COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 140,960: 39,562 30,368 404 36,779 6,398 18,161 15,256 9,602 52,549 27,891 12,773: 1,511 1,893 Old : 140,960: 39,562 30,368 404 36,779 6,398 18,161 15,256 9,602 52,549 27,891 12,773: 1,511 1,893 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 7,759: 3,950 498 -640 1,695 2,254 -759 11,032 1,976 2,132 -9,241 -1,063: -91 608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 21.5 0.3 26.1 4.5 12.9 10.8 6.8 37.3 19.8 9.1: 1.1 1.3 Old : 100.0: 28.1 21.5 0.3 26.1 4.5 12.9 10.8 6.8 37.3 19.8 9.1: 1.1 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 : 56: 16 15 . 4 5 . . 5 15 12 17: Old : 56: 16 15 . 4 5 . . 5 15 12 17: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 38.5 62.5 58.6 30.7 37.8 49.2 52.7 Old : 39.1 38.5 62.5 58.6 30.7 37.8 49.2 52.7 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 32,934: 6,556 12,260 896 4,389 928 5,839 7,350 356 15,291 4,774 2,365: 703 512 Old : 32,934: 6,556 12,260 896 4,389 928 5,839 7,350 356 15,291 4,774 2,365: 703 512 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 651: 105 -340 126 314 -102 615 4,330 94 -137 -3,664 15: -65 4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 37.2 2.7 13.3 2.8 17.7 22.3 1.1 46.4 14.5 7.2: 2.1 1.6 Old : 100.0: 19.9 37.2 2.7 13.3 2.8 17.7 22.3 1.1 46.4 14.5 7.2: 2.1 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 8 11 . . 4 . 4 4 9 10 12: Old : 42: 8 11 . . 4 . 4 4 9 10 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 50.4 76.6 70.3 58.6 45.4 70.7 63.3 Old : 62.2 50.4 76.6 70.3 58.6 45.4 70.7 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 138,021: 98,923 108,951 2,905 2,895 9,880 1,321 1,971 3,814 13,158 2,792 7,572: 448 146 Old : 138,021: 98,923 108,951 2,905 2,895 9,880 1,321 1,971 3,814 13,158 2,792 7,572: 448 146 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 431: 304 1,965 84 491 -254 -105 0 63 950 -838 -611: 0 -385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 78.9 2.1 2.1 7.2 1.0 1.4 2.8 9.5 2.0 5.5: 0.3 0.1 Old : 100.0: 71.7 78.9 2.1 2.1 7.2 1.0 1.4 2.8 9.5 2.0 5.5: 0.3 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: 42 48 . . 4 5 . 4 8 9 12: Old : 78: 42 48 . . 4 5 . 4 8 9 12: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 29.7 63.0 50.8 29.1 20.3 35.4 32.0 Old : 46.9 29.7 63.0 50.8 29.1 20.3 35.4 32.0 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 67,123: 49,452 54,162 7,410 0 6,057 412 211 1,254 26 3,031 2,383: 129 25 Old : 67,123: 49,452 54,162 7,410 0 6,057 412 211 1,254 26 3,031 2,383: 129 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,677: 1,574 1,465 258 0 -155 0 23 -25 0 344 0: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 80.7 11.0 0.0 9.0 0.6 0.3 1.9 0.0 4.5 3.6: 0.2 0.0 Old : 100.0: 73.7 80.7 11.0 0.0 9.0 0.6 0.3 1.9 0.0 4.5 3.6: 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 : 43: 26 24 . 0 . . . . . 6 .: Old : 43: 26 24 . 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 : 60.6 39.7 78.7 68.7 42.3 32.1 50.1 47.4 Old : 60.6 39.7 78.7 68.7 42.3 32.1 50.1 47.4 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 541,336: 485,529 478,355 0 19,068 16,425 29,326 1,417 6,799 0 16,015 3,257: 0 0 Old : 541,336: 485,529 478,355 0 19,068 16,425 29,326 1,417 6,799 0 16,015 3,257: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 42,845: 40,118 38,706 0 -637 688 0 785 1,399 0 1,264 640: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.7 88.4 0.0 3.5 3.0 5.4 0.3 1.3 0.0 3.0 0.6: 0.0 0.0 Old : 100.0: 89.7 88.4 0.0 3.5 3.0 5.4 0.3 1.3 0.0 3.0 0.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 20 0 . . . . . 0 . .: Old : 31: 18 20 0 . . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 45.7 74.7 73.4 33.7 38.5 48.6 48.9 Old : 52.6 45.7 74.7 73.4 33.7 38.5 48.6 48.9 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 1,789,656: 1,537,667 1,564,641 118,670 89,521 59,608 5,287 3,144 11,649 32,869 37,187 23,906: 0 0 Old : 1,789,656: 1,537,667 1,564,641 118,670 89,521 59,608 5,287 3,144 11,649 32,869 37,187 23,906: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 11,003: 7,875 -3,029 4,680 -8 8 0 0 0 -384 15,208 -1,176: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.9 87.4 6.6 5.0 3.3 0.3 0.2 0.7 1.8 2.1 1.3: 0.0 0.0 Old : 100.0: 85.9 87.4 6.6 5.0 3.3 0.3 0.2 0.7 1.8 2.1 1.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 56: 34 38 . . . . . . 5 . 4: Old : 56: 34 38 . . . . . . 5 . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 53.4 74.2 69.9 35.7 33.4 46.3 43.1 Old : 56.9 53.4 74.2 69.9 35.7 33.4 46.3 43.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 68,124: 58,913 53,194 0 6,023 3,739 133 591 2,692 1,199 437 1,439: 9 9 Old : 68,124: 58,913 53,194 0 6,023 3,739 133 591 2,692 1,199 437 1,439: 9 9 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 630: 358 1,384 0 -350 65 133 -767 67 -150 50 181: -24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 78.1 0.0 8.8 5.5 0.2 0.9 4.0 1.8 0.6 2.1: 0.0 0.0 Old : 100.0: 86.5 78.1 0.0 8.8 5.5 0.2 0.9 4.0 1.8 0.6 2.1: 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 : 38: 22 21 0 . . . . . 5 . .: Old : 38: 22 21 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 : 48.6 63.5 73.9 79.0 34.4 47.6 53.2 55.4 Old : 48.6 63.5 73.9 79.0 34.4 47.6 53.2 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 556,181: 400,519 504,530 108,749 0 20,664 494 0 19,475 2,383 7,615 3,897: 0 0 Old : 556,181: 400,519 504,530 108,749 0 20,664 494 0 19,475 2,383 7,615 3,897: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 37,455: 16,946 36,503 20,509 0 0 0 0 0 0 952 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 90.7 19.6 0.0 3.7 0.1 0.0 3.5 0.4 1.4 0.7: 0.0 0.0 Old : 100.0: 72.0 90.7 19.6 0.0 3.7 0.1 0.0 3.5 0.4 1.4 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 : 31: 20 16 . 0 . . 0 . . . .: Old : 31: 20 16 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 70.6 81.9 88.2 54.5 62.6 65.8 69.4 Old : 60.8 70.6 81.9 88.2 54.5 62.6 65.8 69.4 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 523,947: 462,820 474,342 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793: 0 0 Old : 523,947: 462,820 474,342 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 6,324: 6,324 6,324 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 90.5 0.8 0.2 6.0 3.0 0.0 1.6 0.2 1.5 0.2: 0.0 0.0 Old : 100.0: 88.3 90.5 0.8 0.2 6.0 3.0 0.0 1.6 0.2 1.5 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 : 45: 29 25 . . . . 0 . . . .: Old : 45: 29 25 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 47.1 73.4 65.6 45.4 45.8 56.3 58.9 Old : 52.9 47.1 73.4 65.6 45.4 45.8 56.3 58.9 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 49,961: 43,802 43,272 0 697 1,124 1,878 0 1,567 426 2,135 530: 634 636 Old : 49,961: 43,802 43,272 0 697 1,124 1,878 0 1,567 426 2,135 530: 634 636 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 214: 131 277 0 -84 63 0 -63 0 0 -42 0: 20 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.7 86.6 0.0 1.4 2.2 3.8 0.0 3.1 0.9 4.3 1.1: 1.3 1.3 Old : 100.0: 87.7 86.6 0.0 1.4 2.2 3.8 0.0 3.1 0.9 4.3 1.1: 1.3 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 23 24 0 . . . 0 . . . .: Old : 37: 23 24 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 55.8 75.7 70.3 51.7 55.0 66.5 67.9 Old : 56.9 55.8 75.7 70.3 51.7 55.0 66.5 67.9 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 57,494: 48,319 56,325 8,080 0 760 0 245 0 0 15 60: 275 89 Old : 57,494: 48,319 56,325 8,080 0 760 0 245 0 0 15 60: 275 89 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 605: 605 480 -100 0 100 0 0 0 -10 15 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 98.0 14.1 0.0 1.3 0.0 0.4 0.0 0.0 0.0 0.1: 0.5 0.2 Old : 100.0: 84.0 98.0 14.1 0.0 1.3 0.0 0.4 0.0 0.0 0.0 0.1: 0.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 45: 31 30 . 0 . 0 . 0 0 . .: Old : 45: 31 30 . 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 : 59.1 64.5 72.8 79.3 52.9 56.4 63.1 70.1 Old : 59.1 64.5 72.8 79.3 52.9 56.4 63.1 70.1 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 75,775: 66,638 74,649 8,365 0 300 40 0 80 0 680 0: 352 66 Old : 75,775: 66,638 74,649 8,365 0 300 40 0 80 0 680 0: 352 66 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 638: 620 640 0 0 0 0 0 0 0 0 0: 18 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 98.5 11.0 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0: 0.5 0.1 Old : 100.0: 87.9 98.5 11.0 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0: 0.5 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: 33 31 . 0 . . 0 . 0 . 0: Old : 45: 33 31 . 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 : 54.0 63.7 70.4 84.3 52.3 55.6 63.5 74.5 Old : 54.0 63.7 70.4 84.3 52.3 55.6 63.5 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 19,070: 17,245 16,810 0 1,660 600 1,200 0 0 0 0 0: 25 0 Old : 19,070: 17,245 16,810 0 1,660 600 1,200 0 0 0 0 0: 25 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,150: 1,150 1,150 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.4 88.1 0.0 8.7 3.1 6.3 0.0 0.0 0.0 0.0 0.0: 0.1 0.0 Old : 100.0: 90.4 88.1 0.0 8.7 3.1 6.3 0.0 0.0 0.0 0.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 22 16 0 . . . 0 0 0 0 0: Old : 30: 22 16 0 . . . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.1 69.3 72.7 88.4 49.7 61.9 64.9 74.6 Old : 51.1 69.3 72.7 88.4 49.7 61.9 64.9 74.6 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 263,120: 188,248 249,320 69,352 0 0 0 4,656 5,520 0 3,624 0: 0 0 Old : 263,120: 188,248 249,320 69,352 0 0 0 4,656 5,520 0 3,624 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 4,680: 4,680 5,448 0 0 0 0 0 0 0 -768 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 94.8 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.4 0.0: 0.0 0.0 Old : 100.0: 71.5 94.8 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.4 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 : 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 : 52.9 66.1 78.6 84.1 52.3 55.6 65.6 62.7 Old : 52.9 66.1 78.6 84.1 52.3 55.6 65.6 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 7,342: 5,622 6,425 0 191 106 42 0 0 1,339 407 21: 212 192 Old : 7,342: 5,622 6,425 0 191 106 42 0 0 1,339 407 21: 212 192 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 108: 86 129 0 0 0 0 0 0 0 0 0: 22 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.6 87.5 0.0 2.6 1.4 0.6 0.0 0.0 18.2 5.5 0.3: 2.9 2.6 Old : 100.0: 76.6 87.5 0.0 2.6 1.4 0.6 0.0 0.0 18.2 5.5 0.3: 2.9 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 21 0 . . . 0 0 . . .: Old : 30: 18 21 0 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.9 40.5 70.5 66.3 47.7 35.0 60.4 49.0 Old : 50.9 40.5 70.5 66.3 47.7 35.0 60.4 49.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 6,680: 6,085 6,435 300 0 0 0 0 0 100 0 50: 145 195 Old : 6,680: 6,085 6,435 300 0 0 0 0 0 100 0 50: 145 195 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 96.3 4.5 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.7: 2.2 2.9 Old : 100.0: 91.1 96.3 4.5 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.7: 2.2 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 : 20: 14 10 . 0 0 0 0 0 . 0 .: Old : 20: 14 10 . 0 0 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 66.8 80.5 91.1 35.2 42.6 47.3 54.1 Old : 55.2 66.8 80.5 91.1 35.2 42.6 47.3 54.1 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,555: 16,335 16,080 0 1,195 995 1,180 0 20 0 225 0: 25 40 Old : 18,555: 16,335 16,080 0 1,195 995 1,180 0 20 0 225 0: 25 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 555: 570 570 0 0 0 0 0 0 0 0 0: -15 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.0 86.7 0.0 6.4 5.4 6.4 0.0 0.1 0.0 1.2 0.0: 0.1 0.2 Old : 100.0: 88.0 86.7 0.0 6.4 5.4 6.4 0.0 0.1 0.0 1.2 0.0: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 21 21 0 . . . 0 . 0 . 0: Old : 35: 21 21 0 . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 63.4 72.5 87.7 50.4 53.6 66.8 72.1 Old : 50.8 63.4 72.5 87.7 50.4 53.6 66.8 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 14,870: 12,875 11,915 50 520 1,505 0 750 120 0 0 0: 320 60 Old : 14,870: 12,875 11,915 50 520 1,505 0 750 120 0 0 0: 320 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 205: 205 25 0 180 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 80.1 0.3 3.5 10.1 0.0 5.0 0.8 0.0 0.0 0.0: 2.2 0.4 Old : 100.0: 86.6 80.1 0.3 3.5 10.1 0.0 5.0 0.8 0.0 0.0 0.0: 2.2 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: 23 19 . . . 0 . . 0 0 0: Old : 28: 23 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 : 43.6 60.0 66.5 81.0 23.0 30.2 38.6 39.6 Old : 43.6 60.0 66.5 81.0 23.0 30.2 38.6 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,099: 15,248 13,158 467 1,982 1,387 611 42 131 0 0 0: 255 1,399 Old : 18,099: 15,248 13,158 467 1,982 1,387 611 42 131 0 0 0: 255 1,399 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2: 2 -39 0 0 0 0 0 0 0 0 0: 0 41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 72.7 2.6 11.0 7.7 3.4 0.2 0.7 0.0 0.0 0.0: 1.4 7.7 Old : 100.0: 84.2 72.7 2.6 11.0 7.7 3.4 0.2 0.7 0.0 0.0 0.0: 1.4 7.7 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 : 28: 21 20 . . . . . . 0 0 0: Old : 28: 21 20 . . . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.1 56.3 56.7 75.3 28.0 46.8 48.3 56.1 Old : 33.1 56.3 56.7 75.3 28.0 46.8 48.3 56.1 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 55,989: 49,511 41,160 1,511 2,811 2,431 40 3,642 965 0 3,544 1,216: 315 220 Old : 55,989: 49,511 41,160 1,511 2,811 2,431 40 3,642 965 0 3,544 1,216: 315 220 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,058: 608 1,263 10 -10 10 40 -70 5 0 -525 385: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.4 73.5 2.7 5.0 4.3 0.1 6.5 1.7 0.0 6.3 2.2: 0.6 0.4 Old : 100.0: 88.4 73.5 2.7 5.0 4.3 0.1 6.5 1.7 0.0 6.3 2.2: 0.6 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 : 45: 28 26 . . . . . . 0 5 .: Old : 45: 28 26 . . . . . . 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 : 47.1 39.9 66.5 59.6 46.5 37.8 60.9 56.0 Old : 47.1 39.9 66.5 59.6 46.5 37.8 60.9 56.0 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 63,746: 57,727 43,869 741 4,921 1,469 15 4,553 1,398 0 5,061 2,389: 7 86 Old : 63,746: 57,727 43,869 741 4,921 1,469 15 4,553 1,398 0 5,061 2,389: 7 86 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 2,333: 1,859 2,187 0 35 -82 15 -194 86 -27 -181 482: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.6 68.8 1.2 7.7 2.3 0.0 7.1 2.2 0.0 7.9 3.7: 0.0 0.1 Old : 100.0: 90.6 68.8 1.2 7.7 2.3 0.0 7.1 2.2 0.0 7.9 3.7: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 49: 31 31 . . . . . . 0 6 4: Old : 49: 31 31 . . . . . . 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 : 45.3 44.6 63.1 63.1 40.5 40.6 55.5 56.7 Old : 45.3 44.6 63.1 63.1 40.5 40.6 55.5 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 49,410: 46,280 47,165 785 1,020 1,225 250 0 0 820 0 0: 50 0 Old : 49,410: 46,280 47,165 785 1,020 1,225 250 0 0 820 0 0: 50 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 980: 985 1,010 0 0 0 0 0 0 0 0 0: -5 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 95.5 1.6 2.1 2.5 0.5 0.0 0.0 1.7 0.0 0.0: 0.1 0.0 Old : 100.0: 93.7 95.5 1.6 2.1 2.5 0.5 0.0 0.0 1.7 0.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 27 17 . . . . 0 0 . 0 0: Old : 34: 27 17 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 91.0 74.5 95.9 51.3 86.6 68.8 88.0 Old : 54.9 91.0 74.5 95.9 51.3 86.6 68.8 88.0 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 50,345: 46,675 47,765 1,435 1,390 1,190 0 0 0 935 0 0: 110 0 Old : 50,345: 46,675 47,765 1,435 1,390 1,190 0 0 0 935 0 0: 110 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 490: 430 525 0 0 0 0 0 0 10 0 0: 50 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.7 94.9 2.9 2.8 2.4 0.0 0.0 0.0 1.9 0.0 0.0: 0.2 0.0 Old : 100.0: 92.7 94.9 2.9 2.8 2.4 0.0 0.0 0.0 1.9 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 : 33: 27 19 . . . 0 0 0 . 0 0: Old : 33: 27 19 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 92.4 69.8 95.7 53.4 86.6 66.5 88.2 Old : 55.4 92.4 69.8 95.7 53.4 86.6 66.5 88.2 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 350,290: 263,051 299,318 2,035 18,165 10,487 27,999 1,192 14,040 25,974 384 6,704: 0 0 Old : 350,290: 263,051 299,318 2,035 18,165 10,487 27,999 1,192 14,040 25,974 384 6,704: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 5,913: 1,152 5,913 0 -768 768 0 0 0 3,993 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 85.4 0.6 5.2 3.0 8.0 0.3 4.0 7.4 0.1 1.9: 0.0 0.0 Old : 100.0: 75.1 85.4 0.6 5.2 3.0 8.0 0.3 4.0 7.4 0.1 1.9: 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 : 44: 24 30 . . . . . . 5 . .: Old : 44: 24 30 . . . . . . 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 : 42.4 43.2 65.5 62.5 32.2 37.5 49.6 47.2 Old : 42.4 43.2 65.5 62.5 32.2 37.5 49.6 47.2 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,520: 16,578 20,761 1,336 362 550 2,322 147 553 1,820 659 235: 126 253 Old : 23,520: 16,578 20,761 1,336 362 550 2,322 147 553 1,820 659 235: 126 253 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 444: 19 487 0 -41 0 0 21 -20 426 -64 19: 0 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 88.3 5.7 1.5 2.3 9.9 0.6 2.4 7.7 2.8 1.0: 0.5 1.1 Old : 100.0: 70.5 88.3 5.7 1.5 2.3 9.9 0.6 2.4 7.7 2.8 1.0: 0.5 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 : 43: 24 30 . . . . . . . 4 4: Old : 43: 24 30 . . . . . . . 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 : 41.8 44.2 67.9 64.9 34.8 43.5 58.4 58.1 Old : 41.8 44.2 67.9 64.9 34.8 43.5 58.4 58.1 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 38,453: 21,785 37,405 13,723 0 300 659 0 205 1,527 289 254: 0 0 Old : 38,453: 21,785 37,405 13,723 0 300 659 0 205 1,527 289 254: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,106: 155 1,052 663 0 0 0 0 0 288 54 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.7 97.3 35.7 0.0 0.8 1.7 0.0 0.5 4.0 0.8 0.7: 0.0 0.0 Old : 100.0: 56.7 97.3 35.7 0.0 0.8 1.7 0.0 0.5 4.0 0.8 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 : 28: 18 13 . 0 . . 0 . . . .: Old : 28: 18 13 . 0 . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.9 87.9 83.4 94.1 58.9 77.2 68.3 78.7 Old : 65.9 87.9 83.4 94.1 58.9 77.2 68.3 78.7 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 492,880: 420,713 462,224 57,155 0 7,478 0 11,690 7,534 0 3,954 0: 0 0 Old : 492,880: 420,713 462,224 57,155 0 7,478 0 11,690 7,534 0 3,954 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 7,752: 7,752 7,752 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 93.8 11.6 0.0 1.5 0.0 2.4 1.5 0.0 0.8 0.0: 0.0 0.0 Old : 100.0: 85.4 93.8 11.6 0.0 1.5 0.0 2.4 1.5 0.0 0.8 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: 20 16 . 0 . 0 . . 0 . 0: Old : 29: 20 16 . 0 . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 90.1 83.1 94.9 59.2 78.1 74.2 81.9 Old : 63.8 90.1 83.1 94.9 59.2 78.1 74.2 81.9 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 39,980: 30,500 36,119 3,459 212 127 1,288 0 1,824 1,955 233 573: 254 892 Old : 39,980: 30,500 36,119 3,459 212 127 1,288 0 1,824 1,955 233 573: 254 892 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -553: 425 -637 0 0 0 0 0 0 -1,104 0 84: 42 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 90.3 8.7 0.5 0.3 3.2 0.0 4.6 4.9 0.6 1.4: 0.6 2.2 Old : 100.0: 76.3 90.3 8.7 0.5 0.3 3.2 0.0 4.6 4.9 0.6 1.4: 0.6 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 19 . . . . 0 . . . .: Old : 30: 16 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 : 60.4 81.9 82.2 89.7 57.8 72.3 69.9 75.4 Old : 60.4 81.9 82.2 89.7 57.8 72.3 69.9 75.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 62,092: 45,679 50,333 14,037 5,038 2,376 0 4,345 0 0 0 0: 0 0 Old : 62,092: 45,679 50,333 14,037 5,038 2,376 0 4,345 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: August 18, 2015 : : 1,969: 1,969 1,969 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.6 81.1 22.6 8.1 3.8 0.0 7.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 73.6 81.1 22.6 8.1 3.8 0.0 7.0 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: 11 12 . . . 0 . 0 0 0 0: Old : 20: 11 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 : 62.6 62.5 89.8 87.8 60.1 53.0 78.3 75.2 Old : 62.6 62.5 89.8 87.8 60.1 53.0 78.3 75.2 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,528: 14,230 14,923 179 1,119 1,283 382 0 41 1,736 211 401: 276 550 Old : 18,528: 14,230 14,923 179 1,119 1,283 382 0 41 1,736 211 401: 276 550 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,064: 1,806 854 0 -22 0 0 0 0 -953 0 232: -21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 80.5 1.0 6.0 6.9 2.1 0.0 0.2 9.4 1.1 2.2: 1.5 3.0 Old : 100.0: 76.8 80.5 1.0 6.0 6.9 2.1 0.0 0.2 9.4 1.1 2.2: 1.5 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 : 33: 18 20 . . . . 0 . . . .: Old : 33: 18 20 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 48.6 73.0 67.2 33.4 31.4 49.8 44.4 Old : 52.7 48.6 73.0 67.2 33.4 31.4 49.8 44.4 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 196,184: 145,226 169,473 17,298 5,120 14,875 0 0 0 12,069 0 6,716: 0 0 Old : 196,184: 145,226 169,473 17,298 5,120 14,875 0 0 0 12,069 0 6,716: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 3,122: 3,497 -2,359 -4,680 0 4,680 0 0 0 -1,176 0 801: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.0 86.4 8.8 2.6 7.6 0.0 0.0 0.0 6.2 0.0 3.4: 0.0 0.0 Old : 100.0: 74.0 86.4 8.8 2.6 7.6 0.0 0.0 0.0 6.2 0.0 3.4: 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 : 29: 15 21 . . . 0 0 0 . 0 .: Old : 29: 15 21 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 51.1 80.9 77.2 44.8 40.7 57.6 60.2 Old : 57.4 51.1 80.9 77.2 44.8 40.7 57.6 60.2 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 13,446: 8,764 10,121 2,502 1,441 846 1,080 0 84 128 232 0: 42 722 Old : 13,446: 8,764 10,121 2,502 1,441 846 1,080 0 84 128 232 0: 42 722 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 407: 407 66 0 254 0 0 0 0 0 232 0: 0 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.2 75.3 18.6 10.7 6.3 8.0 0.0 0.6 1.0 1.7 0.0: 0.3 5.4 Old : 100.0: 65.2 75.3 18.6 10.7 6.3 8.0 0.0 0.6 1.0 1.7 0.0: 0.3 5.4 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: 17 20 . . . . 0 . . . 0: Old : 30: 17 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 : 55.9 43.4 73.5 64.6 52.9 35.2 67.6 52.4 Old : 55.9 43.4 73.5 64.6 52.9 35.2 67.6 52.4 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 128,432: 102,050 95,487 13,372 25,448 7,497 5,129 0 0 384 0 0: 0 0 Old : 128,432: 102,050 95,487 13,372 25,448 7,497 5,129 0 0 384 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,518: 1,518 1,518 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 74.3 10.4 19.8 5.8 4.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 79.5 74.3 10.4 19.8 5.8 4.0 0.0 0.0 0.3 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 : 28: 19 18 . . . . 0 0 . 0 0: Old : 28: 19 18 . . . . 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 : 56.5 60.6 75.6 82.0 43.7 48.5 56.6 62.9 Old : 56.5 60.6 75.6 82.0 43.7 48.5 56.6 62.9 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,059: 11,684 16,143 4,029 0 4,146 430 0 770 0 0 0: 0 0 Old : 21,059: 11,684 16,143 4,029 0 4,146 430 0 770 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -47: 297 -47 -344 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 76.7 19.1 0.0 19.7 2.0 0.0 3.7 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 55.5 76.7 19.1 0.0 19.7 2.0 0.0 3.7 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: 16 15 . 0 . . 0 . 0 0 0: Old : 22: 16 15 . 0 . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.5 62.3 87.9 82.5 31.7 31.1 39.4 41.6 Old : 75.5 62.3 87.9 82.5 31.7 31.1 39.4 41.6 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 175,456: 140,577 106,186 0 39,872 29,398 5,481 0 0 0 0 0: 0 0 Old : 175,456: 140,577 106,186 0 39,872 29,398 5,481 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: August 18, 2015 : : 1,904: 1,904 3,808 0 -1,904 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.1 60.5 0.0 22.7 16.8 3.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 80.1 60.5 0.0 22.7 16.8 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: 13 15 0 . . . 0 0 0 0 0: Old : 20: 13 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 70.7 90.2 88.4 39.5 43.0 48.1 51.6 Old : 70.5 70.7 90.2 88.4 39.5 43.0 48.1 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 9,565: 8,730 8,700 250 500 0 0 300 0 0 0 0: 585 65 Old : 9,565: 8,730 8,700 250 500 0 0 300 0 0 0 0: 585 65 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 10: -20 10 0 0 0 0 0 0 0 0 0: 30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.3 91.0 2.6 5.2 0.0 0.0 3.1 0.0 0.0 0.0 0.0: 6.1 0.7 Old : 100.0: 91.3 91.0 2.6 5.2 0.0 0.0 3.1 0.0 0.0 0.0 0.0: 6.1 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 : 23: 15 12 . . 0 0 . 0 0 0 0: Old : 23: 15 12 . . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.5 79.6 84.9 95.0 57.9 74.6 71.4 83.8 Old : 67.5 79.6 84.9 95.0 57.9 74.6 71.4 83.8 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 25,400: 23,745 11,490 1,260 13,120 40 0 750 0 0 0 0: 355 0 Old : 25,400: 23,745 11,490 1,260 13,120 40 0 750 0 0 0 0: 355 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -70: -70 -95 -25 0 25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.5 45.2 5.0 51.7 0.2 0.0 3.0 0.0 0.0 0.0 0.0: 1.4 0.0 Old : 100.0: 93.5 45.2 5.0 51.7 0.2 0.0 3.0 0.0 0.0 0.0 0.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 20 14 . . . 0 . 0 0 0 0: Old : 28: 20 14 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 79.1 83.6 91.7 50.5 74.4 73.6 84.0 Old : 59.1 79.1 83.6 91.7 50.5 74.4 73.6 84.0 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,840: 20,110 7,910 1,125 13,120 0 0 750 0 0 0 0: 605 60 Old : 21,840: 20,110 7,910 1,125 13,120 0 0 750 0 0 0 0: 605 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -100: -150 -60 50 0 0 0 0 0 0 0 0: 0 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.1 36.2 5.2 60.1 0.0 0.0 3.4 0.0 0.0 0.0 0.0: 2.8 0.3 Old : 100.0: 92.1 36.2 5.2 60.1 0.0 0.0 3.4 0.0 0.0 0.0 0.0: 2.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 64.2 87.7 82.4 97.7 58.5 84.3 76.2 89.4 Old : 64.2 87.7 82.4 97.7 58.5 84.3 76.2 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 25,964: 25,764 19,504 0 6,460 0 100 0 0 100 0 0: 0 0 Old : 25,964: 25,764 19,504 0 6,460 0 100 0 0 100 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -162: -162 -162 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.2 75.1 0.0 24.9 0.0 0.4 0.0 0.0 0.4 0.0 0.0: 0.0 0.0 Old : 100.0: 99.2 75.1 0.0 24.9 0.0 0.4 0.0 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 : 36: 23 20 0 . 0 . 0 0 . 0 0: Old : 36: 23 20 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 : 55.9 74.5 75.7 88.9 49.6 72.6 68.2 79.4 Old : 55.9 74.5 75.7 88.9 49.6 72.6 68.2 79.4 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,976: 23,801 18,231 0 5,745 0 175 0 0 0 0 0: 0 0 Old : 23,976: 23,801 18,231 0 5,745 0 175 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: August 18, 2015 : : 238: 471 253 0 0 0 0 0 0 0 0 0: -233 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.3 76.0 0.0 24.0 0.0 0.7 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 99.3 76.0 0.0 24.0 0.0 0.7 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: 19 15 0 . 0 . 0 0 0 0 0: Old : 29: 19 15 0 . 0 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 79.4 78.5 93.1 61.1 77.3 77.2 84.4 Old : 61.3 79.4 78.5 93.1 61.1 77.3 77.2 84.4 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,445: 17,285 17,555 175 445 135 0 100 0 0 0 0: 850 210 Old : 18,445: 17,285 17,555 175 445 135 0 100 0 0 0 0: 850 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 375: 375 375 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 95.2 0.9 2.4 0.7 0.0 0.5 0.0 0.0 0.0 0.0: 4.6 1.1 Old : 100.0: 93.7 95.2 0.9 2.4 0.7 0.0 0.5 0.0 0.0 0.0 0.0: 4.6 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: 13 8 . . . 0 . 0 0 0 0: Old : 21: 13 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 : 75.0 95.4 88.3 98.2 75.0 94.7 87.4 95.9 Old : 75.0 95.4 88.3 98.2 75.0 94.7 87.4 95.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 13,460: 12,825 13,390 250 0 0 25 0 0 0 0 0: 360 70 Old : 13,460: 12,825 13,390 250 0 0 25 0 0 0 0 0: 360 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 525: 525 525 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.3 99.5 1.9 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.7 0.5 Old : 100.0: 95.3 99.5 1.9 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.7 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 23 12 . 0 0 . 0 0 0 0 0: Old : 27: 23 12 . 0 0 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.4 90.0 70.7 98.0 44.5 77.7 61.1 79.3 Old : 47.4 90.0 70.7 98.0 44.5 77.7 61.1 79.3 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 14,572: 13,682 14,572 500 0 0 25 0 0 0 0 0: 365 0 Old : 14,572: 13,682 14,572 500 0 0 25 0 0 0 0 0: 365 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 525: 525 525 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.9 100.0 3.4 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.5 0.0 Old : 100.0: 93.9 100.0 3.4 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.5 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 : 30: 25 12 . 0 0 . 0 0 0 0 0: Old : 30: 25 12 . 0 0 . 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 92.8 65.1 99.0 42.5 82.5 59.4 84.0 Old : 44.8 92.8 65.1 99.0 42.5 82.5 59.4 84.0 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 118,230: 100,535 114,850 11,980 0 1,995 655 0 95 2,950 1,100 0: 20 190 Old : 118,230: 100,535 114,850 11,980 0 1,995 655 0 95 2,950 1,100 0: 20 190 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 770: 770 770 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.0 97.1 10.1 0.0 1.7 0.6 0.0 0.1 2.5 0.9 0.0: 0.0 0.2 Old : 100.0: 85.0 97.1 10.1 0.0 1.7 0.6 0.0 0.1 2.5 0.9 0.0: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 34 31 4 0 . . 0 . . . 0: Old : 47: 34 31 4 0 . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 63.9 64.8 82.8 40.1 55.1 55.2 64.2 Old : 41.5 63.9 64.8 82.8 40.1 55.1 55.2 64.2 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 126,435: 108,016 123,017 14,884 0 1,530 1,055 570 235 600 900 100: 15 83 Old : 126,435: 108,016 123,017 14,884 0 1,530 1,055 570 235 600 900 100: 15 83 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 0: -90 10 75 0 0 0 0 0 0 0 0: 15 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.4 97.3 11.8 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1: 0.0 0.1 Old : 100.0: 85.4 97.3 11.8 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 36 35 4 0 . . . . . . .: Old : 51: 36 35 4 0 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.2 64.2 66.8 80.5 41.1 58.4 56.7 68.3 Old : 47.2 64.2 66.8 80.5 41.1 58.4 56.7 68.3 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 142,423: 109,836 116,370 4,154 7,838 7,646 2,931 1,193 1,027 13,555 5,045 2,894: 380 410 Old : 142,423: 109,836 116,370 4,154 7,838 7,646 2,931 1,193 1,027 13,555 5,045 2,894: 380 410 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 862: 251 491 329 -310 300 205 -60 82 -619 45 120: 194 194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.1 81.7 2.9 5.5 5.4 2.1 0.8 0.7 9.5 3.5 2.0: 0.3 0.3 Old : 100.0: 77.1 81.7 2.9 5.5 5.4 2.1 0.8 0.7 9.5 3.5 2.0: 0.3 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 : 67: 40 37 . . 4 . 4 4 6 5 6: Old : 67: 40 37 . . 4 . 4 4 6 5 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 : 28.5 56.1 48.7 69.8 26.9 50.5 44.0 58.4 Old : 28.5 56.1 48.7 69.8 26.9 50.5 44.0 58.4 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 103,315: 84,869 88,299 9,199 3,650 5,231 140 0 1,320 805 3,175 1,640: 111 0 Old : 103,315: 84,869 88,299 9,199 3,650 5,231 140 0 1,320 805 3,175 1,640: 111 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 1,142: 667 752 85 0 390 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.1 85.5 8.9 3.5 5.1 0.1 0.0 1.3 0.8 3.1 1.6: 0.1 0.0 Old : 100.0: 82.1 85.5 8.9 3.5 5.1 0.1 0.0 1.3 0.8 3.1 1.6: 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 : 48: 35 31 . . 4 . 0 . . . 4: Old : 48: 35 31 . . 4 . 0 . . . 4: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.8 71.2 53.6 79.9 31.0 59.7 44.6 63.8 Old : 33.8 71.2 53.6 79.9 31.0 59.7 44.6 63.8 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 24,585: 23,700 21,645 620 2,385 225 0 305 25 0 0 0: 15 0 Old : 24,585: 23,700 21,645 620 2,385 225 0 305 25 0 0 0: 15 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 90: 90 90 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.4 88.0 2.5 9.7 0.9 0.0 1.2 0.1 0.0 0.0 0.0: 0.1 0.0 Old : 100.0: 96.4 88.0 2.5 9.7 0.9 0.0 1.2 0.1 0.0 0.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 25 11 . . . 0 . . 0 0 0: Old : 34: 25 11 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 80.7 74.6 95.3 54.4 78.4 74.2 90.1 Old : 54.4 80.7 74.6 95.3 54.4 78.4 74.2 90.1 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,235: 20,425 18,705 525 2,100 125 0 105 100 0 0 0: 60 100 Old : 21,235: 20,425 18,705 525 2,100 125 0 105 100 0 0 0: 60 100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -90: -90 -90 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.2 88.1 2.5 9.9 0.6 0.0 0.5 0.5 0.0 0.0 0.0: 0.3 0.5 Old : 100.0: 96.2 88.1 2.5 9.9 0.6 0.0 0.5 0.5 0.0 0.0 0.0: 0.3 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 : 28: 22 9 . . . 0 . . 0 0 0: Old : 28: 22 9 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 82.9 76.9 98.0 57.7 80.7 76.8 90.0 Old : 57.7 82.9 76.9 98.0 57.7 80.7 76.8 90.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 27,614: 26,035 21,894 65 3,300 1,110 0 925 175 50 0 0: 179 210 Old : 27,614: 26,035 21,894 65 3,300 1,110 0 925 175 50 0 0: 179 210 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 370: 370 395 0 0 0 0 0 0 0 -25 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 79.3 0.2 12.0 4.0 0.0 3.3 0.6 0.2 0.0 0.0: 0.6 0.8 Old : 100.0: 94.3 79.3 0.2 12.0 4.0 0.0 3.3 0.6 0.2 0.0 0.0: 0.6 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 : 34: 26 25 . . . 0 . . . 0 0: Old : 34: 26 25 . . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 50.3 69.9 70.7 53.1 45.3 62.3 59.4 Old : 55.7 50.3 69.9 70.7 53.1 45.3 62.3 59.4 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,615: 8,335 9,765 690 0 690 740 0 160 0 0 0: 0 0 Old : 10,615: 8,335 9,765 690 0 690 740 0 160 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 92.0 6.5 0.0 6.5 7.0 0.0 1.5 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.5 92.0 6.5 0.0 6.5 7.0 0.0 1.5 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 15 16 . 0 . . 0 . 0 0 0: Old : 20: 15 16 . 0 . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 61.8 73.0 89.0 33.6 54.0 55.0 59.7 Old : 44.0 61.8 73.0 89.0 33.6 54.0 55.0 59.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 13,062: 9,816 11,547 810 97 546 10 0 126 1,166 0 22: 566 724 Old : 13,062: 9,816 11,547 810 97 546 10 0 126 1,166 0 22: 566 724 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 150: 300 396 60 -12 -234 0 0 0 0 0 0: 24 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.1 88.4 6.2 0.7 4.2 0.1 0.0 1.0 8.9 0.0 0.2: 4.3 5.5 Old : 100.0: 75.1 88.4 6.2 0.7 4.2 0.1 0.0 1.0 8.9 0.0 0.2: 4.3 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 14 12 . . . . 0 . . 0 .: Old : 21: 14 12 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 73.7 83.3 88.2 38.5 46.8 49.5 49.7 Old : 57.7 73.7 83.3 88.2 38.5 46.8 49.5 49.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 198,820: 177,647 133,022 1,569 38,349 15,289 0 12,160 0 4,315 0 0: 0 0 Old : 198,820: 177,647 133,022 1,569 38,349 15,289 0 12,160 0 4,315 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 3,840: 3,840 3,840 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.4 66.9 0.8 19.3 7.7 0.0 6.1 0.0 2.2 0.0 0.0: 0.0 0.0 Old : 100.0: 89.4 66.9 0.8 19.3 7.7 0.0 6.1 0.0 2.2 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 : 21: 10 9 . . . 0 . 0 . 0 0: Old : 21: 10 9 . . . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.6 82.2 91.5 96.3 62.9 60.9 75.0 75.1 Old : 70.6 82.2 91.5 96.3 62.9 60.9 75.0 75.1 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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-5MW per day) : : : Positions : All : 144,027: 124,030 80,842 532 52,590 5,000 2,345 0 2,540 8,330 1,805 1,250: 0 0 Old : 144,027: 124,030 80,842 532 52,590 5,000 2,345 0 2,540 8,330 1,805 1,250: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 15,011: 12,545 13,586 0 2,809 -2,634 0 0 0 3,850 0 1,250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.1 56.1 0.4 36.5 3.5 1.6 0.0 1.8 5.8 1.3 0.9: 0.0 0.0 Old : 100.0: 86.1 56.1 0.4 36.5 3.5 1.6 0.0 1.8 5.8 1.3 0.9: 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: 19 17 . . . . 0 . . . .: Old : 30: 19 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 : 60.6 73.1 81.9 85.1 37.5 44.2 49.5 50.5 Old : 60.6 73.1 81.9 85.1 37.5 44.2 49.5 50.5 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 2,855,112: 2,545,521 1,329,446 72,239 1,103,394 237,352 0 184,920 0 0 0 0: 0 0 Old : 2,855,112: 2,545,521 1,329,446 72,239 1,103,394 237,352 0 184,920 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: August 18, 2015 : : 54,515: 17,075 85,785 0 -68,710 37,440 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.2 46.6 2.5 38.6 8.3 0.0 6.5 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 89.2 46.6 2.5 38.6 8.3 0.0 6.5 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 19 16 . . . 0 . 0 0 0 0: Old : 27: 19 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 : 73.5 79.5 90.0 91.8 41.8 51.1 51.7 54.0 Old : 73.5 79.5 90.0 91.8 41.8 51.1 51.7 54.0 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 52,253: 40,783 45,903 4,180 320 3,695 672 0 2,335 588 0 0: 0 0 Old : 52,253: 40,783 45,903 4,180 320 3,695 672 0 2,335 588 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 8,925: 8,925 6,375 -2,550 0 2,550 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.0 87.8 8.0 0.6 7.1 1.3 0.0 4.5 1.1 0.0 0.0: 0.0 0.0 Old : 100.0: 78.0 87.8 8.0 0.6 7.1 1.3 0.0 4.5 1.1 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 : 24: 15 15 . . . . 0 . . 0 0: Old : 24: 15 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 : 55.7 61.3 83.0 86.1 45.2 53.2 59.1 63.6 Old : 55.7 61.3 83.0 86.1 45.2 53.2 59.1 63.6 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 1,197,053: 695,558 908,672 167,756 0 217,821 39,160 0 70,560 6,198 0 0: 0 0 Old : 1,197,053: 695,558 908,672 167,756 0 217,821 39,160 0 70,560 6,198 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 73,272: 73,272 26,472 -46,800 0 46,800 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.1 75.9 14.0 0.0 18.2 3.3 0.0 5.9 0.5 0.0 0.0: 0.0 0.0 Old : 100.0: 58.1 75.9 14.0 0.0 18.2 3.3 0.0 5.9 0.5 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 : 23: 14 9 . 0 . . 0 . . 0 0: Old : 23: 14 9 . 0 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 76.2 85.4 93.6 38.5 59.1 56.1 65.6 Old : 54.7 76.2 85.4 93.6 38.5 59.1 56.1 65.6 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 18,742: 10,105 17,172 6,450 0 450 0 450 0 1,112 0 130: 495 540 Old : 18,742: 10,105 17,172 6,450 0 450 0 450 0 1,112 0 130: 495 540 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 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: 53.9 91.6 34.4 0.0 2.4 0.0 2.4 0.0 5.9 0.0 0.7: 2.6 2.9 Old : 100.0: 53.9 91.6 34.4 0.0 2.4 0.0 2.4 0.0 5.9 0.0 0.7: 2.6 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 : 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 : 80.6 73.3 92.8 87.9 78.2 73.3 89.7 86.5 Old : 80.6 73.3 92.8 87.9 78.2 73.3 89.7 86.5 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 20,675: 8,966 19,120 10,070 0 375 0 450 0 660 75 105: 499 550 Old : 20,675: 8,966 19,120 10,070 0 375 0 450 0 660 75 105: 499 550 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 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: 43.4 92.5 48.7 0.0 1.8 0.0 2.2 0.0 3.2 0.4 0.5: 2.4 2.7 Old : 100.0: 43.4 92.5 48.7 0.0 1.8 0.0 2.2 0.0 3.2 0.4 0.5: 2.4 2.7 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 : 23: 9 14 . 0 . 0 . 0 . . .: Old : 23: 9 14 . 0 . 0 . 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 86.1 67.9 96.3 87.8 83.4 67.9 90.7 86.6 Old : 86.1 67.9 96.3 87.8 83.4 67.9 90.7 86.6 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 31,136: 26,698 22,892 535 5,569 135 825 0 0 1,958 2,120 400: 585 20 Old : 31,136: 26,698 22,892 535 5,569 135 825 0 0 1,958 2,120 400: 585 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -417: -777 -417 535 -65 65 0 0 0 -300 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 73.5 1.7 17.9 0.4 2.6 0.0 0.0 6.3 6.8 1.3: 1.9 0.1 Old : 100.0: 85.7 73.5 1.7 17.9 0.4 2.6 0.0 0.0 6.3 6.8 1.3: 1.9 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 : 35: 22 22 . . . . 0 0 . . .: Old : 35: 22 22 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 44.2 77.4 72.4 50.9 43.2 64.9 63.6 Old : 62.3 44.2 77.4 72.4 50.9 43.2 64.9 63.6 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,988: 19,521 18,696 0 3,762 1,470 450 0 0 1,837 0 60: 650 0 Old : 23,988: 19,521 18,696 0 3,762 1,470 450 0 0 1,837 0 60: 650 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 605: 605 305 0 300 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.4 77.9 0.0 15.7 6.1 1.9 0.0 0.0 7.7 0.0 0.3: 2.7 0.0 Old : 100.0: 81.4 77.9 0.0 15.7 6.1 1.9 0.0 0.0 7.7 0.0 0.3: 2.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 17 20 0 . . . 0 0 . 0 .: Old : 30: 17 20 0 . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 54.0 74.2 77.3 31.9 36.7 50.7 52.7 Old : 47.1 54.0 74.2 77.3 31.9 36.7 50.7 52.7 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 27,828: 25,588 15,020 1,549 12,521 32 0 15 200 250 0 0: 209 40 Old : 27,828: 25,588 15,020 1,549 12,521 32 0 15 200 250 0 0: 209 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 20: 20 -580 0 600 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 54.0 5.6 45.0 0.1 0.0 0.1 0.7 0.9 0.0 0.0: 0.8 0.1 Old : 100.0: 92.0 54.0 5.6 45.0 0.1 0.0 0.1 0.7 0.9 0.0 0.0: 0.8 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 24 27 . . . 0 . . . 0 0: Old : 38: 24 27 . . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 69.8 79.6 86.3 58.2 69.7 75.8 84.8 Old : 61.0 69.8 79.6 86.3 58.2 69.7 75.8 84.8 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,269: 22,339 14,546 0 8,113 160 600 450 0 0 0 0: 170 0 Old : 23,269: 22,339 14,546 0 8,113 160 600 450 0 0 0 0: 170 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -25: -25 95 0 -120 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.0 62.5 0.0 34.9 0.7 2.6 1.9 0.0 0.0 0.0 0.0: 0.7 0.0 Old : 100.0: 96.0 62.5 0.0 34.9 0.7 2.6 1.9 0.0 0.0 0.0 0.0: 0.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 23 21 0 . . . . 0 0 0 0: Old : 34: 23 21 0 . . . . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.1 62.7 81.8 81.3 64.4 60.9 75.6 79.2 Old : 67.1 62.7 81.8 81.3 64.4 60.9 75.6 79.2 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,809: 12,364 13,559 3,193 1,290 150 0 810 0 0 0 0: 102 0 Old : 15,809: 12,364 13,559 3,193 1,290 150 0 810 0 0 0 0: 102 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 85.8 20.2 8.2 0.9 0.0 5.1 0.0 0.0 0.0 0.0: 0.6 0.0 Old : 100.0: 78.2 85.8 20.2 8.2 0.9 0.0 5.1 0.0 0.0 0.0 0.0: 0.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 12 . . . 0 . 0 0 0 0: Old : 26: 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 : 58.0 58.1 85.1 85.5 58.0 49.2 79.8 75.4 Old : 58.0 58.1 85.1 85.5 58.0 49.2 79.8 75.4 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 11,044: 6,676 10,222 3,433 287 120 0 0 0 0 0 0: 815 415 Old : 11,044: 6,676 10,222 3,433 287 120 0 0 0 0 0 0: 815 415 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 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: 60.4 92.6 31.1 2.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 7.4 3.8 Old : 100.0: 60.4 92.6 31.1 2.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 7.4 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 11 10 . . . 0 0 0 0 0 0: Old : 20: 11 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 : 53.8 77.1 80.3 91.8 53.8 73.6 79.1 87.6 Old : 53.8 77.1 80.3 91.8 53.8 73.6 79.1 87.6 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,722: 29,803 25,972 1,175 2,645 1,295 0 1,780 245 25 600 0: 179 185 Old : 32,722: 29,803 25,972 1,175 2,645 1,295 0 1,780 245 25 600 0: 179 185 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 235: 235 215 0 0 0 0 0 0 0 0 0: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.1 79.4 3.6 8.1 4.0 0.0 5.4 0.7 0.1 1.8 0.0: 0.5 0.6 Old : 100.0: 91.1 79.4 3.6 8.1 4.0 0.0 5.4 0.7 0.1 1.8 0.0: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 25 22 . . . 0 . . . . 0: Old : 35: 25 22 . . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 49.8 69.9 74.1 53.0 45.8 66.7 68.2 Old : 54.3 49.8 69.9 74.1 53.0 45.8 66.7 68.2 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 12,826: 10,614 9,876 0 2,875 0 975 0 0 1,057 0 0: 180 75 Old : 12,826: 10,614 9,876 0 2,875 0 975 0 0 1,057 0 0: 180 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 375: 300 360 0 0 0 0 0 0 75 0 0: 0 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 77.0 0.0 22.4 0.0 7.6 0.0 0.0 8.2 0.0 0.0: 1.4 0.6 Old : 100.0: 82.8 77.0 0.0 22.4 0.0 7.6 0.0 0.0 8.2 0.0 0.0: 1.4 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 17 0 . 0 . 0 0 . 0 0: Old : 27: 16 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 : 41.3 73.1 72.0 87.9 40.2 65.1 67.7 76.6 Old : 41.3 73.1 72.0 87.9 40.2 65.1 67.7 76.6 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 14,009: 11,134 10,622 540 3,212 0 480 0 125 1,665 50 0: 65 0 Old : 14,009: 11,134 10,622 540 3,212 0 480 0 125 1,665 50 0: 65 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 330: 265 330 0 0 0 0 0 0 65 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 75.8 3.9 22.9 0.0 3.4 0.0 0.9 11.9 0.4 0.0: 0.5 0.0 Old : 100.0: 79.5 75.8 3.9 22.9 0.0 3.4 0.0 0.9 11.9 0.4 0.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 24 20 . . 0 . 0 . . . 0: Old : 32: 24 20 . . 0 . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 72.9 65.9 87.1 41.6 65.7 64.3 76.9 Old : 41.8 72.9 65.9 87.1 41.6 65.7 64.3 76.9 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 57,213: 51,801 48,564 0 3,000 3,465 425 250 450 0 0 0: 1,072 1,484 Old : 57,213: 51,801 48,564 0 3,000 3,465 425 250 450 0 0 0: 1,072 1,484 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 565: 565 565 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.5 84.9 0.0 5.2 6.1 0.7 0.4 0.8 0.0 0.0 0.0: 1.9 2.6 Old : 100.0: 90.5 84.9 0.0 5.2 6.1 0.7 0.4 0.8 0.0 0.0 0.0: 1.9 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 20 0 . . . . . 0 0 0: Old : 28: 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 : 84.2 67.8 92.4 83.9 76.2 61.3 80.3 74.7 Old : 84.2 67.8 92.4 83.9 76.2 61.3 80.3 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 51,342: 46,877 41,439 0 4,745 2,645 425 250 450 0 0 0: 945 1,813 Old : 51,342: 46,877 41,439 0 4,745 2,645 425 250 450 0 0 0: 945 1,813 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 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: 91.3 80.7 0.0 9.2 5.2 0.8 0.5 0.9 0.0 0.0 0.0: 1.8 3.5 Old : 100.0: 91.3 80.7 0.0 9.2 5.2 0.8 0.5 0.9 0.0 0.0 0.0: 1.8 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 86.0 71.1 92.5 88.2 76.8 65.1 80.5 76.2 Old : 86.0 71.1 92.5 88.2 76.8 65.1 80.5 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 13,250: 12,455 11,245 0 0 0 0 1,260 350 0 0 0: 445 395 Old : 13,250: 12,455 11,245 0 0 0 0 1,260 350 0 0 0: 445 395 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.0 84.9 0.0 0.0 0.0 0.0 9.5 2.6 0.0 0.0 0.0: 3.4 3.0 Old : 100.0: 94.0 84.9 0.0 0.0 0.0 0.0 9.5 2.6 0.0 0.0 0.0: 3.4 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 : 20: 16 10 0 0 0 0 . . 0 0 0: Old : 20: 16 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 : 58.9 77.1 82.0 95.9 48.3 68.3 70.8 75.7 Old : 58.9 77.1 82.0 95.9 48.3 68.3 70.8 75.7 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 9,806: 8,735 8,445 500 0 0 0 650 0 0 215 296: 275 200 Old : 9,806: 8,735 8,445 500 0 0 0 650 0 0 215 296: 275 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 175: 175 75 0 0 0 0 100 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 86.1 5.1 0.0 0.0 0.0 6.6 0.0 0.0 2.2 3.0: 2.8 2.0 Old : 100.0: 89.1 86.1 5.1 0.0 0.0 0.0 6.6 0.0 0.0 2.2 3.0: 2.8 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 10 . 0 0 0 . 0 0 . .: Old : 21: 12 10 . 0 0 0 . 0 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.1 67.7 90.3 90.2 69.5 67.7 84.0 84.0 Old : 75.1 67.7 90.3 90.2 69.5 67.7 84.0 84.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,615: 23,490 17,170 0 1,200 0 0 5,170 0 0 0 0: 125 75 Old : 23,615: 23,490 17,170 0 1,200 0 0 5,170 0 0 0 0: 125 75 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 285: 285 -75 0 0 0 0 360 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 99.5 72.7 0.0 5.1 0.0 0.0 21.9 0.0 0.0 0.0 0.0: 0.5 0.3 Old : 100.0: 99.5 72.7 0.0 5.1 0.0 0.0 21.9 0.0 0.0 0.0 0.0: 0.5 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 15 13 0 . 0 0 . 0 0 0 0: Old : 23: 15 13 0 . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 87.7 89.9 97.5 70.0 87.7 89.5 93.5 Old : 70.4 87.7 89.9 97.5 70.0 87.7 89.5 93.5 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 70,551: 54,217 66,478 4,110 775 50 7,995 150 20 1,215 0 296: 2,648 2,782 Old : 70,551: 54,217 66,478 4,110 775 50 7,995 150 20 1,215 0 296: 2,648 2,782 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 780: 299 759 0 0 0 460 0 0 0 0 0: 21 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 94.2 5.8 1.1 0.1 11.3 0.2 0.0 1.7 0.0 0.4: 3.8 3.9 Old : 100.0: 76.8 94.2 5.8 1.1 0.1 11.3 0.2 0.0 1.7 0.0 0.4: 3.8 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 : 37: 21 22 . . . . . . . 0 .: Old : 37: 21 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 : 68.7 59.6 87.3 81.4 68.3 59.6 86.6 81.4 Old : 68.7 59.6 87.3 81.4 68.3 59.6 86.6 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 66,070: 50,311 62,806 2,810 675 735 6,860 0 0 3,800 0 0: 1,554 1,854 Old : 66,070: 50,311 62,806 2,810 675 735 6,860 0 0 3,800 0 0: 1,554 1,854 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : 660: 600 660 0 0 0 360 0 0 -300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.1 95.1 4.3 1.0 1.1 10.4 0.0 0.0 5.8 0.0 0.0: 2.4 2.8 Old : 100.0: 76.1 95.1 4.3 1.0 1.1 10.4 0.0 0.0 5.8 0.0 0.0: 2.4 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 20 . . . . 0 0 . 0 0: Old : 34: 20 20 . . . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 59.8 84.6 80.4 63.3 59.7 82.3 80.3 Old : 64.1 59.8 84.6 80.4 63.3 59.7 82.3 80.3 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 25,140: 22,285 19,205 0 855 420 0 3,800 250 1,325 0 0: 860 610 Old : 25,140: 22,285 19,205 0 855 420 0 3,800 250 1,325 0 0: 860 610 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 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: 88.6 76.4 0.0 3.4 1.7 0.0 15.1 1.0 5.3 0.0 0.0: 3.4 2.4 Old : 100.0: 88.6 76.4 0.0 3.4 1.7 0.0 15.1 1.0 5.3 0.0 0.0: 3.4 2.4 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 : 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 : 52.3 67.5 77.9 84.7 42.3 60.4 56.4 66.9 Old : 52.3 67.5 77.9 84.7 42.3 60.4 56.4 66.9 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 22,740: 21,840 20,215 0 1,125 75 0 675 525 175 0 0: 125 125 Old : 22,740: 21,840 20,215 0 1,125 75 0 675 525 175 0 0: 125 125 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 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: 96.0 88.9 0.0 4.9 0.3 0.0 3.0 2.3 0.8 0.0 0.0: 0.5 0.5 Old : 100.0: 96.0 88.9 0.0 4.9 0.3 0.0 3.0 2.3 0.8 0.0 0.0: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 20 14 0 . . 0 . . . 0 0: Old : 26: 20 14 0 . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.4 62.3 74.5 83.1 38.4 47.8 51.8 59.3 Old : 49.4 62.3 74.5 83.1 38.4 47.8 51.8 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 15,835: 6,635 12,060 500 1,100 400 1,200 1,775 300 6,525 0 0: 275 200 Old : 15,835: 6,635 12,060 500 1,100 400 1,200 1,775 300 6,525 0 0: 275 200 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 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: 41.9 76.2 3.2 6.9 2.5 7.6 11.2 1.9 41.2 0.0 0.0: 1.7 1.3 Old : 100.0: 41.9 76.2 3.2 6.9 2.5 7.6 11.2 1.9 41.2 0.0 0.0: 1.7 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 8 . . . . . . . 0 0: Old : 20: 12 8 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 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 68.0 84.6 96.8 66.5 57.8 76.9 77.5 Old : 66.8 68.0 84.6 96.8 66.5 57.8 76.9 77.5 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, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,364: 22,320 19,750 0 2,610 2,260 1,900 1,200 250 490 1,375 69: 1,075 850 Old : 28,364: 22,320 19,750 0 2,610 2,260 1,900 1,200 250 490 1,375 69: 1,075 850 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2015 : : -120: -120 -120 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.7 69.6 0.0 9.2 8.0 6.7 4.2 0.9 1.7 4.8 0.2: 3.8 3.0 Old : 100.0: 78.7 69.6 0.0 9.2 8.0 6.7 4.2 0.9 1.7 4.8 0.2: 3.8 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 : 31: 16 21 0 . . . . . . . .: Old : 31: 16 21 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 40.4 76.9 62.2 48.5 28.5 54.8 42.4 Old : 55.9 40.4 76.9 62.2 48.5 28.5 54.8 42.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, August 25, 2015 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,860: 20,275 17,215 0 3,270 1,325 200 600 650 185 0 140: 1,085 660 Old : 23,860: 20,275 17,215 0 3,270 1,325 200 600 650 185 0 140: 1,085 660 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 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: 85.0 72.2 0.0 13.7 5.6 0.8 2.5 2.7 0.8 0.0 0.6: 4.5 2.8 Old : 100.0: 85.0 72.2 0.0 13.7 5.6 0.8 2.5 2.7 0.8 0.0 0.6: 4.5 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 17 0 . . . . . . 0 .: Old : 26: 15 17 0 . . . . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 49.9 76.5 68.8 46.4 31.4 50.4 45.1 Old : 57.5 49.9 76.5 68.8 46.4 31.4 50.4 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2015