Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 90,009 : : Positions : : 18,304 25,447 890 8,191 639 6,195 11,270 1,546 54,642 34,844 6,748 : : : : Changes from: December 30, 2014 : : 1,236 377 0 1,400 -492 1,770 1,380 200 1,656 1,460 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 28.3 1.0 9.1 0.7 6.9 12.5 1.7 60.7 38.7 7.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 14 15 . . . . 4 . 15 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 31,063 : : Positions : : 8,905 5,420 1,320 1,922 445 7,885 150 420 9,596 20,174 1,607 : : : : Changes from: December 30, 2014 : : -505 230 0 -120 0 585 0 45 45 280 145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.7 17.4 4.2 6.2 1.4 25.4 0.5 1.4 30.9 64.9 5.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 9 10 . . . 4 . . 9 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 140,975 : : Positions : : 94,324 103,749 2,802 1,693 12,831 7,241 5,937 4,053 9,494 2,839 9,151 : : : : Changes from: December 30, 2014 : : -3,214 -1,536 179 289 -931 -194 -253 -125 912 -1,078 -760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 73.6 2.0 1.2 9.1 5.1 4.2 2.9 6.7 2.0 6.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 47 46 . . 4 . 4 6 7 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,612 : : Positions : : 27,699 34,015 8,419 2,071 1,593 186 89 2,507 0 128 208 : : : : Changes from: December 30, 2014 : : -393 -2,293 -617 -78 -399 -1,041 89 250 -103 128 -128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 83.8 20.7 5.1 3.9 0.5 0.2 6.2 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 19 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 329,023 : : Positions : : 247,654 268,789 27,929 14,482 11,447 12,946 1,915 29,047 0 3,343 0 : : : : Changes from: December 30, 2014 : : -9,486 -21,752 -12,347 -1,312 3,833 -656 615 -288 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 81.7 8.5 4.4 3.5 3.9 0.6 8.8 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,410,711 : : Positions : :1,114,239 1,228,750 138,759 33,083 84,963 3,864 2,902 21,887 15,967 8,095 31,031 : : : : Changes from: December 30, 2014 : : -78,691 -71,545 -7,226 727 4,254 368 -12,280 766 4,073 1,217 -937 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 87.1 9.8 2.3 6.0 0.3 0.2 1.6 1.1 0.6 2.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 38 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 51,632 : : Positions : : 39,071 40,340 3,868 4,794 848 1,955 167 4,561 1,311 796 0 : : : : Changes from: December 30, 2014 : : -392 523 957 0 -284 285 -36 -238 -254 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 78.1 7.5 9.3 1.6 3.8 0.3 8.8 2.5 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 292,292 : : Positions : : 230,292 197,700 4,801 19,912 26,168 1,608 24,120 24,392 5,031 0 0 : : : : Changes from: December 30, 2014 : : 9,693 376 -8,941 0 278 0 952 0 576 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 67.6 1.6 6.8 9.0 0.6 8.3 8.3 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 659,966 : : Positions : : 574,974 540,973 11,304 49,293 36,688 17,516 0 12,820 2,640 16,168 4,024 : : : : Changes from: December 30, 2014 : : 11,854 5,486 0 -3,904 0 -10,272 0 4,687 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 82.0 1.7 7.5 5.6 2.7 0.0 1.9 0.4 2.4 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 55,638 : : Positions : : 45,369 45,780 2,051 960 839 3,253 0 1,306 820 5,269 1,231 : : : : Changes from: December 30, 2014 : : 1,024 686 234 0 -41 -362 0 193 -61 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 82.3 3.7 1.7 1.5 5.8 0.0 2.3 1.5 9.5 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 62,105 : : Positions : : 49,430 61,235 11,265 0 35 150 0 370 0 0 0 : : : : Changes from: December 30, 2014 : : 145 145 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 98.6 18.1 0.0 0.1 0.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 21 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 74,395 : : Positions : : 59,790 73,860 13,790 0 0 0 5 455 50 0 0 : : : : Changes from: December 30, 2014 : : 265 315 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 99.3 18.5 0.0 0.0 0.0 0.0 0.6 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 31 22 . 0 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,115 : : Positions : : 17,690 15,530 0 2,060 265 0 260 0 100 0 0 : : : : Changes from: December 30, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 85.7 0.0 11.4 1.5 0.0 1.4 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 264,840 : : Positions : : 179,872 251,168 62,080 392 10,144 9,216 0 3,136 392 0 0 : : : : Changes from: December 30, 2014 : : 392 392 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 94.8 23.4 0.1 3.8 3.5 0.0 1.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,838 : : Positions : : 4,967 7,277 0 584 375 0 19 44 3,276 128 132 : : : : Changes from: December 30, 2014 : : 20 0 0 0 0 -1 19 1 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 82.3 0.0 6.6 4.2 0.0 0.2 0.5 37.1 1.4 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 14 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 15,250 : : Positions : : 10,200 12,700 0 2,200 250 250 0 0 4,550 100 0 : : : : Changes from: December 30, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 83.3 0.0 14.4 1.6 1.6 0.0 0.0 29.8 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 19,920 : : Positions : : 19,045 16,870 0 1,955 635 0 410 0 0 50 0 : : : : Changes from: December 30, 2014 : : 550 300 0 0 0 0 200 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 84.7 0.0 9.8 3.2 0.0 2.1 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 13,852 : : Positions : : 12,732 9,777 50 2,405 420 0 870 380 0 0 0 : : : : Changes from: December 30, 2014 : : 35 0 0 0 0 0 35 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 70.6 0.4 17.4 3.0 0.0 6.3 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 17,404 : : Positions : : 13,402 13,217 0 1,375 1,448 1,594 38 411 0 0 0 : : : : Changes from: December 30, 2014 : : -26 148 0 143 -123 235 0 0 0 -82 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 75.9 0.0 7.9 8.3 9.2 0.2 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 24 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 47,691 : : Positions : : 42,790 32,358 1,185 1,251 2,199 0 5,879 1,233 0 4,763 0 : : : : Changes from: December 30, 2014 : : -540 -150 127 -18 -25 0 0 0 0 -245 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 67.8 2.5 2.6 4.6 0.0 12.3 2.6 0.0 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 30 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 55,538 : : Positions : : 52,264 37,020 632 5,423 748 82 6,357 1,365 0 4,385 150 : : : : Changes from: December 30, 2014 : : -281 -509 0 -161 182 0 272 0 0 116 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 66.7 1.1 9.8 1.3 0.1 11.4 2.5 0.0 7.9 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 31 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 44,720 : : Positions : : 41,505 39,060 2,300 3,735 525 100 0 0 0 1,375 0 : : : : Changes from: December 30, 2014 : : 390 390 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 87.3 5.1 8.4 1.2 0.2 0.0 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 11 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 50,515 : : Positions : : 48,800 44,560 1,250 4,355 225 0 0 0 0 1,375 0 : : : : Changes from: December 30, 2014 : : 440 440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 88.2 2.5 8.6 0.4 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 29 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 383,256 : : Positions : : 241,118 347,253 25,180 13,705 4,590 43,158 0 17,708 51,502 0 0 : : : : Changes from: December 30, 2014 : : -5,165 -1,140 0 0 0 0 0 0 4,025 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 90.6 6.6 3.6 1.2 11.3 0.0 4.6 13.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 27 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 25,937 : : Positions : : 16,106 24,102 2,696 82 517 3,773 80 424 2,083 4 212 : : : : Changes from: December 30, 2014 : : 217 -122 150 18 -105 -217 80 0 -64 0 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 92.9 10.4 0.3 2.0 14.5 0.3 1.6 8.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 14,268 : : Positions : : 10,718 11,977 525 0 1,136 298 0 1,155 436 0 0 : : : : Changes from: December 30, 2014 : : 462 231 -308 0 231 -77 0 77 154 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 83.9 3.7 0.0 8.0 2.1 0.0 8.1 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 552,099 : : Positions : : 450,868 513,887 65,259 5,332 12,136 2,700 0 20,744 392 0 0 : : : : Changes from: December 30, 2014 : : -2,681 -3,073 0 0 0 -392 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 93.1 11.8 1.0 2.2 0.5 0.0 3.8 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 20 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 51,038 : : Positions : : 35,452 46,532 2,901 1,044 122 4,084 0 1,885 5,112 0 991 : : : : Changes from: December 30, 2014 : : 83 171 0 0 0 88 0 20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 91.2 5.7 2.0 0.2 8.0 0.0 3.7 10.0 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,266 : : Positions : : 8,512 13,559 203 430 974 1,247 0 0 4,223 0 364 : : : : Changes from: December 30, 2014 : : -1,530 -409 68 -459 13 364 0 0 295 0 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 83.4 1.2 2.6 6.0 7.7 0.0 0.0 26.0 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 215,833 : : Positions : : 165,052 211,234 20,256 0 1,967 0 0 0 25,926 0 2,632 : : : : Changes from: December 30, 2014 : : 19,168 14,872 2,744 0 0 -784 0 0 -6,256 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 97.9 9.4 0.0 0.9 0.0 0.0 0.0 12.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 16 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 11,709 : : Positions : : 7,463 9,834 1,840 0 640 1,288 0 396 0 542 0 : : : : Changes from: December 30, 2014 : : 86 -1,157 -538 0 321 -342 0 132 -44 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 84.0 15.7 0.0 5.5 11.0 0.0 3.4 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 108,789 : : Positions : : 89,152 99,149 9,613 6,937 1,552 6,561 0 1,151 760 0 0 : : : : Changes from: December 30, 2014 : : -4,312 -9,392 -1,176 5,096 -1,968 1,192 0 -1,176 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 91.1 8.8 6.4 1.4 6.0 0.0 1.1 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,264 : : Positions : : 13,704 11,888 307 514 4,609 0 1,609 1,644 0 0 0 : : : : Changes from: December 30, 2014 : : -1,866 -1,868 0 -23 -78 0 25 -51 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 58.7 1.5 2.5 22.7 0.0 7.9 8.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 19,265 : : Positions : : 16,215 13,020 2,475 5,345 0 0 900 0 0 0 0 : : : : Changes from: December 30, 2014 : : -780 -810 -200 -160 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 67.6 12.8 27.7 0.0 0.0 4.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 16,160 : : Positions : : 13,895 9,565 1,700 5,695 0 0 900 0 0 0 0 : : : : Changes from: December 30, 2014 : : -715 -620 -150 -160 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 59.2 10.5 35.2 0.0 0.0 5.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 24,095 : : Positions : : 24,095 18,015 0 1,320 0 0 50 0 0 4,650 0 : : : : Changes from: December 30, 2014 : : -1,180 -1,270 0 0 0 -100 50 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 74.8 0.0 5.5 0.0 0.0 0.2 0.0 0.0 19.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 9 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 15,955 : : Positions : : 15,905 12,035 0 1,320 0 0 0 0 0 2,550 50 : : : : Changes from: December 30, 2014 : : -870 -860 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 75.4 0.0 8.3 0.0 0.0 0.0 0.0 0.0 16.0 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 6 0 . 0 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 17,225 : : Positions : : 15,710 15,545 0 1,115 445 50 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : -2,120 -1,870 0 -15 -50 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 90.2 0.0 6.5 2.6 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 17,430 : : Positions : : 16,330 17,380 275 0 0 200 50 0 0 0 0 : : : : Changes from: December 30, 2014 : : -2,200 -2,255 -25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 99.7 1.6 0.0 0.0 1.1 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 10 . 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 17,985 : : Positions : : 16,830 17,955 325 0 5 200 25 0 0 0 0 : : : : Changes from: December 30, 2014 : : -2,390 -2,515 -65 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 99.8 1.8 0.0 0.0 1.1 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 9 . 0 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 100,977 : : Positions : : 89,437 95,020 4,511 0 4,627 1,015 478 517 700 335 0 : : : : Changes from: December 30, 2014 : : -7,686 -8,447 -246 0 21 -232 478 -403 50 -145 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 94.1 4.5 0.0 4.6 1.0 0.5 0.5 0.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 27 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 127,755 : : Positions : : 113,464 122,679 5,851 0 4,421 3,039 50 270 650 335 0 : : : : Changes from: December 30, 2014 : : -9,085 -10,266 -406 0 -31 -620 0 0 -200 -45 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 96.0 4.6 0.0 3.5 2.4 0.0 0.2 0.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 32 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 152,120 : : Positions : : 118,773 117,465 388 16,934 4,071 3,481 535 1,985 19,693 7,500 3,500 : : : : Changes from: December 30, 2014 : : -6,999 -4,904 45 -727 -330 -108 5 -172 2,141 810 -1,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 77.2 0.3 11.1 2.7 2.3 0.4 1.3 12.9 4.9 2.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 33 . . 4 . . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 93,888 : : Positions : : 76,856 83,769 9,012 2,505 3,985 1,331 50 799 1,115 2,170 610 : : : : Changes from: December 30, 2014 : : -1,397 -574 612 -285 -435 -154 0 -46 35 -50 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 89.2 9.6 2.7 4.2 1.4 0.1 0.9 1.2 2.3 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 16,155 : : Positions : : 14,110 14,230 330 520 490 400 915 0 0 0 0 : : : : Changes from: December 30, 2014 : : -1,640 -1,480 30 65 -120 -220 -205 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 88.1 2.0 3.2 3.0 2.5 5.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 11 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 15,615 : : Positions : : 13,020 14,385 400 450 465 1,050 315 0 0 0 0 : : : : Changes from: December 30, 2014 : : -1,375 -1,420 -50 90 -90 -175 -50 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 92.1 2.6 2.9 3.0 6.7 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 15,955 : : Positions : : 12,255 13,065 420 0 2,100 125 0 175 0 0 0 : : : : Changes from: December 30, 2014 : : 555 605 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 81.9 2.6 0.0 13.2 0.8 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 24,028 : : Positions : : 18,147 19,889 708 204 1,213 188 0 132 938 0 0 : : : : Changes from: December 30, 2014 : : -1,463 -1,539 93 26 -91 16 0 -16 -107 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 82.8 2.9 0.8 5.1 0.8 0.0 0.5 3.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,376,921 : : Positions : : 442,500 1,349,715 907,215 0 27,206 0 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : -23,912 -36,456 -12,544 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.1 98.0 65.9 0.0 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 142,148 : : Positions : : 131,380 77,611 832 55,891 3,551 3,845 0 2,540 0 2,555 0 : : : : Changes from: December 30, 2014 : : -3,388 -2,838 -242 -1,034 0 -220 0 -330 0 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 54.6 0.6 39.3 2.5 2.7 0.0 1.8 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,989,293 : : Positions : :2,574,124 1,225,917 168,184 1,207,671 246,985 0 308,720 0 0 0 0 : : : : Changes from: December 30, 2014 : : -43,462 -49,854 -3,136 2,472 -2,472 0 0 0 -784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 41.0 5.6 40.4 8.3 0.0 10.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 56,524 : : Positions : : 45,708 44,846 580 845 5,782 0 147 3,688 725 0 41 : : : : Changes from: December 30, 2014 : : -4,136 -1,515 580 -2,170 -580 0 0 -220 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 79.3 1.0 1.5 10.2 0.0 0.3 6.5 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,525,795 : : Positions : : 927,221 936,384 137,301 298,871 219,220 162,960 0 70,560 7,773 0 760 : : : : Changes from: December 30, 2014 : : -35,672 -45,440 1,960 -392 -1,960 -3,920 0 0 -8,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 61.4 9.0 19.6 14.4 10.7 0.0 4.6 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,268 : : Positions : : 13,590 19,468 4,105 0 1,800 70 25 50 1,714 0 0 : : : : Changes from: December 30, 2014 : : 0 -95 0 0 0 0 0 0 -134 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 87.4 18.4 0.0 8.1 0.3 0.1 0.2 7.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,996 : : Positions : : 11,051 16,516 3,790 0 1,550 20 25 100 1,682 0 0 : : : : Changes from: December 30, 2014 : : 0 -95 0 0 0 0 0 0 -134 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 86.9 20.0 0.0 8.2 0.1 0.1 0.5 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 29,875 : : Positions : : 23,846 24,126 0 1,146 1,352 1,050 0 0 2,448 2,570 650 : : : : Changes from: December 30, 2014 : : -362 -22 0 -380 0 -50 -30 -20 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 80.8 0.0 3.8 4.5 3.5 0.0 0.0 8.2 8.6 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 18 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 19,037 : : Positions : : 11,573 15,514 2,001 2,970 225 780 0 0 3,705 0 0 : : : : Changes from: December 30, 2014 : : -256 -364 -190 55 -60 -25 0 0 35 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 81.5 10.5 15.6 1.2 4.1 0.0 0.0 19.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 22,079 : : Positions : : 20,901 14,444 0 6,308 380 0 439 320 0 0 0 : : : : Changes from: December 30, 2014 : : 179 -66 -62 120 41 0 -120 -65 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 65.4 0.0 28.6 1.7 0.0 2.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 20 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 20,375 : : Positions : : 19,379 13,491 290 5,668 178 242 780 158 0 0 0 : : : : Changes from: December 30, 2014 : : 519 1,351 0 -500 -22 242 -101 -77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 66.2 1.4 27.8 0.9 1.2 3.8 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 14,335 : : Positions : : 12,682 11,430 775 1,210 695 0 1,000 0 0 0 0 : : : : Changes from: December 30, 2014 : : -250 -335 -50 -20 0 0 -50 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 79.7 5.4 8.4 4.8 0.0 7.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 9,530 : : Positions : : 8,270 8,155 390 565 540 0 210 0 0 0 0 : : : : Changes from: December 30, 2014 : : 36 -29 0 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 85.6 4.1 5.9 5.7 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 19,475 : : Positions : : 16,055 13,880 1,025 0 1,860 0 2,255 340 50 1,050 0 : : : : Changes from: December 30, 2014 : : 1,685 950 -300 0 300 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 71.3 5.3 0.0 9.6 0.0 11.6 1.7 0.3 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 25 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 6,445 : : Positions : : 5,660 5,165 480 1,150 100 75 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 80.1 7.4 17.8 1.6 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 9,872 : : Positions : : 7,492 8,085 480 965 0 930 0 450 0 350 0 : : : : Changes from: December 30, 2014 : : 0 278 0 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 81.9 4.9 9.8 0.0 9.4 0.0 4.6 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 13 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 66,995 : : Positions : : 61,556 56,025 0 3,315 3,045 290 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : 300 -1,975 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 83.6 0.0 4.9 4.5 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 63,007 : : Positions : : 58,107 52,442 0 3,615 2,920 0 0 0 0 0 0 : : : : Changes from: December 30, 2014 : : 300 -1,320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 83.2 0.0 5.7 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 18 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 14,151 : : Positions : : 11,570 14,095 1,430 0 0 0 50 0 730 0 6 : : : : Changes from: December 30, 2014 : : -25 0 -80 0 0 0 0 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 99.6 10.1 0.0 0.0 0.0 0.4 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 15,207 : : Positions : : 14,035 12,020 150 0 450 150 1,110 0 0 1,290 102 : : : : Changes from: December 30, 2014 : : 20 45 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 79.0 1.0 0.0 3.0 1.0 7.3 0.0 0.0 8.5 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 11 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 13,510 : : Positions : : 11,800 10,415 475 0 125 200 725 0 0 2,061 0 : : : : Changes from: December 30, 2014 : : 200 225 50 0 -50 0 0 0 0 -9 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 77.1 3.5 0.0 0.9 1.5 5.4 0.0 0.0 15.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 22,889 : : Positions : : 21,039 17,929 0 0 0 1,525 4,445 40 0 370 0 : : : : Changes from: December 30, 2014 : : 50 50 0 -45 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 78.3 0.0 0.0 0.0 6.7 19.4 0.2 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 59,603 : : Positions : : 45,347 52,946 3,030 565 430 5,195 1,625 0 1,417 0 639 : : : : Changes from: December 30, 2014 : : 403 623 150 115 -190 0 0 0 38 0 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 88.8 5.1 0.9 0.7 8.7 2.7 0.0 2.4 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 23 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 50,457 : : Positions : : 34,185 46,810 3,030 475 380 6,210 575 0 4,574 0 0 : : : : Changes from: December 30, 2014 : : 320 375 150 110 -185 0 0 0 -16 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 92.8 6.0 0.9 0.8 12.3 1.1 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 32,250 : : Positions : : 24,805 23,365 0 1,750 420 600 4,900 0 3,125 325 0 : : : : Changes from: December 30, 2014 : : -75 1,775 0 55 -55 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 72.4 0.0 5.4 1.3 1.9 15.2 0.0 9.7 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 21 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 27,205 : : Positions : : 23,910 25,235 0 1,045 0 250 0 750 800 0 0 : : : : Changes from: December 30, 2014 : : -435 -40 -425 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 92.8 0.0 3.8 0.0 0.9 0.0 2.8 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 17 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 23,240 : : Positions : : 8,075 17,545 1,200 600 600 0 3,410 490 12,300 200 0 : : : : Changes from: December 30, 2014 : : -30 -110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 75.5 5.2 2.6 2.6 0.0 14.7 2.1 52.9 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 29,383 : : Positions : : 18,320 18,585 0 1,205 3,865 2,800 600 150 2,250 3,300 23 : : : : Changes from: December 30, 2014 : : 885 250 0 -45 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 63.3 0.0 4.1 13.2 9.5 2.0 0.5 7.7 11.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 6, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 21,420 : : Positions : : 15,720 15,125 600 1,400 1,840 25 0 650 0 208 252 : : : : Changes from: December 30, 2014 : : -225 -30 50 0 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 70.6 2.8 6.5 8.6 0.1 0.0 3.0 0.0 1.0 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 9, 2015