Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 95,671 : : Positions : : 23,820 25,383 890 9,772 210 6,330 11,206 3,331 52,529 36,794 7,458 : : : : Changes from: January 6, 2015 : : 5,516 -64 0 1,581 -429 135 -64 1,785 -2,113 1,950 710 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.9 26.5 0.9 10.2 0.2 6.6 11.7 3.5 54.9 38.5 7.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 15 14 . . . . 4 . 16 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 31,763 : : Positions : : 8,970 6,420 1,662 2,044 528 7,175 105 590 10,516 19,724 1,407 : : : : Changes from: January 6, 2015 : : 65 1,000 342 122 83 -710 -45 170 920 -450 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 20.2 5.2 6.4 1.7 22.6 0.3 1.9 33.1 62.1 4.4 : : : : Number of Traders in Each Category Total Traders: 39 : : 8 10 . . . 4 . . 9 12 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 143,023 : : Positions : : 97,762 106,199 3,300 2,177 11,438 7,824 5,688 3,577 8,993 4,174 9,261 : : : : Changes from: January 6, 2015 : : 3,438 2,449 498 484 -1,393 584 -249 -476 -501 1,336 110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 74.3 2.3 1.5 8.0 5.5 4.0 2.5 6.3 2.9 6.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 46 46 . . 4 5 . 6 6 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 41,397 : : Positions : : 28,923 34,154 8,192 2,071 1,686 236 999 2,152 0 126 208 : : : : Changes from: January 6, 2015 : : 1,224 139 -227 0 93 50 910 -355 0 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 82.5 19.8 5.0 4.1 0.6 2.4 5.2 0.0 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 357,380 : : Positions : : 275,157 301,012 31,776 14,482 9,807 13,321 1,954 27,319 0 2,806 0 : : : : Changes from: January 6, 2015 : : 27,503 32,223 3,847 0 -1,640 375 39 -1,728 0 -537 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 84.2 8.9 4.1 2.7 3.7 0.5 7.6 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 19 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 1,451,821 : : Positions : :1,162,039 1,278,174 139,126 29,610 83,475 3,864 644 21,887 11,654 8,255 29,776 : : : : Changes from: January 6, 2015 : : 47,800 49,424 366 -3,473 -1,488 0 -2,258 0 -4,313 160 -1,255 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 88.0 9.6 2.0 5.7 0.3 0.0 1.5 0.8 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 39 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 49,322 : : Positions : : 36,017 39,074 4,449 4,690 886 3,176 255 3,680 1,093 692 0 : : : : Changes from: January 6, 2015 : : -3,054 -1,266 581 -104 38 1,221 88 -881 -218 -104 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 79.2 9.0 9.5 1.8 6.4 0.5 7.5 2.2 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 287,835 : : Positions : : 226,916 191,764 9,952 19,256 19,016 952 33,735 24,064 6,935 0 0 : : : : Changes from: January 6, 2015 : : -3,376 -5,936 5,151 -656 -7,152 -656 9,615 -328 1,904 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 66.6 3.5 6.7 6.6 0.3 11.7 8.4 2.4 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 13, 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 647,074 : : Positions : : 561,211 541,026 14,048 37,557 35,479 19,828 0 12,820 1,464 17,968 2,224 : : : : Changes from: January 6, 2015 : : -13,763 53 2,744 -11,736 -1,209 2,312 0 0 -1,176 1,800 -1,800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 83.6 2.2 5.8 5.5 3.1 0.0 2.0 0.2 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 52,479 : : Positions : : 42,876 43,332 1,699 894 839 3,241 0 1,114 910 5,014 1,077 : : : : Changes from: January 6, 2015 : : -2,493 -2,448 -352 -66 0 -12 0 -192 90 -255 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 82.6 3.2 1.7 1.6 6.2 0.0 2.1 1.7 9.6 2.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 60,579 : : Positions : : 47,724 59,744 11,750 0 0 130 0 370 0 0 0 : : : : Changes from: January 6, 2015 : : -1,706 -1,491 485 0 -35 -20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 98.6 19.4 0.0 0.0 0.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 19 . 0 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 74,180 : : Positions : : 59,035 73,710 14,160 0 0 420 0 390 50 0 0 : : : : Changes from: January 6, 2015 : : -755 -150 370 0 0 420 -5 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 99.4 19.1 0.0 0.0 0.6 0.0 0.5 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 23 . 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 16,140 : : Positions : : 15,765 13,705 0 1,860 265 0 310 0 50 0 0 : : : : Changes from: January 6, 2015 : : -1,925 -1,825 0 -200 0 0 50 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 84.9 0.0 11.5 1.6 0.0 1.9 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 263,528 : : Positions : : 186,656 256,496 62,848 0 4,680 6,992 0 2,352 0 0 0 : : : : Changes from: January 6, 2015 : : 6,784 5,328 768 -392 -5,464 -2,224 0 -784 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 97.3 23.8 0.0 1.8 2.7 0.0 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 17 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 8,060 : : Positions : : 4,719 6,613 0 672 199 0 129 0 2,998 0 124 : : : : Changes from: January 6, 2015 : : -248 -664 0 88 -176 0 110 -44 -278 -128 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 82.0 0.0 8.3 2.5 0.0 1.6 0.0 37.2 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 17,945 : : Positions : : 17,310 14,920 0 1,930 635 0 410 0 0 50 0 : : : : Changes from: January 6, 2015 : : -1,735 -1,950 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 83.1 0.0 10.8 3.5 0.0 2.3 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 13,450 : : Positions : : 12,340 9,450 50 2,340 420 0 860 380 0 0 0 : : : : Changes from: January 6, 2015 : : -392 -327 0 -65 0 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 70.3 0.4 17.4 3.1 0.0 6.4 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 16,763 : : Positions : : 12,385 12,023 0 1,380 1,573 1,909 38 367 0 0 0 : : : : Changes from: January 6, 2015 : : -1,017 -1,194 0 5 125 315 0 -44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 71.7 0.0 8.2 9.4 11.4 0.2 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 23 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 45,902 : : Positions : : 41,301 31,190 615 1,357 2,251 0 5,702 1,195 0 4,183 0 : : : : Changes from: January 6, 2015 : : -1,489 -1,168 -570 106 52 0 -177 -38 0 -580 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.0 67.9 1.3 3.0 4.9 0.0 12.4 2.6 0.0 9.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 28 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 54,356 : : Positions : : 51,213 36,336 682 5,966 580 82 6,384 1,417 0 3,529 100 : : : : Changes from: January 6, 2015 : : -1,051 -684 50 543 -168 0 27 52 0 -856 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 66.8 1.3 11.0 1.1 0.2 11.7 2.6 0.0 6.5 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 31 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 44,190 : : Positions : : 41,250 38,600 2,300 4,010 250 100 0 0 0 1,305 0 : : : : Changes from: January 6, 2015 : : -255 -460 0 275 -275 0 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 87.4 5.2 9.1 0.6 0.2 0.0 0.0 0.0 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 48,745 : : Positions : : 47,255 42,860 1,250 4,580 0 0 0 0 0 1,305 0 : : : : Changes from: January 6, 2015 : : -1,545 -1,700 0 225 -225 0 0 0 0 -70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 87.9 2.6 9.4 0.0 0.0 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 26 14 . . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 361,269 : : Positions : : 223,556 320,194 23,612 14,513 4,198 39,661 0 22,364 47,878 0 0 : : : : Changes from: January 6, 2015 : : -17,562 -27,059 -1,568 808 -392 -3,497 0 4,656 -3,624 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 88.6 6.5 4.0 1.2 11.0 0.0 6.2 13.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 25 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 24,117 : : Positions : : 14,871 21,823 2,542 120 456 3,508 146 657 1,853 0 104 : : : : Changes from: January 6, 2015 : : -1,235 -2,279 -154 38 -61 -265 66 233 -230 -4 -108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 90.5 10.5 0.5 1.9 14.5 0.6 2.7 7.7 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 26 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 12,628 : : Positions : : 9,727 10,472 683 0 693 64 0 1,155 229 231 77 : : : : Changes from: January 6, 2015 : : -991 -1,505 158 0 -443 -234 0 0 -207 231 77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 82.9 5.4 0.0 5.5 0.5 0.0 9.1 1.8 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 535,659 : : Positions : : 441,838 497,879 63,691 8,076 9,392 426 0 20,312 0 0 0 : : : : Changes from: January 6, 2015 : : -9,030 -16,008 -1,568 2,744 -2,744 -2,274 0 -432 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 92.9 11.9 1.5 1.8 0.1 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 49,381 : : Positions : : 34,328 44,877 2,879 1,044 122 3,982 0 1,817 4,769 0 1,079 : : : : Changes from: January 6, 2015 : : -1,124 -1,655 -22 0 0 -102 0 -68 -343 0 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 90.9 5.8 2.1 0.2 8.1 0.0 3.7 9.7 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 16,645 : : Positions : : 9,083 13,938 395 430 974 1,287 0 0 3,799 0 364 : : : : Changes from: January 6, 2015 : : 571 379 192 0 0 40 0 0 -424 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 83.7 2.4 2.6 5.9 7.7 0.0 0.0 22.8 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 17 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 225,544 : : Positions : : 168,987 220,945 20,256 0 1,967 704 0 0 30,998 0 2,632 : : : : Changes from: January 6, 2015 : : 3,935 9,711 0 0 0 704 0 0 5,072 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 98.0 9.0 0.0 0.9 0.3 0.0 0.0 13.7 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 17 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,155 : : Positions : : 7,798 9,878 1,480 237 937 1,550 0 264 0 542 0 : : : : Changes from: January 6, 2015 : : 335 44 -360 237 297 262 0 -132 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 81.3 12.2 1.9 7.7 12.8 0.0 2.2 0.0 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 118,292 : : Positions : : 91,183 103,957 10,823 10,458 3,078 11,649 0 799 760 0 0 : : : : Changes from: January 6, 2015 : : 2,031 4,808 1,210 3,521 1,526 5,088 0 -352 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 87.9 9.1 8.8 2.6 9.8 0.0 0.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 21,637 : : Positions : : 13,772 12,862 1,228 0 5,123 0 2,085 1,490 0 77 0 : : : : Changes from: January 6, 2015 : : 68 974 921 -514 514 0 476 -154 0 77 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 59.4 5.7 0.0 23.7 0.0 9.6 6.9 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 15 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 19,620 : : Positions : : 16,750 13,375 2,475 5,345 0 0 900 0 0 0 0 : : : : Changes from: January 6, 2015 : : 535 355 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 68.2 12.6 27.2 0.0 0.0 4.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 16,035 : : Positions : : 13,950 9,440 1,700 5,695 0 0 900 0 0 0 0 : : : : Changes from: January 6, 2015 : : 55 -125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 58.9 10.6 35.5 0.0 0.0 5.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 24,070 : : Positions : : 24,070 18,040 0 1,320 0 0 100 0 0 4,550 0 : : : : Changes from: January 6, 2015 : : -25 25 0 0 0 0 50 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 74.9 0.0 5.5 0.0 0.0 0.4 0.0 0.0 18.9 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 13, 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 16,035 : : Positions : : 15,985 12,115 0 1,320 0 0 0 0 0 2,550 50 : : : : Changes from: January 6, 2015 : : 80 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 75.6 0.0 8.2 0.0 0.0 0.0 0.0 0.0 15.9 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 13, 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: January 6, 2015 : : 0 0 0 0 0 0 0 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 13, 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: January 6, 2015 : : 0 0 0 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 13, 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 18,015 : : Positions : : 16,860 17,985 325 0 5 200 25 0 0 0 0 : : : : Changes from: January 6, 2015 : : 30 30 0 0 0 0 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 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 104,047 : : Positions : : 93,432 97,990 3,586 0 4,627 1,015 578 517 700 335 0 : : : : Changes from: January 6, 2015 : : 3,995 2,970 -925 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 94.2 3.4 0.0 4.4 1.0 0.6 0.5 0.7 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 31 27 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 132,656 : : Positions : : 119,215 127,405 4,801 0 4,546 3,039 50 320 675 335 0 : : : : Changes from: January 6, 2015 : : 5,751 4,726 -1,050 0 125 0 0 50 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 96.0 3.6 0.0 3.4 2.3 0.0 0.2 0.5 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 32 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 154,049 : : Positions : : 119,570 118,829 100 16,784 4,401 3,721 760 2,070 20,543 7,665 3,410 : : : : Changes from: January 6, 2015 : : 797 1,365 -288 -150 330 240 225 85 850 165 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 77.1 0.1 10.9 2.9 2.4 0.5 1.3 13.3 5.0 2.2 : : : : Number of Traders in Each Category Total Traders: 60 : : 35 33 . 4 4 . . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 95,573 : : Positions : : 78,531 84,504 8,327 2,785 4,655 1,356 50 799 1,115 2,170 610 : : : : Changes from: January 6, 2015 : : 1,675 735 -685 280 670 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 88.4 8.7 2.9 4.9 1.4 0.1 0.8 1.2 2.3 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 25 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 16,680 : : Positions : : 14,925 14,610 355 520 490 400 915 0 0 25 0 : : : : Changes from: January 6, 2015 : : 815 380 25 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 87.6 2.1 3.1 2.9 2.4 5.5 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 11 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 15,895 : : Positions : : 13,515 14,545 400 450 465 1,150 315 0 0 0 0 : : : : Changes from: January 6, 2015 : : 495 160 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 91.5 2.5 2.8 2.9 7.2 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 : : 12,085 12,760 725 0 1,795 0 115 325 0 0 0 : : : : Changes from: January 6, 2015 : : -170 -305 305 0 -305 -125 115 150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 80.0 4.5 0.0 11.3 0.0 0.7 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 20 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 24,073 : : Positions : : 18,159 19,914 714 211 1,211 188 0 132 938 0 0 : : : : Changes from: January 6, 2015 : : 13 25 5 7 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 82.7 3.0 0.9 5.0 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 13, 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: January 6, 2015 : : 0 0 0 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 13, 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: January 6, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 3,022,275 : : Positions : :2,607,106 1,258,899 168,184 1,207,671 246,985 0 308,720 0 0 0 0 : : : : Changes from: January 6, 2015 : : 32,982 32,982 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 41.7 5.6 40.0 8.2 0.0 10.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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: January 6, 2015 : : 0 0 0 0 0 0 0 0 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 13, 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: January 6, 2015 : : 0 0 0 0 0 0 0 0 0 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 13, 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 22,535 : : Positions : : 14,395 20,065 4,020 0 1,800 0 0 0 1,555 0 0 : : : : Changes from: January 6, 2015 : : 805 597 -85 0 0 -70 -25 -50 -159 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 89.0 17.8 0.0 8.0 0.0 0.0 0.0 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,339 : : Positions : : 11,791 17,119 3,840 0 1,500 0 0 0 1,524 0 0 : : : : Changes from: January 6, 2015 : : 740 603 50 0 -50 -20 -25 -100 -158 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 88.5 19.9 0.0 7.8 0.0 0.0 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 31,253 : : Positions : : 25,381 24,746 0 1,771 895 1,350 0 0 2,448 3,170 650 : : : : Changes from: January 6, 2015 : : 1,535 620 0 625 -457 300 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 79.2 0.0 5.7 2.9 4.3 0.0 0.0 7.8 10.1 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 19,767 : : Positions : : 12,318 16,449 2,001 2,755 225 780 0 0 3,730 0 0 : : : : Changes from: January 6, 2015 : : 745 935 0 -215 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 83.2 10.1 13.9 1.1 3.9 0.0 0.0 18.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 23,446 : : Positions : : 22,453 14,874 141 7,252 233 0 619 140 0 4 256 : : : : Changes from: January 6, 2015 : : 1,552 430 141 944 -147 0 180 -180 0 4 256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 63.4 0.6 30.9 1.0 0.0 2.6 0.6 0.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 19 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,230 : : Positions : : 21,004 14,506 290 6,278 408 242 780 158 0 100 0 : : : : Changes from: January 6, 2015 : : 1,625 1,015 0 610 230 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 65.3 1.3 28.2 1.8 1.1 3.5 0.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 18 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 15,035 : : Positions : : 13,152 12,330 1,325 1,210 375 0 1,120 0 0 0 0 : : : : Changes from: January 6, 2015 : : 470 900 550 0 -320 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 82.0 8.8 8.0 2.5 0.0 7.4 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 13, 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 9,865 : : Positions : : 8,630 8,765 640 565 265 0 210 0 0 0 0 : : : : Changes from: January 6, 2015 : : 360 610 250 0 -275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 88.8 6.5 5.7 2.7 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 20,855 : : Positions : : 17,505 14,975 910 65 1,930 0 2,480 340 50 975 0 : : : : Changes from: January 6, 2015 : : 1,450 1,095 -115 65 70 0 225 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 71.8 4.4 0.3 9.3 0.0 11.9 1.6 0.2 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 24 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 6,285 : : Positions : : 5,480 4,985 480 1,250 0 75 0 0 0 0 0 : : : : Changes from: January 6, 2015 : : -180 -180 0 100 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 79.3 7.6 19.9 0.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 9,765 : : Positions : : 7,235 7,890 480 965 0 920 0 460 0 350 0 : : : : Changes from: January 6, 2015 : : -257 -195 0 0 0 -10 0 10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 80.8 4.9 9.9 0.0 9.4 0.0 4.7 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 63,533 : : Positions : : 58,111 54,669 0 3,310 3,045 290 0 0 0 0 0 : : : : Changes from: January 6, 2015 : : -3,445 -1,356 0 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 86.0 0.0 5.2 4.8 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 19 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 59,927 : : Positions : : 54,967 50,338 0 3,610 2,920 0 0 0 0 0 0 : : : : Changes from: January 6, 2015 : : -3,140 -2,104 0 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 84.0 0.0 6.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 16 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 14,277 : : Positions : : 13,145 11,250 150 0 450 150 1,010 0 0 1,290 102 : : : : Changes from: January 6, 2015 : : -890 -770 0 0 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 78.8 1.1 0.0 3.2 1.1 7.1 0.0 0.0 9.0 0.7 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 21,586 : : Positions : : 20,141 16,686 0 0 0 1,100 4,320 40 0 370 0 : : : : Changes from: January 6, 2015 : : -898 -1,243 0 0 0 -425 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 77.3 0.0 0.0 0.0 5.1 20.0 0.2 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 56,965 : : Positions : : 43,797 51,377 2,915 565 500 4,920 1,200 0 1,490 0 563 : : : : Changes from: January 6, 2015 : : -1,550 -1,569 -115 0 70 -275 -425 0 73 0 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 90.2 5.1 1.0 0.9 8.6 2.1 0.0 2.6 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 48,912 : : Positions : : 34,125 45,915 2,865 475 500 5,410 350 0 4,505 0 0 : : : : Changes from: January 6, 2015 : : -60 -895 -165 0 120 -800 -225 0 -69 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 93.9 5.9 1.0 1.0 11.1 0.7 0.0 9.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 29,660 : : Positions : : 23,710 21,215 0 1,750 420 600 4,825 0 3,100 0 0 : : : : Changes from: January 6, 2015 : : -1,095 -2,150 0 0 0 0 -75 0 -25 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 71.5 0.0 5.9 1.4 2.0 16.3 0.0 10.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 24,825 : : Positions : : 22,415 22,975 0 1,020 0 400 0 600 800 0 0 : : : : Changes from: January 6, 2015 : : -1,495 -2,260 0 -25 0 150 0 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 92.5 0.0 4.1 0.0 1.6 0.0 2.4 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 14 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 27,093 : : Positions : : 17,225 17,130 0 1,255 3,815 2,950 600 0 1,720 3,300 23 : : : : Changes from: January 6, 2015 : : -1,095 -1,455 0 50 -50 150 0 -150 -530 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 63.2 0.0 4.6 14.1 10.9 2.2 0.0 6.3 12.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 13, 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 19,580 : : Positions : : 14,245 13,580 600 1,400 1,840 0 50 600 0 250 210 : : : : Changes from: January 6, 2015 : : -1,475 -1,545 0 0 0 -25 50 -50 0 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 69.4 3.1 7.2 9.4 0.0 0.3 3.1 0.0 1.3 1.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 15 . . . 0 . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated January 16, 2015