Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 120,689 : : Positions : : 31,423 32,502 677 15,430 583 26,601 7,794 4,313 39,897 42,330 16,155 : : : : Changes from: May 5, 2015 : : 2,058 648 0 -335 -174 1,593 295 -66 212 3,135 -1,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.0 26.9 0.6 12.8 0.5 22.0 6.5 3.6 33.1 35.1 13.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 15 . . . . . . 13 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 33,166 : : Positions : : 8,280 10,575 900 2,630 330 5,403 1,480 1,197 14,664 14,762 1,587 : : : : Changes from: May 5, 2015 : : 135 1,540 0 -435 0 -315 605 465 1,381 -409 -852 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.0 31.9 2.7 7.9 1.0 16.3 4.5 3.6 44.2 44.5 4.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 11 . . . . . . 11 12 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 142,924 : : Positions : : 99,967 106,686 3,121 3,432 10,141 8,086 4,148 2,970 7,447 4,691 10,469 : : : : Changes from: May 5, 2015 : : 5,542 5,751 -42 11 114 -203 112 -41 -987 -1,654 151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 74.6 2.2 2.4 7.1 5.7 2.9 2.1 5.2 3.3 7.3 : : : : Number of Traders in Each Category Total Traders: 72 : : 43 45 . . 4 . 4 4 7 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 42,518 : : Positions : : 32,997 36,491 3,883 0 2,977 615 254 1,507 26 752 513 : : : : Changes from: May 5, 2015 : : 2,903 2,647 79 0 51 182 26 -26 -180 311 282 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 85.8 9.1 0.0 7.0 1.4 0.6 3.5 0.1 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 23 . 0 . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 405,687 : : Positions : : 344,248 351,376 0 13,406 17,401 27,134 3,584 16,904 0 3,016 0 : : : : Changes from: May 5, 2015 : : 21,081 20,199 0 -4,006 -656 272 -8 32 -2,880 2,288 -1,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 86.6 0.0 3.3 4.3 6.7 0.9 4.2 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 0 . . . . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 1,708,796 : : Positions : :1,437,974 1,474,671 104,849 90,961 84,876 10,790 2,376 12,833 32,813 18,418 24,661 : : : : Changes from: May 5, 2015 : : 93,872 86,961 -10,913 -1,561 7,736 -25 0 0 2,466 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 86.3 6.1 5.3 5.0 0.6 0.1 0.8 1.9 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 38 . . . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 57,142 : : Positions : : 50,546 41,670 0 7,875 769 258 2,297 3,995 1,446 408 128 : : : : Changes from: May 5, 2015 : : -659 119 0 -1,041 182 -51 443 -521 153 -26 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 72.9 0.0 13.8 1.3 0.5 4.0 7.0 2.5 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 22 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 357,521 : : Positions : : 268,399 325,342 56,529 0 2,552 0 1,482 27,113 2,928 1,032 0 : : : : Changes from: May 5, 2015 : : -15,182 -13,584 -226 0 1,216 0 912 -3,040 1,216 -304 -1,216 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 91.0 15.8 0.0 0.7 0.0 0.4 7.6 0.8 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 14 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 531,714 : : Positions : : 458,534 452,510 10,253 20,723 33,959 13,879 0 11,081 2,871 12,304 1,137 : : : : Changes from: May 5, 2015 : : -21,592 -21,592 -1,840 0 -368 1,840 0 -1,840 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 85.1 1.9 3.9 6.4 2.6 0.0 2.1 0.5 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 45,826 : : Positions : : 38,669 37,371 0 1,991 696 2,579 560 1,607 354 2,090 1,045 : : : : Changes from: May 5, 2015 : : -1,688 -1,375 0 132 -242 220 86 -220 250 -36 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 81.5 0.0 4.3 1.5 5.6 1.2 3.5 0.8 4.6 2.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 27 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 63,690 : : Positions : : 54,454 62,901 8,540 0 345 0 320 0 50 100 0 : : : : Changes from: May 5, 2015 : : 1,236 1,265 65 0 -65 0 25 -50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 98.8 13.4 0.0 0.5 0.0 0.5 0.0 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 28 25 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 77,885 : : Positions : : 66,911 77,585 10,325 0 20 60 0 180 0 100 0 : : : : Changes from: May 5, 2015 : : 1,071 1,100 -10 0 0 10 0 -50 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 99.6 13.3 0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 29 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 17,495 : : Positions : : 15,330 14,720 0 1,860 725 1,190 0 10 0 100 0 : : : : Changes from: May 5, 2015 : : -1,350 -1,255 0 35 -15 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 84.1 0.0 10.6 4.1 6.8 0.0 0.1 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 290,728 : : Positions : : 207,768 270,856 75,856 0 784 0 3,856 6,320 0 8,912 0 : : : : Changes from: May 5, 2015 : : -3,792 -2,496 1,664 0 784 0 368 -368 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 93.2 26.1 0.0 0.3 0.0 1.3 2.2 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 19 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 7,955 : : Positions : : 4,935 6,451 147 287 178 541 84 0 1,920 586 110 : : : : Changes from: May 5, 2015 : : -775 -1,258 0 -44 0 45 44 -88 -506 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 81.1 1.8 3.6 2.2 6.8 1.1 0.0 24.1 7.4 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 22,730 : : Positions : : 19,440 19,500 0 660 1,850 1,060 0 140 0 500 0 : : : : Changes from: May 5, 2015 : : -1,335 -1,190 0 30 -10 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 85.8 0.0 2.9 8.1 4.7 0.0 0.6 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 13,970 : : Positions : : 12,355 10,510 50 1,350 970 0 685 205 0 0 0 : : : : Changes from: May 5, 2015 : : 320 300 0 -5 0 0 -40 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 75.2 0.4 9.7 6.9 0.0 4.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 17,088 : : Positions : : 13,823 11,951 42 1,681 1,542 636 0 241 0 98 22 : : : : Changes from: May 5, 2015 : : -501 -350 42 -90 -42 0 0 -44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 69.9 0.2 9.8 9.0 3.7 0.0 1.4 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 52,989 : : Positions : : 48,302 37,656 1,388 2,102 1,767 0 4,738 935 0 5,415 200 : : : : Changes from: May 5, 2015 : : -832 -671 -515 515 -15 0 -708 0 0 -430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 71.1 2.6 4.0 3.3 0.0 8.9 1.8 0.0 10.2 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 28 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 57,393 : : Positions : : 53,630 38,521 741 5,739 895 0 5,806 1,232 75 4,360 755 : : : : Changes from: May 5, 2015 : : -1,907 -1,495 10 477 -180 0 -479 0 0 -340 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 67.1 1.3 10.0 1.6 0.0 10.1 2.1 0.1 7.6 1.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 29 . . 4 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 47,300 : : Positions : : 43,760 44,790 440 960 1,475 400 0 0 1,145 0 0 : : : : Changes from: May 5, 2015 : : -2,825 -3,800 -625 300 -300 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 94.7 0.9 2.0 3.1 0.8 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 48,020 : : Positions : : 45,200 44,940 220 1,745 1,250 0 0 0 1,190 0 0 : : : : Changes from: May 5, 2015 : : -2,670 -3,010 -335 -105 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 93.6 0.5 3.6 2.6 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 25 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 370,715 : : Positions : : 271,324 321,374 5,914 24,430 6,152 31,879 0 15,992 36,687 0 2,767 : : : : Changes from: May 5, 2015 : : -8,247 -6,700 -1,472 -1,096 736 2,944 0 -4,784 -653 0 1,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 86.7 1.6 6.6 1.7 8.6 0.0 4.3 9.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 29 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 22,874 : : Positions : : 15,834 19,201 982 288 812 2,796 16 664 1,314 1,102 279 : : : : Changes from: May 5, 2015 : : -199 -1,150 -22 39 -84 -198 -132 -22 -438 151 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 83.9 4.3 1.3 3.5 12.2 0.1 2.9 5.7 4.8 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 28 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 19,634 : : Positions : : 15,127 18,174 3,401 0 104 52 150 616 308 564 26 : : : : Changes from: May 5, 2015 : : -931 -676 99 0 26 26 -364 0 0 78 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 92.6 17.3 0.0 0.5 0.3 0.8 3.1 1.6 2.9 0.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 529,855 : : Positions : : 452,976 493,975 55,315 0 10,102 0 9,242 11,462 0 5,074 0 : : : : Changes from: May 5, 2015 : : 17,112 21,256 5,984 0 -4,784 0 736 -1,472 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 93.2 10.4 0.0 1.9 0.0 1.7 2.2 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 45,793 : : Positions : : 32,849 41,898 3,752 342 127 2,968 0 1,824 2,950 260 872 : : : : Changes from: May 5, 2015 : : 1,296 1,101 -44 -176 0 -352 0 0 220 0 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 91.5 8.2 0.7 0.3 6.5 0.0 4.0 6.4 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 16,315 : : Positions : : 10,688 12,572 254 706 897 747 0 41 2,817 371 445 : : : : Changes from: May 5, 2015 : : -443 -487 0 0 0 0 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 77.1 1.6 4.3 5.5 4.6 0.0 0.3 17.3 2.3 2.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 20 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 194,033 : : Positions : : 130,804 189,216 19,897 0 4,817 424 0 0 38,091 0 0 : : : : Changes from: May 5, 2015 : : -4,336 -4,336 776 0 0 0 0 0 -776 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 97.5 10.3 0.0 2.5 0.2 0.0 0.0 19.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 12,055 : : Positions : : 7,034 9,631 1,926 407 1,126 1,211 0 44 220 0 0 : : : : Changes from: May 5, 2015 : : -302 -199 0 88 22 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 79.9 16.0 3.4 9.3 10.0 0.0 0.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 107,654 : : Positions : : 89,154 94,726 5,529 6,958 5,970 7,001 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : 784 784 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 88.0 5.1 6.5 5.5 6.5 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 12, 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 23,873 : : Positions : : 11,543 18,648 6,521 0 4,146 584 0 1,079 0 0 0 : : : : Changes from: May 5, 2015 : : -515 235 750 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.4 78.1 27.3 0.0 17.4 2.4 0.0 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 17 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 28,260 : : Positions : : 26,185 12,750 1,670 14,435 55 0 850 50 0 0 0 : : : : Changes from: May 5, 2015 : : 235 150 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 45.1 5.9 51.1 0.2 0.0 3.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 24,605 : : Positions : : 23,005 8,910 1,300 14,435 0 0 900 0 0 0 0 : : : : Changes from: May 5, 2015 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 36.2 5.3 58.7 0.0 0.0 3.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 24,781 : : Positions : : 24,781 19,021 0 5,620 0 0 0 0 0 100 0 : : : : Changes from: May 5, 2015 : : 150 0 0 0 0 0 0 0 -50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 76.8 0.0 22.7 0.0 0.0 0.0 0.0 0.0 0.4 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 12, 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 21,919 : : Positions : : 21,670 17,314 0 4,590 0 0 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : 1,990 1,990 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 79.0 0.0 20.9 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 12, 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 18,980 : : Positions : : 18,140 17,990 0 620 130 0 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 94.8 0.0 3.3 0.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 11,935 : : Positions : : 11,420 11,875 75 0 0 0 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : 85 85 0 0 0 0 0 0 0 0 0 : : : : 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 12, 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 12,847 : : Positions : : 12,452 12,847 95 0 0 0 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : 355 355 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 100.0 0.7 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 12, 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 115,282 : : Positions : : 98,680 112,782 11,987 0 2,380 1,115 70 50 950 0 0 : : : : Changes from: May 5, 2015 : : 2,663 2,763 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 97.8 10.4 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 12, 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 138,367 : : Positions : : 120,966 135,588 12,892 0 2,009 1,515 100 520 450 150 0 : : : : Changes from: May 5, 2015 : : 3,605 3,735 80 0 45 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 98.0 9.3 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 35 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 146,954 : : Positions : : 113,712 112,627 3,379 17,773 5,330 3,475 1,845 1,170 13,867 2,381 5,743 : : : : Changes from: May 5, 2015 : : 3,828 2,160 -493 1,125 -590 0 245 -25 -245 -490 511 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 76.6 2.3 12.1 3.6 2.4 1.3 0.8 9.4 1.6 3.9 : : : : 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 12, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 96,741 : : Positions : : 78,276 80,558 6,277 4,160 6,698 230 0 1,380 1,765 2,030 1,900 : : : : Changes from: May 5, 2015 : : 1,799 1,134 -60 300 175 0 0 0 -5 300 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 83.3 6.5 4.3 6.9 0.2 0.0 1.4 1.8 2.1 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 12, 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 25,860 : : Positions : : 25,145 22,945 300 2,105 125 0 565 0 150 0 0 : : : : Changes from: May 5, 2015 : : 325 400 0 -75 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 88.7 1.2 8.1 0.5 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 12, 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: May 5, 2015 : : 0 0 0 0 0 0 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 12, 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 23,695 : : Positions : : 20,615 18,525 780 1,745 1,935 0 910 265 0 25 0 : : : : Changes from: May 5, 2015 : : -710 -1,025 -35 310 -10 0 5 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 78.2 3.3 7.4 8.2 0.0 3.8 1.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 18 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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: May 5, 2015 : : 0 0 0 0 0 0 0 0 0 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 12, 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: May 5, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 12, 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: May 5, 2015 : : 0 0 0 0 0 0 0 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 12, 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: May 5, 2015 : : 0 0 0 0 0 0 0 0 0 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 12, 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: May 5, 2015 : : 0 0 0 0 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 12, 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: May 5, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 12, 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 20,825 : : Positions : : 11,965 18,885 5,550 0 750 0 540 0 1,975 0 130 : : : : Changes from: May 5, 2015 : : 1,240 1,408 150 0 -150 0 -30 0 -101 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 90.7 26.7 0.0 3.6 0.0 2.6 0.0 9.5 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 10 13 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 18,761 : : Positions : : 11,441 16,746 4,895 0 750 0 540 0 1,116 70 175 : : : : Changes from: May 5, 2015 : : 1,500 1,568 125 0 -125 0 -30 0 -101 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 89.3 26.1 0.0 4.0 0.0 2.9 0.0 5.9 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 34,028 : : Positions : : 30,265 22,703 0 7,805 55 1,150 0 0 1,193 2,670 755 : : : : Changes from: May 5, 2015 : : 1,035 720 0 315 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 66.7 0.0 22.9 0.2 3.4 0.0 0.0 3.5 7.8 2.2 : : : : 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 12, 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 20,871 : : Positions : : 15,608 14,641 674 5,630 600 720 0 0 2,555 0 0 : : : : Changes from: May 5, 2015 : : 1,065 765 0 0 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 70.1 3.2 27.0 2.9 3.4 0.0 0.0 12.2 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 12, 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 24,459 : : Positions : : 22,618 18,153 1,158 5,768 73 0 210 200 250 0 0 : : : : Changes from: May 5, 2015 : : 274 254 0 20 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 74.2 4.7 23.6 0.3 0.0 0.9 0.8 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 22 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 22,916 : : Positions : : 21,821 17,138 0 4,643 415 600 720 0 0 0 0 : : : : Changes from: May 5, 2015 : : 320 290 0 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 74.8 0.0 20.3 1.8 2.6 3.1 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 12, 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: May 5, 2015 : : 0 0 0 0 0 0 0 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 12, 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 10,728 : : Positions : : 7,458 10,083 2,265 380 225 0 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : 205 205 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 94.0 21.1 3.5 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 12, 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 28,325 : : Positions : : 24,320 20,905 1,910 2,750 1,680 0 1,860 290 25 600 0 : : : : Changes from: May 5, 2015 : : -375 -160 -25 -140 0 0 -35 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 73.8 6.7 9.7 5.9 0.0 6.6 1.0 0.1 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 9,751 : : Positions : : 7,420 7,216 0 2,400 0 975 0 0 0 0 0 : : : : Changes from: May 5, 2015 : : -380 -380 -175 0 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 74.0 0.0 24.6 0.0 10.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 11,011 : : Positions : : 7,874 8,331 480 2,140 0 480 0 200 1,517 100 40 : : : : Changes from: May 5, 2015 : : -235 -464 0 -50 0 0 0 -25 36 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 75.7 4.4 19.4 0.0 4.4 0.0 1.8 13.8 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 59,230 : : Positions : : 54,871 51,321 0 4,110 1,645 840 0 145 0 50 0 : : : : Changes from: May 5, 2015 : : -1,255 -1,854 0 600 -600 -15 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 86.6 0.0 6.9 2.8 1.4 0.0 0.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 54,987 : : Positions : : 51,842 45,025 0 6,710 720 840 0 145 0 0 0 : : : : Changes from: May 5, 2015 : : -1,130 -1,564 0 475 -475 -15 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 81.9 0.0 12.2 1.3 1.5 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 16 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 11,075 : : Positions : : 9,165 10,955 830 0 0 550 0 0 200 0 0 : : : : Changes from: May 5, 2015 : : -440 -1,125 0 0 0 -250 0 0 -147 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 98.9 7.5 0.0 0.0 5.0 0.0 0.0 1.8 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 12, 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 9,210 : : Positions : : 9,090 6,815 0 2,055 0 0 340 0 0 0 0 : : : : Changes from: May 5, 2015 : : -315 -220 0 -25 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 74.0 0.0 22.3 0.0 0.0 3.7 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 12, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 13,545 : : Positions : : 13,100 11,130 0 0 0 50 1,960 50 0 150 0 : : : : Changes from: May 5, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 82.2 0.0 0.0 0.0 0.4 14.5 0.4 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 11,260 : : Positions : : 10,045 9,400 500 0 100 0 750 0 0 485 305 : : : : Changes from: May 5, 2015 : : -790 -640 0 0 0 0 -50 0 0 9 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 83.5 4.4 0.0 0.9 0.0 6.7 0.0 0.0 4.3 2.7 : : : : 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 12, 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 25,938 : : Positions : : 25,653 19,043 0 1,200 0 0 5,555 0 100 0 0 : : : : Changes from: May 5, 2015 : : -918 -868 0 0 0 0 -110 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 73.4 0.0 4.6 0.0 0.0 21.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 0 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 25,030 : : Positions : : 24,895 18,745 0 1,200 0 0 4,980 0 0 0 0 : : : : Changes from: May 5, 2015 : : -875 -890 0 0 0 0 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 74.9 0.0 4.8 0.0 0.0 19.9 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 12, 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 70,504 : : Positions : : 49,448 65,726 4,015 835 160 11,685 230 85 1,643 0 508 : : : : Changes from: May 5, 2015 : : -2,030 -1,558 -50 0 0 340 0 -90 282 0 -132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 93.2 5.7 1.2 0.2 16.6 0.3 0.1 2.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 65,895 : : Positions : : 44,120 63,190 4,115 725 130 10,730 0 0 5,127 0 0 : : : : Changes from: May 5, 2015 : : -820 -1,090 -50 0 0 -160 0 0 -163 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 95.9 6.2 1.1 0.2 16.3 0.0 0.0 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 28,141 : : Positions : : 23,810 21,100 0 1,210 420 600 4,375 0 2,200 100 0 : : : : Changes from: May 5, 2015 : : -800 -680 0 -60 0 100 -125 -100 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 75.0 0.0 4.3 1.5 2.1 15.5 0.0 7.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 24,050 : : Positions : : 22,640 22,680 0 480 120 100 0 600 500 0 0 : : : : Changes from: May 5, 2015 : : -965 -1,110 0 15 -15 -50 -50 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 94.3 0.0 2.0 0.5 0.4 0.0 2.5 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 14 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 10,075 : : Positions : : 7,735 9,125 300 100 300 1,200 200 0 0 0 0 : : : : Changes from: May 5, 2015 : : -730 -630 0 -50 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 90.6 3.0 1.0 3.0 11.9 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 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 28,498 : : Positions : : 21,070 18,325 0 2,835 2,415 2,400 1,800 0 1,360 2,200 3 : : : : Changes from: May 5, 2015 : : 890 745 0 50 -50 -150 100 -100 -112 -275 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 64.3 0.0 9.9 8.5 8.4 6.3 0.0 4.8 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 12, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 20,335 : : Positions : : 16,855 13,280 200 2,910 1,465 150 1,200 450 0 170 210 : : : : Changes from: May 5, 2015 : : -645 -675 0 0 0 25 50 -75 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 65.3 1.0 14.3 7.2 0.7 5.9 2.2 0.0 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 14 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 15, 2015