Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 106,112 : : Positions : : 24,825 30,983 847 11,738 2,244 11,456 6,022 4,165 46,361 34,613 15,189 : : : : Changes from: February 17, 2015 : : 1,452 -1,628 0 -264 119 1,063 1,006 45 -101 3,295 432 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 29.2 0.8 11.1 2.1 10.8 5.7 3.9 43.7 32.6 14.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 16 15 . . . . 4 . 16 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 32,878 : : Positions : : 7,610 8,970 1,215 2,166 715 6,902 300 940 13,167 17,728 1,404 : : : : Changes from: February 17, 2015 : : -470 205 0 -135 15 -40 30 -70 710 195 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 27.3 3.7 6.6 2.2 21.0 0.9 2.9 40.0 53.9 4.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 10 . . . . . . 15 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 138,939 : : Positions : : 99,267 111,499 3,761 198 8,624 7,907 3,351 3,709 8,225 4,762 6,622 : : : : Changes from: February 17, 2015 : : 2,937 1,090 126 -58 -193 318 -145 317 -1,607 1,212 49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 80.3 2.7 0.1 6.2 5.7 2.4 2.7 5.9 3.4 4.8 : : : : Number of Traders in Each Category Total Traders: 74 : : 41 44 . . 4 4 . 6 7 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 41,504 : : Positions : : 31,097 35,784 5,330 0 2,945 204 651 1,773 0 196 155 : : : : Changes from: February 17, 2015 : : 1,997 957 -535 0 -53 -26 427 -174 0 52 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 86.2 12.8 0.0 7.1 0.5 1.6 4.3 0.0 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 22 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 385,236 : : Positions : : 314,105 338,607 9,549 0 20,412 17,989 1,566 21,661 0 1,470 1,520 : : : : Changes from: February 17, 2015 : : 15,271 10,177 -1,933 0 1,933 -2,765 -350 832 0 92 562 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 87.9 2.5 0.0 5.3 4.7 0.4 5.6 0.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 19 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 1,574,342 : : Positions : :1,256,143 1,410,834 185,778 32,379 65,390 4,286 0 19,407 12,281 15,275 31,057 : : : : Changes from: February 17, 2015 : : 7,028 16,755 4,275 2,300 1,212 -4,748 0 1,206 1,564 -10,936 3,936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 89.6 11.8 2.1 4.2 0.3 0.0 1.2 0.8 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 59 : : 33 39 . . . . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 47,577 : : Positions : : 39,823 35,463 0 2,860 1,967 0 639 5,413 0 837 362 : : : : Changes from: February 17, 2015 : : 825 -689 0 -364 -231 -1,337 77 131 -319 145 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 74.5 0.0 6.0 4.1 0.0 1.3 11.4 0.0 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 16 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 314,227 : : Positions : : 239,102 252,970 22,452 0 22,209 952 12,495 24,993 2,959 0 1,560 : : : : Changes from: February 17, 2015 : : -1,953 13,605 16,467 0 -5,799 0 24 952 -885 0 1,560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 80.5 7.1 0.0 7.1 0.3 4.0 8.0 0.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 624,239 : : Positions : : 546,978 532,566 14,048 15,453 33,926 11,331 0 14,749 1,760 26,098 1,447 : : : : Changes from: February 17, 2015 : : 14,020 7,459 0 736 0 0 0 0 0 5,825 391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 85.3 2.3 2.5 5.4 1.8 0.0 2.4 0.3 4.2 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 51,467 : : Positions : : 42,966 43,725 1,442 872 897 2,014 110 1,885 679 2,802 1,010 : : : : Changes from: February 17, 2015 : : 725 1,707 1 0 339 -140 110 487 -132 -1,319 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 85.0 2.8 1.7 1.7 3.9 0.2 3.7 1.3 5.4 2.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 58,892 : : Positions : : 48,610 58,157 9,765 0 40 0 95 250 0 0 50 : : : : Changes from: February 17, 2015 : : -187 400 625 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 98.8 16.6 0.0 0.1 0.0 0.2 0.4 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 . 0 . 0 . . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 74,184 : : Positions : : 61,572 73,509 11,755 0 90 405 0 230 0 50 0 : : : : Changes from: February 17, 2015 : : 378 1,000 610 0 0 50 0 -50 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 99.1 15.8 0.0 0.1 0.5 0.0 0.3 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 24 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 17,280 : : Positions : : 14,925 15,095 0 1,055 1,050 1,120 0 80 50 0 0 : : : : Changes from: February 17, 2015 : : 0 600 0 0 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 87.4 0.0 6.1 6.1 6.5 0.0 0.5 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 279,768 : : Positions : : 194,872 270,360 74,472 0 784 312 0 8,624 704 0 0 : : : : Changes from: February 17, 2015 : : 8,664 -2,312 -4,704 0 784 -6,272 0 6,272 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 96.6 26.6 0.0 0.3 0.1 0.0 3.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 22 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 9,148 : : Positions : : 5,393 7,281 0 782 178 0 20 88 3,104 454 110 : : : : Changes from: February 17, 2015 : : 348 349 0 44 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 79.6 0.0 8.5 1.9 0.0 0.2 1.0 33.9 5.0 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 14,350 : : Positions : : 8,800 11,750 0 2,300 0 0 0 0 5,550 300 0 : : : : Changes from: February 17, 2015 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 81.9 0.0 16.0 0.0 0.0 0.0 0.0 38.7 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 18,850 : : Positions : : 16,305 15,785 0 970 1,345 900 0 300 0 450 0 : : : : Changes from: February 17, 2015 : : 550 1,100 0 0 0 550 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 83.7 0.0 5.1 7.1 4.8 0.0 1.6 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 14,825 : : Positions : : 13,035 11,015 50 1,410 1,225 0 920 255 0 0 0 : : : : Changes from: February 17, 2015 : : 640 90 0 300 0 0 250 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 74.3 0.3 9.5 8.3 0.0 6.2 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 21 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 16,689 : : Positions : : 13,373 12,012 0 1,207 1,720 632 0 347 0 60 22 : : : : Changes from: February 17, 2015 : : -161 -824 0 342 -324 -321 0 44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 72.0 0.0 7.2 10.3 3.8 0.0 2.1 0.0 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 23 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 48,545 : : Positions : : 45,153 32,247 680 2,470 1,496 0 6,067 1,065 0 5,150 50 : : : : Changes from: February 17, 2015 : : -182 270 65 -10 -175 0 -25 0 0 -142 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 66.4 1.4 5.1 3.1 0.0 12.5 2.2 0.0 10.6 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 30 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 56,511 : : Positions : : 53,522 36,438 679 6,793 646 41 7,038 1,232 0 4,208 137 : : : : Changes from: February 17, 2015 : : 174 834 0 -41 -100 0 15 -90 0 -387 37 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 64.5 1.2 12.0 1.1 0.1 12.5 2.2 0.0 7.4 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 34 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 45,700 : : Positions : : 42,905 43,915 1,750 1,410 375 600 0 0 0 0 0 : : : : Changes from: February 17, 2015 : : 4,905 6,120 0 -1,200 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 96.1 3.8 3.1 0.8 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 27 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 47,730 : : Positions : : 46,340 45,615 950 1,835 220 0 0 0 0 0 0 : : : : Changes from: February 17, 2015 : : 3,840 5,040 0 -1,200 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 95.6 2.0 3.8 0.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 27 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 397,800 : : Positions : : 268,802 358,308 18,094 9,089 8,447 32,878 0 21,956 47,623 0 0 : : : : Changes from: February 17, 2015 : : 1,897 3,131 794 17 375 -782 0 0 1,239 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 90.1 4.5 2.3 2.1 8.3 0.0 5.5 12.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 29 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 23,736 : : Positions : : 14,789 21,075 2,267 126 706 3,246 168 682 1,751 0 84 : : : : Changes from: February 17, 2015 : : 337 123 40 0 44 -66 0 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 88.8 9.6 0.5 3.0 13.7 0.7 2.9 7.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 27 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 14,309 : : Positions : : 10,717 11,688 428 0 976 26 123 1,007 1,107 515 0 : : : : Changes from: February 17, 2015 : : 641 951 -130 0 52 19 45 -71 492 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 81.7 3.0 0.0 6.8 0.2 0.9 7.0 7.7 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 558,296 : : Positions : : 472,021 515,682 53,142 3,588 17,579 0 5,893 15,554 0 0 0 : : : : Changes from: February 17, 2015 : : 4,964 9,668 4,704 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 92.4 9.5 0.6 3.1 0.0 1.1 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 48,402 : : Positions : : 35,078 43,880 2,726 876 445 3,306 0 1,824 3,532 0 1,020 : : : : Changes from: February 17, 2015 : : 235 28 255 0 0 -8 0 255 -454 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 90.7 5.6 1.8 0.9 6.8 0.0 3.8 7.3 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 16,370 : : Positions : : 9,219 13,227 81 500 1,216 1,138 0 0 3,591 0 402 : : : : Changes from: February 17, 2015 : : -170 -256 -66 20 0 -22 0 0 22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 80.8 0.5 3.1 7.4 7.0 0.0 0.0 21.9 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 233,604 : : Positions : : 163,107 232,006 20,585 0 1,598 704 0 0 46,828 0 0 : : : : Changes from: February 17, 2015 : : 1,945 3,509 0 0 0 0 0 0 782 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 99.3 8.8 0.0 0.7 0.3 0.0 0.0 20.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 12,739 : : Positions : : 8,239 10,336 1,490 17 1,234 1,277 0 286 0 501 0 : : : : Changes from: February 17, 2015 : : 128 -26 -130 0 108 22 0 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 81.1 11.7 0.1 9.7 10.0 0.0 2.2 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 105,974 : : Positions : : 80,995 93,567 10,415 8,620 3,396 10,425 0 391 352 0 0 : : : : Changes from: February 17, 2015 : : 1,175 1,957 0 -782 782 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 88.3 9.8 8.1 3.2 9.8 0.0 0.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 22,990 : : Positions : : 12,896 16,549 3,530 0 4,920 123 0 1,521 0 0 0 : : : : Changes from: February 17, 2015 : : 128 3,029 1,617 0 -308 123 -1,161 -225 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 72.0 15.4 0.0 21.4 0.5 0.0 6.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 13 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 31,520 : : Positions : : 28,800 15,355 2,350 15,265 0 0 900 0 0 0 0 : : : : Changes from: February 17, 2015 : : 700 700 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 48.7 7.5 48.4 0.0 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 28,405 : : Positions : : 26,440 11,895 1,600 15,490 0 0 900 0 0 0 0 : : : : Changes from: February 17, 2015 : : 850 800 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 41.9 5.6 54.5 0.0 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 25,455 : : Positions : : 25,375 19,530 0 5,870 0 0 0 0 0 0 0 : : : : Changes from: February 17, 2015 : : 820 820 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 76.7 0.0 23.1 0.0 0.0 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 17,500 : : Positions : : 17,500 13,380 0 4,120 0 0 0 0 0 0 0 : : : : Changes from: February 17, 2015 : : 1,390 1,000 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 76.5 0.0 23.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 7 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 17,340 : : Positions : : 15,995 15,735 0 1,115 380 25 50 0 0 0 0 : : : : Changes from: February 17, 2015 : : 460 510 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 90.7 0.0 6.4 2.2 0.1 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 16,385 : : Positions : : 15,260 16,360 275 0 0 100 25 0 0 0 0 : : : : Changes from: February 17, 2015 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 99.8 1.7 0.0 0.0 0.6 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 9 . 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 17,575 : : Positions : : 16,250 17,575 330 0 0 100 0 0 0 0 0 : : : : Changes from: February 17, 2015 : : 475 590 0 0 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 100.0 1.9 0.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 23 10 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 112,682 : : Positions : : 95,895 110,915 13,200 0 1,197 1,265 0 420 450 50 100 : : : : Changes from: February 17, 2015 : : -1,125 -230 300 0 0 150 -450 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 98.4 11.7 0.0 1.1 1.1 0.0 0.4 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 32 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 142,276 : : Positions : : 122,519 140,714 14,630 0 1,132 2,975 0 420 600 0 0 : : : : Changes from: February 17, 2015 : : -2,110 -1,485 400 0 0 225 0 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 98.9 10.3 0.0 0.8 2.1 0.0 0.3 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 36 4 0 . 4 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 155,715 : : Positions : : 122,246 115,820 655 19,420 5,485 3,303 1,730 1,965 17,039 6,361 4,754 : : : : Changes from: February 17, 2015 : : -1,549 122 237 -500 -717 -50 55 15 338 -299 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 74.4 0.4 12.5 3.5 2.1 1.1 1.3 10.9 4.1 3.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 40 35 . . 4 . . . 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 102,698 : : Positions : : 85,663 91,481 7,960 2,411 4,650 1,394 25 551 1,070 2,355 1,215 : : : : Changes from: February 17, 2015 : : 921 2,606 680 -317 -655 23 0 2 0 -200 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 89.1 7.8 2.3 4.5 1.4 0.0 0.5 1.0 2.3 1.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 27 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 26,730 : : Positions : : 25,030 23,465 395 1,825 385 385 865 50 0 0 0 : : : : Changes from: February 17, 2015 : : -355 -355 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 87.8 1.5 6.8 1.4 1.4 3.2 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 24,780 : : Positions : : 22,706 22,230 390 1,790 325 1,009 315 0 0 0 0 : : : : Changes from: February 17, 2015 : : -530 -580 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 89.7 1.6 7.2 1.3 4.1 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 19,725 : : Positions : : 16,120 14,275 0 635 2,620 0 920 325 0 25 0 : : : : Changes from: February 17, 2015 : : 885 660 0 225 -265 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 72.4 0.0 3.2 13.3 0.0 4.7 1.6 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 22 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 18,036 : : Positions : : 14,655 16,307 728 173 965 164 0 132 774 0 86 : : : : Changes from: February 17, 2015 : : 96 0 -96 0 96 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 90.4 4.0 1.0 5.4 0.9 0.0 0.7 4.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 1,349,585 : : Positions : : 415,164 1,325,235 910,071 0 24,350 0 0 0 0 0 0 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 98.2 67.4 0.0 1.8 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 February 24, 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 138,704 : : Positions : : 128,188 74,503 790 55,660 3,551 3,635 0 2,540 0 2,450 0 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 53.7 0.6 40.1 2.6 2.6 0.0 1.8 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 2,939,372 : : Positions : :2,543,787 1,192,316 155,536 1,214,607 240,049 0 292,400 0 0 0 0 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 40.6 5.3 41.3 8.2 0.0 9.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 54,004 : : Positions : : 43,293 44,169 1,063 740 5,299 0 42 3,583 746 0 20 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 81.8 2.0 1.4 9.8 0.0 0.1 6.6 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 1,452,355 : : Positions : : 870,101 902,274 138,933 253,991 217,588 146,640 0 70,560 8,181 7,590 352 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 62.1 9.6 17.5 15.0 10.1 0.0 4.9 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 22,092 : : Positions : : 13,850 19,072 4,170 0 1,650 0 590 10 1,677 0 0 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 86.3 18.9 0.0 7.5 0.0 2.7 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 18,957 : : Positions : : 11,421 16,302 3,965 0 1,375 0 570 30 1,647 0 0 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 86.0 20.9 0.0 7.3 0.0 3.0 0.2 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 31,885 : : Positions : : 26,937 25,309 0 1,961 660 1,450 0 0 1,768 3,270 685 : : : : Changes from: February 17, 2015 : : 805 223 0 600 -480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 79.4 0.0 6.2 2.1 4.5 0.0 0.0 5.5 10.3 2.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 22,003 : : Positions : : 14,435 18,391 1,508 2,995 345 765 0 0 4,160 0 0 : : : : Changes from: February 17, 2015 : : 1,570 910 0 660 -130 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 83.6 6.9 13.6 1.6 3.5 0.0 0.0 18.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 25,812 : : Positions : : 24,426 17,211 627 7,775 77 0 479 220 250 0 0 : : : : Changes from: February 17, 2015 : : 122 277 0 150 0 0 -35 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 66.7 2.4 30.1 0.3 0.0 1.9 0.9 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 22 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 23,523 : : Positions : : 22,554 15,254 0 7,194 80 582 765 170 0 50 0 : : : : Changes from: February 17, 2015 : : 620 450 0 130 0 -40 0 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 64.8 0.0 30.6 0.3 2.5 3.3 0.7 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 19 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 15,664 : : Positions : : 13,496 13,214 1,545 845 455 0 1,150 0 0 0 0 : : : : Changes from: February 17, 2015 : : 10 50 50 0 -35 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 84.4 9.9 5.4 2.9 0.0 7.3 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 February 24, 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 10,789 : : Positions : : 8,739 10,074 1,720 495 45 0 120 0 0 0 0 : : : : Changes from: February 17, 2015 : : 10 50 370 0 -20 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 93.4 15.9 4.6 0.4 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 26,540 : : Positions : : 22,660 19,260 1,055 1,945 2,175 0 1,730 465 50 875 0 : : : : Changes from: February 17, 2015 : : 500 1,280 0 -180 -120 0 -600 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 72.6 4.0 7.3 8.2 0.0 6.5 1.8 0.2 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 7,865 : : Positions : : 6,735 5,425 620 2,425 0 375 0 0 0 0 0 : : : : Changes from: February 17, 2015 : : 340 -725 140 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 69.0 7.9 30.8 0.0 4.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 11,125 : : Positions : : 9,310 8,105 730 2,415 0 375 0 380 0 225 0 : : : : Changes from: February 17, 2015 : : 1,045 -1,095 0 1,200 0 -900 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 72.9 6.6 21.7 0.0 3.4 0.0 3.4 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 62,602 : : Positions : : 56,621 54,748 0 1,710 3,695 245 0 0 0 0 0 : : : : Changes from: February 17, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 87.5 0.0 2.7 5.9 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 22 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 57,222 : : Positions : : 52,822 47,412 0 4,135 2,395 0 0 0 0 0 0 : : : : Changes from: February 17, 2015 : : 100 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 82.9 0.0 7.2 4.2 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 February 24, 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 13,208 : : Positions : : 10,395 13,060 1,280 0 0 575 0 25 600 0 3 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 98.9 9.7 0.0 0.0 4.4 0.0 0.2 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 . 0 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 12,075 : : Positions : : 10,835 9,950 0 0 0 75 1,520 225 0 125 0 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 82.4 0.0 0.0 0.0 0.6 12.6 1.9 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 12,765 : : Positions : : 11,500 10,485 225 0 375 75 880 0 0 535 325 : : : : Changes from: February 17, 2015 : : 0 -25 0 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 82.1 1.8 0.0 2.9 0.6 6.9 0.0 0.0 4.2 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 12,200 : : Positions : : 10,670 8,555 500 0 100 100 1,400 0 0 2,020 0 : : : : Changes from: February 17, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 70.1 4.1 0.0 0.8 0.8 11.5 0.0 0.0 16.6 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 February 24, 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 27,206 : : Positions : : 25,996 19,806 0 1,200 0 700 5,660 165 0 185 0 : : : : Changes from: February 17, 2015 : : 810 -275 0 0 0 0 1,025 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 72.8 0.0 4.4 0.0 2.6 20.8 0.6 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 0 . 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 25,435 : : Positions : : 25,035 19,115 0 1,200 0 100 4,985 0 0 0 0 : : : : Changes from: February 17, 2015 : : 1,440 -300 0 0 0 0 1,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.4 75.2 0.0 4.7 0.0 0.4 19.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 0 . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 71,402 : : Positions : : 51,045 65,323 4,715 565 430 10,555 850 170 413 0 784 : : : : Changes from: February 17, 2015 : : 640 2,290 0 0 0 1,650 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 91.5 6.6 0.8 0.6 14.8 1.2 0.2 0.6 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 64,807 : : Positions : : 42,581 62,131 4,690 495 385 11,120 200 0 4,423 0 0 : : : : Changes from: February 17, 2015 : : 990 2,670 0 0 0 1,500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 95.9 7.2 0.8 0.6 17.2 0.3 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 23 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 29,495 : : Positions : : 23,940 21,450 0 1,615 420 600 4,725 0 2,875 0 0 : : : : Changes from: February 17, 2015 : : 700 700 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 72.7 0.0 5.5 1.4 2.0 16.0 0.0 9.7 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 February 24, 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 24,745 : : Positions : : 22,455 22,945 0 985 0 300 0 600 800 0 0 : : : : Changes from: February 17, 2015 : : 765 765 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 92.7 0.0 4.0 0.0 1.2 0.0 2.4 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 14 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 27,241 : : Positions : : 17,530 16,210 0 1,330 3,740 2,825 1,800 0 1,635 3,025 16 : : : : Changes from: February 17, 2015 : : 45 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 59.5 0.0 4.9 13.7 10.4 6.6 0.0 6.0 11.1 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 24, 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 20,305 : : Positions : : 15,645 13,705 500 1,420 1,820 25 1,200 575 0 250 210 : : : : Changes from: February 17, 2015 : : 525 525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 67.5 2.5 7.0 9.0 0.1 5.9 2.8 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 27, 2015