Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 118,341 : : Positions : : 29,365 31,854 677 15,765 757 25,008 7,499 4,379 39,685 39,195 17,430 : : : : Changes from: April 28, 2015 : : 1,597 2,367 30 -26 60 2,328 590 804 -1,146 192 1,416 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.8 26.9 0.6 13.3 0.6 21.1 6.3 3.7 33.5 33.1 14.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 15 . . . . . . 14 13 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 32,367 : : Positions : : 8,145 9,035 900 3,065 330 5,718 875 732 13,283 15,171 2,439 : : : : Changes from: April 28, 2015 : : 250 275 0 525 0 -745 100 235 754 -611 330 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.2 27.9 2.8 9.5 1.0 17.7 2.7 2.3 41.0 46.9 7.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 11 . . . . . . 10 12 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 138,392 : : Positions : : 94,425 100,935 3,163 3,421 10,027 8,289 4,036 3,011 8,434 6,345 10,318 : : : : Changes from: April 28, 2015 : : -7,873 -6,459 -396 309 34 354 -46 -153 593 -1,043 3,223 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 72.9 2.3 2.5 7.2 6.0 2.9 2.2 6.1 4.6 7.5 : : : : Number of Traders in Each Category Total Traders: 73 : : 42 45 . . 4 4 5 5 8 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 39,227 : : Positions : : 30,094 33,844 3,804 0 2,926 433 228 1,533 206 441 231 : : : : Changes from: April 28, 2015 : : -2,839 -1,854 857 0 -780 52 -52 -208 181 133 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 86.3 9.7 0.0 7.5 1.1 0.6 3.9 0.5 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 389,518 : : Positions : : 323,167 331,177 0 17,412 18,057 26,862 3,592 16,872 2,880 728 1,680 : : : : Changes from: April 28, 2015 : : -13,680 -13,785 0 4,321 -640 1,216 -3,608 -2,704 -2,288 -1,680 1,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 85.0 0.0 4.5 4.6 6.9 0.9 4.3 0.7 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 1,615,660 : : Positions : :1,344,102 1,387,710 115,762 92,522 77,140 10,815 2,376 12,833 30,347 18,418 24,661 : : : : Changes from: April 28, 2015 : : 9,409 9,985 2,303 1,472 -5,689 -1,423 0 -793 1,103 -65 -1,455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 85.9 7.2 5.7 4.8 0.7 0.1 0.8 1.9 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 38 . . . . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 58,040 : : Positions : : 51,205 41,551 0 8,916 587 309 1,854 4,516 1,293 434 104 : : : : Changes from: April 28, 2015 : : 830 1,250 0 488 -385 232 -77 -154 647 -4 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 71.6 0.0 15.4 1.0 0.5 3.2 7.8 2.2 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 22 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 374,753 : : Positions : : 283,581 338,926 56,755 0 1,336 0 570 30,153 1,712 1,336 1,216 : : : : Changes from: April 28, 2015 : : 4,696 5,040 0 0 0 0 0 0 -688 -2,248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 90.4 15.1 0.0 0.4 0.0 0.2 8.0 0.5 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 555,514 : : Positions : : 480,126 474,102 12,093 20,723 34,327 12,039 0 12,921 2,871 12,304 1,137 : : : : Changes from: April 28, 2015 : : -5,260 -2,412 0 0 0 0 0 0 2,792 -56 -368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 85.3 2.2 3.7 6.2 2.2 0.0 2.3 0.5 2.2 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 47,819 : : Positions : : 40,357 38,746 0 1,859 938 2,359 474 1,827 104 2,126 1,295 : : : : Changes from: April 28, 2015 : : 292 -281 0 339 -40 0 104 0 -70 36 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 81.0 0.0 3.9 2.0 4.9 1.0 3.8 0.2 4.4 2.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 28 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 62,570 : : Positions : : 53,218 61,636 8,475 0 410 0 295 50 50 150 0 : : : : Changes from: April 28, 2015 : : 1,255 1,339 25 0 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 98.5 13.5 0.0 0.7 0.0 0.5 0.1 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 25 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 76,935 : : Positions : : 65,840 76,485 10,335 0 20 50 0 230 0 200 0 : : : : Changes from: April 28, 2015 : : 1,089 1,136 -55 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 99.4 13.4 0.0 0.0 0.1 0.0 0.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 34 29 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 18,865 : : Positions : : 16,680 15,975 0 1,825 740 1,190 0 10 0 225 0 : : : : Changes from: April 28, 2015 : : -105 -105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 84.7 0.0 9.7 3.9 6.3 0.0 0.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 14 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 292,440 : : Positions : : 211,560 273,352 74,192 0 0 0 3,488 6,688 0 8,912 0 : : : : Changes from: April 28, 2015 : : -416 -3,576 -768 0 0 0 0 0 0 2,392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 93.5 25.4 0.0 0.0 0.0 1.2 2.3 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 9,279 : : Positions : : 5,710 7,709 147 331 178 496 40 88 2,426 586 110 : : : : Changes from: April 28, 2015 : : 263 49 0 0 0 22 0 0 0 192 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 83.1 1.6 3.6 1.9 5.3 0.4 0.9 26.1 6.3 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 23,895 : : Positions : : 20,775 20,690 0 630 1,860 1,060 0 140 0 575 0 : : : : Changes from: April 28, 2015 : : -320 -320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 86.6 0.0 2.6 7.8 4.4 0.0 0.6 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 13,510 : : Positions : : 12,035 10,210 50 1,355 970 0 725 230 0 0 0 : : : : Changes from: April 28, 2015 : : -410 -460 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 75.6 0.4 10.0 7.2 0.0 5.4 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 22 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 17,658 : : Positions : : 14,324 12,301 0 1,771 1,584 636 0 285 0 98 22 : : : : Changes from: April 28, 2015 : : -325 -284 0 25 -1 0 0 0 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 69.7 0.0 10.0 9.0 3.6 0.0 1.6 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 22 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 54,383 : : Positions : : 49,134 38,327 1,903 1,587 1,782 0 5,446 935 0 5,845 200 : : : : Changes from: April 28, 2015 : : -19 -290 4 120 -95 0 0 0 0 130 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 70.5 3.5 2.9 3.3 0.0 10.0 1.7 0.0 10.7 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 29 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 59,415 : : Positions : : 55,537 40,016 731 5,262 1,075 0 6,285 1,232 75 4,700 755 : : : : Changes from: April 28, 2015 : : -1,022 -1,167 0 70 5 0 0 0 50 80 530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 67.3 1.2 8.9 1.8 0.0 10.6 2.1 0.1 7.9 1.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 32 . . 4 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 51,120 : : Positions : : 46,585 48,590 1,065 660 1,775 450 0 0 1,145 0 0 : : : : Changes from: April 28, 2015 : : 1,015 1,195 0 -200 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 95.1 2.1 1.3 3.5 0.9 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 27 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 51,140 : : Positions : : 47,870 47,950 555 1,850 1,250 0 0 0 1,190 0 0 : : : : Changes from: April 28, 2015 : : 580 585 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 93.8 1.1 3.6 2.4 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 28 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 381,400 : : Positions : : 279,571 328,074 7,386 25,526 5,416 28,935 0 20,776 37,340 0 1,608 : : : : Changes from: April 28, 2015 : : 119 496 0 2,312 -776 0 0 0 2,321 0 -1,561 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 86.0 1.9 6.7 1.4 7.6 0.0 5.4 9.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 30 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 23,795 : : Positions : : 16,033 20,351 1,004 249 896 2,994 148 686 1,752 951 215 : : : : Changes from: April 28, 2015 : : -106 -845 -1 85 -43 0 -42 0 -85 610 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 85.5 4.2 1.0 3.8 12.6 0.6 2.9 7.4 4.0 0.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 30 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 20,648 : : Positions : : 16,058 18,850 3,302 0 78 26 514 616 308 486 104 : : : : Changes from: April 28, 2015 : : 848 1,770 385 0 0 -52 0 0 -78 -511 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 91.3 16.0 0.0 0.4 0.1 2.5 3.0 1.5 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 213,262 : : Positions : : 144,301 202,379 41,952 0 304 9,238 0 10,568 5,672 0 0 : : : : Changes from: April 28, 2015 : : 31,584 43,416 11,568 0 -7,712 0 0 0 -1,560 -608 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 94.9 19.7 0.0 0.1 4.3 0.0 5.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 . . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 514,119 : : Positions : : 435,864 472,719 49,331 0 14,886 0 8,506 12,934 0 5,074 0 : : : : Changes from: April 28, 2015 : : 3,552 1,856 -1,696 0 0 0 0 0 0 1,104 -1,104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 91.9 9.6 0.0 2.9 0.0 1.7 2.5 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 44,981 : : Positions : : 31,553 40,797 3,796 518 127 3,320 0 1,824 2,730 260 1,092 : : : : Changes from: April 28, 2015 : : 176 220 0 0 0 0 0 0 0 44 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 90.7 8.4 1.2 0.3 7.4 0.0 4.1 6.1 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 16,802 : : Positions : : 11,131 13,059 254 706 897 747 0 41 2,861 371 445 : : : : Changes from: April 28, 2015 : : 251 -466 -44 174 -176 -328 0 0 242 371 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 77.7 1.5 4.2 5.3 4.4 0.0 0.2 17.0 2.2 2.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 20 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 198,369 : : Positions : : 135,140 193,552 19,121 0 4,817 424 0 0 38,867 0 0 : : : : Changes from: April 28, 2015 : : -5,136 -13,736 448 -1,528 785 -368 0 0 -10,208 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 97.6 9.6 0.0 2.4 0.2 0.0 0.0 19.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 15 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 12,316 : : Positions : : 7,336 9,830 1,926 319 1,104 1,211 0 44 220 0 0 : : : : Changes from: April 28, 2015 : : -776 -536 -154 42 -42 64 0 -154 220 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 79.8 15.6 2.6 9.0 9.8 0.0 0.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 106,870 : : Positions : : 88,370 93,942 5,529 6,958 5,970 7,001 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : -4,592 -6,800 -1,472 -1,472 0 -2,208 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 87.9 5.2 6.5 5.6 6.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 23,638 : : Positions : : 12,058 18,413 5,771 0 4,146 584 0 1,079 0 0 0 : : : : Changes from: April 28, 2015 : : 122 44 52 0 0 -130 0 -78 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 77.9 24.4 0.0 17.5 2.5 0.0 4.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 28,085 : : Positions : : 25,950 12,600 1,695 14,435 30 0 850 50 0 0 0 : : : : Changes from: April 28, 2015 : : -1,155 -1,140 -175 -335 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 44.9 6.0 51.4 0.1 0.0 3.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 24,455 : : Positions : : 22,855 8,760 1,300 14,435 0 0 900 0 0 0 0 : : : : Changes from: April 28, 2015 : : -1,225 -1,135 -100 -335 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 35.8 5.3 59.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 24,681 : : Positions : : 24,631 19,021 0 5,620 0 0 0 0 50 0 0 : : : : Changes from: April 28, 2015 : : -1,145 -885 0 -500 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.8 77.1 0.0 22.8 0.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 13 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 19,929 : : Positions : : 19,680 15,324 0 4,590 0 0 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : -360 -305 0 -250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.8 76.9 0.0 23.0 0.0 0.0 0.0 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 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 11,850 : : Positions : : 11,335 11,790 75 0 0 0 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 99.5 0.6 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 May 5, 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 12,492 : : Positions : : 12,097 12,492 95 0 0 0 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : -1,293 -1,700 -95 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 100.0 0.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 19 8 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 112,519 : : Positions : : 96,017 110,019 11,987 0 2,380 1,115 70 50 850 0 0 : : : : Changes from: April 28, 2015 : : -776 -1,832 -1,371 0 446 0 -25 -50 300 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 97.8 10.7 0.0 2.1 1.0 0.1 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 32 4 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 134,637 : : Positions : : 117,361 131,853 12,812 0 1,964 1,515 100 520 450 200 0 : : : : Changes from: April 28, 2015 : : -4,750 -6,283 -1,383 0 388 50 50 -200 -50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 97.9 9.5 0.0 1.5 1.1 0.1 0.4 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 35 34 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 144,018 : : Positions : : 109,884 110,467 3,872 16,648 5,920 3,475 1,600 1,195 14,112 2,871 5,232 : : : : Changes from: April 28, 2015 : : -6,836 -6,242 -282 270 -843 -95 -89 -125 -649 -1,735 700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 76.7 2.7 11.6 4.1 2.4 1.1 0.8 9.8 2.0 3.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 39 36 . . 4 . . . 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 94,827 : : Positions : : 76,477 79,424 6,337 3,860 6,523 230 0 1,380 1,770 1,730 1,895 : : : : Changes from: April 28, 2015 : : -2,890 -3,618 57 705 -1,532 -55 0 -20 -210 -185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 83.8 6.7 4.1 6.9 0.2 0.0 1.5 1.9 1.8 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 27 . . 4 . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 25,490 : : Positions : : 24,820 22,545 300 2,180 80 0 565 0 150 0 0 : : : : Changes from: April 28, 2015 : : -1,205 -1,245 0 105 -105 -50 -50 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 88.4 1.2 8.6 0.3 0.0 2.2 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 23,075 : : Positions : : 22,485 20,575 300 2,010 90 0 215 50 0 0 0 : : : : Changes from: April 28, 2015 : : -665 -870 0 90 -90 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 89.2 1.3 8.7 0.4 0.0 0.9 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 8 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 24,485 : : Positions : : 21,325 19,550 815 1,435 1,945 0 905 295 0 25 0 : : : : Changes from: April 28, 2015 : : 1,475 1,375 -175 330 80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 79.8 3.3 5.9 7.9 0.0 3.7 1.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 14,338 : : Positions : : 11,180 12,144 824 168 768 92 0 132 802 0 0 : : : : Changes from: April 28, 2015 : : -901 -945 -38 -15 0 -24 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 84.7 5.7 1.2 5.4 0.6 0.0 0.9 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 126,228 : : Positions : : 116,480 65,151 662 52,856 3,551 2,995 0 2,540 0 2,130 0 : : : : Changes from: April 28, 2015 : : -4,884 -4,246 -44 -792 0 -220 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 51.6 0.5 41.9 2.8 2.4 0.0 2.0 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 May 5, 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 2,755,128 : : Positions : :2,419,817 1,062,448 121,095 1,230,504 214,216 0 247,960 0 0 0 0 : : : : Changes from: April 28, 2015 : : -40,480 -28,704 -11,408 -8,464 -1,472 0 -14,720 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 38.6 4.4 44.7 7.8 0.0 9.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 46,349 : : Positions : : 36,002 38,237 1,655 420 4,707 278 0 2,985 722 0 0 : : : : Changes from: April 28, 2015 : : -2,571 -2,156 66 -110 -66 110 0 -220 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 82.5 3.6 0.9 10.2 0.6 0.0 6.4 1.6 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 May 5, 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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 17,599 : : Positions : : 13,922 16,231 2,741 603 765 0 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : -2,267 -2,090 -132 -396 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 92.2 15.6 3.4 4.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 1,247,821 : : Positions : : 710,766 832,336 143,377 131,781 213,144 102,200 0 70,560 7,774 0 0 : : : : Changes from: April 28, 2015 : : -53,360 -22,816 1,472 -40,480 -1,472 -14,720 0 0 -368 -3,680 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 66.7 11.5 10.6 17.1 8.2 0.0 5.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 19,847 : : Positions : : 10,725 17,477 5,400 0 900 0 570 0 2,076 0 130 : : : : Changes from: April 28, 2015 : : -2,115 -935 500 0 -300 0 0 0 779 0 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 88.1 27.2 0.0 4.5 0.0 2.9 0.0 10.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 15 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 17,458 : : Positions : : 9,941 15,178 4,770 0 875 0 570 0 1,217 70 175 : : : : Changes from: April 28, 2015 : : -960 -1,180 200 0 -200 0 0 0 -51 70 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 86.9 27.3 0.0 5.0 0.0 3.3 0.0 7.0 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 32,993 : : Positions : : 29,230 21,983 0 7,490 55 1,150 0 0 1,193 2,670 755 : : : : Changes from: April 28, 2015 : : -279 -614 0 320 -20 -100 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 66.6 0.0 22.7 0.2 3.5 0.0 0.0 3.6 8.1 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 20,106 : : Positions : : 14,543 13,876 674 5,630 600 720 0 0 2,855 0 0 : : : : Changes from: April 28, 2015 : : -388 -1,015 -153 20 0 -65 0 0 -230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 69.0 3.4 28.0 3.0 3.6 0.0 0.0 14.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 24,210 : : Positions : : 22,344 17,899 1,158 5,748 98 0 210 200 250 0 0 : : : : Changes from: April 28, 2015 : : -187 -680 296 265 0 -20 -50 -30 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 73.9 4.8 23.7 0.4 0.0 0.9 0.8 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 22,596 : : Positions : : 21,501 16,848 0 4,613 415 600 720 0 0 0 0 : : : : Changes from: April 28, 2015 : : -368 342 0 -700 300 -110 -65 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 74.6 0.0 20.4 1.8 2.7 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 15,444 : : Positions : : 12,496 13,209 2,500 850 445 0 940 0 0 0 0 : : : : Changes from: April 28, 2015 : : -74 5 -50 -58 -25 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 85.5 16.2 5.5 2.9 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 10,523 : : Positions : : 7,253 9,878 2,265 380 225 0 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : 539 64 -85 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 93.9 21.5 3.6 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 28,755 : : Positions : : 24,695 21,065 1,935 2,890 1,680 0 1,895 290 25 675 0 : : : : Changes from: April 28, 2015 : : 835 785 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 73.3 6.7 10.1 5.8 0.0 6.6 1.0 0.1 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 10,156 : : Positions : : 7,800 7,596 175 2,400 65 975 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : 425 450 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 74.8 1.7 23.6 0.6 9.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 19 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 11,550 : : Positions : : 8,109 8,795 480 2,190 0 480 0 225 1,481 100 40 : : : : Changes from: April 28, 2015 : : 510 705 0 0 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 76.1 4.2 19.0 0.0 4.2 0.0 1.9 12.8 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 17 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 61,289 : : Positions : : 56,126 53,175 0 3,510 2,245 855 0 150 0 50 0 : : : : Changes from: April 28, 2015 : : -50 -100 0 -350 350 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 86.8 0.0 5.7 3.7 1.4 0.0 0.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 56,777 : : Positions : : 52,972 46,589 0 6,235 1,195 855 0 150 0 0 0 : : : : Changes from: April 28, 2015 : : -50 -50 0 -245 245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 82.1 0.0 11.0 2.1 1.5 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 12,200 : : Positions : : 9,605 12,080 830 0 0 800 0 0 347 0 0 : : : : Changes from: April 28, 2015 : : 75 350 -150 0 0 300 0 0 -53 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 99.0 6.8 0.0 0.0 6.6 0.0 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 9,580 : : Positions : : 9,405 7,035 0 2,080 0 0 290 0 0 0 0 : : : : Changes from: April 28, 2015 : : -50 -70 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 73.4 0.0 21.7 0.0 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 8,790 : : Positions : : 7,920 8,190 0 180 350 405 0 0 0 0 0 : : : : Changes from: April 28, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 93.2 0.0 2.0 4.0 4.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 12,069 : : Positions : : 10,835 10,040 500 0 100 0 800 0 0 476 314 : : : : Changes from: April 28, 2015 : : 165 0 100 0 -100 0 100 0 0 -9 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 83.2 4.1 0.0 0.8 0.0 6.6 0.0 0.0 3.9 2.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 26,941 : : Positions : : 26,571 19,911 0 1,200 0 0 5,665 0 100 0 0 : : : : Changes from: April 28, 2015 : : -415 -235 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 73.9 0.0 4.5 0.0 0.0 21.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 0 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 25,990 : : Positions : : 25,770 19,635 0 1,200 0 0 5,040 0 0 0 0 : : : : Changes from: April 28, 2015 : : -280 -210 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 75.5 0.0 4.6 0.0 0.0 19.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 72,554 : : Positions : : 51,478 67,284 4,065 835 160 11,345 230 175 1,361 0 640 : : : : Changes from: April 28, 2015 : : 225 585 -600 110 -110 -200 0 0 1,180 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 92.7 5.6 1.2 0.2 15.6 0.3 0.2 1.9 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 67,315 : : Positions : : 44,940 64,280 4,165 725 130 10,890 0 0 5,290 0 0 : : : : Changes from: April 28, 2015 : : 100 170 -600 80 -80 -300 0 0 1,156 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 95.5 6.2 1.1 0.2 16.2 0.0 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 24 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 29,318 : : Positions : : 24,610 21,780 0 1,270 420 500 4,500 100 2,425 100 0 : : : : Changes from: April 28, 2015 : : 1,205 675 0 -75 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 74.3 0.0 4.3 1.4 1.7 15.3 0.3 8.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 25,285 : : Positions : : 23,605 23,790 0 465 135 150 50 600 650 0 0 : : : : Changes from: April 28, 2015 : : 1,350 885 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 94.1 0.0 1.8 0.5 0.6 0.2 2.4 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 14 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 20,440 : : Positions : : 6,900 15,840 800 750 450 1,200 2,775 300 10,275 0 0 : : : : Changes from: April 28, 2015 : : -105 -150 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 77.5 3.9 3.7 2.2 5.9 13.6 1.5 50.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 10,850 : : Positions : : 8,465 9,755 300 150 300 1,200 225 0 0 0 0 : : : : Changes from: April 28, 2015 : : -95 -125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 89.9 2.8 1.4 2.8 11.1 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 28,156 : : Positions : : 20,180 17,580 0 2,785 2,465 2,550 1,700 100 1,472 2,475 6 : : : : Changes from: April 28, 2015 : : -245 -205 0 35 -35 0 0 0 82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 62.4 0.0 9.9 8.8 9.1 6.0 0.4 5.2 8.8 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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 21,300 : : Positions : : 17,500 13,955 200 2,910 1,465 125 1,150 525 0 230 210 : : : : Changes from: April 28, 2015 : : -270 -340 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 65.5 0.9 13.7 6.9 0.6 5.4 2.5 0.0 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 24,233 : : Positions : : 22,578 20,548 0 3,120 0 0 480 0 650 0 0 : : : : Changes from: April 28, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 84.8 0.0 12.9 0.0 0.0 2.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 6 0 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 5, 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.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 21,475 : : Positions : : 19,685 19,705 0 1,070 135 0 480 0 650 0 0 : : : : Changes from: April 28, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 91.8 0.0 5.0 0.6 0.0 2.2 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 6 0 . . 0 . 0 . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 8, 2015