Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 119,934 : : Positions : : 32,617 34,664 611 26,987 1,438 22,499 6,708 9,740 39,241 25,487 13,225 : : : : Changes from: June 9, 2015 : : 1,913 1,313 0 951 -120 676 -621 -835 -1,332 -926 439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.2 28.9 0.5 22.5 1.2 18.8 5.6 8.1 32.7 21.3 11.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 16 . . . . . . 15 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 31,876 : : Positions : : 7,516 11,415 795 7,202 360 5,115 1,270 1,125 14,337 8,046 1,941 : : : : Changes from: June 9, 2015 : : -105 875 0 450 -120 0 -465 135 365 -625 588 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 35.8 2.5 22.6 1.1 16.0 4.0 3.5 45.0 25.2 6.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 7 11 . . . . . . 11 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 146,243 : : Positions : : 104,093 109,755 2,867 3,483 9,893 6,371 3,660 3,318 8,076 4,744 11,262 : : : : Changes from: June 9, 2015 : : 1,687 363 -54 -556 383 -1,693 -41 72 -124 -58 1,125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 75.0 2.0 2.4 6.8 4.4 2.5 2.3 5.5 3.2 7.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 42 45 . . 4 4 . 5 6 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 48,691 : : Positions : : 39,006 40,011 1,850 0 5,063 410 181 1,332 123 1,197 907 : : : : Changes from: June 9, 2015 : : 2,158 2,072 -964 0 705 126 -26 0 123 -603 418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 82.2 3.8 0.0 10.4 0.8 0.4 2.7 0.3 2.5 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 25 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 414,637 : : Positions : : 360,047 366,716 0 7,377 16,440 28,462 1,520 9,040 0 12,896 648 : : : : Changes from: June 9, 2015 : : 6,720 8,680 0 0 0 912 -72 -912 0 -976 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 88.4 0.0 1.8 4.0 6.9 0.4 2.2 0.0 3.1 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 20 0 . . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 1,786,765 : : Positions : :1,504,312 1,545,132 100,574 104,267 81,638 10,394 1,480 12,425 47,353 11,754 30,069 : : : : Changes from: June 9, 2015 : : 10,634 18,810 -3,160 -4,295 3,136 760 376 -760 4,337 -2,320 1,160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 86.5 5.6 5.8 4.6 0.6 0.1 0.7 2.7 0.7 1.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 37 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 62,924 : : Positions : : 56,123 46,999 0 8,143 1,151 356 2,825 3,268 1,848 360 178 : : : : Changes from: June 9, 2015 : : 918 740 0 148 -249 103 0 0 -107 26 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 74.7 0.0 12.9 1.8 0.6 4.5 5.2 2.9 0.6 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 20 0 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 363,756 : : Positions : : 296,344 332,688 33,665 0 4,921 0 1,826 24,017 4,505 0 304 : : : : Changes from: June 9, 2015 : : 993 993 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 91.5 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 16, 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 539,713 : : Positions : : 470,716 489,957 12,436 793 30,841 15,575 0 9,385 760 8,737 0 : : : : Changes from: June 9, 2015 : : 5,407 5,799 0 0 0 0 0 0 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 90.8 2.3 0.1 5.7 2.9 0.0 1.7 0.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 28 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 48,332 : : Positions : : 41,075 40,182 0 1,314 1,197 2,487 300 1,588 282 2,090 1,103 : : : : Changes from: June 9, 2015 : : -198 -57 0 88 -88 108 -232 0 -44 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 83.1 0.0 2.7 2.5 5.1 0.6 3.3 0.6 4.3 2.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 30 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 66,132 : : Positions : : 57,088 65,105 7,890 0 625 0 295 0 150 0 0 : : : : Changes from: June 9, 2015 : : -600 300 900 0 -140 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 98.4 11.9 0.0 0.9 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 16, 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 80,243 : : Positions : : 69,921 79,709 9,550 0 170 120 0 80 50 200 0 : : : : Changes from: June 9, 2015 : : 665 1,460 900 0 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 99.3 11.9 0.0 0.2 0.1 0.0 0.1 0.1 0.2 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 16, 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 19,865 : : Positions : : 17,705 17,275 0 1,775 745 1,200 0 0 0 0 0 : : : : Changes from: June 9, 2015 : : 1,000 1,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 87.0 0.0 8.9 3.8 6.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 13 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 286,864 : : Positions : : 201,680 265,544 78,504 0 784 0 4,280 5,896 0 10,360 0 : : : : Changes from: June 9, 2015 : : -392 -1,176 0 0 0 0 0 0 0 784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 92.6 27.4 0.0 0.3 0.0 1.5 2.1 0.0 3.6 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 16, 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 7,516 : : Positions : : 5,212 6,238 0 310 244 241 44 0 1,580 464 110 : : : : Changes from: June 9, 2015 : : 22 89 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 83.0 0.0 4.1 3.2 3.2 0.6 0.0 21.0 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 16, 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 9, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 16, 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 13,565 : : Positions : : 12,135 10,100 50 1,440 970 0 695 180 0 0 0 : : : : Changes from: June 9, 2015 : : -5 -55 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 74.5 0.4 10.6 7.2 0.0 5.1 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 18,980 : : Positions : : 16,031 14,055 82 1,884 1,305 616 0 241 44 0 0 : : : : Changes from: June 9, 2015 : : 273 186 0 45 41 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 74.1 0.4 9.9 6.9 3.2 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 16, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 54,399 : : Positions : : 49,296 38,741 1,712 3,188 1,568 0 4,291 935 0 5,136 400 : : : : Changes from: June 9, 2015 : : 1,168 491 103 345 -16 0 0 0 0 426 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 71.2 3.1 5.9 2.9 0.0 7.9 1.7 0.0 9.4 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 59,293 : : Positions : : 54,938 39,381 751 6,048 1,073 0 5,478 1,307 0 4,782 1,159 : : : : Changes from: June 9, 2015 : : 1,193 330 0 258 119 -15 70 30 0 525 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 66.4 1.3 10.2 1.8 0.0 9.2 2.2 0.0 8.1 2.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 28 31 . . 4 0 4 . 0 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 49,640 : : Positions : : 46,075 47,130 835 1,210 1,225 350 0 0 1,085 0 0 : : : : Changes from: June 9, 2015 : : 1,990 2,170 120 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 94.9 1.7 2.4 2.5 0.7 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 52,815 : : Positions : : 48,750 49,890 1,505 1,690 1,190 0 0 0 1,230 0 0 : : : : Changes from: June 9, 2015 : : 290 510 120 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 94.5 2.8 3.2 2.3 0.0 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 26 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 363,302 : : Positions : : 275,680 314,565 3,858 22,419 7,344 30,607 0 15,144 27,207 368 3,462 : : : : Changes from: June 9, 2015 : : 3,864 2,329 0 -1,593 784 0 0 0 -3,128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 86.6 1.1 6.2 2.0 8.4 0.0 4.2 7.5 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 23,384 : : Positions : : 16,836 19,321 991 608 706 2,709 247 641 684 746 557 : : : : Changes from: June 9, 2015 : : 547 54 23 89 -67 -21 111 21 -334 -104 210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 82.6 4.2 2.6 3.0 11.6 1.1 2.7 2.9 3.2 2.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 28 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 26,241 : : Positions : : 15,847 25,079 9,159 0 0 255 0 491 387 569 102 : : : : Changes from: June 9, 2015 : : 49 150 49 0 0 0 0 0 27 -25 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 95.6 34.9 0.0 0.0 1.0 0.0 1.9 1.5 2.2 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 533,192 : : Positions : : 458,009 498,088 56,091 0 9,326 0 10,938 9,766 0 5,074 0 : : : : Changes from: June 9, 2015 : : -4,704 -4,312 392 0 -392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 93.4 10.5 0.0 1.7 0.0 2.1 1.8 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 45,684 : : Positions : : 33,349 41,340 3,380 302 149 2,706 0 1,846 3,062 346 740 : : : : Changes from: June 9, 2015 : : 415 283 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 90.5 7.4 0.7 0.3 5.9 0.0 4.0 6.7 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 17,029 : : Positions : : 11,438 13,650 562 367 820 653 0 41 2,532 283 426 : : : : Changes from: June 9, 2015 : : -3 173 -3 21 21 46 0 0 236 -260 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 80.2 3.3 2.2 4.8 3.8 0.0 0.2 14.9 1.7 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 191,209 : : Positions : : 144,088 179,045 13,329 50 8,559 368 0 0 21,310 0 3,555 : : : : Changes from: June 9, 2015 : : 1,202 -1,192 -342 50 -50 0 0 0 -2,002 0 -1,159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 93.6 7.0 0.0 4.5 0.2 0.0 0.0 11.1 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 12,414 : : Positions : : 6,689 9,817 2,550 288 1,050 1,059 0 176 132 0 0 : : : : Changes from: June 9, 2015 : : 447 409 303 0 0 0 0 0 -88 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 79.1 20.5 2.3 8.5 8.5 0.0 1.4 1.1 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 16, 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 123,622 : : Positions : : 102,970 100,606 162 8,735 14,281 6,209 0 0 0 0 0 : : : : Changes from: June 9, 2015 : : 8,656 8,656 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 81.4 0.1 7.1 11.6 5.0 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 16, 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 24,142 : : Positions : : 11,152 18,942 7,306 0 4,146 534 0 1,004 0 0 0 : : : : Changes from: June 9, 2015 : : -78 -78 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.2 78.5 30.3 0.0 17.2 2.2 0.0 4.2 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 16, 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 9, 2015 : : 0 0 0 0 0 0 0 0 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 16, 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 9, 2015 : : 0 0 0 0 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 16, 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 25,886 : : Positions : : 25,886 20,616 0 5,120 0 0 0 0 0 150 0 : : : : Changes from: June 9, 2015 : : 455 455 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 79.6 0.0 19.8 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 16, 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 23,544 : : Positions : : 23,444 18,704 0 4,840 0 50 0 0 50 0 0 : : : : Changes from: June 9, 2015 : : 100 50 -100 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 79.4 0.0 20.6 0.0 0.2 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 13 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 18,520 : : Positions : : 17,725 17,560 0 435 135 0 150 0 0 0 0 : : : : Changes from: June 9, 2015 : : 230 200 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 94.8 0.0 2.3 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 16, 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 13,097 : : Positions : : 12,862 13,097 0 0 0 0 0 0 0 0 0 : : : : Changes from: June 9, 2015 : : 475 355 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 100.0 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: 23 : : 22 9 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 119,360 : : Positions : : 102,614 116,775 11,986 0 2,380 1,115 0 0 1,050 85 0 : : : : Changes from: June 9, 2015 : : 220 320 110 0 0 0 0 0 0 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: 45 : : 31 29 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 140,453 : : Positions : : 124,177 137,898 12,091 0 1,700 1,915 750 70 500 35 0 : : : : Changes from: June 9, 2015 : : 2,010 2,025 15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 98.2 8.6 0.0 1.2 1.4 0.5 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 37 33 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 148,123 : : Positions : : 113,793 114,434 1,268 15,628 7,296 3,330 1,937 1,195 16,498 2,851 4,482 : : : : Changes from: June 9, 2015 : : 2,839 3,754 -927 183 641 -100 5 75 2,250 -105 32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 77.3 0.9 10.6 4.9 2.2 1.3 0.8 11.1 1.9 3.0 : : : : Number of Traders in Each Category Total Traders: 63 : : 39 35 . . 4 . . . 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 98,139 : : Positions : : 81,182 80,954 6,340 5,285 5,610 200 0 1,360 1,230 3,045 1,870 : : : : Changes from: June 9, 2015 : : 2,145 2,640 135 -300 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 82.5 6.5 5.4 5.7 0.2 0.0 1.4 1.3 3.1 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 27 . . 4 . 0 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 25,225 : : Positions : : 24,850 22,530 300 2,170 0 0 515 0 0 0 0 : : : : Changes from: June 9, 2015 : : 610 465 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 89.3 1.2 8.6 0.0 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 22,640 : : Positions : : 22,150 20,155 300 2,100 0 0 215 50 0 0 0 : : : : Changes from: June 9, 2015 : : 245 245 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 89.0 1.3 9.3 0.0 0.0 0.9 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 16, 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 26,859 : : Positions : : 24,045 21,409 45 1,640 2,415 0 915 235 0 25 0 : : : : Changes from: June 9, 2015 : : 740 464 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 79.7 0.2 6.1 9.0 0.0 3.4 0.9 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 21 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 9, 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 16, 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 9, 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 16, 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 9, 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 16, 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 9, 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 16, 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 9, 2015 : : 0 0 0 0 0 0 0 0 0 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 16, 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 21,964 : : Positions : : 10,916 19,804 8,470 0 750 0 510 0 1,009 0 130 : : : : Changes from: June 9, 2015 : : 0 1,200 1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 90.2 38.6 0.0 3.4 0.0 2.3 0.0 4.6 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 16, 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 32,223 : : Positions : : 28,359 23,063 185 6,610 190 1,000 0 0 1,508 1,870 430 : : : : Changes from: June 9, 2015 : : -21 299 0 -345 0 0 0 0 -25 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 71.6 0.6 20.5 0.6 3.1 0.0 0.0 4.7 5.8 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 22,572 : : Positions : : 17,695 15,667 226 5,705 1,200 630 0 0 2,529 0 0 : : : : Changes from: June 9, 2015 : : 20 30 0 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 69.4 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 16, 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 24,475 : : Positions : : 22,639 15,628 1,119 7,800 87 20 90 205 0 350 250 : : : : Changes from: June 9, 2015 : : 609 24 35 640 0 20 0 5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 63.9 4.6 31.9 0.4 0.1 0.4 0.8 0.0 1.4 1.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 23 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 21,666 : : Positions : : 20,626 15,126 0 5,680 230 600 630 0 0 0 0 : : : : Changes from: June 9, 2015 : : 324 154 0 170 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 69.8 0.0 26.2 1.1 2.8 2.9 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 16, 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 14,519 : : Positions : : 11,797 12,229 2,214 945 435 0 910 0 0 0 0 : : : : Changes from: June 9, 2015 : : 120 0 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 84.2 15.2 6.5 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 16, 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 : : 7,040 8,989 1,506 355 375 0 0 0 0 0 0 : : : : Changes from: June 9, 2015 : : 155 0 -260 0 -180 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 89.5 15.0 3.5 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 32,075 : : Positions : : 28,151 25,200 1,310 2,105 1,895 0 1,850 275 25 600 0 : : : : Changes from: June 9, 2015 : : 216 90 0 150 -90 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 78.6 4.1 6.6 5.9 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 16, 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 : : 8,105 7,832 0 2,375 0 975 0 0 1,067 0 0 : : : : Changes from: June 9, 2015 : : 60 20 0 0 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 76.3 0.0 23.1 0.0 9.5 0.0 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 19 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 11,862 : : Positions : : 9,074 8,572 360 3,015 0 480 0 175 1,573 100 0 : : : : Changes from: June 9, 2015 : : 30 -30 0 0 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 72.3 3.0 25.4 0.0 4.0 0.0 1.5 13.3 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 16, 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 63,212 : : Positions : : 57,336 53,943 0 3,440 3,465 385 160 580 0 0 0 : : : : Changes from: June 9, 2015 : : 3,575 2,975 0 0 1,100 -440 160 440 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 85.3 0.0 5.4 5.5 0.6 0.3 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 20 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 57,897 : : Positions : : 53,012 46,881 0 5,385 2,645 385 160 580 0 0 0 : : : : Changes from: June 9, 2015 : : 2,875 2,875 0 -600 1,200 -440 160 440 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 81.0 0.0 9.3 4.6 0.7 0.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 9, 2015 : : 0 0 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 16, 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 10,801 : : Positions : : 9,600 8,860 600 0 0 0 950 0 0 485 296 : : : : Changes from: June 9, 2015 : : 50 0 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 82.0 5.6 0.0 0.0 0.0 8.8 0.0 0.0 4.5 2.7 : : : : 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 16, 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 25,205 : : Positions : : 25,035 18,475 0 1,200 0 0 5,370 0 0 0 0 : : : : Changes from: June 9, 2015 : : 140 140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 73.3 0.0 4.8 0.0 0.0 21.3 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 16, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 71,112 : : Positions : : 50,058 66,648 3,965 945 50 12,200 230 20 1,770 0 296 : : : : Changes from: June 9, 2015 : : 735 785 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 93.7 5.6 1.3 0.1 17.2 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 16, 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 66,980 : : Positions : : 45,955 62,970 2,665 805 720 10,670 0 0 4,855 0 0 : : : : Changes from: June 9, 2015 : : 1,585 385 -1,200 0 600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 94.0 4.0 1.2 1.1 15.9 0.0 0.0 7.2 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 16, 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 26,829 : : Positions : : 23,115 20,020 0 1,075 420 0 4,250 250 1,975 0 0 : : : : Changes from: June 9, 2015 : : 250 -350 0 0 0 -600 0 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 74.6 0.0 4.0 1.6 0.0 15.8 0.9 7.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 22,965 : : Positions : : 21,705 21,010 0 495 105 50 600 600 350 0 0 : : : : Changes from: June 9, 2015 : : 250 -350 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 91.5 0.0 2.2 0.5 0.2 2.6 2.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 14 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 26,866 : : Positions : : 19,945 17,430 0 2,620 2,330 2,250 1,200 250 730 1,925 86 : : : : Changes from: June 9, 2015 : : -350 250 0 0 0 0 -600 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 64.9 0.0 9.8 8.7 8.4 4.5 0.9 2.7 7.2 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 16, 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 20,975 : : Positions : : 17,505 14,145 100 3,250 1,425 175 600 675 0 70 210 : : : : Changes from: June 9, 2015 : : 0 600 0 0 0 0 -600 250 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 67.4 0.5 15.5 6.8 0.8 2.9 3.2 0.0 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 14 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 19, 2015