Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 117,362 : : Positions : : 28,509 36,307 3,360 24,200 3,582 22,199 4,574 9,550 35,927 23,696 12,817 : : : : Changes from: June 30, 2015 : : 1,253 109 100 165 60 -2,038 -459 4 875 -356 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 30.9 2.9 20.6 3.1 18.9 3.9 8.1 30.6 20.2 10.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 15 15 . . . . . 4 13 15 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 33,276 : : Positions : : 7,016 10,730 709 6,739 455 4,827 3,430 877 15,228 7,081 3,508 : : : : Changes from: June 30, 2015 : : 370 1,300 19 -1,721 231 0 910 22 -30 170 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.1 32.2 2.1 20.3 1.4 14.5 10.3 2.6 45.8 21.3 10.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 11 . . . . . . 10 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 143,823 : : Positions : : 101,083 108,601 2,481 4,420 9,303 3,311 3,004 3,796 13,667 4,663 9,395 : : : : Changes from: June 30, 2015 : : -6,197 -5,675 -619 -213 -265 -602 -926 150 -33 -62 -606 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 75.5 1.7 3.1 6.5 2.3 2.1 2.6 9.5 3.2 6.5 : : : : Number of Traders in Each Category Total Traders: 77 : : 42 44 . . 4 4 4 6 7 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 58,011 : : Positions : : 42,790 49,496 8,214 0 4,596 436 549 1,435 0 1,447 488 : : : : Changes from: June 30, 2015 : : -1,850 -1,016 365 0 -125 -26 -58 -155 0 187 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 85.3 14.2 0.0 7.9 0.8 0.9 2.5 0.0 2.5 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 23 . 0 . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 414,020 : : Positions : : 355,705 380,108 0 1,523 21,597 29,998 0 5,408 360 4,432 952 : : : : Changes from: June 30, 2015 : : -34,438 -16,263 0 -6,959 0 1,536 -1,520 -3,632 -952 312 952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 91.8 0.0 0.4 5.2 7.2 0.0 1.3 0.1 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 1,766,981 : : Positions : :1,498,947 1,537,662 109,869 105,869 66,022 6,039 3,036 13,243 44,267 12,555 28,594 : : : : Changes from: June 30, 2015 : : -71,984 -63,099 9,663 1,970 -6,576 -368 -2,296 -368 -736 0 -1,104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 87.0 6.2 6.0 3.7 0.3 0.2 0.7 2.5 0.7 1.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 35 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 64,886 : : Positions : : 56,589 48,035 0 7,514 3,543 0 2,537 2,568 1,805 308 381 : : : : Changes from: June 30, 2015 : : -3,540 -3,349 0 -853 1,218 -26 544 -546 -92 0 203 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 74.0 0.0 11.6 5.5 0.0 3.9 4.0 2.8 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 18 0 . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 420,262 : : Positions : : 337,127 380,229 41,374 0 15,671 0 2,130 21,281 4,809 951 0 : : : : Changes from: June 30, 2015 : : 8,706 5,751 -2,004 0 1,655 0 304 -2,736 304 951 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 90.5 9.8 0.0 3.7 0.0 0.5 5.1 1.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 548,083 : : Positions : : 487,501 495,462 6,293 6,306 29,297 15,207 0 9,017 768 8,001 0 : : : : Changes from: June 30, 2015 : : -13,015 -18,823 -1,840 3,968 -1,167 -368 0 -368 -368 -736 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 90.4 1.1 1.2 5.3 2.8 0.0 1.6 0.1 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 25 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 51,386 : : Positions : : 44,248 43,693 0 868 1,086 2,223 299 1,567 438 2,090 883 : : : : Changes from: June 30, 2015 : : 17 249 0 -405 -111 -264 0 0 -81 0 -284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 85.0 0.0 1.7 2.1 4.3 0.6 3.0 0.9 4.1 1.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 26 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 61,356 : : Positions : : 52,574 60,431 7,845 0 560 0 270 0 0 0 0 : : : : Changes from: June 30, 2015 : : -4,615 -4,795 -45 0 -65 0 -25 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 98.5 12.8 0.0 0.9 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 27 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 79,202 : : Positions : : 69,087 78,332 9,585 0 15 80 0 80 0 700 0 : : : : Changes from: June 30, 2015 : : -4,834 -4,797 35 0 -155 -40 0 0 -50 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 98.9 12.1 0.0 0.0 0.1 0.0 0.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 29 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 20,720 : : Positions : : 18,685 18,130 0 1,900 620 1,200 0 0 0 0 0 : : : : Changes from: June 30, 2015 : : 725 600 0 125 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 87.5 0.0 9.2 3.0 5.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 14 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 290,784 : : Positions : : 203,224 270,248 81,664 0 0 0 4,280 5,896 0 10,360 0 : : : : Changes from: June 30, 2015 : : 6,672 1,992 -4,680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 92.9 28.1 0.0 0.0 0.0 1.5 2.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 21 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,254 : : Positions : : 5,789 6,865 0 331 244 241 44 0 1,718 508 110 : : : : Changes from: June 30, 2015 : : 391 389 0 0 0 0 0 0 0 21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 83.2 0.0 4.0 3.0 2.9 0.5 0.0 20.8 6.2 1.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 22,025 : : Positions : : 19,510 19,060 0 1,195 1,280 1,160 0 40 0 450 0 : : : : Changes from: June 30, 2015 : : 650 525 0 125 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 86.5 0.0 5.4 5.8 5.3 0.0 0.2 0.0 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 14,690 : : Positions : : 13,280 11,405 50 1,410 1,000 0 695 180 0 0 0 : : : : Changes from: June 30, 2015 : : 1,000 1,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 77.6 0.3 9.6 6.8 0.0 4.7 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 19,620 : : Positions : : 16,625 14,783 377 1,876 1,477 616 0 241 21 0 23 : : : : Changes from: June 30, 2015 : : 659 592 0 172 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 75.3 1.9 9.6 7.5 3.1 0.0 1.2 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 52,158 : : Positions : : 46,998 37,080 1,753 3,311 1,664 0 3,959 935 0 4,788 296 : : : : Changes from: June 30, 2015 : : -3,086 -2,961 392 790 -424 0 -332 0 0 -181 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 71.1 3.4 6.3 3.2 0.0 7.6 1.8 0.0 9.2 0.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 57,477 : : Positions : : 52,690 39,052 781 5,605 983 87 4,946 1,250 0 3,904 1,676 : : : : Changes from: June 30, 2015 : : -3,107 -2,225 30 179 117 28 -462 -30 0 -532 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 67.9 1.4 9.8 1.7 0.2 8.6 2.2 0.0 6.8 2.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 31 . . . . . . 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 : : 44,115 45,100 810 1,085 1,225 300 0 0 960 0 0 : : : : Changes from: June 30, 2015 : : -3,600 -3,670 -25 -125 0 -50 0 0 -125 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 95.0 1.7 2.3 2.6 0.6 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 28 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 52,925 : : Positions : : 49,065 50,225 1,470 1,510 1,190 0 0 0 1,080 0 0 : : : : Changes from: June 30, 2015 : : -2,910 -2,945 -35 -180 0 0 0 0 -170 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 94.9 2.8 2.9 2.2 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 26 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 352,971 : : Positions : : 268,630 301,272 2,754 21,189 7,432 29,503 0 14,040 21,574 0 9,038 : : : : Changes from: June 30, 2015 : : -11,927 -23,635 -1,104 345 88 -1,104 0 -1,104 -9,523 -368 6,360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 85.4 0.8 6.0 2.1 8.4 0.0 4.0 6.1 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 29 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 23,658 : : Positions : : 17,119 20,596 920 341 769 2,663 380 531 1,108 499 330 : : : : Changes from: June 30, 2015 : : -396 -323 -88 -127 -23 0 64 -110 74 -115 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 87.1 3.9 1.4 3.3 11.3 1.6 2.2 4.7 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 29 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 28,615 : : Positions : : 15,239 28,209 12,193 0 0 412 0 231 465 100 75 : : : : Changes from: June 30, 2015 : : -2,339 1,233 3,442 0 0 157 0 -260 -53 -26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 98.6 42.6 0.0 0.0 1.4 0.0 0.8 1.6 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 12 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 510,294 : : Positions : : 436,215 478,134 57,563 0 7,854 0 10,938 8,662 0 4,706 0 : : : : Changes from: June 30, 2015 : : -22,940 -21,100 1,472 0 -1,472 0 0 -1,104 0 -368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 93.7 11.3 0.0 1.5 0.0 2.1 1.7 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 42,670 : : Positions : : 31,446 38,864 3,147 258 127 2,001 92 1,824 3,282 302 520 : : : : Changes from: June 30, 2015 : : -1,483 -2,008 -233 -44 -22 -682 0 -22 220 -44 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 91.1 7.4 0.6 0.3 4.7 0.2 4.3 7.7 0.7 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 17,039 : : Positions : : 11,899 14,229 463 649 663 523 0 41 2,702 192 109 : : : : Changes from: June 30, 2015 : : -177 -306 -22 145 -255 -88 0 0 -154 192 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 83.5 2.7 3.8 3.9 3.1 0.0 0.2 15.9 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 195,227 : : Positions : : 144,755 176,775 18,033 7,840 7,048 0 0 0 21,827 0 3,564 : : : : Changes from: June 30, 2015 : : -5,590 -8,926 4,704 5,096 -760 -368 0 0 -2,576 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 90.5 9.2 4.0 3.6 0.0 0.0 0.0 11.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 11,441 : : Positions : : 6,948 9,121 1,728 175 1,270 1,013 0 134 63 0 0 : : : : Changes from: June 30, 2015 : : -10 -609 -283 -70 111 -88 0 0 63 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 79.7 15.1 1.5 11.1 8.9 0.0 1.2 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 135,153 : : Positions : : 112,404 109,681 7,099 15,295 10,177 5,473 0 0 0 0 0 : : : : Changes from: June 30, 2015 : : 4,352 3,616 7,099 7,099 -4,283 -736 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 81.2 5.3 11.3 7.5 4.0 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 July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 23,127 : : Positions : : 11,506 18,107 6,119 0 4,146 482 0 874 0 0 0 : : : : Changes from: June 30, 2015 : : 123 -1,117 -1,188 0 0 -52 0 -130 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 78.3 26.5 0.0 17.9 2.1 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 26,540 : : Positions : : 24,785 12,075 1,345 13,610 30 0 825 0 0 0 0 : : : : Changes from: June 30, 2015 : : -1,025 -415 -50 -490 -25 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 45.5 5.1 51.3 0.1 0.0 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 22,645 : : Positions : : 20,930 8,110 1,075 13,610 0 0 825 0 0 0 0 : : : : Changes from: June 30, 2015 : : -910 -420 -150 -490 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 35.8 4.7 60.1 0.0 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 25,166 : : Positions : : 25,066 20,346 0 4,820 0 100 0 0 0 0 0 : : : : Changes from: June 30, 2015 : : -1,950 -1,300 0 -500 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 80.8 0.0 19.2 0.0 0.4 0.0 0.0 0.0 0.0 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 July 7, 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 22,754 : : Positions : : 22,060 18,299 0 4,440 0 450 0 0 0 0 0 : : : : Changes from: June 30, 2015 : : -2,464 -1,885 0 -300 0 100 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 80.4 0.0 19.5 0.0 2.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 18,910 : : Positions : : 18,170 17,955 0 480 135 0 100 0 0 0 0 : : : : Changes from: June 30, 2015 : : -2,575 -2,555 0 -5 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 94.9 0.0 2.5 0.7 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 10,700 : : Positions : : 10,015 10,590 0 0 0 75 0 0 0 0 0 : : : : Changes from: June 30, 2015 : : -845 -880 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 99.0 0.0 0.0 0.0 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 8 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 12,382 : : Positions : : 12,122 12,382 0 0 0 50 0 0 0 0 0 : : : : Changes from: June 30, 2015 : : -930 -955 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 100.0 0.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 22 9 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 115,789 : : Positions : : 99,824 111,794 11,665 0 2,280 485 0 315 1,200 1,200 0 : : : : Changes from: June 30, 2015 : : -7,180 -8,211 -316 0 0 -205 0 95 -600 15 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 96.5 10.1 0.0 2.0 0.4 0.0 0.3 1.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 32 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 132,925 : : Positions : : 117,615 128,972 11,645 0 1,585 1,510 1,208 70 500 1,000 0 : : : : Changes from: June 30, 2015 : : -8,495 -9,511 -756 0 -15 -205 -10 0 -200 -135 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 97.0 8.8 0.0 1.2 1.1 0.9 0.1 0.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 36 35 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 141,544 : : Positions : : 110,946 113,424 666 11,490 7,171 2,735 1,209 1,056 15,980 4,217 2,781 : : : : Changes from: June 30, 2015 : : -4,962 -5,318 -204 -999 -459 5 -225 -125 -898 480 -159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 80.1 0.5 8.1 5.1 1.9 0.9 0.7 11.3 3.0 2.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 39 36 . . 4 . 4 . 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 97,637 : : Positions : : 81,853 80,692 6,375 5,840 4,910 170 0 1,340 665 3,160 1,695 : : : : Changes from: June 30, 2015 : : -2,910 -3,488 -10 765 -640 -30 0 -20 -15 -185 -85 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 82.6 6.5 6.0 5.0 0.2 0.0 1.4 0.7 3.2 1.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 30 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 24,555 : : Positions : : 24,195 21,950 300 2,190 30 0 385 0 0 0 0 : : : : Changes from: June 30, 2015 : : -1,355 -1,330 0 20 30 0 -80 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 89.4 1.2 8.9 0.1 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 21,995 : : Positions : : 21,565 19,550 300 2,100 0 0 185 50 0 0 0 : : : : Changes from: June 30, 2015 : : -1,130 -1,110 0 0 0 0 -30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 88.9 1.4 9.5 0.0 0.0 0.8 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 8 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 26,779 : : Positions : : 25,140 21,014 75 3,250 1,135 0 920 205 100 25 0 : : : : Changes from: June 30, 2015 : : -860 -940 30 110 -80 0 5 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 78.5 0.3 12.1 4.2 0.0 3.4 0.8 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 10,450 : : Positions : : 8,170 9,400 550 0 830 680 0 220 0 0 0 : : : : Changes from: June 30, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 90.0 5.3 0.0 7.9 6.5 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 116,950 : : Positions : : 107,599 57,397 578 51,564 3,529 2,575 0 2,540 0 1,920 0 : : : : Changes from: June 30, 2015 : : -4,290 -3,894 -44 -572 -22 -220 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 49.1 0.5 44.1 3.0 2.2 0.0 2.2 0.0 1.6 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 July 7, 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 2,631,184 : : Positions : :2,328,457 970,920 96,543 1,237,800 206,184 0 216,280 0 0 0 0 : : : : Changes from: June 30, 2015 : : -40,480 -39,376 -11,408 2,208 -2,944 0 -14,720 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 36.9 3.7 47.0 7.8 0.0 8.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 41,697 : : Positions : : 31,602 34,319 1,869 320 4,493 488 0 2,565 680 0 0 : : : : Changes from: June 30, 2015 : : -2,200 -1,958 154 0 -154 110 0 -220 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 82.3 4.5 0.8 10.8 1.2 0.0 6.2 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 July 7, 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 1,108,973 : : Positions : : 605,126 781,936 144,337 45,029 211,448 70,520 0 70,560 6,982 0 0 : : : : Changes from: June 30, 2015 : : -44,160 -19,872 -736 -40,112 0 -14,720 0 0 -368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 70.5 13.0 4.1 19.1 6.4 0.0 6.4 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 July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 19,973 : : Positions : : 10,905 18,115 6,300 0 600 0 480 0 1,450 0 130 : : : : Changes from: June 30, 2015 : : -500 -643 150 0 -150 0 -30 0 -338 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 90.7 31.5 0.0 3.0 0.0 2.4 0.0 7.3 0.0 0.7 : : : : 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 July 7, 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 21,782 : : Positions : : 9,816 19,887 9,795 0 625 0 480 0 822 0 130 : : : : Changes from: June 30, 2015 : : -1,100 -1,117 125 0 -125 0 -30 0 -187 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.1 91.3 45.0 0.0 2.9 0.0 2.2 0.0 3.8 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 July 7, 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 30,223 : : Positions : : 26,435 22,049 0 6,280 79 950 0 0 1,923 1,470 305 : : : : Changes from: June 30, 2015 : : -1,153 -1,214 -185 -285 -115 -100 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 73.0 0.0 20.8 0.3 3.1 0.0 0.0 6.4 4.9 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 22,661 : : Positions : : 18,796 15,771 0 5,334 1,278 540 0 0 1,734 0 60 : : : : Changes from: June 30, 2015 : : -330 -816 0 -2 -148 -90 0 0 -195 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 69.6 0.0 23.5 5.6 2.4 0.0 0.0 7.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 25,982 : : Positions : : 23,531 14,732 1,679 10,873 82 60 40 200 250 0 0 : : : : Changes from: June 30, 2015 : : -252 -971 285 1,409 -5 0 -50 0 250 -85 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 56.7 6.5 41.8 0.3 0.2 0.2 0.8 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 21,845 : : Positions : : 20,904 14,503 0 6,521 281 600 540 0 0 0 0 : : : : Changes from: June 30, 2015 : : -393 -913 0 600 -10 0 -90 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 66.4 0.0 29.9 1.3 2.7 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 14,657 : : Positions : : 11,315 12,319 2,996 1,195 283 0 860 0 0 0 0 : : : : Changes from: June 30, 2015 : : -340 -690 -440 -50 -145 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 84.0 20.4 8.2 1.9 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 10,166 : : Positions : : 6,193 9,481 2,913 305 250 0 0 0 0 0 0 : : : : Changes from: June 30, 2015 : : -551 -95 541 -30 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 93.3 28.7 3.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 33,065 : : Positions : : 30,171 26,035 1,225 2,925 1,260 0 1,815 260 25 600 0 : : : : Changes from: June 30, 2015 : : 65 -95 -95 95 -35 0 -35 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 78.7 3.7 8.8 3.8 0.0 5.5 0.8 0.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 10,767 : : Positions : : 8,620 8,382 0 2,325 0 975 0 0 1,052 0 0 : : : : Changes from: June 30, 2015 : : -275 -240 0 -50 0 0 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 77.8 0.0 21.6 0.0 9.1 0.0 0.0 9.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 12,597 : : Positions : : 9,694 9,407 540 2,940 0 480 0 150 1,558 100 0 : : : : Changes from: June 30, 2015 : : -345 -350 0 -75 0 0 0 -25 -55 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 74.7 4.3 23.3 0.0 3.8 0.0 1.2 12.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 59,935 : : Positions : : 54,291 50,881 0 3,195 3,465 405 205 515 0 0 0 : : : : Changes from: June 30, 2015 : : -3,285 -3,062 0 -245 0 20 45 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 84.9 0.0 5.3 5.8 0.7 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 July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 54,607 : : Positions : : 49,932 44,148 0 5,065 2,645 405 205 515 0 0 0 : : : : Changes from: June 30, 2015 : : -3,080 -2,733 0 -320 0 20 45 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 80.8 0.0 9.3 4.8 0.7 0.4 0.9 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 July 7, 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 9,991 : : Positions : : 8,855 8,215 550 0 0 0 950 0 0 325 296 : : : : Changes from: June 30, 2015 : : -745 -645 -50 0 0 0 0 0 0 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 82.2 5.5 0.0 0.0 0.0 9.5 0.0 0.0 3.3 3.0 : : : : 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 July 7, 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 24,390 : : Positions : : 24,240 18,010 0 1,200 0 0 5,090 0 0 0 0 : : : : Changes from: June 30, 2015 : : -1,145 -875 0 0 0 0 -280 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 73.8 0.0 4.9 0.0 0.0 20.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 69,368 : : Positions : : 51,823 65,236 3,950 860 50 9,265 215 20 1,425 0 296 : : : : Changes from: June 30, 2015 : : -1,735 -2,512 -15 -85 0 -535 -15 0 -345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 94.0 5.7 1.2 0.1 13.4 0.3 0.0 2.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 65,030 : : Positions : : 47,833 61,503 2,550 740 820 7,685 0 0 4,510 0 0 : : : : Changes from: June 30, 2015 : : -1,582 -2,377 -15 -65 0 -535 0 0 -345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 94.6 3.9 1.1 1.3 11.8 0.0 0.0 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 25,602 : : Positions : : 22,225 19,175 0 990 420 0 4,050 250 1,750 0 0 : : : : Changes from: June 30, 2015 : : -1,090 -1,045 0 -85 0 0 -200 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 74.9 0.0 3.9 1.6 0.0 15.8 1.0 6.8 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 July 7, 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 22,035 : : Positions : : 20,855 20,095 0 510 90 0 600 600 350 0 0 : : : : Changes from: June 30, 2015 : : -1,050 -1,115 0 15 -15 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 91.2 0.0 2.3 0.4 0.0 2.7 2.7 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 14 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 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 26,414 : : Positions : : 19,915 17,465 0 2,540 2,295 2,075 1,200 250 640 1,650 69 : : : : Changes from: June 30, 2015 : : -230 -165 0 -80 -35 -175 0 0 -90 -275 -17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 66.1 0.0 9.6 8.7 7.9 4.5 0.9 2.4 6.2 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of July 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 21,090 : : Positions : : 17,480 14,240 0 3,185 1,425 200 600 650 0 75 205 : : : : Changes from: June 30, 2015 : : -325 -205 -100 -65 0 25 0 -25 0 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 67.5 0.0 15.1 6.8 0.9 2.8 3.1 0.0 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 10, 2015