COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 107,598: 26,397 32,171 830 11,117 2,028 13,672 6,394 4,148 44,408 35,722 15,343: 772 675
Old : 107,598: 26,397 32,171 830 11,117 2,028 13,672 6,394 4,148 44,408 35,722 15,343: 772 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 3,807: 796 1,022 45 -381 120 2,235 339 -234 -685 1,763 1,849: -319 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 29.9 0.8 10.3 1.9 12.7 5.9 3.9 41.3 33.2 14.3: 0.7 0.6
Old : 100.0: 24.5 29.9 0.8 10.3 1.9 12.7 5.9 3.9 41.3 33.2 14.3: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 16 15 . . . . 4 . 13 18 15:
Old : 58: 16 15 . . . . 4 . 13 18 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 33.4 59.3 55.9 35.3 31.8 49.2 46.6
Old : 40.0 33.4 59.3 55.9 35.3 31.8 49.2 46.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 30,753: 7,340 9,460 1,271 1,795 364 6,574 180 545 12,253 16,218 1,583: 823 608
Old : 30,753: 7,340 9,460 1,271 1,795 364 6,574 180 545 12,253 16,218 1,583: 823 608
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 35: -205 275 161 -94 -161 -280 0 -35 387 -113 168: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 30.8 4.1 5.8 1.2 21.4 0.6 1.8 39.8 52.7 5.1: 2.7 2.0
Old : 100.0: 23.9 30.8 4.1 5.8 1.2 21.4 0.6 1.8 39.8 52.7 5.1: 2.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 10 12 . . . . . . 13 10 10:
Old : 43: 10 12 . . . . . . 13 10 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 46.1 74.8 68.3 53.5 46.1 67.0 66.0
Old : 59.9 46.1 74.8 68.3 53.5 46.1 67.0 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 TONS) :
: : Positions :
All : 3,437: 206 312 628 0 667 47 841 483 416 148 983: 7 3
Old : 3,437: 206 312 628 0 667 47 841 483 416 148 983: 7 3
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 249: 91 78 130 0 11 -1 198 -70 23 -33 64: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 9.1 18.3 0.0 19.4 1.4 24.5 14.1 12.1 4.3 28.6: 0.2 0.1
Old : 100.0: 6.0 9.1 18.3 0.0 19.4 1.4 24.5 14.1 12.1 4.3 28.6: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 5 5 . 0 . . . . 9 4 9:
Old : 26: 5 5 . 0 . . . . 9 4 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 66.9 89.8 90.1 26.2 30.4 31.7 34.1
Old : 70.0 66.9 89.8 90.1 26.2 30.4 31.7 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 134,619: 94,421 102,804 2,686 945 9,873 8,388 4,357 3,221 8,119 5,483 7,173: 738 763
Old : 134,619: 94,421 102,804 2,686 945 9,873 8,388 4,357 3,221 8,119 5,483 7,173: 738 763
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,631: 2,214 205 -1,366 541 1,107 144 31 -21 543 758 86: -76 -76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 76.4 2.0 0.7 7.3 6.2 3.2 2.4 6.0 4.1 5.3: 0.5 0.6
Old : 100.0: 70.1 76.4 2.0 0.7 7.3 6.2 3.2 2.4 6.0 4.1 5.3: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 71: 43 45 . . 4 5 . 6 6 5 8:
Old : 71: 43 45 . . 4 5 . 6 6 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 27.9 56.2 48.0 25.5 20.4 37.4 33.6
Old : 38.0 27.9 56.2 48.0 25.5 20.4 37.4 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 41,844: 32,047 35,808 3,698 0 3,611 206 39 2,104 0 104 179: 0 0
Old : 41,844: 32,047 35,808 3,698 0 3,611 206 39 2,104 0 104 179: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 650: 1,448 31 -1,567 0 770 9 -39 -86 0 -102 76: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 85.6 8.8 0.0 8.6 0.5 0.1 5.0 0.0 0.2 0.4: 0.0 0.0
Old : 100.0: 76.6 85.6 8.8 0.0 8.6 0.5 0.1 5.0 0.0 0.2 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 22 . 0 . . . . 0 . .:
Old : 31: 22 22 . 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 46.4 72.3 69.7 29.3 26.3 39.3 38.7
Old : 46.7 46.4 72.3 69.7 29.3 26.3 39.3 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 398,218: 326,793 340,665 0 3,702 25,137 24,011 9,975 18,085 3,538 0 654: 0 0
Old : 398,218: 326,793 340,665 0 3,702 25,137 24,011 9,975 18,085 3,538 0 654: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 21,200: 31,448 13,250 -11,088 3,702 2,400 0 2,456 -304 -1,256 0 0: 0 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 85.5 0.0 0.9 6.3 6.0 2.5 4.5 0.9 0.0 0.2: 0.0 0.0
Old : 100.0: 82.1 85.5 0.0 0.9 6.3 6.0 2.5 4.5 0.9 0.0 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 22 0 . . . . . . 0 .:
Old : 31: 22 22 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 50.3 69.9 75.3 35.4 39.0 50.9 53.1
Old : 42.6 50.3 69.9 75.3 35.4 39.0 50.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,514,493: 1,222,839 1,352,599 163,086 31,331 64,863 8,704 2,432 13,982 14,140 22,407 26,879: 0 0
Old : 1,514,493: 1,222,839 1,352,599 163,086 31,331 64,863 8,704 2,432 13,982 14,140 22,407 26,879: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -12,323: 4,061 -24,794 -18,234 384 3,869 -1,129 2,432 -56 -783 8,268 -50: 0 -2,376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 89.3 10.8 2.1 4.3 0.6 0.2 0.9 0.9 1.5 1.8: 0.0 0.0
Old : 100.0: 80.7 89.3 10.8 2.1 4.3 0.6 0.2 0.9 0.9 1.5 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 35 36 . . . . . . . . 5:
Old : 58: 35 36 . . . . . . . . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 48.1 73.5 65.5 43.5 33.3 53.0 44.9
Old : 56.0 48.1 73.5 65.5 43.5 33.3 53.0 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 55,799: 45,972 40,264 0 4,969 2,054 220 248 7,107 137 847 303: 6 6
Old : 55,799: 45,972 40,264 0 4,969 2,054 220 248 7,107 137 847 303: 6 6
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,438: 3,008 1,316 0 1,573 -340 -78 63 -99 74 51 -126: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 72.2 0.0 8.9 3.7 0.4 0.4 12.7 0.2 1.5 0.5: 0.0 0.0
Old : 100.0: 82.4 72.2 0.0 8.9 3.7 0.4 0.4 12.7 0.2 1.5 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 18 0 . . . . . . . .:
Old : 33: 23 18 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 61.1 75.0 81.8 39.7 48.5 58.4 60.9
Old : 51.1 61.1 75.0 81.8 39.7 48.5 58.4 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 317,589: 225,512 279,093 49,190 0 3,240 1,990 4,494 30,153 7,199 304 304: 1 1
Old : 317,589: 225,512 279,093 49,190 0 3,240 1,990 4,494 30,153 7,199 304 304: 1 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 8,336: 5,087 16,657 9,666 0 -6,761 688 0 0 2,208 304 -1,864: -688 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 87.9 15.5 0.0 1.0 0.6 1.4 9.5 2.3 0.1 0.1: 0.0 0.0
Old : 100.0: 71.0 87.9 15.5 0.0 1.0 0.6 1.4 9.5 2.3 0.1 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 13 . 0 . . . . . . .:
Old : 27: 14 13 . 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 66.8 83.0 92.8 42.4 58.1 62.2 69.0
Old : 52.6 66.8 83.0 92.8 42.4 58.1 62.2 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 591,521: 517,375 487,000 14,048 32,440 34,747 10,475 0 14,485 0 22,458 391: 0 0
Old : 591,521: 517,375 487,000 14,048 32,440 34,747 10,475 0 14,485 0 22,458 391: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 10,504: 10,504 1,472 0 13,728 0 0 0 0 0 -4,696 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 82.3 2.4 5.5 5.9 1.8 0.0 2.4 0.0 3.8 0.1: 0.0 0.0
Old : 100.0: 87.5 82.3 2.4 5.5 5.9 1.8 0.0 2.4 0.0 3.8 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 21 . . . . 0 . 0 . .:
Old : 36: 23 21 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 54.2 77.0 74.5 36.7 39.0 51.5 52.0
Old : 54.8 54.2 77.0 74.5 36.7 39.0 51.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 47,951: 39,863 40,300 1,216 812 721 2,183 317 1,963 745 2,942 702: 558 194
Old : 47,951: 39,863 40,300 1,216 812 721 2,183 317 1,963 745 2,942 702: 558 194
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 644: 580 605 174 0 -88 0 61 0 -110 0 88: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 84.0 2.5 1.7 1.5 4.6 0.7 4.1 1.6 6.1 1.5: 1.2 0.4
Old : 100.0: 83.1 84.0 2.5 1.7 1.5 4.6 0.7 4.1 1.6 6.1 1.5: 1.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 24 . . . . . . . . .:
Old : 38: 26 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 57.4 68.2 72.8 40.3 55.7 56.1 65.6
Old : 50.2 57.4 68.2 72.8 40.3 55.7 56.1 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,650: 43,651 53,675 9,815 0 280 0 245 100 0 50 0: 804 300
Old : 54,650: 43,651 53,675 9,815 0 280 0 245 100 0 50 0: 804 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 545: 433 505 60 0 40 0 0 0 0 0 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 98.2 18.0 0.0 0.5 0.0 0.4 0.2 0.0 0.1 0.0: 1.5 0.5
Old : 100.0: 79.9 98.2 18.0 0.0 0.5 0.0 0.4 0.2 0.0 0.1 0.0: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 25 20 . 0 . 0 . . 0 . 0:
Old : 34: 25 20 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 80.5 72.5 90.9 43.7 66.5 58.0 76.2
Old : 53.5 80.5 72.5 90.9 43.7 66.5 58.0 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 68,280: 55,538 67,626 12,150 0 20 90 0 230 0 100 0: 252 304
Old : 68,280: 55,538 67,626 12,150 0 20 90 0 230 0 100 0: 252 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 560: 518 540 10 0 20 0 0 0 0 0 0: 12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 99.0 17.8 0.0 0.0 0.1 0.0 0.3 0.0 0.1 0.0: 0.4 0.4
Old : 100.0: 81.3 99.0 17.8 0.0 0.0 0.1 0.0 0.3 0.0 0.1 0.0: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 28 22 . 0 . . 0 . 0 . 0:
Old : 38: 28 22 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 75.3 66.8 90.6 42.5 65.1 57.6 77.2
Old : 49.6 75.3 66.8 90.6 42.5 65.1 57.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,225: 15,925 15,680 0 1,410 1,050 1,190 0 10 0 75 0: 50 0
Old : 18,225: 15,925 15,680 0 1,410 1,050 1,190 0 10 0 75 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 86.0 0.0 7.7 5.8 6.5 0.0 0.1 0.0 0.4 0.0: 0.3 0.0
Old : 100.0: 87.4 86.0 0.0 7.7 5.8 6.5 0.0 0.1 0.0 0.4 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 15 0 . . . 0 . 0 . 0:
Old : 30: 19 15 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 75.8 74.9 90.6 44.6 56.7 64.7 70.3
Old : 49.6 75.8 74.9 90.6 44.6 56.7 64.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 266,200: 183,376 255,240 72,200 0 784 0 3,096 7,080 2,760 0 0: 0 0
Old : 266,200: 183,376 255,240 72,200 0 784 0 3,096 7,080 2,760 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -368: -368 -368 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 95.9 27.1 0.0 0.3 0.0 1.2 2.7 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 68.9 95.9 27.1 0.0 0.3 0.0 1.2 2.7 1.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 21 . 0 . 0 . . . 0 0:
Old : 32: 22 21 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 66.6 77.1 84.3 44.0 46.8 50.7 51.6
Old : 52.8 66.6 77.1 84.3 44.0 46.8 50.7 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,382: 5,143 6,813 0 700 178 0 22 88 2,584 256 110: 279 215
Old : 8,382: 5,143 6,813 0 700 178 0 22 88 2,584 256 110: 279 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 148: 148 148 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 81.3 0.0 8.4 2.1 0.0 0.3 1.0 30.8 3.1 1.3: 3.3 2.6
Old : 100.0: 61.4 81.3 0.0 8.4 2.1 0.0 0.3 1.0 30.8 3.1 1.3: 3.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 0 . . 0 . . . . .:
Old : 26: 15 17 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 47.4 80.7 72.9 57.6 36.0 69.9 55.9
Old : 57.9 47.4 80.7 72.9 57.6 36.0 69.9 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,020: 17,630 16,645 0 1,420 1,190 960 0 240 0 525 0: 0 0
Old : 20,020: 17,630 16,645 0 1,420 1,190 960 0 240 0 525 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 83.1 0.0 7.1 5.9 4.8 0.0 1.2 0.0 2.6 0.0: 0.0 0.0
Old : 100.0: 88.1 83.1 0.0 7.1 5.9 4.8 0.0 1.2 0.0 2.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 20 0 . . . 0 . 0 . 0:
Old : 35: 21 20 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 67.2 71.3 81.3 45.5 55.9 61.5 68.8
Old : 48.5 67.2 71.3 81.3 45.5 55.9 61.5 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,565: 13,035 10,220 50 2,255 1,020 0 840 230 0 0 0: 230 0
Old : 14,565: 13,035 10,220 50 2,255 1,020 0 840 230 0 0 0: 230 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 215: 420 145 0 275 -205 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 70.2 0.3 15.5 7.0 0.0 5.8 1.6 0.0 0.0 0.0: 1.6 0.0
Old : 100.0: 89.5 70.2 0.3 15.5 7.0 0.0 5.8 1.6 0.0 0.0 0.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 18 . . . 0 . . 0 0 0:
Old : 27: 21 18 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 60.7 64.7 85.1 31.2 37.0 46.1 51.4
Old : 39.7 60.7 64.7 85.1 31.2 37.0 46.1 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 16,488: 13,457 11,563 0 1,802 1,385 636 0 307 0 18 22: 681 1,391
Old : 16,488: 13,457 11,563 0 1,802 1,385 636 0 307 0 18 22: 681 1,391
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 121: 119 185 0 -24 -20 0 0 0 0 -20 0: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 70.1 0.0 10.9 8.4 3.9 0.0 1.9 0.0 0.1 0.1: 4.1 8.4
Old : 100.0: 81.6 70.1 0.0 10.9 8.4 3.9 0.0 1.9 0.0 0.1 0.1: 4.1 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 25 22 0 . . . 0 . 0 . .:
Old : 33: 25 22 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 54.5 63.7 71.4 27.4 34.6 45.1 47.0
Old : 38.8 54.5 63.7 71.4 27.4 34.6 45.1 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,498: 47,233 35,896 900 1,368 1,816 0 5,603 1,065 0 5,525 25: 459 200
Old : 51,498: 47,233 35,896 900 1,368 1,816 0 5,603 1,065 0 5,525 25: 459 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,136: 2,253 1,302 -66 100 -26 0 5 0 0 785 -25: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 69.7 1.7 2.7 3.5 0.0 10.9 2.1 0.0 10.7 0.0: 0.9 0.4
Old : 100.0: 91.7 69.7 1.7 2.7 3.5 0.0 10.9 2.1 0.0 10.7 0.0: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 30 30 . . 4 0 . . 0 . .:
Old : 43: 30 30 . . 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 44.4 66.7 68.3 44.6 41.6 61.4 61.1
Old : 47.9 44.4 66.7 68.3 44.6 41.6 61.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,181: 55,163 39,493 676 5,711 732 0 6,381 1,232 0 4,506 121: 257 5
Old : 58,181: 55,163 39,493 676 5,711 732 0 6,381 1,232 0 4,506 121: 257 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,055: 2,238 987 0 360 -132 0 70 0 0 826 -56: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 67.9 1.2 9.8 1.3 0.0 11.0 2.1 0.0 7.7 0.2: 0.4 0.0
Old : 100.0: 94.8 67.9 1.2 9.8 1.3 0.0 11.0 2.1 0.0 7.7 0.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 30 35 . . 4 0 . . 0 . .:
Old : 46: 30 35 . . 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 38.1 71.0 58.3 47.5 35.8 62.8 55.3
Old : 52.9 38.1 71.0 58.3 47.5 35.8 62.8 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,430: 42,845 44,855 1,670 410 1,075 500 0 0 0 0 0: 340 90
Old : 46,430: 42,845 44,855 1,670 410 1,075 500 0 0 0 0 0: 340 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,110: 1,720 2,525 260 -450 50 0 0 0 0 0 0: 80 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 96.6 3.6 0.9 2.3 1.1 0.0 0.0 0.0 0.0 0.0: 0.7 0.2
Old : 100.0: 92.3 96.6 3.6 0.9 2.3 1.1 0.0 0.0 0.0 0.0 0.0: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 25 12 . . . . 0 0 0 0 0:
Old : 31: 25 12 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 94.6 72.9 98.8 56.8 87.7 71.2 88.9
Old : 57.6 94.6 72.9 98.8 56.8 87.7 71.2 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,720: 44,930 44,585 710 1,155 980 0 0 0 0 0 0: 100 0
Old : 46,720: 44,930 44,585 710 1,155 980 0 0 0 0 0 0: 100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,385: 1,385 1,385 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 95.4 1.5 2.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 96.2 95.4 1.5 2.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 27 13 . . . 0 0 0 0 0 0:
Old : 31: 27 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 93.1 68.7 97.7 44.7 82.1 63.0 82.5
Old : 49.0 93.1 68.7 97.7 44.7 82.1 63.0 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 395,402: 284,275 347,348 10,076 19,896 5,818 29,326 0 22,340 43,567 0 0: 0 0
Old : 395,402: 284,275 347,348 10,076 19,896 5,818 29,326 0 22,340 43,567 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 15,178: 24,600 9,392 -5,488 8,856 -3,070 0 0 0 -864 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 87.8 2.5 5.0 1.5 7.4 0.0 5.6 11.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.9 87.8 2.5 5.0 1.5 7.4 0.0 5.6 11.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 29 . . . . 0 . . 0 0:
Old : 38: 24 29 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 42.7 74.8 64.8 35.2 36.0 50.6 49.5
Old : 48.4 42.7 74.8 64.8 35.2 36.0 50.6 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 24,229: 15,918 21,362 1,750 374 691 3,082 168 708 1,808 123 44: 228 759
Old : 24,229: 15,918 21,362 1,750 374 691 3,082 168 708 1,808 123 44: 228 759
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 946: 1,380 874 -660 171 107 0 0 0 86 0 0: 33 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 88.2 7.2 1.5 2.9 12.7 0.7 2.9 7.5 0.5 0.2: 0.9 3.1
Old : 100.0: 65.7 88.2 7.2 1.5 2.9 12.7 0.7 2.9 7.5 0.5 0.2: 0.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 21 27 . . . . . . . . .:
Old : 38: 21 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 40.2 66.2 59.5 34.6 34.6 50.7 42.5
Old : 43.2 40.2 66.2 59.5 34.6 34.6 50.7 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 12,805: 9,566 10,747 1,172 0 259 77 358 772 957 667 0: 2 2
Old : 12,805: 9,566 10,747 1,172 0 259 77 358 772 957 667 0: 2 2
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -231: -282 101 383 0 -332 77 -77 77 -154 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 83.9 9.2 0.0 2.0 0.6 2.8 6.0 7.5 5.2 0.0: 0.0 0.0
Old : 100.0: 74.7 83.9 9.2 0.0 2.0 0.6 2.8 6.0 7.5 5.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 11 . 0 . . . . . . 0:
Old : 26: 15 11 . 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 71.3 73.4 92.3 33.3 63.9 57.4 71.1
Old : 43.7 71.3 73.4 92.3 33.3 63.9 57.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 529,261: 446,586 487,414 48,161 0 20,016 0 7,333 14,498 0 0 0: 0 0
Old : 529,261: 446,586 487,414 48,161 0 20,016 0 7,333 14,498 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 17,506: 8,898 14,785 5,887 0 2,721 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 92.1 9.1 0.0 3.8 0.0 1.4 2.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.4 92.1 9.1 0.0 3.8 0.0 1.4 2.7 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . 0 . 0 . . 0 0 0:
Old : 29: 17 18 . 0 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 85.4 81.5 93.0 55.9 72.3 71.2 76.8
Old : 63.3 85.4 81.5 93.0 55.9 72.3 71.2 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 44,795: 32,085 40,773 2,406 716 343 3,694 0 1,824 3,170 0 842: 431 297
Old : 44,795: 32,085 40,773 2,406 716 343 3,694 0 1,824 3,170 0 842: 431 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 44: 220 44 88 0 0 0 0 0 -264 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 91.0 5.4 1.6 0.8 8.2 0.0 4.1 7.1 0.0 1.9: 1.0 0.7
Old : 100.0: 71.6 91.0 5.4 1.6 0.8 8.2 0.0 4.1 7.1 0.0 1.9: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 . . . . 0 . . 0 .:
Old : 30: 18 19 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 86.5 79.1 93.5 54.3 77.8 69.2 81.5
Old : 59.1 86.5 79.1 93.5 54.3 77.8 69.2 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,650: 10,271 12,693 81 922 1,117 1,039 0 41 2,971 0 616: 514 1,261
Old : 16,650: 10,271 12,693 81 922 1,117 1,039 0 41 2,971 0 616: 514 1,261
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 470: 826 26 0 376 -121 -41 0 41 -532 0 126: 171 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 76.2 0.5 5.5 6.7 6.2 0.0 0.2 17.8 0.0 3.7: 3.1 7.6
Old : 100.0: 61.7 76.2 0.5 5.5 6.7 6.2 0.0 0.2 17.8 0.0 3.7: 3.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 18 . . . . 0 . 4 0 .:
Old : 28: 16 18 . . . . 0 . 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 44.8 63.6 62.8 30.5 32.6 44.7 44.3
Old : 41.5 44.8 63.6 62.8 30.5 32.6 44.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 220,764: 150,891 219,166 19,529 0 1,598 368 0 0 47,596 0 0: 782 0
Old : 220,764: 150,891 219,166 19,529 0 1,598 368 0 0 47,596 0 0: 782 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 736: 0 736 0 0 0 368 0 0 368 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 99.3 8.8 0.0 0.7 0.2 0.0 0.0 21.6 0.0 0.0: 0.4 0.0
Old : 100.0: 68.3 99.3 8.8 0.0 0.7 0.2 0.0 0.0 21.6 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 16 . 0 . . 0 0 . 0 0:
Old : 26: 12 16 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.8 61.4 91.3 87.8 61.2 52.8 71.1 67.6
Old : 76.8 61.4 91.3 87.8 61.2 52.8 71.1 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,507: 7,729 10,069 1,960 99 1,092 1,205 0 264 0 126 0: 257 857
Old : 12,507: 7,729 10,069 1,960 99 1,092 1,205 0 264 0 126 0: 257 857
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 309: -331 560 639 0 -40 41 0 0 0 -255 0: 0 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 80.5 15.7 0.8 8.7 9.6 0.0 2.1 0.0 1.0 0.0: 2.1 6.9
Old : 100.0: 61.8 80.5 15.7 0.8 8.7 9.6 0.0 2.1 0.0 1.0 0.0: 2.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 14 . . . . 0 . 0 . 0:
Old : 25: 15 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 50.5 74.2 74.2 42.7 49.3 62.9 65.0
Old : 50.2 50.5 74.2 74.2 42.7 49.3 62.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 115,005: 89,387 105,694 11,278 5,419 3,501 10,448 0 391 0 0 0: 0 0
Old : 115,005: 89,387 105,694 11,278 5,419 3,501 10,448 0 391 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,729: -32 3,889 1,567 -2,722 1,562 -368 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 91.9 9.8 4.7 3.0 9.1 0.0 0.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.7 91.9 9.8 4.7 3.0 9.1 0.0 0.3 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 16 . . . . 0 . 0 0 0:
Old : 30: 17 16 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 62.0 78.1 80.7 35.5 45.7 53.8 59.2
Old : 55.1 62.0 78.1 80.7 35.5 45.7 53.8 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 23,050: 12,411 17,331 4,362 0 4,406 558 0 1,313 0 0 0: 0 0
Old : 23,050: 12,411 17,331 4,362 0 4,406 558 0 1,313 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 217: -356 574 1,038 0 -384 -108 0 27 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 75.2 18.9 0.0 19.1 2.4 0.0 5.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.8 75.2 18.9 0.0 19.1 2.4 0.0 5.7 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 12 . 0 . . 0 . 0 0 0:
Old : 22: 17 12 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 66.8 94.3 90.2 40.5 33.6 46.2 45.2
Old : 80.8 66.8 94.3 90.2 40.5 33.6 46.2 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 18,916: 8,267 13,812 5,522 0 695 179 0 380 654 811 2,015: 1,204 1,204
Old : 18,916: 8,267 13,812 5,522 0 695 179 0 380 654 811 2,015: 1,204 1,204
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,236: 327 1,149 1,179 0 -249 22 0 -30 -4 375 -151: 1,143 1,143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 73.0 29.2 0.0 3.7 0.9 0.0 2.0 3.5 4.3 10.7: 6.4 6.4
Old : 100.0: 43.7 73.0 29.2 0.0 3.7 0.9 0.0 2.0 3.5 4.3 10.7: 6.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . 0 . . 0 . . . .:
Old : 20: 12 10 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 69.9 79.5 83.6 46.6 51.7 56.7 58.5
Old : 57.5 69.9 79.5 83.6 46.6 51.7 56.7 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,295: 27,755 14,170 2,195 15,105 0 0 900 0 0 0 0: 345 120
Old : 30,295: 27,755 14,170 2,195 15,105 0 0 900 0 0 0 0: 345 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 630: 630 630 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 46.8 7.2 49.9 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 1.1 0.4
Old : 100.0: 91.6 46.8 7.2 49.9 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 13 . . 0 0 . 0 0 0 0:
Old : 26: 19 13 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 80.7 78.5 94.0 45.6 76.1 66.4 81.6
Old : 52.5 80.7 78.5 94.0 45.6 76.1 66.4 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,035: 25,190 10,620 1,500 15,155 0 0 900 0 0 0 0: 345 360
Old : 27,035: 25,190 10,620 1,500 15,155 0 0 900 0 0 0 0: 345 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 130: 190 -110 0 0 0 0 0 0 0 0 0: -60 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 39.3 5.5 56.1 0.0 0.0 3.3 0.0 0.0 0.0 0.0: 1.3 1.3
Old : 100.0: 93.2 39.3 5.5 56.1 0.0 0.0 3.3 0.0 0.0 0.0 0.0: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 11 . . 0 0 . 0 0 0 0:
Old : 25: 17 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 85.3 78.3 97.0 51.9 83.1 69.6 85.9
Old : 58.0 85.3 78.3 97.0 51.9 83.1 69.6 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,041: 25,831 20,271 0 5,720 0 0 0 0 0 0 0: 210 50
Old : 26,041: 25,831 20,271 0 5,720 0 0 0 0 0 0 0: 210 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,146: 2,146 2,146 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 77.8 0.0 22.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.2
Old : 100.0: 99.2 77.8 0.0 22.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 22 8 0 . 0 0 0 0 0 0 0:
Old : 28: 22 8 0 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 76.6 77.2 97.5 46.8 73.3 62.3 83.8
Old : 57.8 76.6 77.2 97.5 46.8 73.3 62.3 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,679: 18,469 14,659 0 4,020 0 0 0 0 0 0 0: 210 0
Old : 18,679: 18,469 14,659 0 4,020 0 0 0 0 0 0 0: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,214: 2,214 2,214 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.9 78.5 0.0 21.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 98.9 78.5 0.0 21.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 8 0 . 0 0 0 0 0 0 0:
Old : 26: 20 8 0 . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 72.7 78.5 98.5 52.7 71.6 71.8 90.1
Old : 58.1 72.7 78.5 98.5 52.7 71.6 71.8 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,050: 13,815 13,510 0 1,115 315 0 50 0 0 0 0: 920 60
Old : 15,050: 13,815 13,510 0 1,115 315 0 50 0 0 0 0: 920 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 89.8 0.0 7.4 2.1 0.0 0.3 0.0 0.0 0.0 0.0: 6.1 0.4
Old : 100.0: 91.8 89.8 0.0 7.4 2.1 0.0 0.3 0.0 0.0 0.0 0.0: 6.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 0 . . 0 . 0 0 0 0:
Old : 20: 11 8 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 88.0 87.8 98.3 74.4 85.8 87.4 93.9
Old : 74.4 88.0 87.8 98.3 74.4 85.8 87.4 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,875: 12,915 13,815 225 0 0 0 0 0 0 0 0: 735 60
Old : 13,875: 12,915 13,815 225 0 0 0 0 0 0 0 0: 735 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 99.6 1.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 0.4
Old : 100.0: 93.1 99.6 1.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 5.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 18 6 . 0 0 0 0 0 0 0 0:
Old : 20: 18 6 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 95.6 71.4 99.6 43.6 86.6 66.6 86.6
Old : 48.4 95.6 71.4 99.6 43.6 86.6 66.6 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,747: 13,855 14,747 285 0 0 0 0 0 0 0 0: 607 0
Old : 14,747: 13,855 14,747 285 0 0 0 0 0 0 0 0: 607 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 70: 70 70 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 100.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 0.0
Old : 100.0: 94.0 100.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 21 8 . 0 0 0 0 0 0 0 0:
Old : 23: 21 8 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 95.2 67.9 100.0 41.7 85.1 62.4 85.1
Old : 46.7 95.2 67.9 100.0 41.7 85.1 62.4 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 109,998: 92,946 108,370 13,519 0 1,233 1,215 55 340 600 0 0: 145 0
Old : 109,998: 92,946 108,370 13,519 0 1,233 1,215 55 340 600 0 0: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,770: 1,170 1,710 540 0 60 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 98.5 12.3 0.0 1.1 1.1 0.1 0.3 0.5 0.0 0.0: 0.1 0.0
Old : 100.0: 84.5 98.5 12.3 0.0 1.1 1.1 0.1 0.3 0.5 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 33 31 4 0 . . . . . 0 0:
Old : 45: 33 31 4 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 62.6 62.4 81.9 36.2 54.7 50.3 66.4
Old : 46.2 62.6 62.4 81.9 36.2 54.7 50.3 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 136,771: 117,640 135,156 14,681 0 1,145 2,170 0 470 650 0 0: 15 0
Old : 136,771: 117,640 135,156 14,681 0 1,145 2,170 0 470 650 0 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,881: 1,881 1,881 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 98.8 10.7 0.0 0.8 1.6 0.0 0.3 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 86.0 98.8 10.7 0.0 0.8 1.6 0.0 0.3 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 34 36 4 0 . . 0 . . 0 0:
Old : 49: 34 36 4 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 60.8 64.6 84.0 35.8 57.0 51.0 68.1
Old : 47.1 60.8 64.6 84.0 35.8 57.0 51.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 151,594: 120,617 115,160 104 18,131 5,515 3,675 906 1,440 15,640 6,051 4,283: 320 108
Old : 151,594: 120,617 115,160 104 18,131 5,515 3,675 906 1,440 15,640 6,051 4,283: 320 108
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 2,335: 3,427 3,172 20 -255 -311 0 -875 5 -634 771 -177: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 76.0 0.1 12.0 3.6 2.4 0.6 0.9 10.3 4.0 2.8: 0.2 0.1
Old : 100.0: 79.6 76.0 0.1 12.0 3.6 2.4 0.6 0.9 10.3 4.0 2.8: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 66: 42 36 . . 4 . . 4 6 4 5:
Old : 66: 42 36 . . 4 . . 4 6 4 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 66.3 56.7 76.7 32.8 60.6 54.8 67.7
Old : 34.6 66.3 56.7 76.7 32.8 60.6 54.8 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 101,599: 86,599 88,500 4,431 1,753 6,154 413 0 1,422 765 2,100 1,655: 160 15
Old : 101,599: 86,599 88,500 4,431 1,753 6,154 413 0 1,422 765 2,100 1,655: 160 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,135: 2,385 -485 -2,525 90 1,110 0 0 0 -255 0 420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 87.1 4.4 1.7 6.1 0.4 0.0 1.4 0.8 2.1 1.6: 0.2 0.0
Old : 100.0: 85.2 87.1 4.4 1.7 6.1 0.4 0.0 1.4 0.8 2.1 1.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 35 30 . . 4 . 0 . . . 4:
Old : 49: 35 30 . . 4 . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 73.1 57.5 81.8 35.8 67.6 52.1 73.5
Old : 36.1 73.1 57.5 81.8 35.8 67.6 52.1 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,685: 23,390 21,530 360 1,930 280 295 815 0 0 0 0: 360 130
Old : 24,685: 23,390 21,530 360 1,930 280 295 815 0 0 0 0: 360 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -5: -5 -5 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 87.2 1.5 7.8 1.1 1.2 3.3 0.0 0.0 0.0 0.0: 1.5 0.5
Old : 100.0: 94.8 87.2 1.5 7.8 1.1 1.2 3.3 0.0 0.0 0.0 0.0: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 10 . . . . . 0 0 0 0:
Old : 28: 21 10 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 82.2 75.0 98.6 54.4 78.7 74.4 92.2
Old : 54.5 82.2 75.0 98.6 54.4 78.7 74.4 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,715: 21,131 20,165 330 1,880 235 684 315 0 0 0 0: 335 120
Old : 22,715: 21,131 20,165 330 1,880 235 684 315 0 0 0 0: 335 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -80: -80 -80 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 88.8 1.5 8.3 1.0 3.0 1.4 0.0 0.0 0.0 0.0: 1.5 0.5
Old : 100.0: 93.0 88.8 1.5 8.3 1.0 3.0 1.4 0.0 0.0 0.0 0.0: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 9 . . . . . 0 0 0 0:
Old : 28: 20 9 . . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 80.6 75.8 98.9 55.5 77.2 75.7 91.5
Old : 55.6 80.6 75.8 98.9 55.5 77.2 75.7 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 20,655: 17,475 14,730 440 1,420 2,135 0 925 300 0 25 0: 305 1,120
Old : 20,655: 17,475 14,730 440 1,420 2,135 0 925 300 0 25 0: 305 1,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,050: 950 1,050 440 0 0 0 0 0 0 0 0: -340 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 71.3 2.1 6.9 10.3 0.0 4.5 1.5 0.0 0.1 0.0: 1.5 5.4
Old : 100.0: 84.6 71.3 2.1 6.9 10.3 0.0 4.5 1.5 0.0 0.1 0.0: 1.5 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 17 . . . 0 . . 0 . 0:
Old : 28: 19 17 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 43.4 77.4 70.5 43.1 31.3 59.7 50.1
Old : 54.7 43.4 77.4 70.5 43.1 31.3 59.7 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 20,632: 15,255 16,801 823 161 1,103 140 0 132 730 0 86: 2,363 2,349
Old : 20,632: 15,255 16,801 823 161 1,103 140 0 132 730 0 86: 2,363 2,349
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -163: -122 -149 1 -5 -3 0 0 0 0 0 0: -39 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 81.4 4.0 0.8 5.3 0.7 0.0 0.6 3.5 0.0 0.4: 11.5 11.4
Old : 100.0: 73.9 81.4 4.0 0.8 5.3 0.7 0.0 0.6 3.5 0.0 0.4: 11.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 13 . . . . 0 . . 0 .:
Old : 21: 16 13 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 63.0 75.9 80.0 37.8 47.4 46.6 50.7
Old : 57.7 63.0 75.9 80.0 37.8 47.4 46.6 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 1,326,001: 391,580 1,304,115 912,535 0 21,886 0 0 0 0 0 0: 0 0
Old : 1,326,001: 391,580 1,304,115 912,535 0 21,886 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 98.3 68.8 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 29.5 98.3 68.8 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 14 . 0 . 0 0 0 0 0 0:
Old : 20: 10 14 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.5 88.2 99.5 95.4 85.4 78.4 86.4 83.6
Old : 92.5 88.2 99.5 95.4 85.4 78.4 86.4 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 134,984: 124,708 72,103 750 54,440 3,551 3,435 0 2,540 0 2,350 0: 0 0
Old : 134,984: 124,708 72,103 750 54,440 3,551 3,435 0 2,540 0 2,350 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 53.4 0.6 40.3 2.6 2.5 0.0 1.9 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 92.4 53.4 0.6 40.3 2.6 2.5 0.0 1.9 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 . . . . 0 . 0 . 0:
Old : 28: 15 17 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 73.1 84.4 86.2 33.4 46.9 50.2 53.0
Old : 63.1 73.1 84.4 86.2 33.4 46.9 50.2 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,882,023: 2,503,334 1,149,020 144,624 1,220,591 234,065 0 278,320 0 0 0 0: 0 27
Old : 2,882,023: 2,503,334 1,149,020 144,624 1,220,591 234,065 0 278,320 0 0 0 0: 0 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -0: -0 0 0 0 0 0 0 0 0 0 0: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 39.9 5.0 42.4 8.1 0.0 9.7 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.9 39.9 5.0 42.4 8.1 0.0 9.7 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 11 . . . 0 . 0 0 0 0:
Old : 26: 18 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 83.1 91.5 94.0 50.3 58.6 61.6 64.2
Old : 74.5 83.1 91.5 94.0 50.3 58.6 61.6 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 51,604: 40,993 42,549 1,523 640 4,839 58 0 3,425 766 0 0: 0 151
Old : 51,604: 40,993 42,549 1,523 640 4,839 58 0 3,425 766 0 0: 0 151
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 82.5 3.0 1.2 9.4 0.1 0.0 6.6 1.5 0.0 0.0: 0.0 0.3
Old : 100.0: 79.4 82.5 3.0 1.2 9.4 0.1 0.0 6.6 1.5 0.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 10 . . . . 0 . . 0 0:
Old : 22: 13 10 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 75.0 88.3 93.7 56.0 67.4 68.8 74.3
Old : 64.0 75.0 88.3 93.7 56.0 67.4 68.8 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,388,995: 820,821 879,394 140,341 215,271 216,180 132,560 0 70,560 8,533 7,590 0: 0 0
Old : 1,388,995: 820,821 879,394 140,341 215,271 216,180 132,560 0 70,560 8,533 7,590 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 63.3 10.1 15.5 15.6 9.5 0.0 5.1 0.6 0.5 0.0: 0.0 0.0
Old : 100.0: 59.1 63.3 10.1 15.5 15.6 9.5 0.0 5.1 0.6 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . . . . 0 . . . 0:
Old : 24: 13 8 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 84.5 86.2 98.6 49.5 67.9 65.6 72.7
Old : 59.5 84.5 86.2 98.6 49.5 67.9 65.6 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,114: 12,790 18,294 4,600 0 1,500 0 600 0 1,549 0 0: 675 720
Old : 21,114: 12,790 18,294 4,600 0 1,500 0 600 0 1,549 0 0: 675 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 100: 0 100 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 86.6 21.8 0.0 7.1 0.0 2.8 0.0 7.3 0.0 0.0: 3.2 3.4
Old : 100.0: 60.6 86.6 21.8 0.0 7.1 0.0 2.8 0.0 7.3 0.0 0.0: 3.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . 0 . 0 . 0 . 0 0:
Old : 24: 11 13 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 53.9 91.1 80.5 67.1 53.9 83.9 78.3
Old : 74.2 53.9 91.1 80.5 67.1 53.9 83.9 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,150: 10,536 15,700 4,370 0 1,250 0 600 0 1,520 0 0: 474 600
Old : 18,150: 10,536 15,700 4,370 0 1,250 0 600 0 1,520 0 0: 474 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 100: 0 100 100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 86.5 24.1 0.0 6.9 0.0 3.3 0.0 8.4 0.0 0.0: 2.6 3.3
Old : 100.0: 58.0 86.5 24.1 0.0 6.9 0.0 3.3 0.0 8.4 0.0 0.0: 2.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 9 14 . 0 . 0 . 0 . 0 0:
Old : 22: 9 14 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 53.7 95.7 81.3 75.5 53.7 86.3 77.7
Old : 82.8 53.7 95.7 81.3 75.5 53.7 86.3 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,524: 27,558 25,466 0 2,335 250 1,350 0 0 1,203 2,770 703: 460 0
Old : 31,524: 27,558 25,466 0 2,335 250 1,350 0 0 1,203 2,770 703: 460 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 368: 1,085 720 0 250 -155 0 0 0 -600 -500 53: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 80.8 0.0 7.4 0.8 4.3 0.0 0.0 3.8 8.8 2.2: 1.5 0.0
Old : 100.0: 87.4 80.8 0.0 7.4 0.8 4.3 0.0 0.0 3.8 8.8 2.2: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 20 0 . . . 0 0 . . .:
Old : 31: 20 20 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 50.2 80.4 76.8 57.6 48.2 70.0 69.8
Old : 66.4 50.2 80.4 76.8 57.6 48.2 70.0 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,810: 14,332 17,123 1,300 3,070 345 700 0 0 3,215 0 0: 918 272
Old : 20,810: 14,332 17,123 1,300 3,070 345 700 0 0 3,215 0 0: 918 272
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -300: 600 -600 0 300 0 0 0 0 -900 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.9 82.3 6.2 14.8 1.7 3.4 0.0 0.0 15.4 0.0 0.0: 4.4 1.3
Old : 100.0: 68.9 82.3 6.2 14.8 1.7 3.4 0.0 0.0 15.4 0.0 0.0: 4.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 17 . . . . 0 0 . 0 0:
Old : 27: 17 17 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 52.8 79.4 78.4 44.0 45.2 61.1 63.5
Old : 57.0 52.8 79.4 78.4 44.0 45.2 61.1 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,048: 22,998 17,563 834 6,910 0 56 310 230 270 0 0: 660 35
Old : 25,048: 22,998 17,563 834 6,910 0 56 310 230 270 0 0: 660 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 405: 385 900 0 -495 0 0 0 0 20 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 70.1 3.3 27.6 0.0 0.2 1.2 0.9 1.1 0.0 0.0: 2.6 0.1
Old : 100.0: 91.8 70.1 3.3 27.6 0.0 0.2 1.2 0.9 1.1 0.0 0.0: 2.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 25 19 . . 0 . . . . 0 0:
Old : 34: 25 19 . . 0 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 63.8 75.5 83.7 56.0 61.0 69.9 78.9
Old : 56.2 63.8 75.5 83.7 56.0 61.0 69.9 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,192: 22,221 15,921 0 6,273 145 567 700 143 0 0 0: 116 10
Old : 23,192: 22,221 15,921 0 6,273 145 567 700 143 0 0 0: 116 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 665: 540 1,305 0 -765 125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 68.6 0.0 27.0 0.6 2.4 3.0 0.6 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 95.8 68.6 0.0 27.0 0.6 2.4 3.0 0.6 0.0 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 20 0 . . . . . 0 0 0:
Old : 34: 22 20 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 45.9 82.4 69.5 62.8 42.2 73.4 64.1
Old : 67.6 45.9 82.4 69.5 62.8 42.2 73.4 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,149: 12,845 12,854 1,490 795 430 0 1,070 0 0 0 0: 384 0
Old : 15,149: 12,845 12,854 1,490 795 430 0 1,070 0 0 0 0: 384 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 105: 0 105 105 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 84.9 9.8 5.2 2.8 0.0 7.1 0.0 0.0 0.0 0.0: 2.5 0.0
Old : 100.0: 84.8 84.9 9.8 5.2 2.8 0.0 7.1 0.0 0.0 0.0 0.0: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . . . 0 . 0 0 0 0:
Old : 24: 13 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 61.3 83.6 85.6 52.2 55.1 82.9 78.2
Old : 52.2 61.3 83.6 85.6 52.2 55.1 82.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,085: 22,535 18,620 1,335 2,695 1,760 0 1,910 290 25 600 0: 140 210
Old : 26,085: 22,535 18,620 1,335 2,695 1,760 0 1,910 290 25 600 0: 140 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 850: 580 850 255 0 0 0 0 0 0 0 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 71.4 5.1 10.3 6.7 0.0 7.3 1.1 0.1 2.3 0.0: 0.5 0.8
Old : 100.0: 86.4 71.4 5.1 10.3 6.7 0.0 7.3 1.1 0.1 2.3 0.0: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 20 . . . 0 . . . . 0:
Old : 33: 21 20 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 49.5 73.6 72.3 51.0 39.2 65.9 59.4
Old : 54.3 49.5 73.6 72.3 51.0 39.2 65.9 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 8,325: 6,990 5,840 175 2,400 65 975 0 0 0 0 0: 120 20
Old : 8,325: 6,990 5,840 175 2,400 65 975 0 0 0 0 0: 120 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 435: 675 390 -285 0 45 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 70.2 2.1 28.8 0.8 11.7 0.0 0.0 0.0 0.0 0.0: 1.4 0.2
Old : 100.0: 84.0 70.2 2.1 28.8 0.8 11.7 0.0 0.0 0.0 0.0 0.0: 1.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 15 . . . . 0 0 0 0 0:
Old : 23: 14 15 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 60.8 78.9 88.2 45.4 58.4 69.4 77.4
Old : 46.2 60.8 78.9 88.2 45.4 58.4 69.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 10,340: 8,225 7,560 710 2,240 0 430 0 300 0 125 0: 675 115
Old : 10,340: 8,225 7,560 710 2,240 0 430 0 300 0 125 0: 675 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 50: -15 45 0 0 0 0 0 0 0 0 0: 65 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 73.1 6.9 21.7 0.0 4.2 0.0 2.9 0.0 1.2 0.0: 6.5 1.1
Old : 100.0: 79.5 73.1 6.9 21.7 0.0 4.2 0.0 2.9 0.0 1.2 0.0: 6.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 14 . . 0 . 0 . 0 . 0:
Old : 23: 15 14 . . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 65.7 72.5 88.0 39.5 57.6 60.3 72.4
Old : 42.8 65.7 72.5 88.0 39.5 57.6 60.3 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,061: 55,246 53,242 0 2,310 3,095 370 0 155 0 0 0: 2,195 2,259
Old : 61,061: 55,246 53,242 0 2,310 3,095 370 0 155 0 0 0: 2,195 2,259
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,330: 1,330 1,330 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 87.2 0.0 3.8 5.1 0.6 0.0 0.3 0.0 0.0 0.0: 3.6 3.7
Old : 100.0: 90.5 87.2 0.0 3.8 5.1 0.6 0.0 0.3 0.0 0.0 0.0: 3.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 21 0 . . . 0 . 0 0 0:
Old : 28: 15 21 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 70.3 89.0 84.8 77.0 64.6 82.8 76.8
Old : 80.5 70.3 89.0 84.8 77.0 64.6 82.8 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 55,757: 51,392 46,261 0 4,660 1,870 370 0 155 0 0 0: 1,970 2,811
Old : 55,757: 51,392 46,261 0 4,660 1,870 370 0 155 0 0 0: 1,970 2,811
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,345: 1,345 1,345 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 83.0 0.0 8.4 3.4 0.7 0.0 0.3 0.0 0.0 0.0: 3.5 5.0
Old : 100.0: 92.2 83.0 0.0 8.4 3.4 0.7 0.0 0.3 0.0 0.0 0.0: 3.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 17 0 . . . 0 . 0 0 0:
Old : 24: 15 17 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 72.8 90.2 87.3 80.7 67.9 84.5 79.9
Old : 82.4 72.8 90.2 87.3 80.7 67.9 84.5 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 12,465: 9,660 12,345 1,130 0 0 600 0 0 600 0 0: 475 120
Old : 12,465: 9,660 12,345 1,130 0 0 600 0 0 600 0 0: 475 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 99.0 9.1 0.0 0.0 4.8 0.0 0.0 4.8 0.0 0.0: 3.8 1.0
Old : 100.0: 77.5 99.0 9.1 0.0 0.0 4.8 0.0 0.0 4.8 0.0 0.0: 3.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 8 . 0 0 . 0 0 . 0 0:
Old : 21: 13 8 . 0 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 90.6 82.4 99.0 53.0 86.7 73.2 87.1
Old : 56.6 90.6 82.4 99.0 53.0 86.7 73.2 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,958: 10,640 10,085 300 0 300 0 525 0 0 485 323: 395 240
Old : 11,958: 10,640 10,085 300 0 300 0 525 0 0 485 323: 395 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -175: -175 -175 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 84.3 2.5 0.0 2.5 0.0 4.4 0.0 0.0 4.1 2.7: 3.3 2.0
Old : 100.0: 89.0 84.3 2.5 0.0 2.5 0.0 4.4 0.0 0.0 4.1 2.7: 3.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 . 0 . 0 . 0 0 . .:
Old : 20: 13 10 . 0 . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 64.9 83.7 87.5 60.9 51.5 71.7 71.0
Old : 62.0 64.9 83.7 87.5 60.9 51.5 71.7 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,715: 10,720 8,160 525 0 75 0 1,275 0 0 1,995 0: 395 210
Old : 11,715: 10,720 8,160 525 0 75 0 1,275 0 0 1,995 0: 395 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -175: -175 -175 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 69.7 4.5 0.0 0.6 0.0 10.9 0.0 0.0 17.0 0.0: 3.4 1.8
Old : 100.0: 91.5 69.7 4.5 0.0 0.6 0.0 10.9 0.0 0.0 17.0 0.0: 3.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 8 . 0 . 0 . 0 0 . 0:
Old : 20: 13 8 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 63.0 83.9 94.0 56.2 56.0 73.9 79.0
Old : 61.7 63.0 83.9 94.0 56.2 56.0 73.9 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,626: 27,911 21,611 0 1,200 0 350 5,500 190 0 0 0: 175 125
Old : 28,626: 27,911 21,611 0 1,200 0 350 5,500 190 0 0 0: 175 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 680: 680 680 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 75.5 0.0 4.2 0.0 1.2 19.2 0.7 0.0 0.0 0.0: 0.6 0.4
Old : 100.0: 97.5 75.5 0.0 4.2 0.0 1.2 19.2 0.7 0.0 0.0 0.0: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 12 0 . 0 . . . 0 0 0:
Old : 23: 18 12 0 . 0 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 89.2 88.3 97.6 71.0 87.6 87.2 91.8
Old : 71.6 89.2 88.3 97.6 71.0 87.6 87.2 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,085: 26,870 20,660 0 1,200 0 50 5,100 0 0 0 0: 165 125
Old : 27,085: 26,870 20,660 0 1,200 0 50 5,100 0 0 0 0: 165 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 680: 680 680 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 76.3 0.0 4.4 0.0 0.2 18.8 0.0 0.0 0.0 0.0: 0.6 0.5
Old : 100.0: 99.2 76.3 0.0 4.4 0.0 0.2 18.8 0.0 0.0 0.0 0.0: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 16 8 0 . 0 . . 0 0 0 0:
Old : 22: 16 8 0 . 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 91.2 90.1 99.2 74.3 88.8 89.5 93.8
Old : 74.3 91.2 90.1 99.2 74.3 88.8 89.5 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 71,874: 51,483 66,215 4,715 615 380 11,205 580 215 17 0 784: 3,075 3,085
Old : 71,874: 51,483 66,215 4,715 615 380 11,205 580 215 17 0 784: 3,075 3,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,360: 1,120 1,360 0 0 0 240 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 92.1 6.6 0.9 0.5 15.6 0.8 0.3 0.0 0.0 1.1: 4.3 4.3
Old : 100.0: 71.6 92.1 6.6 0.9 0.5 15.6 0.8 0.3 0.0 0.0 1.1: 4.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 22 . . . . . . . 0 .:
Old : 34: 23 22 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 58.6 85.2 78.6 65.7 55.7 82.8 75.6
Old : 66.1 58.6 85.2 78.6 65.7 55.7 82.8 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 66,063: 43,488 63,308 4,715 565 290 11,550 230 0 4,341 0 0: 1,679 1,670
Old : 66,063: 43,488 63,308 4,715 565 290 11,550 230 0 4,341 0 0: 1,679 1,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 1,240: 1,000 1,240 0 0 0 240 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 95.8 7.1 0.9 0.4 17.5 0.3 0.0 6.6 0.0 0.0: 2.5 2.5
Old : 100.0: 65.8 95.8 7.1 0.9 0.4 17.5 0.3 0.0 6.6 0.0 0.0: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 23 . . . . . 0 . 0 0:
Old : 33: 18 23 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 61.9 89.6 81.6 67.1 59.5 88.1 78.0
Old : 68.0 61.9 89.6 81.6 67.1 59.5 88.1 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,155: 23,680 21,450 0 1,480 420 600 4,625 0 2,650 0 0: 1,805 1,180
Old : 29,155: 23,680 21,450 0 1,480 420 600 4,625 0 2,650 0 0: 1,805 1,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 75: 75 75 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 73.6 0.0 5.1 1.4 2.1 15.9 0.0 9.1 0.0 0.0: 6.2 4.0
Old : 100.0: 81.2 73.6 0.0 5.1 1.4 2.1 15.9 0.0 9.1 0.0 0.0: 6.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 16 0 . . . . 0 . 0 0:
Old : 25: 15 16 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 57.7 80.4 79.3 44.6 51.1 59.0 59.8
Old : 49.8 57.7 80.4 79.3 44.6 51.1 59.0 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,825: 22,655 23,075 0 950 0 200 0 600 800 0 0: 570 200
Old : 24,825: 22,655 23,075 0 950 0 200 0 600 800 0 0: 570 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 75: 75 75 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 93.0 0.0 3.8 0.0 0.8 0.0 2.4 3.2 0.0 0.0: 2.3 0.8
Old : 100.0: 91.3 93.0 0.0 3.8 0.0 0.8 0.0 2.4 3.2 0.0 0.0: 2.3 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 19 14 0 . 0 . 0 . . 0 0:
Old : 24: 19 14 0 . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 58.4 75.3 81.0 46.2 44.3 57.5 57.6
Old : 56.8 58.4 75.3 81.0 46.2 44.3 57.5 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,919: 17,735 16,090 0 1,765 3,485 2,700 1,800 0 1,610 2,750 9: 1,380 1,020
Old : 26,919: 17,735 16,090 0 1,765 3,485 2,700 1,800 0 1,610 2,750 9: 1,380 1,020
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 59.8 0.0 6.6 12.9 10.0 6.7 0.0 6.0 10.2 0.0: 5.1 3.8
Old : 100.0: 65.9 59.8 0.0 6.6 12.9 10.0 6.7 0.0 6.0 10.2 0.0: 5.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 16 0 . . . . 0 . . .:
Old : 28: 17 16 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 47.5 76.9 70.8 51.0 35.8 64.5 55.3
Old : 54.6 47.5 76.9 70.8 51.0 35.8 64.5 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, March 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,015: 16,755 14,280 400 1,900 1,725 100 1,200 500 0 250 210: 1,325 950
Old : 21,015: 16,755 14,280 400 1,900 1,725 100 1,200 500 0 250 210: 1,325 950
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 68.0 1.9 9.0 8.2 0.5 5.7 2.4 0.0 1.2 1.0: 6.3 4.5
Old : 100.0: 79.7 68.0 1.9 9.0 8.2 0.5 5.7 2.4 0.0 1.2 1.0: 6.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 15 . . . . . . 0 . .:
Old : 25: 16 15 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 42.3 76.4 67.6 45.8 30.8 55.3 50.9
Old : 59.1 42.3 76.4 67.6 45.8 30.8 55.3 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2015