Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 119,496 : : Positions : : 30,704 33,351 611 26,036 1,558 21,823 7,329 10,575 40,573 26,413 12,786 : : : : Changes from: June 2, 2015 : : 1,600 525 -15 14,021 -75 -1,115 -375 425 1,209 -12,322 -657 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 27.9 0.5 21.8 1.3 18.3 6.1 8.8 34.0 22.1 10.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 16 16 . . . . . . 15 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 31,136 : : Positions : : 7,621 10,540 795 6,752 480 5,115 1,735 990 13,972 8,671 1,353 : : : : Changes from: June 2, 2015 : : 70 1,015 0 4,449 105 0 25 -95 695 -4,639 -290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 33.9 2.6 21.7 1.5 16.4 5.6 3.2 44.9 27.8 4.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 7 10 . . . . . . 10 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 144,955 : : Positions : : 102,406 109,392 2,921 4,039 9,510 8,064 3,701 3,246 8,200 4,802 10,137 : : : : Changes from: June 2, 2015 : : -2,793 -2,795 -347 315 -467 -286 -471 92 -307 -748 457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 75.5 2.0 2.8 6.6 5.6 2.6 2.2 5.7 3.3 7.0 : : : : Number of Traders in Each Category Total Traders: 76 : : 41 46 . . 4 4 . . 6 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 46,125 : : Positions : : 36,848 37,939 2,814 0 4,358 284 207 1,332 0 1,800 489 : : : : Changes from: June 2, 2015 : : 1,353 1,482 154 0 333 0 26 0 0 -1 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 82.3 6.1 0.0 9.4 0.6 0.4 2.9 0.0 3.9 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 24 . 0 . . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 407,597 : : Positions : : 353,327 358,036 0 7,377 16,440 27,550 1,592 9,952 0 13,872 328 : : : : Changes from: June 2, 2015 : : 18,579 24,269 0 -6,938 15 0 -344 -640 0 1,592 328 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 87.8 0.0 1.8 4.0 6.8 0.4 2.4 0.0 3.4 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 0 . . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 1,770,658 : : Positions : :1,493,678 1,526,322 103,734 108,562 78,502 9,634 1,104 13,185 43,016 14,074 28,909 : : : : Changes from: June 2, 2015 : : -25,655 -26,302 11,048 13,616 -12,232 -1,632 -1,272 360 1,857 -424 -848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 86.2 5.9 6.1 4.4 0.5 0.1 0.7 2.4 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 38 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 62,257 : : Positions : : 55,205 46,259 0 7,995 1,400 253 2,825 3,268 1,955 334 176 : : : : Changes from: June 2, 2015 : : -431 -389 0 46 80 203 475 -676 360 0 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 74.3 0.0 12.8 2.2 0.4 4.5 5.2 3.1 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 20 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 362,763 : : Positions : : 295,351 331,695 33,665 0 4,921 0 1,826 24,017 4,505 0 304 : : : : Changes from: June 2, 2015 : : -16,149 -27,071 -10,634 0 -367 0 344 -3,096 -976 -1,032 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 91.4 9.3 0.0 1.4 0.0 0.5 6.6 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 533,914 : : Positions : : 465,309 484,158 12,436 793 30,841 15,575 0 9,385 368 8,737 0 : : : : Changes from: June 2, 2015 : : -27,129 -22,161 296 -5,096 -2,416 1,696 0 -1,696 -1,272 848 -848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 90.7 2.3 0.1 5.8 2.9 0.0 1.8 0.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 28 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 48,575 : : Positions : : 41,273 40,239 0 1,226 1,285 2,379 532 1,588 326 2,090 1,059 : : : : Changes from: June 2, 2015 : : -1,277 -1,546 0 0 -60 -200 189 -104 100 0 -136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 82.8 0.0 2.5 2.6 4.9 1.1 3.3 0.7 4.3 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 29 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 65,972 : : Positions : : 57,688 64,805 6,990 0 765 0 295 0 150 0 0 : : : : Changes from: June 2, 2015 : : -3,381 -3,396 -25 0 -65 0 -25 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 98.2 10.6 0.0 1.2 0.0 0.4 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 26 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 2,200 : : Positions : : 2,000 1,950 0 150 0 200 0 0 0 50 0 : : : : Changes from: June 2, 2015 : : -1,800 -1,800 0 150 0 200 -50 -50 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 88.6 0.0 6.8 0.0 9.1 0.0 0.0 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 78,803 : : Positions : : 69,256 78,249 8,650 0 190 120 0 80 50 200 0 : : : : Changes from: June 2, 2015 : : -3,565 -3,696 -115 0 0 60 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 99.3 11.0 0.0 0.2 0.2 0.0 0.1 0.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 29 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 : : 16,705 16,275 0 1,775 745 1,200 0 0 0 0 0 : : : : Changes from: June 2, 2015 : : -125 5 0 -35 0 10 0 -10 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 86.3 0.0 9.4 3.9 6.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 287,256 : : Positions : : 202,072 266,720 78,504 0 784 0 4,280 5,896 0 9,576 0 : : : : Changes from: June 2, 2015 : : -8,416 -9,624 -1,272 0 0 0 424 -424 0 -488 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 92.9 27.3 0.0 0.3 0.0 1.5 2.1 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 7,450 : : Positions : : 5,190 6,149 0 310 244 241 44 0 1,580 464 110 : : : : Changes from: June 2, 2015 : : -698 -1,404 -104 23 2 -300 -40 0 -340 -145 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 82.5 0.0 4.2 3.3 3.2 0.6 0.0 21.2 6.2 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 21,355 : : Positions : : 18,135 18,320 0 670 1,805 1,160 0 40 0 450 0 : : : : Changes from: June 2, 2015 : : -2,575 -2,480 0 60 -60 100 0 -100 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 85.8 0.0 3.1 8.5 5.4 0.0 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 13,570 : : Positions : : 12,140 10,155 50 1,390 970 0 695 180 0 0 0 : : : : Changes from: June 2, 2015 : : -190 -350 0 40 0 0 10 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 74.8 0.4 10.2 7.1 0.0 5.1 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 18,687 : : Positions : : 15,758 13,869 82 1,839 1,264 616 0 241 44 0 0 : : : : Changes from: June 2, 2015 : : -421 16 40 -168 -40 -20 0 0 44 -76 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 74.2 0.4 9.8 6.8 3.3 0.0 1.3 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 21 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 53,153 : : Positions : : 48,128 38,250 1,609 2,843 1,584 0 4,291 935 0 4,710 400 : : : : Changes from: June 2, 2015 : : -2,276 -1,183 35 -6 -85 0 -497 0 0 -499 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 72.0 3.0 5.3 3.0 0.0 8.1 1.8 0.0 8.9 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 57,749 : : Positions : : 53,745 39,051 751 5,790 954 15 5,408 1,277 0 4,257 942 : : : : Changes from: June 2, 2015 : : -1,967 -1,261 10 26 -286 15 -398 45 -25 -349 267 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 67.6 1.3 10.0 1.7 0.0 9.4 2.2 0.0 7.4 1.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 31 . . 4 . . . 0 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 47,470 : : Positions : : 44,085 44,960 715 1,210 1,225 350 0 0 1,025 0 0 : : : : Changes from: June 2, 2015 : : -2,075 -2,555 -25 250 -250 -50 0 0 -145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 94.7 1.5 2.5 2.6 0.7 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 27 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 52,345 : : Positions : : 48,460 49,380 1,385 1,690 1,190 0 0 0 1,170 0 0 : : : : Changes from: June 2, 2015 : : 1,655 2,765 1,165 -55 -60 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 94.3 2.6 3.2 2.3 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 26 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 361,782 : : Positions : : 271,816 312,236 3,858 24,012 6,560 30,607 0 15,144 30,335 368 3,462 : : : : Changes from: June 2, 2015 : : -17,016 -26,768 -1,272 4,288 408 -1,272 0 -848 -2,920 0 -848 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 86.3 1.1 6.6 1.8 8.5 0.0 4.2 8.4 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 23,005 : : Positions : : 16,289 19,267 968 519 773 2,730 136 620 1,018 850 347 : : : : Changes from: June 2, 2015 : : -754 -1,566 -145 310 -77 -160 136 -60 -16 24 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 83.8 4.2 2.3 3.4 11.9 0.6 2.7 4.4 3.7 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 28 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 26,117 : : Positions : : 15,798 24,929 9,110 0 0 255 0 491 360 594 103 : : : : Changes from: June 2, 2015 : : 432 2,634 1,723 0 0 99 -150 -125 26 -204 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 95.5 34.9 0.0 0.0 1.0 0.0 1.9 1.4 2.3 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 537,896 : : Positions : : 462,713 502,400 55,699 0 9,718 0 10,938 9,766 0 5,074 0 : : : : Changes from: June 2, 2015 : : -5,416 -7,112 0 0 0 0 1,696 -1,696 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 93.4 10.4 0.0 1.8 0.0 2.0 1.8 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 45,313 : : Positions : : 32,934 41,057 3,380 302 149 2,706 0 1,846 3,062 346 740 : : : : Changes from: June 2, 2015 : : -482 -1,420 -240 -40 0 -240 0 0 200 64 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.6 7.5 0.7 0.3 6.0 0.0 4.1 6.8 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 16,921 : : Positions : : 11,441 13,477 565 346 799 607 0 41 2,296 543 317 : : : : Changes from: June 2, 2015 : : -204 -368 99 -272 116 -140 0 0 -177 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 79.6 3.3 2.0 4.7 3.6 0.0 0.2 13.6 3.2 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 193,560 : : Positions : : 142,886 180,237 13,671 0 8,609 368 0 0 23,312 0 4,714 : : : : Changes from: June 2, 2015 : : -6,670 -17,979 -1,946 0 -1,272 -424 0 0 -8,939 0 3,555 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 93.1 7.1 0.0 4.4 0.2 0.0 0.0 12.0 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 11,880 : : Positions : : 6,242 9,408 2,247 288 1,050 1,059 0 176 220 0 0 : : : : Changes from: June 2, 2015 : : -475 -197 4 56 -76 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 79.2 18.9 2.4 8.8 8.9 0.0 1.5 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 114,966 : : Positions : : 94,314 91,950 162 8,735 14,281 6,209 0 0 0 0 0 : : : : Changes from: June 2, 2015 : : -1,016 -6,216 -5,367 -591 7,943 -424 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 80.0 0.1 7.6 12.4 5.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 24,220 : : Positions : : 11,230 19,020 7,306 0 4,146 534 0 1,004 0 0 0 : : : : Changes from: June 2, 2015 : : 27 546 569 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 78.5 30.2 0.0 17.1 2.2 0.0 4.1 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 June 9, 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 27,430 : : Positions : : 25,695 12,255 1,395 14,100 55 0 900 0 0 0 0 : : : : Changes from: June 2, 2015 : : -1,090 -1,095 -275 -335 0 0 50 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 44.7 5.1 51.4 0.2 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 23,610 : : Positions : : 21,840 8,530 1,225 14,100 0 0 900 0 0 0 0 : : : : Changes from: June 2, 2015 : : -1,145 -470 -125 -335 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 36.1 5.2 59.7 0.0 0.0 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 25,431 : : Positions : : 25,431 20,161 0 5,120 0 0 0 0 0 150 0 : : : : Changes from: June 2, 2015 : : -715 -215 0 -500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 79.3 0.0 20.1 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 17 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 23,494 : : Positions : : 23,344 18,654 100 4,840 0 0 0 0 50 0 0 : : : : Changes from: June 2, 2015 : : -285 -575 100 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 79.4 0.4 20.6 0.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 12 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 18,270 : : Positions : : 17,495 17,360 0 385 135 0 150 0 0 0 0 : : : : Changes from: June 2, 2015 : : -1,195 -1,030 0 -235 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 95.0 0.0 2.1 0.7 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 12,742 : : Positions : : 12,387 12,742 0 0 0 0 0 0 0 0 0 : : : : Changes from: June 2, 2015 : : -855 -855 -95 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 100.0 0.0 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 : : 20 8 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 119,040 : : Positions : : 102,394 116,455 11,876 0 2,380 1,115 0 0 1,050 85 0 : : : : Changes from: June 2, 2015 : : -2,580 -3,131 -136 0 0 0 -70 -50 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 97.8 10.0 0.0 2.0 0.9 0.0 0.0 0.9 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 28 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 138,428 : : Positions : : 122,167 135,873 12,076 0 1,700 1,915 750 70 500 35 0 : : : : Changes from: June 2, 2015 : : -6,380 -7,426 -781 0 -264 250 650 -450 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 98.2 8.7 0.0 1.2 1.4 0.5 0.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 37 32 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 143,309 : : Positions : : 110,954 110,680 2,195 15,445 6,655 3,430 1,932 1,120 14,248 2,956 4,450 : : : : Changes from: June 2, 2015 : : -5,148 -4,788 -2,234 -2,770 2,765 -45 33 -50 6 72 -491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 77.2 1.5 10.8 4.6 2.4 1.3 0.8 9.9 2.1 3.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 39 35 . . 4 . 4 . 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 95,694 : : Positions : : 79,037 78,314 6,205 5,585 5,505 200 0 1,360 1,230 3,045 1,870 : : : : Changes from: June 2, 2015 : : -2,547 -3,072 -317 310 -758 -30 0 -20 -95 -185 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 81.8 6.5 5.8 5.8 0.2 0.0 1.4 1.3 3.2 2.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 28 . . 4 . 0 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 24,760 : : Positions : : 24,240 22,065 300 2,170 0 0 515 0 0 0 0 : : : : Changes from: June 2, 2015 : : -985 -1,080 0 65 -125 0 -50 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 89.1 1.2 8.8 0.0 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 8 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 22,395 : : Positions : : 21,905 19,910 300 2,100 0 0 215 50 0 0 0 : : : : Changes from: June 2, 2015 : : -960 -1,045 0 90 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 88.9 1.3 9.4 0.0 0.0 1.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 6 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 26,095 : : Positions : : 23,305 20,945 45 1,340 2,415 0 915 235 0 25 0 : : : : Changes from: June 2, 2015 : : -130 -30 -270 -320 395 0 5 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 80.3 0.2 5.1 9.3 0.0 3.5 0.9 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 121,548 : : Positions : : 111,889 61,291 622 52,136 3,551 2,795 0 2,540 0 2,030 0 : : : : Changes from: June 2, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 50.4 0.5 42.9 2.9 2.3 0.0 2.1 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 2,686,016 : : Positions : :2,368,937 1,010,296 107,951 1,235,592 209,128 0 231,000 0 0 0 0 : : : : Changes from: June 2, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 37.6 4.0 46.0 7.8 0.0 8.6 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 June 9, 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 44,029 : : Positions : : 33,802 36,277 1,715 320 4,647 378 0 2,785 702 0 0 : : : : Changes from: June 2, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 82.4 3.9 0.7 10.6 0.9 0.0 6.3 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 1,168,957 : : Positions : : 649,286 801,808 145,073 85,141 211,448 85,240 0 70,560 7,350 0 0 : : : : Changes from: June 2, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 68.6 12.4 7.3 18.1 7.3 0.0 6.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 20,354 : : Positions : : 11,405 18,158 5,550 0 750 0 510 0 1,788 0 130 : : : : Changes from: June 2, 2015 : : -800 -967 0 0 0 0 -30 0 -187 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 89.2 27.3 0.0 3.7 0.0 2.5 0.0 8.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 20,764 : : Positions : : 10,916 18,604 7,270 0 750 0 510 0 1,009 0 130 : : : : Changes from: June 2, 2015 : : -775 -792 -25 0 0 0 -30 0 -107 -70 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 89.6 35.0 0.0 3.6 0.0 2.5 0.0 4.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 32,194 : : Positions : : 28,380 22,764 185 6,955 190 1,000 0 0 1,533 1,870 355 : : : : Changes from: June 2, 2015 : : -1,558 -1,182 185 -476 135 -100 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 70.7 0.6 21.6 0.6 3.1 0.0 0.0 4.8 5.8 1.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 22,552 : : Positions : : 17,675 15,637 226 5,715 1,200 630 0 0 2,529 0 0 : : : : Changes from: June 2, 2015 : : 667 -339 -448 -220 300 -90 0 0 -226 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 69.3 1.0 25.3 5.3 2.8 0.0 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 23,806 : : Positions : : 22,030 15,604 1,084 7,160 87 0 90 200 0 350 250 : : : : Changes from: June 2, 2015 : : 259 -1,587 -74 1,322 9 0 -70 0 -250 350 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 65.5 4.6 30.1 0.4 0.0 0.4 0.8 0.0 1.5 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 21,342 : : Positions : : 20,302 14,972 0 5,510 230 600 630 0 0 0 0 : : : : Changes from: June 2, 2015 : : -1,072 -469 0 -228 140 0 -90 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 70.2 0.0 25.8 1.1 2.8 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 14,399 : : Positions : : 11,677 12,229 2,214 825 435 0 910 0 0 0 0 : : : : Changes from: June 2, 2015 : : -659 -765 -231 -25 -15 0 -30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 84.9 15.4 5.7 3.0 0.0 6.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 10,039 : : Positions : : 6,885 8,989 1,766 355 555 0 0 0 0 0 0 : : : : Changes from: June 2, 2015 : : -19 -345 -44 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 89.5 17.6 3.5 5.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 31,925 : : Positions : : 27,935 25,110 1,310 1,955 1,985 0 1,850 275 25 600 0 : : : : Changes from: June 2, 2015 : : 360 1,115 -25 -645 0 0 -10 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 78.7 4.1 6.1 6.2 0.0 5.8 0.9 0.1 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 10,267 : : Positions : : 8,045 7,812 0 2,375 0 975 0 0 1,127 0 0 : : : : Changes from: June 2, 2015 : : 165 125 0 -25 0 0 0 0 1,127 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 76.1 0.0 23.1 0.0 9.5 0.0 0.0 11.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 17 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 11,892 : : Positions : : 9,044 8,602 360 3,015 0 480 0 175 1,633 100 0 : : : : Changes from: June 2, 2015 : : 535 -405 -120 825 0 0 0 -25 40 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 72.3 3.0 25.4 0.0 4.0 0.0 1.5 13.7 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 58,537 : : Positions : : 53,761 50,968 0 3,440 2,365 825 0 140 0 0 0 : : : : Changes from: June 2, 2015 : : -2,010 -2,523 0 600 -600 -15 0 -5 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 87.1 0.0 5.9 4.0 1.4 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 20 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 53,822 : : Positions : : 50,137 44,006 0 5,985 1,445 825 0 140 0 0 0 : : : : Changes from: June 2, 2015 : : -2,305 -2,819 0 475 -475 -15 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 81.8 0.0 11.1 2.7 1.5 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 14,265 : : Positions : : 13,940 11,650 0 0 0 50 2,260 50 0 150 0 : : : : Changes from: June 2, 2015 : : 590 570 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 81.7 0.0 0.0 0.0 0.4 15.8 0.4 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 10,751 : : Positions : : 9,550 8,860 600 0 0 0 900 0 0 485 296 : : : : Changes from: June 2, 2015 : : -695 -540 100 0 -100 0 -50 0 0 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 82.4 5.6 0.0 0.0 0.0 8.4 0.0 0.0 4.5 2.8 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 25,065 : : Positions : : 24,895 18,335 0 1,200 0 0 5,370 0 0 0 0 : : : : Changes from: June 2, 2015 : : -878 -828 0 0 0 0 -185 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 73.1 0.0 4.8 0.0 0.0 21.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 70,327 : : Positions : : 49,323 65,863 3,965 945 50 12,150 230 20 1,770 0 296 : : : : Changes from: June 2, 2015 : : -835 -1,008 -50 110 -110 -35 0 -65 192 0 -212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 93.7 5.6 1.3 0.1 17.3 0.3 0.0 2.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 65,995 : : Positions : : 44,370 62,585 3,865 805 120 10,670 0 0 4,855 0 0 : : : : Changes from: June 2, 2015 : : 150 -940 -250 80 -10 -360 0 0 -207 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 94.8 5.9 1.2 0.2 16.2 0.0 0.0 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 26,929 : : Positions : : 22,865 20,370 0 1,075 420 600 4,250 0 1,975 0 0 : : : : Changes from: June 2, 2015 : : -945 -730 0 -135 0 0 -125 0 -225 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 75.6 0.0 4.0 1.6 2.2 15.8 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 22,715 : : Positions : : 21,455 21,360 0 495 105 50 0 600 350 0 0 : : : : Changes from: June 2, 2015 : : -1,185 -1,320 0 15 -15 -50 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 94.0 0.0 2.2 0.5 0.2 0.0 2.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 14 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 26,946 : : Positions : : 20,295 17,180 0 2,620 2,330 2,250 1,800 0 730 1,925 86 : : : : Changes from: June 2, 2015 : : -1,210 -895 0 -215 -85 -150 0 0 -140 -275 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 63.8 0.0 9.7 8.6 8.4 6.7 0.0 2.7 7.1 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 9, 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 20,725 : : Positions : : 17,505 13,545 100 3,250 1,425 175 1,200 425 0 70 210 : : : : Changes from: June 2, 2015 : : -410 -160 -100 -260 -40 25 0 -25 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 65.4 0.5 15.7 6.9 0.8 5.8 2.1 0.0 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 12, 2015