Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 96,595 : : Positions : : 24,828 23,806 884 10,421 684 6,565 10,495 3,517 48,835 36,426 10,032 : : : : Changes from: January 13, 2015 : : 1,008 -1,577 -6 649 474 235 -711 186 -3,694 -368 2,574 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.7 24.6 0.9 10.8 0.7 6.8 10.9 3.6 50.6 37.7 10.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 16 13 . . . . . . 16 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 33,574 : : Positions : : 8,147 8,375 1,772 2,134 468 8,945 75 505 11,301 19,896 1,366 : : : : Changes from: January 13, 2015 : : -823 1,955 110 90 -60 1,770 -30 -85 785 172 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.3 24.9 5.3 6.4 1.4 26.6 0.2 1.5 33.7 59.3 4.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 8 10 . . . . . . 11 10 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 144,022 : : Positions : : 99,127 108,681 3,298 607 11,044 8,082 5,523 3,497 8,727 4,776 9,318 : : : : Changes from: January 13, 2015 : : 1,364 2,482 -2 -1,570 -394 257 -165 -80 -266 602 58 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 75.5 2.3 0.4 7.7 5.6 3.8 2.4 6.1 3.3 6.5 : : : : Number of Traders in Each Category Total Traders: 74 : : 46 46 . . 4 5 . 6 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 41,837 : : Positions : : 28,821 35,882 8,940 2,071 1,248 338 47 2,231 0 98 260 : : : : Changes from: January 13, 2015 : : -102 1,728 748 0 -438 102 -952 79 0 -28 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 85.8 21.4 5.0 3.0 0.8 0.1 5.3 0.0 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 363,813 : : Positions : : 279,884 307,445 30,849 14,482 9,807 16,242 2,242 27,031 0 2,806 0 : : : : Changes from: January 13, 2015 : : 4,727 6,433 -927 0 0 2,921 288 -288 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 84.5 8.5 4.0 2.7 4.5 0.6 7.4 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 1,466,447 : : Positions : :1,160,087 1,295,885 155,012 30,038 79,882 8,890 408 18,795 10,246 7,903 33,536 : : : : Changes from: January 13, 2015 : : -1,953 17,711 15,886 428 -3,593 5,026 -236 -3,092 -1,408 -352 3,760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 88.4 10.6 2.0 5.4 0.6 0.0 1.3 0.7 0.5 2.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 40 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 50,395 : : Positions : : 36,610 39,945 4,633 4,690 884 3,094 205 3,958 1,194 692 0 : : : : Changes from: January 13, 2015 : : 593 871 185 0 -1 -82 -51 278 101 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 79.3 9.2 9.3 1.8 6.1 0.4 7.9 2.4 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 292,609 : : Positions : : 237,458 198,788 8,338 19,256 16,766 952 33,735 24,064 5,031 0 0 : : : : Changes from: January 13, 2015 : : 10,542 7,024 -1,614 0 -2,250 0 0 0 -1,904 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 67.9 2.8 6.6 5.7 0.3 11.5 8.2 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 20, 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 647,840 : : Positions : : 564,169 539,863 14,048 37,557 35,479 15,355 0 14,749 1,816 17,968 2,224 : : : : Changes from: January 13, 2015 : : 2,958 -1,163 0 0 0 -4,473 0 1,929 352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 83.3 2.2 5.8 5.5 2.4 0.0 2.3 0.3 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 52,851 : : Positions : : 43,595 43,432 1,635 894 883 2,983 0 1,212 778 5,054 1,125 : : : : Changes from: January 13, 2015 : : 719 100 -64 0 44 -258 0 98 -132 40 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 82.2 3.1 1.7 1.7 5.6 0.0 2.3 1.5 9.6 2.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 61,599 : : Positions : : 47,989 60,924 12,530 0 0 130 0 370 0 0 0 : : : : Changes from: January 13, 2015 : : 265 1,180 780 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 98.9 20.3 0.0 0.0 0.2 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 20 . 0 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 75,425 : : Positions : : 59,500 75,010 14,840 0 0 520 0 390 50 0 0 : : : : Changes from: January 13, 2015 : : 465 1,300 680 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 99.4 19.7 0.0 0.0 0.7 0.0 0.5 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 27 22 . 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 16,410 : : Positions : : 16,035 13,975 0 1,860 265 0 310 0 50 0 0 : : : : Changes from: January 13, 2015 : : 270 270 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 85.2 0.0 11.3 1.6 0.0 1.9 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 266,088 : : Positions : : 188,864 259,056 62,848 0 4,680 6,992 0 2,352 352 0 0 : : : : Changes from: January 13, 2015 : : 2,208 2,560 0 0 0 0 0 0 352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 97.4 23.6 0.0 1.8 2.6 0.0 0.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 8,225 : : Positions : : 4,884 6,678 0 672 199 0 129 0 2,990 92 132 : : : : Changes from: January 13, 2015 : : 165 65 0 0 0 0 0 0 -8 92 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 81.2 0.0 8.2 2.4 0.0 1.6 0.0 36.4 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 13,850 : : Positions : : 9,650 11,100 0 2,400 0 0 0 0 4,200 350 0 : : : : Changes from: January 13, 2015 : : -550 -1,600 0 200 -250 -250 0 0 -350 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 80.1 0.0 17.3 0.0 0.0 0.0 0.0 30.3 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 18,145 : : Positions : : 17,510 15,120 0 1,930 635 0 410 0 0 50 0 : : : : Changes from: January 13, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 83.3 0.0 10.6 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 20, 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 13,830 : : Positions : : 12,720 10,130 50 2,040 420 0 860 380 0 0 0 : : : : Changes from: January 13, 2015 : : 380 680 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 73.2 0.4 14.8 3.0 0.0 6.2 2.7 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 20, 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 17,797 : : Positions : : 13,136 12,995 0 1,167 1,808 1,935 38 367 0 0 0 : : : : Changes from: January 13, 2015 : : 751 972 0 -213 235 26 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 73.0 0.0 6.6 10.2 10.9 0.2 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 22 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 45,882 : : Positions : : 41,433 31,155 615 1,372 2,253 0 5,705 1,195 0 4,168 10 : : : : Changes from: January 13, 2015 : : 132 -35 0 15 2 0 3 0 0 -15 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 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: 39 : : 28 28 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 54,807 : : Positions : : 51,664 36,544 682 5,876 575 82 6,556 1,427 0 3,679 100 : : : : Changes from: January 13, 2015 : : 451 208 0 -90 -5 0 172 10 0 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 66.7 1.2 10.7 1.0 0.1 12.0 2.6 0.0 6.7 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 20, 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 43,870 : : Positions : : 40,430 39,505 2,300 4,010 250 600 0 0 0 80 0 : : : : Changes from: January 13, 2015 : : -820 905 0 0 0 500 0 0 0 -1,225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 90.1 5.2 9.1 0.6 1.4 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 48,245 : : Positions : : 46,755 43,585 1,250 4,580 0 0 0 0 0 80 0 : : : : Changes from: January 13, 2015 : : -500 725 0 0 0 0 0 0 0 -1,225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 90.3 2.6 9.5 0.0 0.0 0.0 0.0 0.0 0.2 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 20, 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 380,173 : : Positions : : 243,460 339,098 23,612 14,513 4,198 39,661 0 22,364 46,878 0 0 : : : : Changes from: January 13, 2015 : : 19,904 18,904 0 0 0 0 0 0 -1,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 89.2 6.2 3.8 1.1 10.4 0.0 5.9 12.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 26 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 24,184 : : Positions : : 15,048 22,100 2,563 122 433 3,528 146 703 1,720 0 148 : : : : Changes from: January 13, 2015 : : 177 277 21 2 -23 20 0 46 -133 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 91.4 10.6 0.5 1.8 14.6 0.6 2.9 7.1 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 27 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 12,988 : : Positions : : 10,034 10,655 582 0 770 218 0 1,078 229 408 77 : : : : Changes from: January 13, 2015 : : 307 183 -101 0 77 154 0 -77 0 177 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 82.0 4.5 0.0 5.9 1.7 0.0 8.3 1.8 3.1 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 20, 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 549,233 : : Positions : : 460,154 509,128 62,909 8,076 9,392 0 5,859 16,778 0 0 0 : : : : Changes from: January 13, 2015 : : 18,316 11,249 -782 0 0 -426 5,859 -3,534 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 92.7 11.5 1.5 1.7 0.0 1.1 3.1 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 20, 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 49,457 : : Positions : : 34,592 44,994 2,879 1,044 122 4,043 0 1,736 4,645 0 1,079 : : : : Changes from: January 13, 2015 : : 264 117 0 0 0 61 0 -81 -124 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 91.0 5.8 2.1 0.2 8.2 0.0 3.5 9.4 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 16,579 : : Positions : : 9,035 13,979 414 430 933 1,353 0 0 3,783 0 298 : : : : Changes from: January 13, 2015 : : -48 41 19 0 -41 66 0 0 -16 0 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 84.3 2.5 2.6 5.6 8.2 0.0 0.0 22.8 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 17 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 238,664 : : Positions : : 169,339 235,081 20,256 392 1,967 704 0 0 45,174 0 1,224 : : : : Changes from: January 13, 2015 : : 352 14,136 0 392 0 0 0 0 14,176 0 -1,408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 98.5 8.5 0.2 0.8 0.3 0.0 0.0 18.9 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 12,818 : : Positions : : 8,439 10,365 1,436 237 1,003 1,484 0 330 0 586 0 : : : : Changes from: January 13, 2015 : : 641 487 -44 0 66 -66 0 66 0 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 80.9 11.2 1.8 7.8 11.6 0.0 2.6 0.0 4.6 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 20, 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 13, 2015 : : 0 0 0 0 0 0 0 0 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 20, 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 21,559 : : Positions : : 13,824 12,684 1,200 0 5,175 0 2,287 1,336 0 77 0 : : : : Changes from: January 13, 2015 : : 52 -178 -28 0 52 0 202 -154 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 58.8 5.6 0.0 24.0 0.0 10.6 6.2 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 20, 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 19,630 : : Positions : : 16,760 13,385 2,475 5,345 0 0 900 0 0 0 0 : : : : Changes from: January 13, 2015 : : 10 10 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 20, 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 13, 2015 : : 0 0 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 20, 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 5,870 0 0 100 0 0 0 0 : : : : Changes from: January 13, 2015 : : 0 0 0 4,550 0 0 0 0 0 -4,550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 74.9 0.0 24.4 0.0 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 : : 16,035 12,115 0 3,920 0 0 0 0 0 0 0 : : : : Changes from: January 13, 2015 : : 50 0 0 2,600 0 0 0 0 0 -2,550 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 75.6 0.0 24.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 6 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 13, 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 20, 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 17,610 : : Positions : : 16,450 17,560 275 0 0 200 50 0 0 0 0 : : : : Changes from: January 13, 2015 : : 120 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 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 20, 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 18,265 : : Positions : : 17,050 18,235 325 0 5 200 25 0 0 0 0 : : : : Changes from: January 13, 2015 : : 190 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 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 20, 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 104,878 : : Positions : : 94,948 98,581 3,536 1,150 4,002 1,015 603 517 700 25 0 : : : : Changes from: January 13, 2015 : : 1,516 591 -50 1,150 -625 0 25 0 0 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 94.0 3.4 1.1 3.8 1.0 0.6 0.5 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 31 27 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 133,955 : : Positions : : 121,265 128,330 3,581 100 5,030 2,964 50 420 625 25 0 : : : : Changes from: January 13, 2015 : : 2,050 925 -1,220 100 484 -75 0 100 -50 -310 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 95.8 2.7 0.1 3.8 2.2 0.0 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 33 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 156,388 : : Positions : : 121,278 120,157 120 17,034 4,896 3,599 1,212 2,285 20,538 7,250 3,410 : : : : Changes from: January 13, 2015 : : 1,708 1,327 20 250 495 -122 452 215 -5 -415 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 76.8 0.1 10.9 3.1 2.3 0.8 1.5 13.1 4.6 2.2 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 32 . . 4 . . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 96,393 : : Positions : : 78,696 86,024 9,395 2,778 3,942 1,656 50 799 1,115 2,190 610 : : : : Changes from: January 13, 2015 : : 165 1,520 1,068 -7 -713 300 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 89.2 9.7 2.9 4.1 1.7 0.1 0.8 1.2 2.3 0.6 : : : : Number of Traders in Each Category Total Traders: 50 : : 33 27 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 16,915 : : Positions : : 15,110 14,810 405 520 490 375 915 25 0 25 0 : : : : Changes from: January 13, 2015 : : 185 200 50 0 0 -25 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 87.6 2.4 3.1 2.9 2.2 5.4 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 11 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 16,180 : : Positions : : 13,815 14,830 400 500 415 1,175 315 0 0 0 0 : : : : Changes from: January 13, 2015 : : 300 285 0 50 -50 25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 91.7 2.5 3.1 2.6 7.3 1.9 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 20, 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 16,555 : : Positions : : 12,685 13,060 725 0 1,795 0 415 325 0 0 0 : : : : Changes from: January 13, 2015 : : 600 300 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 78.9 4.4 0.0 10.8 0.0 2.5 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 20, 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 24,115 : : Positions : : 18,149 19,944 716 219 1,210 188 0 132 938 0 0 : : : : Changes from: January 13, 2015 : : -10 30 3 8 -1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 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 20, 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 13, 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 20, 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 13, 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 20, 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 3,021,997 : : Positions : :2,606,828 1,258,621 168,184 1,207,671 246,985 0 308,720 0 0 0 0 : : : : Changes from: January 13, 2015 : : -278 -278 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 41.6 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: 28 : : 20 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 13, 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 20, 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 13, 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 20, 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 13, 2015 : : 0 0 0 0 0 0 0 0 0 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 20, 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 13, 2015 : : 0 0 0 0 0 0 0 0 0 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 20, 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 31,905 : : Positions : : 26,033 25,233 0 1,866 895 1,425 0 0 2,373 3,240 650 : : : : Changes from: January 13, 2015 : : 652 487 0 95 0 75 0 0 -75 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 79.1 0.0 5.8 2.8 4.5 0.0 0.0 7.4 10.2 2.0 : : : : 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 20, 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 20,512 : : Positions : : 12,333 17,214 2,001 2,485 525 780 0 0 4,175 0 0 : : : : Changes from: January 13, 2015 : : 15 765 0 -270 300 0 0 0 445 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 83.9 9.8 12.1 2.6 3.8 0.0 0.0 20.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 24,554 : : Positions : : 23,580 15,917 141 7,571 214 0 644 140 256 0 0 : : : : Changes from: January 13, 2015 : : 1,127 1,043 0 319 -19 0 25 0 256 -4 -256 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 64.8 0.6 30.8 0.9 0.0 2.6 0.6 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 20 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 22,146 : : Positions : : 21,155 14,237 290 6,698 173 242 780 158 0 100 0 : : : : Changes from: January 13, 2015 : : 151 -269 0 420 -235 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 64.3 1.3 30.2 0.8 1.1 3.5 0.7 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 14,935 : : Positions : : 12,952 12,210 1,405 1,210 395 0 1,120 0 0 0 0 : : : : Changes from: January 13, 2015 : : -200 -120 80 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 81.8 9.4 8.1 2.6 0.0 7.5 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 20, 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 9,840 : : Positions : : 8,510 8,765 760 565 240 0 210 0 0 0 0 : : : : Changes from: January 13, 2015 : : -120 0 120 0 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 89.1 7.7 5.7 2.4 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 21,975 : : Positions : : 18,500 15,670 910 365 1,930 0 2,355 465 50 1,100 0 : : : : Changes from: January 13, 2015 : : 995 695 0 300 0 0 -125 125 0 125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 71.3 4.1 1.7 8.8 0.0 10.7 2.1 0.2 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 6,340 : : Positions : : 5,655 5,090 480 1,250 0 75 0 0 0 0 0 : : : : Changes from: January 13, 2015 : : 175 105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 80.3 7.6 19.7 0.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 12 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 9,845 : : Positions : : 7,435 7,970 480 965 0 920 0 460 0 350 0 : : : : Changes from: January 13, 2015 : : 200 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 81.0 4.9 9.8 0.0 9.3 0.0 4.7 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 64,913 : : Positions : : 58,291 56,999 0 1,160 4,245 290 0 0 0 0 0 : : : : Changes from: January 13, 2015 : : 180 2,330 0 -2,150 1,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 87.8 0.0 1.8 6.5 0.4 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 20, 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 60,107 : : Positions : : 55,147 50,518 0 3,610 2,920 0 0 0 0 0 0 : : : : Changes from: January 13, 2015 : : 180 180 0 0 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 20, 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 13,336 : : Positions : : 10,935 13,280 1,430 0 0 0 50 0 600 0 6 : : : : Changes from: January 13, 2015 : : -635 -815 0 0 0 0 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 99.6 10.7 0.0 0.0 0.0 0.4 0.0 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 6 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 20, 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 13, 2015 : : 0 0 0 0 0 0 0 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 20, 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 12,565 : : Positions : : 10,905 9,045 475 0 125 200 1,225 0 0 2,045 0 : : : : Changes from: January 13, 2015 : : -895 -1,370 0 0 0 0 500 0 0 -16 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 72.0 3.8 0.0 1.0 1.6 9.7 0.0 0.0 16.3 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 20, 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 21,546 : : Positions : : 20,041 16,646 0 0 0 1,100 4,270 90 0 370 0 : : : : Changes from: January 13, 2015 : : -100 -40 0 0 0 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 77.3 0.0 0.0 0.0 5.1 19.8 0.4 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 20, 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 57,285 : : Positions : : 44,092 51,312 2,615 565 800 4,870 1,200 0 1,490 0 563 : : : : Changes from: January 13, 2015 : : 295 -65 -300 0 300 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 89.6 4.6 1.0 1.4 8.5 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 20, 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 49,487 : : Positions : : 34,550 46,040 2,565 475 800 5,410 350 0 4,505 0 0 : : : : Changes from: January 13, 2015 : : 425 125 -300 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 93.0 5.2 1.0 1.6 10.9 0.7 0.0 9.1 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 20, 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 13, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 20, 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 13, 2015 : : 0 0 0 0 0 0 0 0 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 20, 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 13, 2015 : : 0 0 0 0 0 0 0 0 0 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 20, 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 13, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 23, 2015