Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 103,791 : : Positions : : 25,601 31,149 785 11,498 1,908 11,437 6,055 4,382 45,093 33,959 13,494 : : : : Changes from: March 3, 2015 : : 1,855 534 0 249 -73 882 1,633 -205 426 717 760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 30.0 0.8 11.1 1.8 11.0 5.8 4.2 43.4 32.7 13.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 16 15 . . . . 4 . 13 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 30,718 : : Positions : : 7,545 9,185 1,110 1,889 525 6,854 180 580 11,866 16,331 1,415 : : : : Changes from: March 3, 2015 : : 230 970 0 -365 0 125 10 -245 175 -60 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 29.9 3.6 6.1 1.7 22.3 0.6 1.9 38.6 53.2 4.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 12 . . . . . . 13 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 129,109 : : Positions : : 90,502 101,051 3,928 420 8,392 8,240 4,258 3,227 7,668 4,586 6,338 : : : : Changes from: March 3, 2015 : : -9,753 -10,169 -92 -39 -321 275 34 -200 508 541 -615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 78.3 3.0 0.3 6.5 6.4 3.3 2.5 5.9 3.6 4.9 : : : : Number of Traders in Each Category Total Traders: 69 : : 37 44 . . 4 4 . 5 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 41,031 : : Positions : : 30,445 35,750 5,255 0 2,841 334 78 2,053 0 206 103 : : : : Changes from: March 3, 2015 : : 433 560 -383 0 281 206 -385 128 0 81 -27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 87.1 12.8 0.0 6.9 0.8 0.2 5.0 0.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 22 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 377,018 : : Positions : : 295,345 327,415 11,088 0 22,737 24,011 7,519 18,389 4,794 0 654 : : : : Changes from: March 3, 2015 : : -1,431 -2,453 -2,814 0 2,814 3,192 3,464 -2,888 2,368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 86.8 2.9 0.0 6.0 6.4 2.0 4.9 1.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 21 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 1,525,598 : : Positions : :1,218,274 1,376,175 180,607 30,947 60,994 9,833 0 14,038 14,923 14,139 26,929 : : : : Changes from: March 3, 2015 : : -49,506 -39,224 4,616 -624 -5,594 3,249 0 -4,601 3,033 -784 -4,128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 90.2 11.8 2.0 4.0 0.6 0.0 0.9 1.0 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 36 . . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 47,852 : : Positions : : 40,345 34,061 0 3,829 1,922 130 1,852 4,957 63 796 429 : : : : Changes from: March 3, 2015 : : -1,260 -1,697 0 174 58 26 544 -94 63 -168 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 71.2 0.0 8.0 4.0 0.3 3.9 10.4 0.1 1.7 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 309,253 : : Positions : : 220,425 262,436 39,524 0 10,001 1,302 4,494 30,153 4,991 0 2,168 : : : : Changes from: March 3, 2015 : : -21,160 1,384 17,024 0 -12,208 0 -1,216 -283 3,616 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 84.9 12.8 0.0 3.2 0.4 1.5 9.8 1.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 581,017 : : Positions : : 506,871 485,528 14,048 18,712 34,747 10,475 0 14,485 0 27,154 391 : : : : Changes from: March 3, 2015 : : -40,874 -46,690 0 2,912 -352 -88 0 -264 -1,760 1,056 -1,056 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 83.6 2.4 3.2 6.0 1.8 0.0 2.5 0.0 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 20 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 47,307 : : Positions : : 39,283 39,695 1,042 812 809 2,183 256 1,963 855 2,942 614 : : : : Changes from: March 3, 2015 : : -3,863 -4,036 -378 -60 0 109 -24 -10 176 140 -396 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 83.9 2.2 1.7 1.7 4.6 0.5 4.1 1.8 6.2 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 54,105 : : Positions : : 43,218 53,170 9,755 0 240 0 245 100 0 50 0 : : : : Changes from: March 3, 2015 : : -5,367 -5,287 -310 0 200 0 175 -175 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 98.3 18.0 0.0 0.4 0.0 0.5 0.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 20 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 67,720 : : Positions : : 55,020 67,086 12,140 0 0 90 0 230 0 100 0 : : : : Changes from: March 3, 2015 : : -6,792 -7,013 35 0 -90 -315 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 99.1 17.9 0.0 0.0 0.1 0.0 0.3 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 22 . 0 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 18,275 : : Positions : : 15,975 15,730 0 1,410 1,050 1,190 0 10 0 75 0 : : : : Changes from: March 3, 2015 : : -500 -840 0 355 0 70 0 -70 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 86.1 0.0 7.7 5.7 6.5 0.0 0.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 266,568 : : Positions : : 183,744 255,608 72,200 0 784 0 3,096 7,080 2,760 0 0 : : : : Changes from: March 3, 2015 : : -14,280 -16,328 -1,056 0 0 0 2,256 -1,488 1,264 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 95.9 27.1 0.0 0.3 0.0 1.2 2.7 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 8,234 : : Positions : : 4,995 6,665 0 700 178 0 22 88 2,584 256 110 : : : : Changes from: March 3, 2015 : : -420 -638 0 -82 0 0 -20 0 -520 -220 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 80.9 0.0 8.5 2.2 0.0 0.3 1.1 31.4 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 19,770 : : Positions : : 17,380 16,395 0 1,420 1,190 960 0 240 0 525 0 : : : : Changes from: March 3, 2015 : : -1,000 -1,340 0 450 -155 110 0 -110 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 82.9 0.0 7.2 6.0 4.9 0.0 1.2 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 14,350 : : Positions : : 12,615 10,075 50 1,980 1,225 0 840 230 0 0 0 : : : : Changes from: March 3, 2015 : : -440 -960 0 570 0 0 -80 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 70.2 0.3 13.8 8.5 0.0 5.9 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 16,367 : : Positions : : 13,338 11,378 0 1,826 1,405 636 0 307 0 38 22 : : : : Changes from: March 3, 2015 : : -932 -1,043 0 109 -19 -18 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 69.5 0.0 11.2 8.6 3.9 0.0 1.9 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 21 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 49,362 : : Positions : : 44,980 34,594 966 1,268 1,842 0 5,598 1,065 0 4,740 50 : : : : Changes from: March 3, 2015 : : -178 2,312 286 -1,017 332 0 -689 0 0 -345 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 70.1 2.0 2.6 3.7 0.0 11.3 2.2 0.0 9.6 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 29 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 56,126 : : Positions : : 52,925 38,506 676 5,351 864 0 6,311 1,232 0 3,680 177 : : : : Changes from: March 3, 2015 : : -772 1,584 -3 -1,302 203 -41 -664 0 0 -383 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 68.6 1.2 9.5 1.5 0.0 11.2 2.2 0.0 6.6 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 33 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 44,320 : : Positions : : 41,125 42,330 1,410 860 1,025 500 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -1,725 -2,745 -340 650 -175 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 95.5 3.2 1.9 2.3 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 45,335 : : Positions : : 43,545 43,200 710 1,155 980 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -3,865 -4,705 -310 520 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 95.3 1.6 2.5 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 27 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 380,224 : : Positions : : 259,675 337,956 15,564 11,040 8,888 29,326 0 22,340 44,431 0 0 : : : : Changes from: March 3, 2015 : : -11,880 -19,512 -1,368 -1,248 -320 -3,552 0 384 -3,960 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 88.9 4.1 2.9 2.3 7.7 0.0 5.9 11.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 26 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 23,283 : : Positions : : 14,538 20,488 2,410 203 584 3,082 168 708 1,722 123 44 : : : : Changes from: March 3, 2015 : : -684 -849 273 80 -253 -186 0 26 -69 83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 88.0 10.4 0.9 2.5 13.2 0.7 3.0 7.4 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 13,036 : : Positions : : 9,848 10,646 789 0 591 0 435 695 1,111 667 0 : : : : Changes from: March 3, 2015 : : -713 -1,452 -24 0 0 0 312 -312 -73 282 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 81.7 6.1 0.0 4.5 0.0 3.3 5.3 8.5 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 511,755 : : Positions : : 437,688 472,629 42,274 0 17,295 0 7,333 14,498 0 0 0 : : : : Changes from: March 3, 2015 : : -57,690 -56,266 -1,460 -3,588 -284 0 704 -1,056 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 92.4 8.3 0.0 3.4 0.0 1.4 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 44,751 : : Positions : : 31,865 40,729 2,318 716 343 3,694 0 1,824 3,434 0 842 : : : : Changes from: March 3, 2015 : : -2,912 -2,601 80 -160 -80 18 0 0 -54 0 -178 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 91.0 5.2 1.6 0.8 8.3 0.0 4.1 7.7 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 16,180 : : Positions : : 9,445 12,667 81 546 1,238 1,080 0 0 3,503 0 490 : : : : Changes from: March 3, 2015 : : -203 -646 44 -40 0 -80 0 0 -108 0 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 78.3 0.5 3.4 7.7 6.7 0.0 0.0 21.7 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 220,028 : : Positions : : 150,891 218,430 19,529 0 1,598 0 0 0 47,228 0 0 : : : : Changes from: March 3, 2015 : : -13,408 -14,768 -1,056 0 0 -704 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 99.3 8.9 0.0 0.7 0.0 0.0 0.0 21.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 12,198 : : Positions : : 8,060 9,509 1,321 99 1,132 1,164 0 264 0 381 0 : : : : Changes from: March 3, 2015 : : -225 -591 -169 38 -80 -157 0 0 0 -120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 78.0 10.8 0.8 9.3 9.5 0.0 2.2 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 112,276 : : Positions : : 89,419 101,805 9,711 8,141 1,939 10,816 0 391 0 0 0 : : : : Changes from: March 3, 2015 : : -8,416 -11,713 -704 2,241 -1,457 0 0 0 -352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 90.7 8.6 7.3 1.7 9.6 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 22,833 : : Positions : : 12,767 16,757 3,324 0 4,790 666 0 1,286 0 0 0 : : : : Changes from: March 3, 2015 : : 77 0 0 0 0 -77 0 77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 73.4 14.6 0.0 21.0 2.9 0.0 5.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 29,665 : : Positions : : 27,125 13,540 2,195 15,105 0 0 900 0 0 0 0 : : : : Changes from: March 3, 2015 : : -1,675 -1,685 -125 -260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 45.6 7.4 50.9 0.0 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 26,905 : : Positions : : 25,000 10,730 1,500 15,155 0 0 900 0 0 0 0 : : : : Changes from: March 3, 2015 : : -1,365 -1,150 -100 -335 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 39.9 5.6 56.3 0.0 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 23,895 : : Positions : : 23,685 18,125 0 5,720 0 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -1,710 -1,425 0 -150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 75.9 0.0 23.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 6 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 16,465 : : Positions : : 16,255 12,445 0 4,020 0 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -1,245 -935 0 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 75.6 0.0 24.4 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 March 10, 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 15,050 : : Positions : : 13,815 13,510 0 1,115 315 0 50 0 0 0 0 : : : : Changes from: March 3, 2015 : : -2,180 -2,225 0 0 -65 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 89.8 0.0 7.4 2.1 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 13,875 : : Positions : : 12,915 13,815 225 0 0 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -2,645 -2,785 -50 0 0 -100 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 99.6 1.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 18 6 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 14,677 : : Positions : : 13,785 14,677 285 0 0 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -2,922 -3,295 -45 0 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 100.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 21 8 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 108,228 : : Positions : : 91,776 106,660 12,979 0 1,173 1,215 55 340 600 0 0 : : : : Changes from: March 3, 2015 : : -3,780 -3,981 -236 0 -24 0 55 -130 50 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 98.6 12.0 0.0 1.1 1.1 0.1 0.3 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 30 4 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 134,890 : : Positions : : 115,759 133,275 14,681 0 1,145 2,170 0 470 650 0 0 : : : : Changes from: March 3, 2015 : : -5,725 -6,614 -184 0 13 -620 0 50 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 98.8 10.9 0.0 0.8 1.6 0.0 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 33 36 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 149,241 : : Positions : : 117,172 111,976 84 18,380 5,826 3,675 1,781 1,435 16,274 5,280 4,460 : : : : Changes from: March 3, 2015 : : -6,178 -5,692 -196 -970 218 357 -10 -515 -1,039 -300 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 75.0 0.1 12.3 3.9 2.5 1.2 1.0 10.9 3.5 3.0 : : : : Number of Traders in Each Category Total Traders: 66 : : 42 35 . . 4 . . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 100,464 : : Positions : : 84,214 88,985 6,956 1,663 5,044 413 0 1,422 1,020 2,100 1,235 : : : : Changes from: March 3, 2015 : : -3,843 -3,690 -19 -273 -681 -321 -25 211 -50 -255 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 88.6 6.9 1.7 5.0 0.4 0.0 1.4 1.0 2.1 1.2 : : : : Number of Traders in Each Category Total Traders: 48 : : 34 27 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 24,690 : : Positions : : 23,395 21,535 360 1,930 280 295 815 0 0 0 0 : : : : Changes from: March 3, 2015 : : -2,325 -2,495 -35 105 -105 -75 -50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 87.2 1.5 7.8 1.1 1.2 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 22,795 : : Positions : : 21,211 20,245 330 1,880 235 684 315 0 0 0 0 : : : : Changes from: March 3, 2015 : : -1,970 -2,460 -60 90 -90 -325 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 88.8 1.4 8.2 1.0 3.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 9 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 19,605 : : Positions : : 16,525 13,680 0 1,420 2,135 0 925 300 0 25 0 : : : : Changes from: March 3, 2015 : : 45 -930 0 785 -485 0 -20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 69.8 0.0 7.2 10.9 0.0 4.7 1.5 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 16,743 : : Positions : : 13,394 15,002 830 158 893 140 0 132 730 0 86 : : : : Changes from: March 3, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 89.6 5.0 0.9 5.3 0.8 0.0 0.8 4.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 1,326,001 : : Positions : : 391,580 1,304,115 912,535 0 21,886 0 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 98.3 68.8 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 134,984 : : Positions : : 124,708 72,103 750 54,440 3,551 3,435 0 2,540 0 2,350 0 : : : : Changes from: March 3, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 53.4 0.6 40.3 2.6 2.5 0.0 1.9 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 2,881,996 : : Positions : :2,503,307 1,149,020 144,624 1,220,591 234,065 0 278,320 0 0 0 0 : : : : Changes from: March 3, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 39.9 5.0 42.4 8.1 0.0 9.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 51,604 : : Positions : : 40,993 42,549 1,523 640 4,839 58 0 3,425 766 0 0 : : : : Changes from: March 3, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 82.5 3.0 1.2 9.4 0.1 0.0 6.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 1,388,995 : : Positions : : 820,821 879,394 140,341 215,271 216,180 132,560 0 70,560 8,533 7,590 0 : : : : Changes from: March 3, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 63.3 10.1 15.5 15.6 9.5 0.0 5.1 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 21,014 : : Positions : : 12,790 18,194 4,500 0 1,500 0 600 0 1,549 0 0 : : : : Changes from: March 3, 2015 : : -1,060 -878 330 0 -150 0 10 -10 -128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 86.6 21.4 0.0 7.1 0.0 2.9 0.0 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 18,050 : : Positions : : 10,536 15,600 4,270 0 1,250 0 600 0 1,520 0 0 : : : : Changes from: March 3, 2015 : : -885 -702 305 0 -125 0 30 -30 -127 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 86.4 23.7 0.0 6.9 0.0 3.3 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 31,156 : : Positions : : 26,473 24,746 0 2,085 405 1,350 0 0 1,803 3,270 650 : : : : Changes from: March 3, 2015 : : -1,218 -1,353 0 30 -55 -100 0 0 35 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 79.4 0.0 6.7 1.3 4.3 0.0 0.0 5.8 10.5 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 21,110 : : Positions : : 13,732 17,723 1,300 2,770 345 700 0 0 4,115 0 0 : : : : Changes from: March 3, 2015 : : -603 -773 -178 -225 0 -65 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 84.0 6.2 13.1 1.6 3.3 0.0 0.0 19.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 24,643 : : Positions : : 22,613 16,663 834 7,405 0 56 310 230 250 0 0 : : : : Changes from: March 3, 2015 : : -1,801 -858 66 -325 -61 56 -124 -16 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 67.6 3.4 30.0 0.0 0.2 1.3 0.9 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 19 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 22,527 : : Positions : : 21,681 14,616 0 7,038 20 567 700 143 0 0 0 : : : : Changes from: March 3, 2015 : : -1,398 -779 0 -320 -60 -45 -65 -30 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 64.9 0.0 31.2 0.1 2.5 3.1 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 15,044 : : Positions : : 12,845 12,749 1,385 795 430 0 1,070 0 0 0 0 : : : : Changes from: March 3, 2015 : : -716 -510 -160 -50 -25 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 84.7 9.2 5.3 2.9 0.0 7.1 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 March 10, 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 25,235 : : Positions : : 21,955 17,770 1,080 2,695 1,760 0 1,910 290 25 600 0 : : : : Changes from: March 3, 2015 : : -1,065 -1,510 25 415 -415 0 175 -175 -25 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 70.4 4.3 10.7 7.0 0.0 7.6 1.1 0.1 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 7,890 : : Positions : : 6,315 5,450 460 2,400 20 975 0 0 0 0 0 : : : : Changes from: March 3, 2015 : : -355 -195 -160 -25 20 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 69.1 5.8 30.4 0.3 12.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 10,290 : : Positions : : 8,240 7,515 710 2,240 0 430 0 300 0 125 0 : : : : Changes from: March 3, 2015 : : -920 -555 0 -25 0 55 0 -80 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 73.0 6.9 21.8 0.0 4.2 0.0 2.9 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 59,731 : : Positions : : 53,916 51,912 0 2,310 3,095 370 0 155 0 0 0 : : : : Changes from: March 3, 2015 : : -2,140 -2,871 0 600 -600 -240 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 86.9 0.0 3.9 5.2 0.6 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 21 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 54,412 : : Positions : : 50,047 44,916 0 4,660 1,870 370 0 155 0 0 0 : : : : Changes from: March 3, 2015 : : -2,210 -2,531 0 525 -525 5 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 82.5 0.0 8.6 3.4 0.7 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 12,465 : : Positions : : 9,660 12,345 1,130 0 0 600 0 0 600 0 0 : : : : Changes from: March 3, 2015 : : -735 -715 -150 0 0 25 0 -25 0 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 99.0 9.1 0.0 0.0 4.8 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 12,133 : : Positions : : 10,815 10,260 300 0 300 0 525 0 0 485 323 : : : : Changes from: March 3, 2015 : : -735 -275 75 0 -75 -75 -355 0 0 -50 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 84.6 2.5 0.0 2.5 0.0 4.3 0.0 0.0 4.0 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 11,890 : : Positions : : 10,895 8,335 525 0 75 0 1,275 0 0 1,995 0 : : : : Changes from: March 3, 2015 : : 175 -270 25 0 -25 -100 -125 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 70.1 4.4 0.0 0.6 0.0 10.7 0.0 0.0 16.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 27,946 : : Positions : : 27,231 20,931 0 1,200 0 350 5,500 190 0 0 0 : : : : Changes from: March 3, 2015 : : -290 -125 0 0 0 -350 -435 0 0 -185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 74.9 0.0 4.3 0.0 1.3 19.7 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 11 0 . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 26,405 : : Positions : : 26,190 19,980 0 1,200 0 50 5,100 0 0 0 0 : : : : Changes from: March 3, 2015 : : -125 -115 0 0 0 -50 -185 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 75.7 0.0 4.5 0.0 0.2 19.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 7 0 . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 70,514 : : Positions : : 50,363 64,855 4,715 615 380 10,965 580 215 17 0 784 : : : : Changes from: March 3, 2015 : : -2,702 -3,063 0 50 -50 -165 -270 20 -396 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 92.0 6.7 0.9 0.5 15.6 0.8 0.3 0.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 64,823 : : Positions : : 42,488 62,068 4,715 565 290 11,310 230 0 4,341 0 0 : : : : Changes from: March 3, 2015 : : -2,123 -2,693 25 70 -95 -410 30 0 -82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 95.7 7.3 0.9 0.4 17.4 0.4 0.0 6.7 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 March 10, 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 29,080 : : Positions : : 23,605 21,375 0 1,480 420 600 4,625 0 2,650 0 0 : : : : Changes from: March 3, 2015 : : -1,535 -1,275 0 -135 0 0 -100 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 73.5 0.0 5.1 1.4 2.1 15.9 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 24,750 : : Positions : : 22,580 23,000 0 950 0 200 0 600 800 0 0 : : : : Changes from: March 3, 2015 : : -1,075 -1,145 0 -35 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 92.9 0.0 3.8 0.0 0.8 0.0 2.4 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 14 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 26,919 : : Positions : : 17,735 16,090 0 1,765 3,485 2,700 1,800 0 1,610 2,750 9 : : : : Changes from: March 3, 2015 : : -995 -1,320 0 435 -255 -125 0 0 -25 -275 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 59.8 0.0 6.6 12.9 10.0 6.7 0.0 6.0 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 10, 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 21,015 : : Positions : : 16,755 14,280 400 1,900 1,725 100 1,200 500 0 250 210 : : : : Changes from: March 3, 2015 : : -240 -675 -100 380 -95 75 0 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 68.0 1.9 9.0 8.2 0.5 5.7 2.4 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 13, 2015