Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 141,894 : : Positions : : 47,719 30,877 795 27,178 8,873 12,626 18,922 10,823 45,578 29,773 14,062 : : : : Changes from: September 8, 2015 : : 5,676 1,758 -116 -699 1,574 -2,582 1,976 2,219 -127 134 1,546 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 21.8 0.6 19.2 6.3 8.9 13.3 7.6 32.1 21.0 9.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 17 16 . . 4 . 4 5 13 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 33,665 : : Positions : : 7,423 12,834 600 6,127 803 6,181 6,040 1,024 15,200 4,433 1,839 : : : : Changes from: September 8, 2015 : : 134 924 120 831 45 500 -315 235 671 -5 27 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 38.1 1.8 18.2 2.4 18.4 17.9 3.0 45.2 13.2 5.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 11 . . 4 . . 4 9 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 133,422 : : Positions : : 94,734 109,933 4,661 2,337 9,020 662 2,229 1,324 16,545 2,427 5,942 : : : : Changes from: September 8, 2015 : : 2,383 1,244 316 -49 -319 -320 557 -2,578 156 847 -675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 82.4 3.5 1.8 6.8 0.5 1.7 1.0 12.4 1.8 4.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 40 47 . . 4 . 4 . 9 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 60,798 : : Positions : : 45,886 50,585 8,648 0 4,011 0 285 98 0 3,688 2,131 : : : : Changes from: September 8, 2015 : : -3,686 -2,482 772 0 -1,235 -337 150 -1,050 0 -919 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 83.2 14.2 0.0 6.6 0.0 0.5 0.2 0.0 6.1 3.5 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 22 . 0 . 0 . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 523,672 : : Positions : : 491,624 468,394 0 16,872 19,358 1,440 640 3,176 0 7,158 8,074 : : : : Changes from: September 8, 2015 : : 14,533 -11,812 0 6,812 -622 -26,574 -111 -3,649 0 -6,930 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 89.4 0.0 3.2 3.7 0.3 0.1 0.6 0.0 1.4 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 September 15, 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 1,717,241 : : Positions : :1,470,195 1,513,930 141,967 82,362 52,272 0 4,608 768 29,708 40,970 22,331 : : : : Changes from: September 8, 2015 : : 21,266 22,675 9,769 -4,255 -784 -4,471 2,688 -10,881 0 5,456 -784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 88.2 8.3 4.8 3.0 0.0 0.3 0.0 1.7 2.4 1.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 39 . . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 62,452 : : Positions : : 55,058 53,056 0 3,099 4,370 435 0 0 1,125 463 1,464 : : : : Changes from: September 8, 2015 : : -3,501 -2,042 0 -1,957 304 45 -464 -2,614 -818 189 -185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 85.0 0.0 5.0 7.0 0.7 0.0 0.0 1.8 0.7 2.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 21 0 . . . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 569,402 : : Positions : : 382,209 541,560 166,824 0 13,120 0 2,560 1,280 2,703 7,616 3,266 : : : : Changes from: September 8, 2015 : : -13,931 -21,501 -1,892 0 0 -3,118 2,560 -14,259 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 95.1 29.3 0.0 2.3 0.0 0.4 0.2 0.5 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 487,634 : : Positions : : 444,692 453,457 13,309 793 25,000 3,840 0 0 392 7,983 401 : : : : Changes from: September 8, 2015 : : 19,185 7,836 784 0 0 -12,151 0 -7,449 0 -18 401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 93.0 2.7 0.2 5.1 0.8 0.0 0.0 0.1 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 27 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 45,891 : : Positions : : 42,750 41,334 324 361 869 338 0 21 445 2,053 277 : : : : Changes from: September 8, 2015 : : 1,781 341 -21 0 0 -1,204 0 -1,546 -2 255 -233 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 90.1 0.7 0.8 1.9 0.7 0.0 0.0 1.0 4.5 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 22 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 53,607 : : Positions : : 45,449 52,614 6,615 0 860 0 25 0 35 0 25 : : : : Changes from: September 8, 2015 : : -75 20 -100 0 100 0 -195 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 98.1 12.3 0.0 1.6 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 28 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 70,220 : : Positions : : 61,776 69,509 7,445 0 20 40 0 0 0 630 0 : : : : Changes from: September 8, 2015 : : 0 40 0 0 0 40 0 -80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 99.0 10.6 0.0 0.0 0.1 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 32 29 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,969 : : Positions : : 18,249 16,769 0 1,600 600 0 0 0 100 0 0 : : : : Changes from: September 8, 2015 : : 674 -371 0 -60 0 -1,200 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 88.4 0.0 8.4 3.2 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 15 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 247,016 : : Positions : : 178,936 245,840 66,920 0 0 768 0 0 0 784 392 : : : : Changes from: September 8, 2015 : : -8,152 -2,712 -2,432 0 0 768 -4,656 -5,520 0 -2,448 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 99.5 27.1 0.0 0.0 0.3 0.0 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . 0 0 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 7,494 : : Positions : : 5,861 6,765 0 233 64 42 0 0 1,360 260 0 : : : : Changes from: September 8, 2015 : : -154 -9 0 42 -42 0 0 0 21 -147 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 90.3 0.0 3.1 0.9 0.6 0.0 0.0 18.1 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 16,885 : : Positions : : 15,890 14,260 0 1,180 995 0 0 0 0 400 0 : : : : Changes from: September 8, 2015 : : -1,350 -2,400 0 -15 0 -1,180 0 -20 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 84.5 0.0 7.0 5.9 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 18 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 14,460 : : Positions : : 12,480 12,635 360 450 1,195 0 5 25 0 0 0 : : : : Changes from: September 8, 2015 : : -625 445 310 -70 -310 0 -745 -95 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 87.4 2.5 3.1 8.3 0.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 16,210 : : Positions : : 14,185 11,606 509 2,219 1,345 0 0 0 0 0 0 : : : : Changes from: September 8, 2015 : : -875 -1,361 42 23 -42 -611 0 -131 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 71.6 3.1 13.7 8.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 21 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 54,391 : : Positions : : 49,895 44,608 920 2,333 2,348 0 364 35 0 3,808 675 : : : : Changes from: September 8, 2015 : : 1,504 4,064 -383 -95 238 0 -2,961 -900 0 113 -435 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 82.0 1.7 4.3 4.3 0.0 0.7 0.1 0.0 7.0 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 25 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 64,218 : : Positions : : 59,229 51,012 701 4,415 1,756 50 369 201 0 4,110 2,227 : : : : Changes from: September 8, 2015 : : 2,301 5,455 0 301 41 -249 -3,811 -1,133 0 75 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 79.4 1.1 6.9 2.7 0.1 0.6 0.3 0.0 6.4 3.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 29 . . . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 47,790 : : Positions : : 46,055 43,850 760 3,765 175 50 0 0 710 0 0 : : : : Changes from: September 8, 2015 : : 3,620 720 0 2,750 -980 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 91.8 1.6 7.9 0.4 0.1 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 27 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 46,830 : : Positions : : 44,445 42,575 1,400 4,080 175 0 0 0 740 0 0 : : : : Changes from: September 8, 2015 : : 1,935 -845 0 2,750 -945 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 90.9 3.0 8.7 0.4 0.0 0.0 0.0 1.6 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 September 15, 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 344,987 : : Positions : : 307,500 303,428 1,177 17,721 9,705 3,072 784 0 11,336 1,152 12,197 : : : : Changes from: September 8, 2015 : : 55,692 24,575 0 1,551 -384 -23,295 0 -14,040 -6,271 0 2,709 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 88.0 0.3 5.1 2.8 0.9 0.2 0.0 3.3 0.3 3.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 30 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 23,957 : : Positions : : 18,934 21,450 1,187 449 572 168 190 0 2,669 655 342 : : : : Changes from: September 8, 2015 : : 3,357 1,433 -128 107 106 -1,902 106 -510 524 183 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 89.5 5.0 1.9 2.4 0.7 0.8 0.0 11.1 2.7 1.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 28 . . . . . 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 39,521 : : Positions : : 22,700 38,446 13,653 0 400 96 135 25 2,468 336 179 : : : : Changes from: September 8, 2015 : : 877 418 76 0 0 -463 27 -154 0 45 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 97.3 34.5 0.0 1.0 0.2 0.3 0.1 6.2 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 11 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 444,945 : : Positions : : 379,544 434,737 57,563 0 7,070 768 0 0 0 3,138 0 : : : : Changes from: September 8, 2015 : : -19,521 -6,247 0 0 0 768 -12,506 -6,310 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 97.7 12.9 0.0 1.6 0.2 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 34,810 : : Positions : : 28,891 33,556 3,609 170 127 1,014 0 0 744 383 255 : : : : Changes from: September 8, 2015 : : -725 226 255 0 0 398 0 -1,824 -42 213 -213 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 96.4 10.4 0.5 0.4 2.9 0.0 0.0 2.1 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 55,924 : : Positions : : 41,143 50,093 12,813 742 1,968 0 3,121 0 0 0 0 : : : : Changes from: September 8, 2015 : : 4,704 4,704 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 89.6 22.9 1.3 3.5 0.0 5.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,631 : : Positions : : 12,607 12,810 116 910 1,283 277 0 41 1,777 127 338 : : : : Changes from: September 8, 2015 : : -233 -233 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 77.0 0.7 5.5 7.7 1.7 0.0 0.2 10.7 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 187,731 : : Positions : : 130,627 162,996 16,498 6,312 13,683 0 0 0 22,183 0 4,740 : : : : Changes from: September 8, 2015 : : -1,943 4,227 0 784 -784 0 0 0 6,954 0 -784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 86.8 8.8 3.4 7.3 0.0 0.0 0.0 11.8 0.0 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 12,611 : : Positions : : 8,692 9,368 2,719 1,966 554 334 0 23 268 0 0 : : : : Changes from: September 8, 2015 : : 576 700 300 -44 22 -488 0 0 140 -232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 74.3 21.6 15.6 4.4 2.6 0.0 0.2 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 136,672 : : Positions : : 115,850 98,255 12,268 34,920 3,497 3,905 0 0 1,152 0 0 : : : : Changes from: September 8, 2015 : : 24,697 18,057 -1,160 5,480 -1,560 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 71.9 9.0 25.6 2.6 2.9 0.0 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 18,058 : : Positions : : 10,418 13,658 3,190 0 4,300 50 0 100 0 0 0 : : : : Changes from: September 8, 2015 : : 166 -193 -5 0 0 -354 0 -566 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 75.6 17.7 0.0 23.8 0.3 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 162,939 : : Positions : : 135,221 94,325 0 41,216 27,398 320 0 0 0 0 0 : : : : Changes from: September 8, 2015 : : 3,544 -1,289 0 0 0 -4,833 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 57.9 0.0 25.3 16.8 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 16 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 8,570 : : Positions : : 7,810 7,785 250 450 0 0 300 0 0 0 0 : : : : Changes from: September 8, 2015 : : 100 0 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 90.8 2.9 5.3 0.0 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 24,050 : : Positions : : 22,135 10,745 1,500 12,630 25 0 650 0 0 0 0 : : : : Changes from: September 8, 2015 : : -185 140 300 0 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 44.7 6.2 52.5 0.1 0.0 2.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 20,970 : : Positions : : 19,175 7,605 1,225 12,630 0 0 675 0 0 0 0 : : : : Changes from: September 8, 2015 : : -90 210 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 36.3 5.8 60.2 0.0 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 23,954 : : Positions : : 23,429 17,819 0 6,010 125 50 0 0 350 0 0 : : : : Changes from: September 8, 2015 : : 980 1,230 0 0 125 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 74.4 0.0 25.1 0.5 0.2 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 23,025 : : Positions : : 22,550 17,240 0 5,660 125 0 0 0 250 0 0 : : : : Changes from: September 8, 2015 : : 1,365 1,215 0 400 125 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 74.9 0.0 24.6 0.5 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 12,690 : : Positions : : 12,110 12,475 250 0 0 0 0 0 0 0 0 : : : : Changes from: September 8, 2015 : : 255 135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 98.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 23 10 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 13,397 : : Positions : : 12,557 13,202 500 0 0 0 0 0 0 0 0 : : : : Changes from: September 8, 2015 : : 240 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 98.5 3.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 25 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 108,672 : : Positions : : 92,017 104,777 10,720 0 2,595 820 0 50 2,450 1,150 0 : : : : Changes from: September 8, 2015 : : 871 196 -625 0 600 120 0 0 0 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 96.4 9.9 0.0 2.4 0.8 0.0 0.0 2.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 32 29 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 118,337 : : Positions : : 99,912 114,787 13,855 0 2,110 1,045 0 300 1,000 950 100 : : : : Changes from: September 8, 2015 : : 2,242 2,622 -245 0 580 95 -290 100 400 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 97.0 11.7 0.0 1.8 0.9 0.0 0.3 0.8 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 36 34 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 140,558 : : Positions : : 110,664 116,281 3,536 7,476 7,141 587 1,644 270 15,390 4,772 2,787 : : : : Changes from: September 8, 2015 : : 4,393 2,606 245 100 -690 -2,415 430 -525 974 54 -67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 82.7 2.5 5.3 5.1 0.4 1.2 0.2 10.9 3.4 2.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 39 37 . . 4 . 4 . 7 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 101,128 : : Positions : : 84,105 87,693 9,490 3,405 5,100 30 0 20 860 3,190 1,420 : : : : Changes from: September 8, 2015 : : 1,282 1,797 270 -565 445 -80 0 -1,280 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 86.7 9.4 3.4 5.0 0.0 0.0 0.0 0.9 3.2 1.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 35 32 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 22,560 : : Positions : : 21,945 19,570 225 2,275 225 0 175 125 0 100 0 : : : : Changes from: September 8, 2015 : : 95 -290 -300 -25 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 86.7 1.0 10.1 1.0 0.0 0.8 0.6 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 19,810 : : Positions : : 19,195 17,320 300 2,100 125 0 25 150 0 0 0 : : : : Changes from: September 8, 2015 : : 40 -185 -225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 87.4 1.5 10.6 0.6 0.0 0.1 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 22 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 26,899 : : Positions : : 25,445 22,524 55 2,990 1,110 30 0 25 0 0 0 : : : : Changes from: September 8, 2015 : : -10 1,210 0 -300 0 30 -930 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 83.7 0.2 11.1 4.1 0.1 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 24 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 10,379 : : Positions : : 8,999 9,654 705 0 675 0 50 0 0 0 0 : : : : Changes from: September 8, 2015 : : 639 -136 15 0 -15 -740 50 -160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 93.0 6.8 0.0 6.5 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 197,221 : : Positions : : 181,424 134,495 1,185 42,189 11,449 0 9,088 0 3,163 0 0 : : : : Changes from: September 8, 2015 : : 27,530 27,530 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 68.2 0.6 21.4 5.8 0.0 4.6 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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-5MW per : CFTC Code #064A58 Open Interest is 138,448 : : Positions : : 118,758 76,717 448 51,404 4,942 1,925 0 2,540 8,330 1,595 1,250 : : : : Changes from: September 8, 2015 : : 1,461 -1,900 0 3,616 257 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 55.4 0.3 37.1 3.6 1.4 0.0 1.8 6.0 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 2,896,307 : : Positions : :2,601,692 1,420,377 60,335 1,072,090 234,280 0 169,560 0 0 0 0 : : : : Changes from: September 8, 2015 : : 78,315 61,003 0 17,312 -23,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 49.0 2.1 37.0 8.1 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 15 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 62,752 : : Positions : : 51,660 55,547 2,779 320 4,970 945 0 1,915 483 0 0 : : : : Changes from: September 8, 2015 : : 1,165 1,165 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 88.5 4.4 0.5 7.9 1.5 0.0 3.1 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 1,255,400 : : Positions : : 770,417 985,475 185,444 0 199,365 23,800 0 70,560 5,814 0 0 : : : : Changes from: September 8, 2015 : : 33,155 33,155 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 78.5 14.8 0.0 15.9 1.9 0.0 5.6 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 17,511 : : Positions : : 8,670 15,969 7,200 0 300 0 420 0 749 0 130 : : : : Changes from: September 8, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 91.2 41.1 0.0 1.7 0.0 2.4 0.0 4.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 19,918 : : Positions : : 7,856 18,293 10,645 0 375 0 420 0 508 60 70 : : : : Changes from: September 8, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 91.8 53.4 0.0 1.9 0.0 2.1 0.0 2.6 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 29,591 : : Positions : : 25,173 22,113 560 4,828 110 750 0 0 1,958 2,170 350 : : : : Changes from: September 8, 2015 : : -10 0 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 74.7 1.9 16.3 0.4 2.5 0.0 0.0 6.6 7.3 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 23,350 : : Positions : : 19,199 18,413 0 3,620 1,317 360 0 0 1,750 0 0 : : : : Changes from: September 8, 2015 : : 330 330 0 75 -25 0 0 0 75 0 -60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 78.9 0.0 15.5 5.6 1.5 0.0 0.0 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 30,133 : : Positions : : 27,598 15,627 1,719 13,878 32 0 50 180 0 60 290 : : : : Changes from: September 8, 2015 : : 1,166 911 175 355 0 0 -50 30 -90 10 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 51.9 5.7 46.1 0.1 0.0 0.2 0.6 0.0 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 23 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,148 : : Positions : : 21,392 14,515 0 6,712 501 0 420 0 0 0 0 : : : : Changes from: September 8, 2015 : : -1,253 -888 0 -915 41 -600 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 65.5 0.0 30.3 2.3 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 15,109 : : Positions : : 12,426 13,254 2,148 425 350 0 760 0 0 0 0 : : : : Changes from: September 8, 2015 : : 470 560 -570 -660 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 87.7 14.2 2.8 2.3 0.0 5.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 11,266 : : Positions : : 6,628 10,617 3,618 269 120 0 0 0 0 0 0 : : : : Changes from: September 8, 2015 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 94.2 32.1 2.4 1.1 0.0 0.0 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 33,345 : : Positions : : 29,001 26,885 1,135 4,480 1,125 0 10 15 1,825 600 0 : : : : Changes from: September 8, 2015 : : -255 1,480 0 0 0 0 -1,735 -215 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 80.6 3.4 13.4 3.4 0.0 0.0 0.0 5.5 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 21 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 12,781 : : Positions : : 11,489 9,876 0 2,825 0 0 0 0 1,062 0 0 : : : : Changes from: September 8, 2015 : : 1,170 195 0 0 0 -975 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 77.3 0.0 22.1 0.0 0.0 0.0 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 13,239 : : Positions : : 10,604 10,077 540 3,112 0 0 0 25 1,735 0 0 : : : : Changes from: September 8, 2015 : : 300 -90 0 0 0 -480 0 -75 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 76.1 4.1 23.5 0.0 0.0 0.0 0.2 13.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 18 . . 0 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 55,708 : : Positions : : 50,286 47,054 0 2,635 3,585 445 695 385 0 0 0 : : : : Changes from: September 8, 2015 : : 2,000 1,770 0 -170 120 0 400 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 84.5 0.0 4.7 6.4 0.8 1.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 19 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 48,362 : : Positions : : 43,867 39,067 0 4,255 2,765 445 295 385 0 0 0 : : : : Changes from: September 8, 2015 : : 0 170 0 -170 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 80.8 0.0 8.8 5.7 0.9 0.6 0.8 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 September 15, 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 22,245 : : Positions : : 22,155 16,365 0 1,200 0 0 4,640 0 0 0 0 : : : : Changes from: September 8, 2015 : : -205 45 0 0 0 0 -250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 73.6 0.0 5.4 0.0 0.0 20.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 68,687 : : Positions : : 52,304 64,608 4,095 690 50 8,095 0 0 1,005 0 296 : : : : Changes from: September 8, 2015 : : 598 1,248 0 0 0 650 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 94.1 6.0 1.0 0.1 11.8 0.0 0.0 1.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 64,698 : : Positions : : 48,757 61,487 2,895 610 650 7,320 0 0 3,390 0 0 : : : : Changes from: September 8, 2015 : : 395 995 0 0 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 95.0 4.5 0.9 1.0 11.3 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 25,808 : : Positions : : 23,475 19,765 0 1,320 420 0 3,550 250 900 0 0 : : : : Changes from: September 8, 2015 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 76.6 0.0 5.1 1.6 0.0 13.8 1.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 15 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 23,850 : : Positions : : 23,230 20,740 0 1,740 60 0 750 450 0 0 0 : : : : Changes from: September 8, 2015 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 87.0 0.0 7.3 0.3 0.0 3.1 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 14 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 14,595 : : Positions : : 7,475 11,085 400 1,150 350 1,200 1,550 300 4,650 0 0 : : : : Changes from: September 8, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 76.0 2.7 7.9 2.4 8.2 10.6 2.1 31.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 27,479 : : Positions : : 21,190 19,855 0 1,380 2,825 1,725 1,200 250 400 1,100 69 : : : : Changes from: September 8, 2015 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 72.3 0.0 5.0 10.3 6.3 4.4 0.9 1.5 4.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 15, 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 24,745 : : Positions : : 20,370 18,650 0 2,155 2,125 200 600 650 375 0 45 : : : : Changes from: September 8, 2015 : : 300 390 0 0 0 0 0 0 50 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 75.4 0.0 8.7 8.6 0.8 2.4 2.6 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 18, 2015