Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 151,025 : : Positions : : 48,562 29,668 1,841 28,236 8,056 12,248 20,186 19,055 46,282 30,726 13,782 : : : : Changes from: September 29, 2015 : : 962 -344 -393 2,762 -1,362 5,809 3,526 1,376 -11 362 1,181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.2 19.6 1.2 18.7 5.3 8.1 13.4 12.6 30.6 20.3 9.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 16 . . 5 . 4 5 13 14 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 37,425 : : Positions : : 8,413 11,159 507 10,431 453 5,838 6,149 2,462 16,577 3,636 2,668 : : : : Changes from: September 29, 2015 : : 415 -1,400 -120 2,735 -91 -145 780 636 2,410 415 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 29.8 1.4 27.9 1.2 15.6 16.4 6.6 44.3 9.7 7.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 12 8 . . . . 4 4 11 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 136,637 : : Positions : : 95,172 111,080 2,846 2,333 10,097 1,256 1,458 1,253 19,413 4,195 6,029 : : : : Changes from: September 29, 2015 : : -4,436 -3,020 -851 -31 139 148 -1,315 -68 851 274 309 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 81.3 2.1 1.7 7.4 0.9 1.1 0.9 14.2 3.1 4.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 42 45 . . 4 5 . 4 8 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 54,304 : : Positions : : 44,085 49,139 7,905 0 1,755 37 0 135 77 2,965 310 : : : : Changes from: September 29, 2015 : : -2,208 -4,281 -1,508 0 -746 -3 -275 27 -75 738 -1,669 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 90.5 14.6 0.0 3.2 0.1 0.0 0.2 0.1 5.5 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 20 . 0 . . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 492,916 : : Positions : : 470,569 444,008 0 8,071 19,358 0 588 1,348 0 17,902 1,641 : : : : Changes from: September 29, 2015 : : -42,163 -49,924 0 -1,887 0 -1,053 -52 -1,204 0 8,647 -6,096 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 90.1 0.0 1.6 3.9 0.0 0.1 0.3 0.0 3.6 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 1,650,461 : : Positions : :1,436,341 1,481,255 127,920 78,874 42,991 4,002 0 0 19,604 27,738 19,603 : : : : Changes from: September 29, 2015 : : -74,090 -67,928 9,664 -320 -10,889 802 -4,608 -768 -6,168 3,064 -768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 89.7 7.8 4.8 2.6 0.2 0.0 0.0 1.2 1.7 1.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 38 . . . . 0 0 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 65,522 : : Positions : : 61,569 54,445 0 6,536 2,268 0 693 0 701 596 984 : : : : Changes from: September 29, 2015 : : -1,429 -5,240 0 2,474 -2,060 -198 693 -77 -396 50 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 83.1 0.0 10.0 3.5 0.0 1.1 0.0 1.1 0.9 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 0 . . 0 . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 601,658 : : Positions : : 382,522 589,816 213,880 0 0 0 0 0 1,982 8,568 3,274 : : : : Changes from: September 29, 2015 : : -31,411 -14,778 16,002 0 -13,120 0 -2,560 -1,280 -1,929 0 648 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 98.0 35.5 0.0 0.0 0.0 0.0 0.0 0.3 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 477,243 : : Positions : : 438,060 443,850 12,989 0 25,401 0 0 0 401 7,600 392 : : : : Changes from: September 29, 2015 : : -31,600 -35,359 -320 -401 401 -3,840 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 93.0 2.7 0.0 5.3 0.0 0.0 0.0 0.1 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 29 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 44,701 : : Positions : : 41,639 39,244 0 993 1,044 86 86 0 615 1,740 277 : : : : Changes from: September 29, 2015 : : -2,823 -2,376 0 -319 -42 -252 0 -21 44 -697 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 87.8 0.0 2.2 2.3 0.2 0.2 0.0 1.4 3.9 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 21 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 51,442 : : Positions : : 44,925 49,784 4,570 0 1,315 0 0 0 0 40 60 : : : : Changes from: September 29, 2015 : : -4,850 -5,280 -365 0 -120 0 -25 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 96.8 8.9 0.0 2.6 0.0 0.0 0.0 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 32 30 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 65,805 : : Positions : : 59,255 64,306 5,170 0 740 0 0 0 0 655 0 : : : : Changes from: September 29, 2015 : : -5,737 -6,313 -595 0 180 -40 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 97.7 7.9 0.0 1.1 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 33 32 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 20,324 : : Positions : : 20,014 17,934 0 2,200 190 0 0 0 100 0 0 : : : : Changes from: September 29, 2015 : : 1,455 655 0 800 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 88.2 0.0 10.8 0.9 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 264,664 : : Positions : : 195,032 263,488 67,688 0 0 768 0 0 0 0 1,176 : : : : Changes from: September 29, 2015 : : 2,368 1,976 0 0 0 -392 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 99.6 25.6 0.0 0.0 0.3 0.0 0.0 0.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 . 0 0 . 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 9,683 : : Positions : : 7,896 8,976 0 233 64 196 0 0 1,360 260 0 : : : : Changes from: September 29, 2015 : : 567 699 0 0 0 154 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 92.7 0.0 2.4 0.7 2.0 0.0 0.0 14.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 11,600 : : Positions : : 9,200 10,600 0 1,000 0 0 0 0 2,400 0 0 : : : : Changes from: September 29, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 91.4 0.0 8.6 0.0 0.0 0.0 0.0 20.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 12 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 18,995 : : Positions : : 18,715 15,595 0 2,320 280 0 0 0 0 750 0 : : : : Changes from: September 29, 2015 : : 1,190 290 0 950 -585 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 82.1 0.0 12.2 1.5 0.0 0.0 0.0 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 16,402 : : Positions : : 14,402 14,557 240 410 1,405 0 5 25 0 0 0 : : : : Changes from: September 29, 2015 : : 57 357 190 -110 110 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 88.8 1.5 2.5 8.6 0.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 24 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 17,178 : : Positions : : 14,854 12,743 509 2,278 1,222 0 0 0 0 126 0 : : : : Changes from: September 29, 2015 : : 504 358 0 37 -123 0 0 0 0 126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 74.2 3.0 13.3 7.1 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 24 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 52,258 : : Positions : : 48,386 42,665 595 2,655 2,379 0 55 33 0 4,107 159 : : : : Changes from: September 29, 2015 : : -2,842 -2,745 -15 643 -423 0 -247 33 0 -465 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 81.6 1.1 5.1 4.6 0.0 0.1 0.1 0.0 7.9 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 29 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 64,638 : : Positions : : 58,774 49,591 686 3,611 2,678 16 0 211 55 6,214 2,197 : : : : Changes from: September 29, 2015 : : -2,557 -1,847 -15 -92 -78 -212 -293 110 55 -544 675 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 76.7 1.1 5.6 4.1 0.0 0.0 0.3 0.1 9.6 3.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 30 . . . . 0 . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 46,210 : : Positions : : 44,620 42,365 735 3,640 175 0 0 0 650 0 0 : : : : Changes from: September 29, 2015 : : -4,125 -4,175 -25 -125 0 -50 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 91.7 1.6 7.9 0.4 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 47,325 : : Positions : : 44,915 43,045 1,365 4,105 175 0 0 0 810 0 0 : : : : Changes from: September 29, 2015 : : -2,570 -2,780 -35 25 0 0 0 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 91.0 2.9 8.7 0.4 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 319,372 : : Positions : : 279,315 287,203 793 19,272 7,401 408 784 0 29,063 2,320 2,392 : : : : Changes from: September 29, 2015 : : -14,557 -21,792 -384 768 -2,304 -3,072 0 0 -2,227 784 -776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 89.9 0.2 6.0 2.3 0.1 0.2 0.0 9.1 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 29 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 22,850 : : Positions : : 18,156 20,611 1,062 742 383 0 228 0 2,820 391 261 : : : : Changes from: September 29, 2015 : : -1,027 -1,044 -168 150 -126 -168 -42 0 237 -127 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 90.2 4.6 3.2 1.7 0.0 1.0 0.0 12.3 1.7 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 29 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 34,468 : : Positions : : 19,523 33,035 12,206 0 0 96 0 0 2,000 790 643 : : : : Changes from: September 29, 2015 : : -2,393 -3,562 -1,119 0 -400 0 0 -25 -52 -2 54 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 95.8 35.4 0.0 0.0 0.3 0.0 0.0 5.8 2.3 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 14 . 0 0 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 427,909 : : Positions : : 363,276 420,389 59,483 0 5,150 0 0 0 0 2,370 0 : : : : Changes from: September 29, 2015 : : -42,607 -40,687 1,920 0 -1,920 -768 0 0 0 -768 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 98.2 13.9 0.0 1.2 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 12 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 32,285 : : Positions : : 27,827 31,052 3,672 128 64 510 0 0 126 553 0 : : : : Changes from: September 29, 2015 : : -1,510 -2,272 63 -42 -63 -504 0 0 -508 -126 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 96.2 11.4 0.4 0.2 1.6 0.0 0.0 0.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 15,974 : : Positions : : 11,711 12,928 368 656 1,201 361 0 0 1,628 106 300 : : : : Changes from: September 29, 2015 : : -929 -696 121 -278 90 -43 0 0 -165 -21 -84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 80.9 2.3 4.1 7.5 2.3 0.0 0.0 10.2 0.7 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 186,042 : : Positions : : 130,050 162,875 15,355 5,896 13,707 0 0 0 23,366 0 3,564 : : : : Changes from: September 29, 2015 : : 6,479 4,566 -768 1,152 -1,152 0 0 0 7 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 87.5 8.3 3.2 7.4 0.0 0.0 0.0 12.6 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 12,292 : : Positions : : 8,905 8,309 2,460 2,574 452 0 348 145 308 0 0 : : : : Changes from: September 29, 2015 : : -354 -1,410 21 911 -168 0 125 -85 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 67.6 20.0 20.9 3.7 0.0 2.8 1.2 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 152,055 : : Positions : : 133,603 108,958 13,379 41,520 1,577 1,960 0 0 1,536 0 0 : : : : Changes from: September 29, 2015 : : 11,873 920 351 10,152 -2,320 -1,152 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 71.7 8.8 27.3 1.0 1.3 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 19 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 17,145 : : Positions : : 10,363 12,614 2,251 0 4,531 0 0 0 0 0 0 : : : : Changes from: September 29, 2015 : : -825 -1,275 -400 0 0 -50 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 73.6 13.1 0.0 26.4 0.0 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 8,430 : : Positions : : 7,715 7,395 250 400 0 0 600 0 0 0 0 : : : : Changes from: September 29, 2015 : : -345 -340 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 87.7 3.0 4.7 0.0 0.0 7.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 23,170 : : Positions : : 21,205 10,215 1,600 12,140 0 0 575 0 0 0 0 : : : : Changes from: September 29, 2015 : : -850 -700 -50 -390 -25 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 44.1 6.9 52.4 0.0 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 20,205 : : Positions : : 18,445 7,165 1,225 12,140 0 0 600 0 0 0 0 : : : : Changes from: September 29, 2015 : : -505 -515 -200 -390 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 35.5 6.1 60.1 0.0 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 23,394 : : Positions : : 22,644 18,004 50 5,160 230 0 0 0 350 0 0 : : : : Changes from: September 29, 2015 : : -1,460 -840 50 -500 -50 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 77.0 0.2 22.1 1.0 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 22,529 : : Positions : : 21,839 17,089 0 5,210 230 0 0 0 250 0 0 : : : : Changes from: September 29, 2015 : : -1,536 -1,176 0 -250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 75.9 0.0 23.1 1.0 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 10 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 12,305 : : Positions : : 11,650 12,065 310 0 0 0 0 0 0 0 0 : : : : Changes from: September 29, 2015 : : -400 -410 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 98.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 21 9 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 12,952 : : Positions : : 11,972 12,712 560 0 0 0 0 0 0 0 0 : : : : Changes from: September 29, 2015 : : -495 -460 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 98.1 4.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 22 10 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 104,430 : : Positions : : 88,655 100,310 9,185 0 2,980 1,010 100 50 2,550 990 0 : : : : Changes from: September 29, 2015 : : -6,231 -6,601 -475 0 35 140 100 0 -100 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 96.1 8.8 0.0 2.9 1.0 0.1 0.0 2.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 30 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 112,181 : : Positions : : 93,941 108,361 12,065 0 2,460 2,600 150 200 900 940 0 : : : : Changes from: September 29, 2015 : : -8,155 -8,540 -670 0 0 305 150 50 -50 -160 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 96.6 10.8 0.0 2.2 2.3 0.1 0.2 0.8 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 37 33 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 148,929 : : Positions : : 117,013 118,155 2,523 8,553 7,127 1,456 3,550 550 17,102 7,892 3,033 : : : : Changes from: September 29, 2015 : : -323 -1,289 -492 1,000 -546 556 -774 280 1,825 2,616 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 79.3 1.7 5.7 4.8 1.0 2.4 0.4 11.5 5.3 2.0 : : : : Number of Traders in Each Category Total Traders: 68 : : 42 37 . . 4 . . . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 102,160 : : Positions : : 85,685 88,735 9,175 3,910 4,675 300 0 0 875 3,305 1,355 : : : : Changes from: September 29, 2015 : : -1,393 -1,911 -75 605 -515 -30 0 -20 15 -185 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 86.9 9.0 3.8 4.6 0.3 0.0 0.0 0.9 3.2 1.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 37 31 . . 4 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 22,140 : : Positions : : 21,440 18,755 225 2,155 225 100 615 150 0 160 0 : : : : Changes from: September 29, 2015 : : -1,305 -1,375 0 -70 0 100 190 -50 0 60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 84.7 1.0 9.7 1.0 0.5 2.8 0.7 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 19,185 : : Positions : : 18,580 16,675 275 2,100 125 50 0 125 0 0 0 : : : : Changes from: September 29, 2015 : : -880 -915 0 0 0 25 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 86.9 1.4 10.9 0.7 0.3 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 9 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 28,854 : : Positions : : 27,255 22,914 0 4,315 1,100 0 300 0 0 0 0 : : : : Changes from: September 29, 2015 : : -755 -905 -355 5 165 -30 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 79.4 0.0 15.0 3.8 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 23 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 10,629 : : Positions : : 9,224 9,904 730 0 675 0 50 0 0 0 0 : : : : Changes from: September 29, 2015 : : -75 -50 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 93.2 6.9 0.0 6.4 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 15 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 406,492 : : Positions : : 348,439 352,486 2,060 0 54,006 0 0 0 1,987 0 0 : : : : Changes from: September 29, 2015 : : -232 -4,936 -3,528 0 0 0 0 0 -1,176 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 86.7 0.5 0.0 13.3 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 151,349 : : Positions : : 132,710 87,542 294 55,052 4,700 0 0 0 10,820 1,485 2,570 : : : : Changes from: September 29, 2015 : : -1,299 -6,091 -154 4,748 -1,622 0 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 57.8 0.2 36.4 3.1 0.0 0.0 0.0 7.1 1.0 1.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 3,008,972 : : Positions : :2,593,535 1,708,340 48,183 980,178 320,454 0 0 0 46,800 0 0 : : : : Changes from: September 29, 2015 : : -68,915 -81,459 -12,152 392 -3,136 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 56.8 1.6 32.6 10.6 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 70,724 : : Positions : : 65,475 63,524 0 2,412 4,788 0 0 0 461 0 0 : : : : Changes from: September 29, 2015 : : 778 -245 0 1,001 -229 0 0 0 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 89.8 0.0 3.4 6.8 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 1,600,476 : : Positions : :1,267,901 1,171,151 139,257 241,429 187,896 0 0 0 5,422 0 0 : : : : Changes from: September 29, 2015 : : 95,792 18,384 -2,744 74,272 0 0 0 0 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 73.2 8.7 15.1 11.7 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 18,021 : : Positions : : 9,615 17,062 7,100 0 300 0 30 0 687 0 65 : : : : Changes from: September 29, 2015 : : 945 1,093 -100 0 0 0 -390 0 -62 0 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 94.7 39.4 0.0 1.7 0.0 0.2 0.0 3.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 20,246 : : Positions : : 8,521 19,231 10,670 0 350 0 30 0 386 0 65 : : : : Changes from: September 29, 2015 : : 665 938 25 0 -25 0 -390 0 -122 -60 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 95.0 52.7 0.0 1.7 0.0 0.1 0.0 1.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 29,920 : : Positions : : 25,751 21,935 525 5,524 100 700 0 0 1,893 2,020 300 : : : : Changes from: September 29, 2015 : : -140 -466 -35 296 -10 -50 0 0 -65 -150 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 73.3 1.8 18.5 0.3 2.3 0.0 0.0 6.3 6.8 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 24,541 : : Positions : : 20,776 17,844 0 5,608 1,089 270 0 0 1,670 0 0 : : : : Changes from: September 29, 2015 : : 77 -574 0 428 -218 -90 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 72.7 0.0 22.9 4.4 1.1 0.0 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 29,025 : : Positions : : 26,832 15,059 1,274 13,548 17 0 205 120 315 0 50 : : : : Changes from: September 29, 2015 : : -1,066 -1,218 -390 -310 0 0 70 -30 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 51.9 4.4 46.7 0.1 0.0 0.7 0.4 1.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 22 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 22,869 : : Positions : : 21,498 15,841 40 6,027 706 0 155 140 0 0 0 : : : : Changes from: September 29, 2015 : : -1,190 -20 40 -755 130 0 -265 140 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 69.3 0.2 26.4 3.1 0.0 0.7 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 16,672 : : Positions : : 13,238 14,864 2,732 330 518 0 640 0 0 0 0 : : : : Changes from: September 29, 2015 : : 82 970 744 -75 0 0 -70 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 89.2 16.4 2.0 3.1 0.0 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 12,786 : : Positions : : 9,003 12,401 3,143 250 120 0 0 0 0 0 0 : : : : Changes from: September 29, 2015 : : 1,275 1,114 -165 -19 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 97.0 24.6 2.0 0.9 0.0 0.0 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 October 6, 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 35,119 : : Positions : : 30,805 28,239 1,410 5,185 600 0 300 0 1,875 600 0 : : : : Changes from: September 29, 2015 : : -650 -320 -25 -255 -45 0 -10 -15 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 80.4 4.0 14.8 1.7 0.0 0.9 0.0 5.3 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 13,300 : : Positions : : 11,269 10,154 780 3,075 0 0 0 0 1,091 0 0 : : : : Changes from: September 29, 2015 : : -400 -122 780 250 0 0 0 0 -111 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 76.3 5.9 23.1 0.0 0.0 0.0 0.0 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 17 . . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 13,513 : : Positions : : 10,719 10,426 540 3,012 0 0 0 0 1,874 75 0 : : : : Changes from: September 29, 2015 : : 5 104 0 -100 0 0 0 -25 -71 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 77.2 4.0 22.3 0.0 0.0 0.0 0.0 13.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 20 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 55,110 : : Positions : : 50,446 46,641 0 2,540 3,585 0 740 260 0 0 0 : : : : Changes from: September 29, 2015 : : -690 -1,323 0 -95 0 -445 45 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 84.6 0.0 4.6 6.5 0.0 1.3 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 21 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 47,607 : : Positions : : 43,847 38,839 0 4,035 2,765 0 340 260 0 0 0 : : : : Changes from: September 29, 2015 : : -570 -778 0 -220 0 -445 45 -125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 81.6 0.0 8.5 5.8 0.0 0.7 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 10,551 : : Positions : : 9,795 9,150 400 0 0 0 810 0 0 170 231 : : : : Changes from: September 29, 2015 : : -520 -530 -50 0 0 0 -100 0 0 65 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 86.7 3.8 0.0 0.0 0.0 7.7 0.0 0.0 1.6 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 21,600 : : Positions : : 21,500 15,925 0 1,200 0 0 4,460 0 0 0 0 : : : : Changes from: September 29, 2015 : : -1,020 -645 0 0 0 0 -380 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 73.7 0.0 5.6 0.0 0.0 20.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 20,670 : : Positions : : 20,590 15,030 0 1,200 0 0 4,410 0 0 0 0 : : : : Changes from: September 29, 2015 : : -995 -765 0 0 0 0 -230 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 72.7 0.0 5.8 0.0 0.0 21.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 67,047 : : Positions : : 50,300 63,082 4,080 605 50 7,430 0 100 2,002 0 223 : : : : Changes from: September 29, 2015 : : -2,255 -2,187 -15 -85 0 -925 0 100 833 0 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 94.1 6.1 0.9 0.1 11.1 0.0 0.1 3.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 22 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 62,653 : : Positions : : 47,007 59,722 2,880 545 650 6,505 0 100 4,000 0 0 : : : : Changes from: September 29, 2015 : : -1,840 -1,965 -15 -65 0 -775 0 100 460 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 95.3 4.6 0.9 1.0 10.4 0.0 0.2 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 23,596 : : Positions : : 20,785 20,945 0 1,185 420 0 100 350 1,175 0 0 : : : : Changes from: September 29, 2015 : : -2,590 1,280 0 -135 0 0 -3,450 100 275 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 88.8 0.0 5.0 1.8 0.0 0.4 1.5 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 21,970 : : Positions : : 21,030 19,425 0 1,755 45 250 600 0 500 0 0 : : : : Changes from: September 29, 2015 : : -2,150 -1,265 0 15 -15 250 -150 -450 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 88.4 0.0 8.0 0.2 1.1 2.7 0.0 2.3 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 October 6, 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 12,755 : : Positions : : 7,345 10,800 300 1,200 300 1,200 325 0 3,375 0 0 : : : : Changes from: September 29, 2015 : : -120 325 -100 50 -50 0 -1,225 -300 -675 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 84.7 2.4 9.4 2.4 9.4 2.5 0.0 26.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 7,635 : : Positions : : 5,810 7,200 300 150 0 1,200 125 0 0 0 0 : : : : Changes from: September 29, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 94.3 3.9 2.0 0.0 15.7 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 26,361 : : Positions : : 21,720 19,025 0 1,300 2,790 200 1,200 250 420 1,025 61 : : : : Changes from: September 29, 2015 : : 530 -830 0 -80 -35 -1,525 0 0 20 -75 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 72.2 0.0 4.9 10.6 0.8 4.6 0.9 1.6 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of October 6, 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 23,915 : : Positions : : 20,220 17,950 0 2,240 2,025 0 725 250 480 200 40 : : : : Changes from: September 29, 2015 : : -150 -700 0 85 -100 -200 125 -400 105 200 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 75.1 0.0 9.4 8.5 0.0 3.0 1.0 2.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 0 . . 0 . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 9, 2015