Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 103,425 : : Positions : : 26,667 26,090 884 9,517 2,976 7,773 10,875 3,347 48,132 37,025 12,396 : : : : Changes from: January 20, 2015 : : 1,839 2,284 0 -904 2,292 1,208 380 -170 -703 599 2,364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.8 25.2 0.9 9.2 2.9 7.5 10.5 3.2 46.5 35.8 12.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 17 15 . . . . . . 15 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 33,814 : : Positions : : 8,325 8,695 1,682 2,134 528 8,565 120 695 11,591 19,539 1,368 : : : : Changes from: January 20, 2015 : : 178 320 -90 0 60 -380 45 190 290 -357 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 25.7 5.0 6.3 1.6 25.3 0.4 2.1 34.3 57.8 4.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 10 . . . . . . 12 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 140,372 : : Positions : : 97,546 109,466 3,167 1,197 9,338 8,222 5,197 3,276 10,526 4,267 7,260 : : : : Changes from: January 20, 2015 : : 3,629 5,982 -349 600 -491 100 -151 -53 2,307 -447 -164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 78.0 2.3 0.9 6.7 5.9 3.7 2.3 7.5 3.0 5.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 41 44 . . 4 . . 5 6 7 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 41,092 : : Positions : : 29,225 37,380 7,792 208 1,353 543 0 1,971 28 0 180 : : : : Changes from: January 20, 2015 : : 449 1,503 -1,143 -1,863 105 205 -3 -260 28 -98 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 91.0 19.0 0.5 3.3 1.3 0.0 4.8 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 366,543 : : Positions : : 290,474 318,715 16,423 656 14,469 19,426 2,242 25,751 0 4,710 0 : : : : Changes from: January 20, 2015 : : 10,590 11,270 -14,426 -13,826 4,662 3,184 0 -1,280 0 1,904 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 87.0 4.5 0.2 3.9 5.3 0.6 7.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,507,945 : : Positions : :1,198,847 1,327,608 152,693 30,462 79,882 4,947 760 23,090 10,246 7,903 38,240 : : : : Changes from: January 20, 2015 : : 41,898 37,571 392 424 0 -3,943 352 4,295 0 0 4,704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 88.0 10.1 2.0 5.3 0.3 0.1 1.5 0.7 0.5 2.5 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 40 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 43,681 : : Positions : : 34,963 35,883 0 944 1,966 1,756 385 3,766 1,209 692 0 : : : : Changes from: January 20, 2015 : : 319 -693 -4,365 -3,746 1,216 -384 0 371 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 82.1 0.0 2.2 4.5 4.0 0.9 8.6 2.8 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 285,536 : : Positions : : 236,193 204,598 0 8,077 17,392 952 30,453 25,016 5,983 0 0 : : : : Changes from: January 20, 2015 : : -1,265 5,810 -8,338 -11,179 626 0 -3,282 952 952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 71.7 0.0 2.8 6.1 0.3 10.7 8.8 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 649,747 : : Positions : : 566,428 549,578 14,048 29,749 35,479 15,003 0 14,749 2,168 18,320 1,872 : : : : Changes from: January 20, 2015 : : 2,259 9,715 0 -7,808 0 -352 0 0 352 352 -352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 84.6 2.2 4.6 5.5 2.3 0.0 2.3 0.3 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 52,440 : : Positions : : 43,176 43,187 1,877 894 629 3,003 88 1,212 778 5,054 1,125 : : : : Changes from: January 20, 2015 : : -419 -245 242 0 -254 20 88 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 82.4 3.6 1.7 1.2 5.7 0.2 2.3 1.5 9.6 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 61,924 : : Positions : : 48,764 60,904 12,005 0 40 130 0 370 0 0 0 : : : : Changes from: January 20, 2015 : : 775 -20 -525 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 98.4 19.4 0.0 0.1 0.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 20 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 76,863 : : Positions : : 61,568 76,373 14,215 0 90 420 0 390 50 0 0 : : : : Changes from: January 20, 2015 : : 2,068 1,363 -625 0 90 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 99.4 18.5 0.0 0.1 0.5 0.0 0.5 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 25 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 17,455 : : Positions : : 16,430 15,050 0 1,260 865 0 280 0 100 0 0 : : : : Changes from: January 20, 2015 : : 395 1,075 0 -600 600 0 -30 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 86.2 0.0 7.2 5.0 0.0 1.6 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 276,288 : : Positions : : 189,704 273,936 76,536 0 0 6,992 0 2,352 704 0 0 : : : : Changes from: January 20, 2015 : : 840 14,880 13,688 0 -4,680 0 0 0 352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 99.1 27.7 0.0 0.0 2.5 0.0 0.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,587 : : Positions : : 5,226 6,698 0 652 199 0 129 0 2,990 432 132 : : : : Changes from: January 20, 2015 : : 342 20 0 -20 0 0 0 0 0 340 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 78.0 0.0 7.6 2.3 0.0 1.5 0.0 34.8 5.0 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 14,300 : : Positions : : 9,600 11,550 0 2,400 0 0 0 0 4,700 350 0 : : : : Changes from: January 20, 2015 : : -50 450 0 0 0 0 0 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 80.8 0.0 16.8 0.0 0.0 0.0 0.0 32.9 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 18,655 : : Positions : : 17,570 15,780 0 1,330 1,085 0 410 0 0 50 0 : : : : Changes from: January 20, 2015 : : 60 660 0 -600 450 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 84.6 0.0 7.1 5.8 0.0 2.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 14,850 : : Positions : : 12,935 11,270 50 1,140 1,225 0 835 380 0 0 0 : : : : Changes from: January 20, 2015 : : 215 1,140 0 -900 805 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 75.9 0.3 7.7 8.2 0.0 5.6 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 18,081 : : Positions : : 13,227 13,207 0 1,024 2,083 1,855 0 365 0 0 0 : : : : Changes from: January 20, 2015 : : 91 212 0 -143 275 -80 -38 -2 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 73.0 0.0 5.7 11.5 10.3 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 22 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 46,688 : : Positions : : 42,583 31,437 665 1,265 2,233 0 6,395 1,080 0 4,268 10 : : : : Changes from: January 20, 2015 : : 1,150 282 50 -107 -20 0 690 -115 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 67.3 1.4 2.7 4.8 0.0 13.7 2.3 0.0 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 29 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 55,700 : : Positions : : 52,264 36,249 682 5,841 868 82 6,927 1,427 0 4,238 100 : : : : Changes from: January 20, 2015 : : 600 -295 0 -35 293 0 371 0 0 559 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 65.1 1.2 10.5 1.6 0.1 12.4 2.6 0.0 7.6 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 31 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 44,345 : : Positions : : 40,905 39,980 2,300 4,010 250 600 0 0 0 80 0 : : : : Changes from: January 20, 2015 : : 475 475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 90.2 5.2 9.0 0.6 1.4 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 48,575 : : Positions : : 47,085 43,855 1,250 4,640 0 0 0 0 0 80 0 : : : : Changes from: January 20, 2015 : : 330 270 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 90.3 2.6 9.6 0.0 0.0 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 26 14 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 388,300 : : Positions : : 251,467 347,249 23,612 14,841 3,846 38,957 0 22,364 48,054 0 0 : : : : Changes from: January 20, 2015 : : 8,007 8,151 0 328 -352 -704 0 0 1,176 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 89.4 6.1 3.8 1.0 10.0 0.0 5.8 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 29 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 24,459 : : Positions : : 15,102 22,144 2,671 62 405 3,568 146 723 1,762 0 126 : : : : Changes from: January 20, 2015 : : 54 44 108 -60 -28 40 0 20 42 0 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 90.5 10.9 0.3 1.7 14.6 0.6 3.0 7.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 26 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 13,273 : : Positions : : 9,936 10,862 505 0 847 501 78 1,078 382 408 0 : : : : Changes from: January 20, 2015 : : -98 207 -77 0 77 283 78 0 153 0 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 81.8 3.8 0.0 6.4 3.8 0.6 8.1 2.9 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 561,157 : : Positions : : 472,860 521,404 62,127 8,076 9,392 0 5,507 16,778 0 0 0 : : : : Changes from: January 20, 2015 : : 12,706 12,276 -782 0 0 0 -352 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 92.9 11.1 1.4 1.7 0.0 1.0 3.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 49,509 : : Positions : : 34,168 45,066 3,099 1,044 122 4,043 0 1,736 4,645 0 1,079 : : : : Changes from: January 20, 2015 : : -424 72 220 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 91.0 6.3 2.1 0.2 8.2 0.0 3.5 9.4 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,890 : : Positions : : 9,548 14,079 327 563 907 1,333 0 0 3,610 0 402 : : : : Changes from: January 20, 2015 : : 513 100 -87 133 -26 -20 0 0 -173 0 104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 83.4 1.9 3.3 5.4 7.9 0.0 0.0 21.4 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 239,759 : : Positions : : 170,786 236,176 20,256 392 1,967 704 0 0 44,822 0 1,224 : : : : Changes from: January 20, 2015 : : 1,447 1,095 0 0 0 0 0 0 -352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 98.5 8.4 0.2 0.8 0.3 0.0 0.0 18.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,949 : : Positions : : 8,354 10,672 1,784 237 827 1,484 0 330 0 586 0 : : : : Changes from: January 20, 2015 : : -85 307 348 0 -176 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 82.4 13.8 1.8 6.4 11.5 0.0 2.5 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 116,020 : : Positions : : 88,911 103,957 10,823 8,186 3,078 11,649 0 799 760 0 0 : : : : Changes from: January 20, 2015 : : -2,272 0 0 -2,272 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 89.6 9.3 7.1 2.7 10.0 0.0 0.7 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,332 : : Positions : : 13,623 12,992 1,251 0 5,124 0 1,906 1,310 0 0 0 : : : : Changes from: January 20, 2015 : : -201 308 51 0 -51 0 -381 -26 0 -77 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 60.9 5.9 0.0 24.0 0.0 8.9 6.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 15 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 19,750 : : Positions : : 16,880 13,505 2,475 5,345 0 0 900 0 0 0 0 : : : : Changes from: January 20, 2015 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 68.4 12.5 27.1 0.0 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 16,155 : : Positions : : 14,070 9,560 1,700 5,695 0 0 900 0 0 0 0 : : : : Changes from: January 20, 2015 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 59.2 10.5 35.3 0.0 0.0 5.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 24,300 : : Positions : : 24,220 18,270 0 5,870 0 0 100 0 0 0 0 : : : : Changes from: January 20, 2015 : : 150 230 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 75.2 0.0 24.2 0.0 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 16,155 : : Positions : : 16,155 12,235 0 3,920 0 0 0 0 0 0 0 : : : : Changes from: January 20, 2015 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 75.7 0.0 24.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 6 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 17,800 : : Positions : : 16,285 16,070 0 1,115 445 50 50 0 0 0 0 : : : : Changes from: January 20, 2015 : : 575 525 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 90.3 0.0 6.3 2.5 0.3 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 17,605 : : Positions : : 16,390 17,555 275 0 0 200 50 0 0 0 0 : : : : Changes from: January 20, 2015 : : -60 -5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 99.7 1.6 0.0 0.0 1.1 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 10 . 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 18,310 : : Positions : : 17,030 18,280 325 0 5 200 25 0 0 0 0 : : : : Changes from: January 20, 2015 : : -20 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 99.8 1.8 0.0 0.0 1.1 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 9 . 0 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 107,752 : : Positions : : 97,833 101,181 3,436 1,150 4,101 1,015 588 607 550 75 50 : : : : Changes from: January 20, 2015 : : 2,885 2,600 -100 0 99 0 -15 90 -150 50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 93.9 3.2 1.1 3.8 0.9 0.5 0.6 0.5 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 28 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 136,531 : : Positions : : 123,720 130,940 3,526 225 4,971 3,299 50 320 625 25 0 : : : : Changes from: January 20, 2015 : : 2,455 2,610 -55 125 -59 335 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 95.9 2.6 0.2 3.6 2.4 0.0 0.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 34 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 158,653 : : Positions : : 123,108 121,778 100 17,537 4,788 3,779 1,260 2,120 20,768 7,250 3,740 : : : : Changes from: January 20, 2015 : : 1,907 1,687 -20 514 -108 180 48 -165 230 0 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 76.8 0.1 11.1 3.0 2.4 0.8 1.3 13.1 4.6 2.4 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 30 . 4 4 . 4 . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 96,693 : : Positions : : 78,846 86,285 9,550 2,753 3,962 1,602 50 828 1,100 2,190 625 : : : : Changes from: January 20, 2015 : : 150 261 155 -25 20 -54 0 29 -15 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 89.2 9.9 2.8 4.1 1.7 0.1 0.9 1.1 2.3 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 17,090 : : Positions : : 15,260 14,985 430 520 490 375 915 25 0 25 0 : : : : Changes from: January 20, 2015 : : 150 175 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 87.7 2.5 3.0 2.9 2.2 5.4 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 11 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 16,330 : : Positions : : 13,840 14,980 425 500 415 1,275 315 0 0 0 0 : : : : Changes from: January 20, 2015 : : 25 150 25 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 91.7 2.6 3.1 2.5 7.8 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 18,105 : : Positions : : 13,810 13,710 250 0 2,695 0 415 325 0 0 0 : : : : Changes from: January 20, 2015 : : 1,125 650 -475 0 900 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 75.7 1.4 0.0 14.9 0.0 2.3 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 20 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 19,004 : : Positions : : 15,484 17,292 732 208 956 188 0 132 938 0 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 91.0 3.9 1.1 5.0 1.0 0.0 0.7 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,376,921 : : Positions : : 442,500 1,349,715 907,215 0 27,206 0 0 0 0 0 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 98.0 65.9 0.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 142,148 : : Positions : : 131,380 77,611 832 55,891 3,551 3,845 0 2,540 0 2,555 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 54.6 0.6 39.3 2.5 2.7 0.0 1.8 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,021,788 : : Positions : :2,606,619 1,258,412 168,184 1,207,671 246,985 0 308,720 0 0 0 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 41.6 5.6 40.0 8.2 0.0 10.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 56,524 : : Positions : : 45,708 44,846 580 845 5,782 0 147 3,688 725 0 41 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 79.3 1.0 1.5 10.2 0.0 0.3 6.5 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 602,574 : : Positions : : 285,765 428,231 142,002 117,440 56,903 117,200 0 0 704 0 0 : : : : Changes from: January 20, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 71.1 23.6 19.5 9.4 19.4 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,525,795 : : Positions : : 927,221 936,384 137,301 298,871 219,220 162,960 0 70,560 7,773 0 760 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 61.4 9.0 19.6 14.4 10.7 0.0 4.6 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,535 : : Positions : : 14,395 20,065 4,020 0 1,800 0 0 0 1,555 0 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 89.0 17.8 0.0 8.0 0.0 0.0 0.0 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,359 : : Positions : : 11,791 17,119 3,840 0 1,500 140 0 0 1,524 0 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 140 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 88.4 19.8 0.0 7.7 0.7 0.0 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 32,186 : : Positions : : 26,631 25,501 0 1,566 1,145 1,425 0 0 1,773 3,270 683 : : : : Changes from: January 20, 2015 : : 598 268 0 -300 250 0 0 0 -600 30 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 79.2 0.0 4.9 3.6 4.4 0.0 0.0 5.5 10.2 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,877 : : Positions : : 12,536 17,612 2,076 2,460 525 780 0 0 4,175 0 0 : : : : Changes from: January 20, 2015 : : 203 398 75 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 84.4 9.9 11.8 2.5 3.7 0.0 0.0 20.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 24,785 : : Positions : : 23,785 16,062 112 7,601 269 0 644 140 256 0 0 : : : : Changes from: January 20, 2015 : : 205 145 -29 30 55 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 64.8 0.5 30.7 1.1 0.0 2.6 0.6 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 20 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,496 : : Positions : : 20,890 14,372 290 6,923 163 842 780 158 0 100 0 : : : : Changes from: January 20, 2015 : : -265 135 0 225 -10 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 63.9 1.3 30.8 0.7 3.7 3.5 0.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 19 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 15,090 : : Positions : : 13,117 12,440 1,395 1,135 395 0 1,120 0 0 0 0 : : : : Changes from: January 20, 2015 : : 165 230 -10 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 82.4 9.2 7.5 2.6 0.0 7.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 9,955 : : Positions : : 8,610 8,890 785 565 230 0 210 0 0 0 0 : : : : Changes from: January 20, 2015 : : 100 125 25 0 -10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 89.3 7.9 5.7 2.3 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 23,195 : : Positions : : 19,330 16,025 910 840 2,320 0 2,355 465 50 1,100 0 : : : : Changes from: January 20, 2015 : : 830 355 0 475 390 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 69.1 3.9 3.6 10.0 0.0 10.2 2.0 0.2 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 6,340 : : Positions : : 5,655 5,090 480 1,250 0 75 0 0 0 0 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 80.3 7.6 19.7 0.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 12 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 9,845 : : Positions : : 7,435 7,970 480 965 0 920 0 460 0 350 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 81.0 4.9 9.8 0.0 9.3 0.0 4.7 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 65,088 : : Positions : : 58,466 57,354 0 1,160 4,245 290 0 0 0 0 0 : : : : Changes from: January 20, 2015 : : 175 355 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 88.1 0.0 1.8 6.5 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 60,107 : : Positions : : 55,147 50,518 0 3,610 2,920 0 0 0 0 0 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 84.0 0.0 6.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 13,936 : : Positions : : 10,935 13,880 1,430 0 0 550 0 50 600 0 6 : : : : Changes from: January 20, 2015 : : 0 600 0 0 0 550 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 99.6 10.3 0.0 0.0 3.9 0.0 0.4 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 . 0 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 9,310 : : Positions : : 9,025 7,715 0 1,405 0 10 0 190 0 0 0 : : : : Changes from: January 20, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 82.9 0.0 15.1 0.0 0.1 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 0 . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 14,352 : : Positions : : 12,995 11,605 150 0 450 150 1,210 0 0 585 327 : : : : Changes from: January 20, 2015 : : -150 355 0 0 0 0 200 0 0 -705 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 80.9 1.0 0.0 3.1 1.0 8.4 0.0 0.0 4.1 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 12,565 : : Positions : : 10,905 9,045 475 0 125 200 1,225 0 0 2,045 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 72.0 3.8 0.0 1.0 1.6 9.7 0.0 0.0 16.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 21,526 : : Positions : : 20,021 16,626 0 0 0 1,100 4,270 90 0 370 0 : : : : Changes from: January 20, 2015 : : -20 -20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 77.2 0.0 0.0 0.0 5.1 19.8 0.4 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 58,125 : : Positions : : 45,372 51,811 2,615 565 800 4,770 1,200 120 809 0 784 : : : : Changes from: January 20, 2015 : : 1,280 499 0 0 0 -100 0 120 -681 0 221 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 89.1 4.5 1.0 1.4 8.2 2.1 0.2 1.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 49,777 : : Positions : : 34,720 46,330 2,565 475 800 5,530 350 0 4,505 0 0 : : : : Changes from: January 20, 2015 : : 170 290 0 0 0 120 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 93.1 5.2 1.0 1.6 11.1 0.7 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 29,660 : : Positions : : 23,710 21,215 0 1,750 420 600 4,825 0 3,100 0 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 71.5 0.0 5.9 1.4 2.0 16.3 0.0 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 24,825 : : Positions : : 22,415 22,975 0 1,020 0 400 0 600 800 0 0 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 92.5 0.0 4.1 0.0 1.6 0.0 2.4 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 14 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 27,268 : : Positions : : 17,400 17,255 0 1,255 3,815 2,950 600 0 1,720 3,300 23 : : : : Changes from: January 20, 2015 : : 175 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 63.3 0.0 4.6 14.0 10.8 2.2 0.0 6.3 12.1 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of January 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 19,580 : : Positions : : 14,245 13,580 600 1,400 1,840 0 50 600 0 250 210 : : : : Changes from: January 20, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 69.4 3.1 7.2 9.4 0.0 0.3 3.1 0.0 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 15 . . . 0 . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 30, 2015