Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 99,963 : : Positions : : 24,033 27,185 660 8,642 3,588 6,105 10,100 4,187 47,132 31,837 12,921 : : : : Changes from: January 27, 2015 : : -2,634 1,095 -224 -875 612 -1,668 -775 840 -1,000 -5,188 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.0 27.2 0.7 8.6 3.6 6.1 10.1 4.2 47.1 31.8 12.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 16 15 . . . . . . 17 11 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 31,252 : : Positions : : 7,830 8,790 1,215 1,905 675 7,432 120 745 10,672 16,534 1,723 : : : : Changes from: January 27, 2015 : : -495 95 -467 -229 147 -1,133 0 50 -919 -3,005 355 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 28.1 3.9 6.1 2.2 23.8 0.4 2.4 34.1 52.9 5.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 11 . . . 4 . . 14 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 1,911 : : Positions : : 40 64 149 30 468 0 318 296 416 198 536 : : : : Changes from: January 27, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.1 3.3 7.8 1.6 24.5 0.0 16.7 15.5 21.8 10.4 28.0 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . . . 0 . . 6 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 147,283 : : Positions : : 102,972 116,882 3,212 660 9,754 7,962 4,664 3,269 11,307 3,739 7,917 : : : : Changes from: January 27, 2015 : : 291 2,278 45 -528 -721 -226 -651 -162 585 -571 -1,319 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 79.4 2.2 0.4 6.6 5.4 3.2 2.2 7.7 2.5 5.4 : : : : Number of Traders in Each Category Total Traders: 75 : : 45 44 . . 4 6 . 7 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 39,893 : : Positions : : 28,329 34,971 6,487 0 2,485 360 9 2,024 0 196 208 : : : : Changes from: January 27, 2015 : : -1,048 -2,436 -1,314 -208 1,132 -48 9 -82 -28 196 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 87.7 16.3 0.0 6.2 0.9 0.0 5.1 0.0 0.5 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 369,744 : : Positions : : 296,575 325,605 12,879 0 18,060 21,028 3,551 19,240 0 1,326 1,962 : : : : Changes from: January 27, 2015 : : 6,101 6,890 -3,544 -656 3,591 1,602 1,309 -6,511 0 -3,384 1,962 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 88.1 3.5 0.0 4.9 5.7 1.0 5.2 0.0 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 19 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 1,526,881 : : Positions : :1,225,763 1,338,641 156,070 30,485 79,530 4,158 408 22,706 9,894 26,351 28,760 : : : : Changes from: January 27, 2015 : : 24,046 5,741 956 23 -352 -789 -352 -384 -352 18,448 -9,480 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 87.7 10.2 2.0 5.2 0.3 0.0 1.5 0.6 1.7 1.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 40 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 53,616 : : Positions : : 40,880 43,585 0 1,307 2,350 4,280 306 5,259 780 718 50 : : : : Changes from: January 27, 2015 : : 3,686 4,102 0 692 -62 1,627 64 934 -429 26 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 81.3 0.0 2.4 4.4 8.0 0.6 9.8 1.5 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 311,770 : : Positions : : 245,207 249,362 1,947 984 22,280 952 3,511 35,633 5,751 0 0 : : : : Changes from: January 27, 2015 : : 9,014 44,764 1,947 -7,093 4,888 0 -26,942 10,617 -232 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 80.0 0.6 0.3 7.1 0.3 1.1 11.4 1.8 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 February 3, 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 651,677 : : Positions : : 568,358 568,431 14,048 12,826 35,479 15,003 0 14,749 2,168 18,320 1,872 : : : : Changes from: January 27, 2015 : : 1,930 18,853 0 -16,923 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 87.2 2.2 2.0 5.4 2.3 0.0 2.3 0.3 2.8 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 52,658 : : Positions : : 43,660 43,587 1,963 894 367 2,903 110 1,204 712 5,014 1,231 : : : : Changes from: January 27, 2015 : : 484 400 86 0 -262 -100 22 -8 -66 -40 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 82.8 3.7 1.7 0.7 5.5 0.2 2.3 1.4 9.5 2.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 62,424 : : Positions : : 51,534 61,404 9,735 0 40 130 0 370 0 0 0 : : : : Changes from: January 27, 2015 : : 2,770 500 -2,270 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 98.4 15.6 0.0 0.1 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 78,677 : : Positions : : 65,652 78,187 11,945 0 90 420 0 390 50 0 0 : : : : Changes from: January 27, 2015 : : 4,084 1,814 -2,270 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 99.4 15.2 0.0 0.1 0.5 0.0 0.5 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 24 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 17,715 : : Positions : : 16,690 15,310 0 1,260 865 0 280 0 100 0 0 : : : : Changes from: January 27, 2015 : : 260 260 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 86.4 0.0 7.1 4.9 0.0 1.6 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 279,360 : : Positions : : 192,776 277,008 76,536 0 0 6,992 0 2,352 704 0 0 : : : : Changes from: January 27, 2015 : : 3,072 3,072 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 99.2 27.4 0.0 0.0 2.5 0.0 0.8 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 8,783 : : Positions : : 5,378 6,854 0 672 199 0 129 0 2,990 432 132 : : : : Changes from: January 27, 2015 : : 152 156 0 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 78.0 0.0 7.7 2.3 0.0 1.5 0.0 34.0 4.9 1.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 14,400 : : Positions : : 9,600 11,650 0 2,400 0 0 0 0 4,800 350 0 : : : : Changes from: January 27, 2015 : : 0 100 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 80.9 0.0 16.7 0.0 0.0 0.0 0.0 33.3 2.4 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 February 3, 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 18,725 : : Positions : : 17,640 15,850 0 1,330 1,085 0 410 0 0 50 0 : : : : Changes from: January 27, 2015 : : 70 70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 84.6 0.0 7.1 5.8 0.0 2.2 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 19 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 15,025 : : Positions : : 13,095 11,445 50 1,140 1,225 0 835 380 0 0 0 : : : : Changes from: January 27, 2015 : : 160 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 76.2 0.3 7.6 8.2 0.0 5.6 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 18,645 : : Positions : : 13,853 13,729 0 1,084 2,043 1,811 0 365 0 61 22 : : : : Changes from: January 27, 2015 : : 626 522 0 60 -40 -44 0 0 0 61 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 73.6 0.0 5.8 11.0 9.7 0.0 2.0 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 22 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 47,124 : : Positions : : 42,999 31,888 615 1,152 2,313 0 6,430 1,080 0 4,261 0 : : : : Changes from: January 27, 2015 : : 416 451 -50 -113 80 0 35 0 0 -7 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 67.7 1.3 2.4 4.9 0.0 13.6 2.3 0.0 9.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 29 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 57,057 : : Positions : : 53,716 36,873 682 6,372 878 82 7,267 1,322 0 4,195 100 : : : : Changes from: January 27, 2015 : : 1,452 624 0 531 10 0 340 -105 0 -43 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 64.6 1.2 11.2 1.5 0.1 12.7 2.3 0.0 7.4 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 32 . . 4 . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 44,475 : : Positions : : 40,985 40,110 2,300 4,010 250 650 0 0 0 80 0 : : : : Changes from: January 27, 2015 : : 80 130 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 90.2 5.2 9.0 0.6 1.5 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 48,630 : : Positions : : 47,140 43,910 1,250 4,640 0 0 0 0 0 80 0 : : : : Changes from: January 27, 2015 : : 55 55 0 0 0 0 0 0 0 0 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 February 3, 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 408,252 : : Positions : : 270,643 367,953 18,932 9,409 8,526 38,957 0 22,364 48,830 0 0 : : : : Changes from: January 27, 2015 : : 19,176 20,704 -4,680 -5,432 4,680 0 0 0 776 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 90.1 4.6 2.3 2.1 9.5 0.0 5.5 12.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 29 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 25,021 : : Positions : : 15,492 22,409 2,568 125 616 3,608 168 703 1,826 0 106 : : : : Changes from: January 27, 2015 : : 390 265 -103 63 211 40 22 -20 64 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 89.6 10.3 0.5 2.5 14.4 0.7 2.8 7.3 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 18 27 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 13,379 : : Positions : : 10,116 11,016 457 0 847 501 78 1,078 356 360 0 : : : : Changes from: January 27, 2015 : : 180 154 -48 0 0 0 0 0 -26 -48 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 82.3 3.4 0.0 6.3 3.7 0.6 8.1 2.7 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 577,027 : : Positions : : 488,730 537,704 62,127 8,076 9,392 0 5,077 16,778 0 0 0 : : : : Changes from: January 27, 2015 : : 15,870 16,300 0 0 0 0 -430 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 93.2 10.8 1.4 1.6 0.0 0.9 2.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 49,918 : : Positions : : 35,734 45,475 3,099 1,044 122 3,356 0 1,736 4,175 0 1,079 : : : : Changes from: January 27, 2015 : : 1,566 409 0 0 0 -687 0 0 -470 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 91.1 6.2 2.1 0.2 6.7 0.0 3.5 8.4 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 17,262 : : Positions : : 9,857 14,318 301 563 999 1,311 0 0 3,608 0 402 : : : : Changes from: January 27, 2015 : : 309 239 -26 0 92 -22 0 0 -2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 82.9 1.7 3.3 5.8 7.6 0.0 0.0 20.9 0.0 2.3 : : : : 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 February 3, 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 242,847 : : Positions : : 172,658 240,416 22,232 0 1,207 704 0 0 44,822 0 1,224 : : : : Changes from: January 27, 2015 : : 1,872 4,240 1,976 -392 -760 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 99.0 9.2 0.0 0.5 0.3 0.0 0.0 18.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 13,391 : : Positions : : 8,433 10,632 1,811 152 1,013 1,528 0 308 0 586 0 : : : : Changes from: January 27, 2015 : : 79 -40 27 -85 186 44 0 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 79.4 13.5 1.1 7.6 11.4 0.0 2.3 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 116,022 : : Positions : : 88,561 103,175 10,823 8,618 3,430 11,649 0 799 760 0 0 : : : : Changes from: January 27, 2015 : : -350 -782 0 432 352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 88.9 9.3 7.4 3.0 10.0 0.0 0.7 0.7 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 February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,807 : : Positions : : 12,973 12,571 1,325 0 5,124 0 1,751 1,361 0 0 0 : : : : Changes from: January 27, 2015 : : -650 -421 74 0 0 0 -155 51 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 60.4 6.4 0.0 24.6 0.0 8.4 6.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 15 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 19,750 : : Positions : : 16,880 13,505 2,475 5,345 0 0 900 0 0 0 0 : : : : Changes from: January 27, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 68.4 12.5 27.1 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 February 3, 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 16,155 : : Positions : : 14,070 9,560 1,700 5,695 0 0 900 0 0 0 0 : : : : Changes from: January 27, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 59.2 10.5 35.3 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 February 3, 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 24,430 : : Positions : : 24,350 18,400 0 5,870 0 0 100 0 0 0 0 : : : : Changes from: January 27, 2015 : : 130 130 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 75.3 0.0 24.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 16,445 : : Positions : : 16,205 12,525 0 3,920 0 0 0 0 0 0 0 : : : : Changes from: January 27, 2015 : : 50 290 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 76.2 0.0 23.8 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 February 3, 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 18,020 : : Positions : : 16,505 16,290 0 1,115 445 50 50 0 0 0 0 : : : : Changes from: January 27, 2015 : : 220 220 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 90.4 0.0 6.2 2.5 0.3 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 17,605 : : Positions : : 16,390 17,555 275 0 0 200 50 0 0 0 0 : : : : Changes from: January 27, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 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 : : 21 10 . 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 18,760 : : Positions : : 17,465 18,730 325 0 5 200 0 25 0 0 0 : : : : Changes from: January 27, 2015 : : 435 450 0 0 0 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 99.8 1.7 0.0 0.0 1.1 0.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 9 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 107,852 : : Positions : : 97,933 101,231 3,436 1,150 4,101 1,015 588 607 500 75 100 : : : : Changes from: January 27, 2015 : : 100 50 0 0 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 93.9 3.2 1.1 3.8 0.9 0.5 0.6 0.5 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 29 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 137,166 : : Positions : : 124,235 131,550 3,576 225 4,971 3,344 50 345 625 25 0 : : : : Changes from: January 27, 2015 : : 515 610 50 0 0 45 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 95.9 2.6 0.2 3.6 2.4 0.0 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 34 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 161,521 : : Positions : : 124,780 124,647 700 16,758 5,179 3,269 1,482 2,110 21,543 7,418 3,637 : : : : Changes from: January 27, 2015 : : 1,584 2,794 600 -792 391 -510 222 -10 775 168 -103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 77.2 0.4 10.4 3.2 2.0 0.9 1.3 13.3 4.6 2.3 : : : : Number of Traders in Each Category Total Traders: 61 : : 36 35 . . 4 . . . 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 98,731 : : Positions : : 81,164 88,104 9,606 2,673 3,916 1,552 50 588 1,115 2,790 610 : : : : Changes from: January 27, 2015 : : 2,318 1,819 56 -80 -46 -50 0 -240 15 600 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 89.2 9.7 2.7 4.0 1.6 0.1 0.6 1.1 2.8 0.6 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 28 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 17,460 : : Positions : : 15,630 15,355 430 520 490 375 915 25 0 25 0 : : : : Changes from: January 27, 2015 : : 370 370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 87.9 2.5 3.0 2.8 2.1 5.2 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 11 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 16,585 : : Positions : : 14,095 15,235 425 500 415 1,275 315 0 0 0 0 : : : : Changes from: January 27, 2015 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 91.9 2.6 3.0 2.5 7.7 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 February 3, 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 18,320 : : Positions : : 14,025 13,675 250 0 2,695 0 665 325 0 0 0 : : : : Changes from: January 27, 2015 : : 215 -35 0 0 0 0 250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 74.6 1.4 0.0 14.7 0.0 3.6 1.8 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 February 3, 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 22,460 : : Positions : : 16,725 18,492 811 198 1,111 164 0 132 774 0 86 : : : : Changes from: January 27, 2015 : : -1,381 -1,384 97 -18 -96 -24 0 0 -164 0 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 82.3 3.6 0.9 4.9 0.7 0.0 0.6 3.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 1,349,585 : : Positions : : 415,164 1,325,235 910,071 0 24,350 0 0 0 0 0 0 : : : : Changes from: January 27, 2015 : : -27,336 -24,480 2,856 0 -2,856 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.8 98.2 67.4 0.0 1.8 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 February 3, 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 138,704 : : Positions : : 128,188 74,503 790 55,660 3,551 3,635 0 2,540 0 2,450 0 : : : : Changes from: January 27, 2015 : : -3,192 -3,108 -42 -231 0 -210 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 53.7 0.6 40.1 2.6 2.6 0.0 1.8 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,939,400 : : Positions : :2,543,815 1,192,344 155,536 1,214,607 240,049 0 292,400 0 0 0 0 : : : : Changes from: January 27, 2015 : : -64,004 -67,268 -12,648 6,936 -6,936 0 -16,320 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 40.6 5.3 41.3 8.2 0.0 9.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 54,004 : : Positions : : 43,293 43,229 1,063 740 5,299 0 42 3,583 746 0 20 : : : : Changes from: January 27, 2015 : : -2,415 -1,617 483 -105 -483 0 -105 -105 21 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 80.0 2.0 1.4 9.8 0.0 0.1 6.6 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 1,452,355 : : Positions : : 870,101 909,864 138,933 253,991 217,588 146,640 0 70,560 8,181 0 352 : : : : Changes from: January 27, 2015 : : -57,120 -26,520 1,632 -44,880 -1,632 -16,320 0 0 408 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 62.6 9.6 17.5 15.0 10.1 0.0 4.9 0.6 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 February 3, 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 23,075 : : Positions : : 14,785 20,005 4,020 0 1,800 0 580 20 1,805 0 0 : : : : Changes from: January 27, 2015 : : 390 -60 0 0 0 0 580 20 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 86.7 17.4 0.0 7.8 0.0 2.5 0.1 7.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 19,899 : : Positions : : 12,181 17,059 3,840 0 1,500 0 560 40 1,774 0 0 : : : : Changes from: January 27, 2015 : : 390 -60 0 0 0 -140 560 40 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 85.7 19.3 0.0 7.5 0.0 2.8 0.2 8.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 32,671 : : Positions : : 26,924 26,174 0 1,306 1,170 1,425 0 0 1,873 3,270 685 : : : : Changes from: January 27, 2015 : : 293 673 0 -260 25 0 0 0 100 0 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 80.1 0.0 4.0 3.6 4.4 0.0 0.0 5.7 10.0 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 21,486 : : Positions : : 13,020 17,996 1,721 2,240 925 780 0 0 4,175 0 0 : : : : Changes from: January 27, 2015 : : 484 384 -355 -220 400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 83.8 8.0 10.4 4.3 3.6 0.0 0.0 19.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 25,906 : : Positions : : 24,906 16,782 112 7,716 269 0 644 140 6 0 250 : : : : Changes from: January 27, 2015 : : 1,121 720 0 115 0 0 0 0 -250 0 250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 64.8 0.4 29.8 1.0 0.0 2.5 0.5 0.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 21 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 22,993 : : Positions : : 21,362 14,229 290 7,423 163 842 780 158 0 100 0 : : : : Changes from: January 27, 2015 : : 472 -143 0 500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 61.9 1.3 32.3 0.7 3.7 3.4 0.7 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 20 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 15,510 : : Positions : : 13,527 12,860 1,405 1,135 395 0 1,120 0 0 0 0 : : : : Changes from: January 27, 2015 : : 410 420 10 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 82.9 9.1 7.3 2.5 0.0 7.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 10,400 : : Positions : : 8,615 9,430 1,345 565 110 0 210 0 0 0 0 : : : : Changes from: January 27, 2015 : : 5 540 560 0 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 90.7 12.9 5.4 1.1 0.0 2.0 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 February 3, 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 26,055 : : Positions : : 22,070 18,035 1,030 1,740 2,320 0 2,305 465 50 1,100 0 : : : : Changes from: January 27, 2015 : : 2,740 2,010 120 900 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 69.2 4.0 6.7 8.9 0.0 8.8 1.8 0.2 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 6,945 : : Positions : : 5,960 5,670 480 1,250 0 375 0 0 0 0 0 : : : : Changes from: January 27, 2015 : : 305 580 0 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 81.6 6.9 18.0 0.0 5.4 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 February 3, 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 11,200 : : Positions : : 8,390 9,125 730 1,265 0 1,220 0 460 0 350 0 : : : : Changes from: January 27, 2015 : : 955 1,155 250 300 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 81.5 6.5 11.3 0.0 10.9 0.0 4.1 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 12 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 65,763 : : Positions : : 59,141 57,909 0 1,160 4,245 290 0 0 0 0 0 : : : : Changes from: January 27, 2015 : : 675 555 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 88.1 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: 29 : : 17 21 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 60,707 : : Positions : : 55,747 50,998 0 3,610 2,920 0 0 0 0 0 0 : : : : Changes from: January 27, 2015 : : 600 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 84.0 0.0 5.9 4.8 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 February 3, 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 13,936 : : Positions : : 10,935 13,880 1,430 0 0 550 0 50 600 0 6 : : : : Changes from: January 27, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 99.6 10.3 0.0 0.0 3.9 0.0 0.4 4.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 . 0 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 9,310 : : Positions : : 9,025 7,715 0 1,405 0 10 0 190 0 0 0 : : : : Changes from: January 27, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 82.9 0.0 15.1 0.0 0.1 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 0 . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 14,372 : : Positions : : 13,015 11,625 150 0 450 150 1,210 0 0 585 327 : : : : Changes from: January 27, 2015 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 80.9 1.0 0.0 3.1 1.0 8.4 0.0 0.0 4.1 2.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 13,165 : : Positions : : 11,505 9,345 475 0 125 200 1,525 0 0 2,045 0 : : : : Changes from: January 27, 2015 : : 600 300 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 71.0 3.6 0.0 0.9 1.5 11.6 0.0 0.0 15.5 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 February 3, 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 21,651 : : Positions : : 20,211 16,771 0 0 0 1,075 4,245 115 0 370 0 : : : : Changes from: January 27, 2015 : : 190 145 0 0 0 -25 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 77.5 0.0 0.0 0.0 5.0 19.6 0.5 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 59,425 : : Positions : : 46,458 52,897 2,615 565 800 4,745 1,175 145 809 0 784 : : : : Changes from: January 27, 2015 : : 1,086 1,086 0 0 0 -25 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 89.0 4.4 1.0 1.3 8.0 2.0 0.2 1.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 51,442 : : Positions : : 36,385 47,995 2,565 475 800 5,530 350 0 4,505 0 0 : : : : Changes from: January 27, 2015 : : 1,665 1,665 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 93.3 5.0 0.9 1.6 10.7 0.7 0.0 8.8 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 February 3, 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 27, 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 February 3, 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 27, 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 February 3, 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 27,828 : : Positions : : 17,960 17,265 0 1,255 3,815 2,950 1,200 0 1,720 3,300 23 : : : : Changes from: January 27, 2015 : : 560 10 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 62.0 0.0 4.5 13.7 10.6 4.3 0.0 6.2 11.9 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 3, 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 20,230 : : Positions : : 14,895 13,630 600 1,400 1,840 0 650 600 0 250 210 : : : : Changes from: January 27, 2015 : : 650 50 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 67.4 3.0 6.9 9.1 0.0 3.2 3.0 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . 0 . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 6, 2015