.6 71.6 71.5 36.8 45.2 54.4 58.9
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 124,767: 104,490 101,751 0 8,948 14,068 6,209 0 0 0 0 0: 0 0
Old : 124,767: 104,490 101,751 0 8,948 14,068 6,209 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,145: 1,520 1,145 -162 213 -213 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 81.6 0.0 7.2 11.3 5.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.7 81.6 0.0 7.2 11.3 5.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 19 0 . . . 0 0 0 0 0:
Old : 29: 17 19 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 53.5 75.6 75.7 43.0 35.3 55.7 51.0
Old : 53.6 53.5 75.6 75.7 43.0 35.3 55.7 51.0
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,371: 11,252 19,221 7,435 0 4,146 534 0 1,004 0 0 0: 0 0
Old : 24,371: 11,252 19,221 7,435 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: June 16, 2015 :
: 229: 100 279 129 0 0 0 0 0 0 0 0: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 78.9 30.5 0.0 17.0 2.2 0.0 4.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 46.2 78.9 30.5 0.0 17.0 2.2 0.0 4.1 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 : 79.3 61.9 92.5 84.9 40.8 38.6 46.8 47.5
Old : 79.3 61.9 92.5 84.9 40.8 38.6 46.8 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 184,583: 148,752 113,089 0 41,472 30,022 5,809 0 0 0 0 0: 0 0
Old : 184,583: 148,752 113,089 0 41,472 30,022 5,809 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: June 16, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 61.3 0.0 22.5 16.3 3.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.6 61.3 0.0 22.5 16.3 3.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 15 0 . . . 0 0 0 0 0:
Old : 20: 14 15 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 69.7 91.3 89.9 45.5 49.1 53.6 55.9
Old : 70.5 69.7 91.3 89.9 45.5 49.1 53.6 55.9
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,465: 25,730 12,290 1,395 14,100 55 0 900 0 0 0 0: 285 120
Old : 27,465: 25,730 12,290 1,395 14,100 55 0 900 0 0 0 0: 285 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 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: 93.7 44.7 5.1 51.3 0.2 0.0 3.3 0.0 0.0 0.0 0.0: 1.0 0.4
Old : 100.0: 93.7 44.7 5.1 51.3 0.2 0.0 3.3 0.0 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 : 26: 18 13 . . . 0 . 0 0 0 0:
Old : 26: 18 13 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 79.2 83.7 91.9 51.4 74.5 75.3 84.7
Old : 59.3 79.2 83.7 91.9 51.4 74.5 75.3 84.7
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,610: 21,840 8,530 1,225 14,100 0 0 900 0 0 0 0: 545 80
Old : 23,610: 21,840 8,530 1,225 14,100 0 0 900 0 0 0 0: 545 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 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: 92.5 36.1 5.2 59.7 0.0 0.0 3.8 0.0 0.0 0.0 0.0: 2.3 0.3
Old : 100.0: 92.5 36.1 5.2 59.7 0.0 0.0 3.8 0.0 0.0 0.0 0.0: 2.3 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 : 24: 15 10 . . 0 0 . 0 0 0 0:
Old : 24: 15 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 : 62.5 86.7 81.1 97.1 57.2 84.2 75.2 89.4
Old : 62.5 86.7 81.1 97.1 57.2 84.2 75.2 89.4
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,036: 25,986 20,766 0 5,120 0 50 0 0 0 150 0: 0 0
Old : 26,036: 25,986 20,766 0 5,120 0 50 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: June 16, 2015 :
: 150: 100 150 0 0 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.8 79.8 0.0 19.7 0.0 0.2 0.0 0.0 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 99.8 79.8 0.0 19.7 0.0 0.2 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 : 35: 23 17 0 . 0 . 0 0 0 . 0:
Old : 35: 23 17 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 68.6 74.1 85.3 45.2 62.7 59.8 71.6
Old : 54.8 68.6 74.1 85.3 45.2 62.7 59.8 71.6
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,544: 23,444 18,704 0 4,840 0 50 0 0 50 0 0: 0 0
Old : 23,544: 23,444 18,704 0 4,840 0 50 0 0 50 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 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: 99.6 79.4 0.0 20.6 0.0 0.2 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 99.6 79.4 0.0 20.6 0.0 0.2 0.0 0.0 0.2 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: 19 13 0 . 0 . 0 0 . 0 0:
Old : 29: 19 13 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 : 62.4 74.9 81.4 91.8 62.4 74.6 77.5 87.5
Old : 62.4 74.9 81.4 91.8 62.4 74.6 77.5 87.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,590: 17,795 17,610 0 435 135 0 150 0 0 0 0: 660 260
Old : 18,590: 17,795 17,610 0 435 135 0 150 0 0 0 0: 660 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 70: 70 50 0 0 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 94.7 0.0 2.3 0.7 0.0 0.8 0.0 0.0 0.0 0.0: 3.6 1.4
Old : 100.0: 95.7 94.7 0.0 2.3 0.7 0.0 0.8 0.0 0.0 0.0 0.0: 3.6 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: 13 7 0 . . 0 . 0 0 0 0:
Old : 21: 13 7 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 95.1 87.9 98.3 69.6 94.4 87.9 97.5
Old : 69.6 95.1 87.9 98.3 69.6 94.4 87.9 97.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,277: 12,992 13,277 0 0 0 50 0 0 0 0 0: 235 0
Old : 13,277: 12,992 13,277 0 0 0 50 0 0 0 0 0: 235 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 180: 130 180 0 0 0 50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.9 100.0 0.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0 0.0: 1.8 0.0
Old : 100.0: 97.9 100.0 0.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0 0.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 22 9 0 0 0 . 0 0 0 0 0:
Old : 24: 22 9 0 0 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 93.9 67.0 99.5 42.4 83.2 61.9 83.3
Old : 45.5 93.9 67.0 99.5 42.4 83.2 61.9 83.3
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,295: 104,564 118,610 11,921 0 2,380 1,065 0 0 1,150 85 0: 215 220
Old : 121,295: 104,564 118,610 11,921 0 2,380 1,065 0 0 1,150 85 0: 215 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,935: 1,950 1,835 -65 0 0 -50 0 0 100 0 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 97.8 9.8 0.0 2.0 0.9 0.0 0.0 0.9 0.1 0.0: 0.2 0.2
Old : 100.0: 86.2 97.8 9.8 0.0 2.0 0.9 0.0 0.0 0.9 0.1 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 31 29 4 0 . . 0 0 . . 0:
Old : 45: 31 29 4 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 : 40.4 65.7 62.8 83.1 36.8 53.3 51.4 63.5
Old : 40.4 65.7 62.8 83.1 36.8 53.3 51.4 63.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 141,326: 124,950 138,303 12,191 0 1,700 1,815 1,218 70 600 35 0: 0 0
Old : 141,326: 124,950 138,303 12,191 0 1,700 1,815 1,218 70 600 35 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 873: 773 405 100 0 0 -100 468 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 97.9 8.6 0.0 1.2 1.3 0.9 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 88.4 97.9 8.6 0.0 1.2 1.3 0.9 0.0 0.4 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 : 54: 37 36 4 0 . . . . . . 0:
Old : 54: 37 36 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 66.0 67.1 81.9 39.7 59.5 54.9 68.9
Old : 48.1 66.0 67.1 81.9 39.7 59.5 54.9 68.9
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,823: 114,560 116,686 1,013 14,202 7,701 3,210 1,426 1,196 16,400 2,930 4,472: 271 210
Old : 148,823: 114,560 116,686 1,013 14,202 7,701 3,210 1,426 1,196 16,400 2,930 4,472: 271 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 700: 767 2,252 -255 -1,426 405 -120 -511 1 -98 79 -10: 10 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 78.4 0.7 9.5 5.2 2.2 1.0 0.8 11.0 2.0 3.0: 0.2 0.1
Old : 100.0: 77.0 78.4 0.7 9.5 5.2 2.2 1.0 0.8 11.0 2.0 3.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 64: 39 35 . . 4 . . . 8 4 6:
Old : 64: 39 35 . . 4 . . . 8 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 : 30.9 61.1 52.3 73.1 28.3 56.0 45.6 62.9
Old : 30.9 61.1 52.3 73.1 28.3 56.0 45.6 62.9
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 99,430: 82,293 82,545 6,390 5,325 5,570 200 0 1,360 1,280 2,745 1,870: 467 15
Old : 99,430: 82,293 82,545 6,390 5,325 5,570 200 0 1,360 1,280 2,745 1,870: 467 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,291: 1,111 1,591 50 40 -40 0 0 0 50 -300 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 83.0 6.4 5.4 5.6 0.2 0.0 1.4 1.3 2.8 1.9: 0.5 0.0
Old : 100.0: 82.8 83.0 6.4 5.4 5.6 0.2 0.0 1.4 1.3 2.8 1.9: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 32 27 . . 4 . 0 . . . 5:
Old : 47: 32 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 : 36.1 72.3 54.8 80.7 33.7 60.9 47.4 66.4
Old : 36.1 72.3 54.8 80.7 33.7 60.9 47.4 66.4
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,270: 24,895 22,575 300 2,170 0 0 515 0 0 0 0: 75 10
Old : 25,270: 24,895 22,575 300 2,170 0 0 515 0 0 0 0: 75 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 45: 45 45 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.5 89.3 1.2 8.6 0.0 0.0 2.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 98.5 89.3 1.2 8.6 0.0 0.0 2.0 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 10 . . 0 0 . 0 0 0 0:
Old : 31: 23 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 : 56.6 85.0 78.2 98.2 56.5 82.5 77.9 95.5
Old : 56.6 85.0 78.2 98.2 56.5 82.5 77.9 95.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,625: 22,135 20,140 300 2,100 0 0 215 50 0 0 0: 140 120
Old : 22,625: 22,135 20,140 300 2,100 0 0 215 50 0 0 0: 140 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -15: -15 -15 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.8 89.0 1.3 9.3 0.0 0.0 1.0 0.2 0.0 0.0 0.0: 0.6 0.5
Old : 100.0: 97.8 89.0 1.3 9.3 0.0 0.0 1.0 0.2 0.0 0.0 0.0: 0.6 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 : 25: 20 7 . . 0 0 . . 0 0 0:
Old : 25: 20 7 . . 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 : 59.0 86.1 79.5 99.4 59.0 81.5 79.4 92.4
Old : 59.0 86.1 79.5 99.4 59.0 81.5 79.4 92.4
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,889: 25,575 22,439 45 2,240 1,815 0 915 235 100 25 0: 119 220
Old : 27,889: 25,575 22,439 45 2,240 1,815 0 915 235 100 25 0: 119 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,030: 1,530 1,030 0 600 -600 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 80.5 0.2 8.0 6.5 0.0 3.3 0.8 0.4 0.1 0.0: 0.4 0.8
Old : 100.0: 91.7 80.5 0.2 8.0 6.5 0.0 3.3 0.8 0.4 0.1 0.0: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 26 23 . . . 0 . . . . 0:
Old : 36: 26 23 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 47.8 69.2 69.8 46.6 39.8 57.0 56.1
Old : 52.3 47.8 69.2 69.8 46.6 39.8 57.0 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,360: 8,080 9,310 550 0 830 680 0 220 0 0 0: 0 0
Old : 10,360: 8,080 9,310 550 0 830 680 0 220 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 89.9 5.3 0.0 8.0 6.6 0.0 2.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.0 89.9 5.3 0.0 8.0 6.6 0.0 2.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 13 . 0 . . 0 . 0 0 0:
Old : 20: 15 13 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 67.8 77.8 91.9 39.6 58.4 63.4 67.6
Old : 44.6 67.8 77.8 91.9 39.6 58.4 63.4 67.6
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: June 16, 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: 92.1 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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: June 16, 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: 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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: June 16, 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 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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: June 16, 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: 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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,354: 11,405 18,158 5,550 0 750 0 510 0 1,788 0 130: 731 806
Old : 20,354: 11,405 18,158 5,550 0 750 0 510 0 1,788 0 130: 731 806
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 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: 56.0 89.2 27.3 0.0 3.7 0.0 2.5 0.0 8.8 0.0 0.6: 3.6 4.0
Old : 100.0: 56.0 89.2 27.3 0.0 3.7 0.0 2.5 0.0 8.8 0.0 0.6: 3.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.1 68.7 91.1 86.0 72.4 68.7 86.7 83.6
Old : 76.1 68.7 91.1 86.0 72.4 68.7 86.7 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,564: 10,916 20,404 9,070 0 750 0 510 0 1,009 0 130: 689 770
Old : 22,564: 10,916 20,404 9,070 0 750 0 510 0 1,009 0 130: 689 770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 600: 0 600 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 90.4 40.2 0.0 3.3 0.0 2.3 0.0 4.5 0.0 0.6: 3.1 3.4
Old : 100.0: 48.4 90.4 40.2 0.0 3.3 0.0 2.3 0.0 4.5 0.0 0.6: 3.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 14 . 0 . 0 . 0 . 0 .:
Old : 22: 9 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 : 84.3 64.5 95.2 85.9 80.2 64.5 88.4 83.7
Old : 84.3 64.5 95.2 85.9 80.2 64.5 88.4 83.7
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,497: 28,529 23,363 185 6,505 194 1,050 0 0 1,483 1,870 505: 551 60
Old : 32,497: 28,529 23,363 185 6,505 194 1,050 0 0 1,483 1,870 505: 551 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 274: 170 300 0 -105 4 50 0 0 -25 0 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 71.9 0.6 20.0 0.6 3.2 0.0 0.0 4.6 5.8 1.6: 1.7 0.2
Old : 100.0: 87.8 71.9 0.6 20.0 0.6 3.2 0.0 0.0 4.6 5.8 1.6: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 21 20 . . . . 0 0 . . .:
Old : 32: 21 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 : 61.9 46.2 76.9 73.5 51.0 44.5 64.1 64.5
Old : 61.9 46.2 76.9 73.5 51.0 44.5 64.1 64.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,344: 18,061 15,672 226 5,412 1,200 630 0 0 1,929 0 60: 238 0
Old : 22,344: 18,061 15,672 226 5,412 1,200 630 0 0 1,929 0 60: 238 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -228: 366 5 0 -293 0 0 0 0 -600 0 60: -54 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 70.1 1.0 24.2 5.4 2.8 0.0 0.0 8.6 0.0 0.3: 1.1 0.0
Old : 100.0: 80.8 70.1 1.0 24.2 5.4 2.8 0.0 0.0 8.6 0.0 0.3: 1.1 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 : 30: 19 19 . . . . 0 0 . 0 .:
Old : 30: 19 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 : 47.8 56.7 73.3 79.2 32.3 45.5 54.0 61.1
Old : 47.8 56.7 73.3 79.2 32.3 45.5 54.0 61.1
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,356: 23,210 15,839 1,419 8,460 87 30 90 205 0 350 250: 155 75
Old : 25,356: 23,210 15,839 1,419 8,460 87 30 90 205 0 350 250: 155 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 881: 571 211 300 660 0 10 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 62.5 5.6 33.4 0.3 0.1 0.4 0.8 0.0 1.4 1.0: 0.6 0.3
Old : 100.0: 91.5 62.5 5.6 33.4 0.3 0.1 0.4 0.8 0.0 1.4 1.0: 0.6 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 : 38: 25 24 . . . . . . 0 . .:
Old : 38: 25 24 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 66.8 74.0 84.5 50.3 66.4 68.4 81.6
Old : 54.4 66.8 74.0 84.5 50.3 66.4 68.4 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,781: 20,881 15,196 0 5,725 230 600 630 0 0 0 0: 70 0
Old : 21,781: 20,881 15,196 0 5,725 230 600 630 0 0 0 0: 70 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 115: 255 70 0 45 0 0 0 0 0 0 0: -140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 69.8 0.0 26.3 1.1 2.8 2.9 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 95.9 69.8 0.0 26.3 1.1 2.8 2.9 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 22 0 . . . . 0 0 0 0:
Old : 33: 21 22 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 47.4 81.9 71.9 64.9 44.8 75.7 68.5
Old : 67.1 47.4 81.9 71.9 64.9 44.8 75.7 68.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,512: 11,790 12,229 2,221 945 428 0 910 0 0 0 0: 73 0
Old : 14,512: 11,790 12,229 2,221 945 428 0 910 0 0 0 0: 73 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -7: -7 0 7 0 -7 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 84.3 15.3 6.5 2.9 0.0 6.3 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 81.2 84.3 15.3 6.5 2.9 0.0 6.3 0.0 0.0 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 : 24: 15 12 . . . 0 . 0 0 0 0:
Old : 24: 15 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 : 57.2 61.2 81.7 85.5 56.6 56.4 81.2 78.4
Old : 57.2 61.2 81.7 85.5 56.6 56.4 81.2 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,013: 7,260 8,935 1,212 335 423 0 0 0 0 0 0: 1,118 320
Old : 10,013: 7,260 8,935 1,212 335 423 0 0 0 0 0 0: 1,118 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -26: 220 -54 -294 -20 48 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 89.2 12.1 3.3 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 11.2 3.2
Old : 100.0: 72.5 89.2 12.1 3.3 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 11.2 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 : 21: 13 10 . . . 0 0 0 0 0 0:
Old : 21: 13 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 : 48.2 73.8 70.5 92.5 43.8 72.2 64.0 81.6
Old : 48.2 73.8 70.5 92.5 43.8 72.2 64.0 81.6
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,950: 29,316 25,950 1,320 2,530 1,595 0 1,850 275 25 600 0: 419 150
Old : 32,950: 29,316 25,950 1,320 2,530 1,595 0 1,850 275 25 600 0: 419 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 875: 1,165 750 10 425 -300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 78.8 4.0 7.7 4.8 0.0 5.6 0.8 0.1 1.8 0.0: 1.3 0.5
Old : 100.0: 89.0 78.8 4.0 7.7 4.8 0.0 5.6 0.8 0.1 1.8 0.0: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 20 . . . 0 . . . . 0:
Old : 36: 25 20 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 48.9 71.6 73.8 51.6 44.0 68.2 66.7
Old : 53.6 48.9 71.6 73.8 51.6 44.0 68.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, June 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,042: 8,880 8,607 0 2,375 0 975 0 0 1,067 0 0: 120 60
Old : 11,042: 8,880 8,607 0 2,375 0 975 0 0 1,067 0 0: 120 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 775: 775 775 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 77.9 0.0 21.5 0.0 8.8 0.0 0.0 9.7 0.0 0.0: 1.1 0.5
Old : 100.0: 80.4 77.9 0.0 21.5 0.0 8.8 0.0 0.0 9.7 0.0 0.0: 1.1 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 : 28: 18 19 0 . 0 . 0 0 . 0 0:
Old : 28: 18 19 0 . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 69.7 69.9 84.5 42.8 62.3 67.8 75.5
Old : 43.1 69.7 69.9 84.5 42.8 62.3 67.8 75.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,987: 9,979 9,697 540 3,015 0 480 0 175 1,613 100 0: 200 0
Old : 12,987: 9,979 9,697 540 3,015 0 480 0 175 1,613 100 0: 200 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 1,125: 905 1,125 180 0 0 0 0 0 40 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 74.7 4.2 23.2 0.0 3.7 0.0 1.3 12.4 0.8 0.0: 1.5 0.0
Old : 100.0: 76.8 74.7 4.2 23.2 0.0 3.7 0.0 1.3 12.4 0.8 0.0: 1.5 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 : 31: 21 18 . . 0 . 0 . . . 0:
Old : 31: 21 18 . . 0 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 71.9 66.5 84.9 42.1 63.8 65.1 75.2
Old : 42.5 71.9 66.5 84.9 42.1 63.8 65.1 75.2
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,452: 57,576 53,943 0 3,440 3,465 385 160 580 0 0 0: 1,446 1,864
Old : 63,452: 57,576 53,943 0 3,440 3,465 385 160 580 0 0 0: 1,446 1,864
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 240: 240 0 0 0 0 0 0 0 0 0 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 85.0 0.0 5.4 5.5 0.6 0.3 0.9 0.0 0.0 0.0: 2.3 2.9
Old : 100.0: 90.7 85.0 0.0 5.4 5.5 0.6 0.3 0.9 0.0 0.0 0.0: 2.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 20 0 . . . . . 0 0 0:
Old : 27: 14 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 : 83.7 70.1 91.5 84.0 75.9 64.1 80.5 76.2
Old : 83.7 70.1 91.5 84.0 75.9 64.1 80.5 76.2
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,897: 53,012 46,881 0 5,385 2,645 385 160 580 0 0 0: 1,275 2,246
Old : 57,897: 53,012 46,881 0 5,385 2,645 385 160 580 0 0 0: 1,275 2,246
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 81.0 0.0 9.3 4.6 0.7 0.3 1.0 0.0 0.0 0.0: 2.2 3.9
Old : 100.0: 91.6 81.0 0.0 9.3 4.6 0.7 0.3 1.0 0.0 0.0 0.0: 2.2 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 17 0 . . . . . 0 0 0:
Old : 24: 14 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 : 85.3 73.1 92.3 87.4 77.9 67.7 81.2 78.3
Old : 85.3 73.1 92.3 87.4 77.9 67.7 81.2 78.3
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,305: 13,980 11,690 0 0 0 50 2,260 50 0 150 0: 225 155
Old : 14,305: 13,980 11,690 0 0 0 50 2,260 50 0 150 0: 225 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 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: 97.7 81.7 0.0 0.0 0.0 0.3 15.8 0.3 0.0 1.0 0.0: 1.6 1.1
Old : 100.0: 97.7 81.7 0.0 0.0 0.0 0.3 15.8 0.3 0.0 1.0 0.0: 1.6 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 : 21: 14 8 0 0 0 . . . 0 . 0:
Old : 21: 14 8 0 0 0 . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 77.0 85.3 97.7 55.3 67.8 73.0 77.2
Old : 60.0 77.0 85.3 97.7 55.3 67.8 73.0 77.2
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,801: 9,600 8,860 600 0 0 0 950 0 0 485 296: 305 210
Old : 10,801: 9,600 8,860 600 0 0 0 950 0 0 485 296: 305 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 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: 88.9 82.0 5.6 0.0 0.0 0.0 8.8 0.0 0.0 4.5 2.7: 2.8 1.9
Old : 100.0: 88.9 82.0 5.6 0.0 0.0 0.0 8.8 0.0 0.0 4.5 2.7: 2.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 9 . 0 0 0 . 0 0 . .:
Old : 21: 12 9 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 61.8 87.6 93.4 65.8 61.8 79.6 81.1
Old : 70.0 61.8 87.6 93.4 65.8 61.8 79.6 81.1
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,330: 25,160 18,600 0 1,200 0 0 5,370 0 0 0 0: 170 160
Old : 25,330: 25,160 18,600 0 1,200 0 0 5,370 0 0 0 0: 170 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 125: 125 125 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.3 73.4 0.0 4.7 0.0 0.0 21.2 0.0 0.0 0.0 0.0: 0.7 0.6
Old : 100.0: 99.3 73.4 0.0 4.7 0.0 0.0 21.2 0.0 0.0 0.0 0.0: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 0 . 0 0 . 0 0 0 0:
Old : 21: 13 10 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 89.4 91.2 98.2 72.7 89.4 91.0 93.9
Old : 72.7 89.4 91.2 98.2 72.7 89.4 91.0 93.9
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,367: 50,313 66,903 3,965 945 50 12,200 230 20 1,770 0 296: 2,753 2,923
Old : 71,367: 50,313 66,903 3,965 945 50 12,200 230 20 1,770 0 296: 2,753 2,923
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 255: 255 255 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 93.7 5.6 1.3 0.1 17.1 0.3 0.0 2.5 0.0 0.4: 3.9 4.1
Old : 100.0: 70.5 93.7 5.6 1.3 0.1 17.1 0.3 0.0 2.5 0.0 0.4: 3.9 4.1
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 : 37: 20 22 . . . . . . . 0 .:
Old : 37: 20 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 : 66.8 59.6 86.5 83.6 66.6 59.6 85.7 83.6
Old : 66.8 59.6 86.5 83.6 66.6 59.6 85.7 83.6
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 67,125: 46,200 63,115 2,565 805 820 10,670 0 0 4,855 0 0: 2,015 2,385
Old : 67,125: 46,200 63,115 2,565 805 820 10,670 0 0 4,855 0 0: 2,015 2,385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 145: 245 145 -100 0 100 0 0 0 0 0 0: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 94.0 3.8 1.2 1.2 15.9 0.0 0.0 7.2 0.0 0.0: 3.0 3.6
Old : 100.0: 68.8 94.0 3.8 1.2 1.2 15.9 0.0 0.0 7.2 0.0 0.0: 3.0 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 19 . . . . 0 0 . 0 0:
Old : 34: 19 19 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 61.5 84.7 83.1 65.1 61.5 82.2 82.1
Old : 65.9 61.5 84.7 83.1 65.1 61.5 82.2 82.1
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,029: 23,315 20,220 0 1,075 420 0 4,250 250 1,975 0 0: 1,069 814
Old : 27,029: 23,315 20,220 0 1,075 420 0 4,250 250 1,975 0 0: 1,069 814
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 74.8 0.0 4.0 1.6 0.0 15.7 0.9 7.3 0.0 0.0: 4.0 3.0
Old : 100.0: 86.3 74.8 0.0 4.0 1.6 0.0 15.7 0.9 7.3 0.0 0.0: 4.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 16 0 . . 0 . . . 0 0:
Old : 25: 18 16 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 62.4 80.0 82.9 43.3 54.8 56.1 61.8
Old : 51.0 62.4 80.0 82.9 43.3 54.8 56.1 61.8
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,165: 21,905 21,210 0 495 105 50 600 600 350 0 0: 155 155
Old : 23,165: 21,905 21,210 0 495 105 50 600 600 350 0 0: 155 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 91.6 0.0 2.1 0.5 0.2 2.6 2.6 1.5 0.0 0.0: 0.7 0.7
Old : 100.0: 94.6 91.6 0.0 2.1 0.5 0.2 2.6 2.6 1.5 0.0 0.0: 0.7 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: 20 14 0 . . . . . . 0 0:
Old : 26: 20 14 0 . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 61.7 75.0 82.9 42.7 45.2 54.7 57.1
Old : 53.8 61.7 75.0 82.9 42.7 45.2 54.7 57.1
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,066: 20,145 17,630 0 2,620 2,330 2,250 1,200 250 730 1,925 86: 1,275 1,025
Old : 27,066: 20,145 17,630 0 2,620 2,330 2,250 1,200 250 730 1,925 86: 1,275 1,025
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 65.1 0.0 9.7 8.6 8.3 4.4 0.9 2.7 7.1 0.3: 4.7 3.8
Old : 100.0: 74.4 65.1 0.0 9.7 8.6 8.3 4.4 0.9 2.7 7.1 0.3: 4.7 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 : 29: 15 19 0 . . . . . . . .:
Old : 29: 15 19 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 42.0 79.9 65.1 53.3 31.1 65.0 49.5
Old : 56.5 42.0 79.9 65.1 53.3 31.1 65.0 49.5
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 23, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,275: 17,805 14,445 100 3,250 1,425 175 600 675 0 70 210: 885 600
Old : 21,275: 17,805 14,445 100 3,250 1,425 175 600 675 0 70 210: 885 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 67.9 0.5 15.3 6.7 0.8 2.8 3.2 0.0 0.3 1.0: 4.2 2.8
Old : 100.0: 83.7 67.9 0.5 15.3 6.7 0.8 2.8 3.2 0.0 0.3 1.0: 4.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 15 . . . . . . 0 . .:
Old : 25: 13 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 : 58.4 46.4 80.1 68.5 50.1 34.0 56.9 50.7
Old : 58.4 46.4 80.1 68.5 50.1 34.0 56.9 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2015