Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 103,488 : : Positions : : 23,899 30,196 802 10,458 3,498 8,079 9,220 4,423 48,509 31,132 13,118 : : : : Changes from: February 3, 2015 : : -134 3,011 142 1,816 -90 1,974 -880 236 1,377 -705 197 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 29.2 0.8 10.1 3.4 7.8 8.9 4.3 46.9 30.1 12.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 17 15 . . . . . . 16 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 31,873 : : Positions : : 7,450 8,920 1,446 1,777 444 7,117 150 935 12,087 17,393 1,589 : : : : Changes from: February 3, 2015 : : -380 130 231 -128 -231 -315 30 190 1,415 859 -134 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 28.0 4.5 5.6 1.4 22.3 0.5 2.9 37.9 54.6 5.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 10 11 . . . 4 . . 15 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 2,591 : : Positions : : 116 142 220 0 604 0 453 408 487 233 748 : : : : Changes from: February 3, 2015 : : 76 78 71 -30 136 0 135 113 71 35 212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.5 5.5 8.5 0.0 23.3 0.0 17.5 15.8 18.8 9.0 28.9 : : : : Number of Traders in Each Category Total Traders: 20 : : . . . 0 . 0 . . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 145,624 : : Positions : : 101,954 117,129 3,739 0 9,654 7,341 3,892 3,119 11,176 3,849 7,795 : : : : Changes from: February 3, 2015 : : -1,018 247 527 -660 -100 -621 -772 -150 -131 109 -122 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 80.4 2.6 0.0 6.6 5.0 2.7 2.1 7.7 2.6 5.4 : : : : Number of Traders in Each Category Total Traders: 75 : : 47 46 4 0 4 5 . 7 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,343 : : Positions : : 28,442 34,720 5,742 0 3,359 576 0 1,911 114 154 198 : : : : Changes from: February 3, 2015 : : 114 -251 -745 0 874 216 -9 -113 114 -42 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 86.1 14.2 0.0 8.3 1.4 0.0 4.7 0.3 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 20 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 364,450 : : Positions : : 292,247 319,863 11,809 0 18,152 20,386 3,878 20,221 0 701 1,635 : : : : Changes from: February 3, 2015 : : -4,328 -5,742 -1,070 0 92 -642 327 981 0 -625 -327 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 87.8 3.2 0.0 5.0 5.6 1.1 5.5 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 1,535,143 : : Positions : :1,224,344 1,371,248 182,327 28,054 64,569 7,863 0 18,201 10,717 25,950 27,121 : : : : Changes from: February 3, 2015 : : -1,419 32,606 26,257 -2,431 -14,961 3,705 -408 -4,505 823 -401 -1,639 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 89.3 11.9 1.8 4.2 0.5 0.0 1.2 0.7 1.7 1.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 40 . . . . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 54,171 : : Positions : : 41,506 41,973 0 2,734 2,535 3,713 371 5,755 575 692 75 : : : : Changes from: February 3, 2015 : : 627 -1,611 0 1,427 185 -567 65 496 -205 -26 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 77.5 0.0 5.0 4.7 6.9 0.7 10.6 1.1 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 303,206 : : Positions : : 239,093 237,758 2,128 0 29,912 952 11,471 24,065 7,056 0 0 : : : : Changes from: February 3, 2015 : : -6,114 -11,604 181 -984 7,632 0 7,960 -11,568 1,305 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 78.4 0.7 0.0 9.9 0.3 3.8 7.9 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 605,601 : : Positions : : 528,731 521,626 14,048 15,108 33,926 11,331 0 14,749 1,760 19,136 1,056 : : : : Changes from: February 3, 2015 : : -39,627 -46,805 0 2,282 -1,553 -3,672 0 0 -408 816 -816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 86.1 2.3 2.5 5.6 1.9 0.0 2.4 0.3 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 22 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 50,243 : : Positions : : 42,237 41,243 1,652 872 517 2,066 88 1,442 855 5,017 834 : : : : Changes from: February 3, 2015 : : -1,423 -2,344 -311 -22 150 -837 -22 238 143 3 -397 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 82.1 3.3 1.7 1.0 4.1 0.2 2.9 1.7 10.0 1.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 57,487 : : Positions : : 47,352 56,497 9,080 0 40 0 95 250 0 0 0 : : : : Changes from: February 3, 2015 : : -4,182 -4,907 -655 0 0 -130 95 -120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 98.3 15.8 0.0 0.1 0.0 0.2 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 21 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 72,159 : : Positions : : 60,269 71,474 11,085 0 90 305 0 290 0 0 0 : : : : Changes from: February 3, 2015 : : -5,383 -6,713 -860 0 0 -115 0 -100 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 99.1 15.4 0.0 0.1 0.4 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 16,080 : : Positions : : 14,925 13,895 0 1,055 1,050 0 80 0 50 0 0 : : : : Changes from: February 3, 2015 : : -1,765 -1,415 0 -205 185 0 -200 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 86.4 0.0 6.6 6.5 0.0 0.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 269,560 : : Positions : : 181,504 267,992 74,496 0 0 11,288 0 1,568 704 0 0 : : : : Changes from: February 3, 2015 : : -11,272 -9,016 -2,040 0 0 4,296 0 -784 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 99.4 27.6 0.0 0.0 4.2 0.0 0.6 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 10, 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 8,602 : : Positions : : 4,935 6,778 0 672 178 0 108 0 3,104 454 110 : : : : Changes from: February 3, 2015 : : -443 -76 0 0 -21 0 -21 0 114 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 78.8 0.0 7.8 2.1 0.0 1.3 0.0 36.1 5.3 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 0 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 14,450 : : Positions : : 8,900 11,900 0 2,250 0 0 0 0 5,550 300 0 : : : : Changes from: February 3, 2015 : : -700 250 0 -150 0 0 0 0 750 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 82.4 0.0 15.6 0.0 0.0 0.0 0.0 38.4 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 16,860 : : Positions : : 15,605 14,485 0 970 1,255 0 150 0 0 0 0 : : : : Changes from: February 3, 2015 : : -2,035 -1,365 0 -360 170 0 -260 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 85.9 0.0 5.8 7.4 0.0 0.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 14,260 : : Positions : : 12,370 10,900 50 1,110 1,225 0 670 355 0 0 0 : : : : Changes from: February 3, 2015 : : -725 -545 0 -30 0 0 -165 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 76.4 0.4 7.8 8.6 0.0 4.7 2.5 0.0 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 10, 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 17,622 : : Positions : : 13,193 12,919 0 973 1,980 1,551 44 281 0 60 22 : : : : Changes from: February 3, 2015 : : -660 -810 0 -111 -63 -260 44 -84 0 -1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 73.3 0.0 5.5 11.2 8.8 0.2 1.6 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 21 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 47,530 : : Positions : : 43,938 32,426 615 2,105 1,836 0 5,798 1,040 0 4,325 0 : : : : Changes from: February 3, 2015 : : 939 538 0 953 -477 0 -632 -40 0 64 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 68.2 1.3 4.4 3.9 0.0 12.2 2.2 0.0 9.1 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 10, 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 54,125 : : Positions : : 50,848 35,244 679 6,391 866 41 6,648 1,322 0 3,510 107 : : : : Changes from: February 3, 2015 : : -2,868 -1,629 -3 19 -12 -41 -619 0 0 -685 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 65.1 1.3 11.8 1.6 0.1 12.3 2.4 0.0 6.5 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 32 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 40,350 : : Positions : : 37,685 37,455 1,750 2,760 100 600 0 0 0 0 0 : : : : Changes from: February 3, 2015 : : -3,300 -2,655 -550 -1,250 -150 -50 0 0 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 92.8 4.3 6.8 0.2 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 14 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 43,425 : : Positions : : 42,255 40,180 950 3,185 0 0 0 0 0 0 0 : : : : Changes from: February 3, 2015 : : -4,885 -3,730 -300 -1,455 0 0 0 0 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 92.5 2.2 7.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 27 15 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 385,202 : : Positions : : 259,026 346,503 17,710 8,297 8,446 33,660 0 21,956 44,404 0 0 : : : : Changes from: February 3, 2015 : : -11,617 -21,450 -1,222 -1,112 -80 -5,297 0 -408 -4,426 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 90.0 4.6 2.2 2.2 8.7 0.0 5.7 11.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 29 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 23,563 : : Positions : : 14,426 20,990 2,249 126 640 3,356 168 682 1,937 0 84 : : : : Changes from: February 3, 2015 : : -1,066 -1,419 -319 1 24 -252 0 -21 111 0 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 89.1 9.5 0.5 2.7 14.2 0.7 2.9 8.2 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 10, 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 11,841 : : Positions : : 9,098 9,555 430 0 770 163 78 1,078 278 360 0 : : : : Changes from: February 3, 2015 : : -1,018 -1,461 -27 0 -77 -338 0 0 -78 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 80.7 3.6 0.0 6.5 1.4 0.7 9.1 2.3 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 547,834 : : Positions : : 465,481 505,611 49,611 3,588 17,188 0 5,893 15,554 0 0 0 : : : : Changes from: February 3, 2015 : : -23,249 -32,093 -12,516 -4,488 7,796 0 816 -1,224 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 92.3 9.1 0.7 3.1 0.0 1.1 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 47,911 : : Positions : : 34,406 43,818 2,537 876 379 3,332 0 1,569 4,136 0 848 : : : : Changes from: February 3, 2015 : : -1,328 -1,657 -562 -168 257 -24 0 -167 -39 0 -231 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 91.5 5.3 1.8 0.8 7.0 0.0 3.3 8.6 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 16,738 : : Positions : : 9,604 13,615 147 521 1,175 1,204 0 0 3,525 0 402 : : : : Changes from: February 3, 2015 : : -253 -703 -154 -42 176 -107 0 0 -83 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 81.3 0.9 3.1 7.0 7.2 0.0 0.0 21.1 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 229,704 : : Positions : : 160,771 228,497 20,976 0 1,207 704 0 0 46,046 0 0 : : : : Changes from: February 3, 2015 : : -11,887 -11,919 -1,256 0 0 0 0 0 1,224 0 -1,224 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 99.5 9.1 0.0 0.5 0.3 0.0 0.0 20.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 16 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 12,658 : : Positions : : 8,004 10,255 1,647 0 1,143 1,211 0 352 0 501 0 : : : : Changes from: February 3, 2015 : : -429 -377 -164 -152 130 -317 0 44 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 81.0 13.0 0.0 9.0 9.6 0.0 2.8 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 103,626 : : Positions : : 79,429 91,219 10,415 9,402 2,614 10,425 0 391 352 0 0 : : : : Changes from: February 3, 2015 : : -9,132 -11,956 -408 784 -816 -1,224 0 -408 -408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 88.0 10.1 9.1 2.5 10.1 0.0 0.4 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 21,116 : : Positions : : 12,922 12,750 1,605 0 5,228 0 1,777 1,361 0 0 0 : : : : Changes from: February 3, 2015 : : -51 179 280 0 104 0 26 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 60.4 7.6 0.0 24.8 0.0 8.4 6.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 14 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 30,680 : : Positions : : 27,960 14,515 2,350 15,265 0 0 900 0 0 0 0 : : : : Changes from: February 3, 2015 : : 11,080 1,010 -125 9,920 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 47.3 7.7 49.8 0.0 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 27,685 : : Positions : : 25,720 11,345 1,600 15,440 0 0 900 0 0 0 0 : : : : Changes from: February 3, 2015 : : 11,650 1,785 -100 9,745 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 41.0 5.8 55.8 0.0 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 23,555 : : Positions : : 23,475 17,630 0 5,870 0 0 0 0 0 0 0 : : : : Changes from: February 3, 2015 : : -875 -770 0 0 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 74.8 0.0 24.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 9 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 15,795 : : Positions : : 15,555 11,875 0 3,920 0 0 0 0 0 0 0 : : : : Changes from: February 3, 2015 : : -650 -650 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 75.2 0.0 24.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 18 6 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 16,780 : : Positions : : 15,435 15,125 0 1,115 380 25 50 0 0 0 0 : : : : Changes from: February 3, 2015 : : -1,070 -1,165 0 0 -65 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 90.1 0.0 6.6 2.3 0.1 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 10, 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 15,645 : : Positions : : 14,520 15,620 275 0 0 100 25 0 0 0 0 : : : : Changes from: February 3, 2015 : : -1,870 -1,935 0 0 0 -100 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 99.8 1.8 0.0 0.0 0.6 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 9 . 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 16,600 : : Positions : : 15,390 16,600 330 0 0 125 0 0 0 0 0 : : : : Changes from: February 3, 2015 : : -2,075 -2,130 5 0 -5 -75 0 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 100.0 2.0 0.0 0.0 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 9 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 111,886 : : Positions : : 95,745 109,645 12,750 0 1,246 1,115 465 380 400 50 100 : : : : Changes from: February 3, 2015 : : -2,188 8,414 9,314 -1,150 -2,855 100 -123 -227 -100 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 98.0 11.4 0.0 1.1 1.0 0.4 0.3 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 30 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 142,021 : : Positions : : 123,054 140,644 14,230 0 1,132 2,835 0 245 525 0 0 : : : : Changes from: February 3, 2015 : : -1,181 9,094 10,654 -225 -3,839 -509 -50 -100 -100 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 99.0 10.0 0.0 0.8 2.0 0.0 0.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 35 36 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 155,051 : : Positions : : 120,257 118,093 918 16,200 6,422 3,313 1,667 1,960 17,794 6,353 4,157 : : : : Changes from: February 3, 2015 : : -4,523 -6,554 218 -558 1,243 44 185 -150 -3,749 -1,065 520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 76.2 0.6 10.4 4.1 2.1 1.1 1.3 11.5 4.1 2.7 : : : : Number of Traders in Each Category Total Traders: 62 : : 37 34 . . 4 . . 4 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 97,648 : : Positions : : 80,618 86,910 9,169 2,258 4,136 1,371 25 549 1,070 3,205 555 : : : : Changes from: February 3, 2015 : : -546 -1,194 -437 -415 220 -181 -25 -39 -45 415 -55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 89.0 9.4 2.3 4.2 1.4 0.0 0.6 1.1 3.3 0.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 26,830 : : Positions : : 25,340 23,575 395 1,825 385 200 865 25 0 25 0 : : : : Changes from: February 3, 2015 : : 9,710 8,220 -35 1,305 -105 -175 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 87.9 1.5 6.8 1.4 0.7 3.2 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 10 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 25,130 : : Positions : : 23,080 22,580 390 1,790 325 975 315 0 0 0 0 : : : : Changes from: February 3, 2015 : : 8,985 7,345 -35 1,290 -90 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 89.9 1.6 7.1 1.3 3.9 1.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 18,160 : : Positions : : 14,205 13,295 0 110 2,885 0 620 325 0 0 0 : : : : Changes from: February 3, 2015 : : 180 -380 -250 110 190 0 -45 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 73.2 0.0 0.6 15.9 0.0 3.4 1.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 21 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 22,391 : : Positions : : 16,723 18,445 808 188 1,111 164 0 132 774 0 86 : : : : Changes from: February 3, 2015 : : -1 -47 -3 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 82.4 3.6 0.8 5.0 0.7 0.0 0.6 3.5 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 10, 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: February 3, 2015 : : 0 0 0 0 0 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 10, 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: February 3, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 10, 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 2,939,399 : : Positions : :2,543,814 1,192,316 155,536 1,214,607 240,049 0 292,400 0 0 0 0 : : : : Changes from: February 3, 2015 : : -0 -28 0 0 0 0 0 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: 27 : : 19 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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: February 3, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 10, 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: February 3, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 10, 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 22,092 : : Positions : : 13,850 19,072 4,170 0 1,650 0 590 10 1,677 0 0 : : : : Changes from: February 3, 2015 : : -935 -933 150 0 -150 0 10 -10 -128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 86.3 18.9 0.0 7.5 0.0 2.7 0.0 7.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 13 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,957 : : Positions : : 11,421 16,302 3,965 0 1,375 0 570 30 1,647 0 0 : : : : Changes from: February 3, 2015 : : -760 -757 125 0 -125 0 10 -10 -127 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 86.0 20.9 0.0 7.3 0.0 3.0 0.2 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 31,528 : : Positions : : 26,147 25,101 0 1,311 1,140 1,400 0 0 1,768 3,270 685 : : : : Changes from: February 3, 2015 : : -777 -1,073 0 5 -30 -25 0 0 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 79.6 0.0 4.2 3.6 4.4 0.0 0.0 5.6 10.4 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 20,428 : : Positions : : 12,505 17,396 1,508 2,010 750 715 0 0 4,160 0 0 : : : : Changes from: February 3, 2015 : : -515 -600 -213 -230 -175 -65 0 0 -15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 85.2 7.4 9.8 3.7 3.5 0.0 0.0 20.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 25,287 : : Positions : : 24,001 17,108 627 7,338 77 0 584 130 250 0 0 : : : : Changes from: February 3, 2015 : : -905 326 515 -378 -192 0 -60 -10 244 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 67.7 2.5 29.0 0.3 0.0 2.3 0.5 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 22 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 22,811 : : Positions : : 21,544 14,814 290 7,014 90 622 715 128 0 50 0 : : : : Changes from: February 3, 2015 : : 182 585 0 -409 -73 -220 -65 -30 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 64.9 1.3 30.7 0.4 2.7 3.1 0.6 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 18 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 15,105 : : Positions : : 13,262 12,810 1,185 785 490 0 1,020 0 0 0 0 : : : : Changes from: February 3, 2015 : : -265 -50 -220 -350 95 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 84.8 7.8 5.2 3.2 0.0 6.8 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 10, 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 10,370 : : Positions : : 8,685 9,645 1,315 495 65 0 110 0 0 0 0 : : : : Changes from: February 3, 2015 : : 70 215 -30 -70 -45 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 93.0 12.7 4.8 0.6 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 25,095 : : Positions : : 21,170 17,360 1,055 1,705 2,295 0 2,355 415 25 875 0 : : : : Changes from: February 3, 2015 : : -900 -675 25 -35 -25 0 50 -50 -25 -225 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 69.2 4.2 6.8 9.1 0.0 9.4 1.7 0.1 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 7,195 : : Positions : : 6,215 5,960 480 1,225 0 375 0 0 0 0 0 : : : : Changes from: February 3, 2015 : : 255 290 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 82.8 6.7 17.0 0.0 5.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 13 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 10,670 : : Positions : : 7,915 8,850 730 1,215 0 1,275 0 380 0 225 0 : : : : Changes from: February 3, 2015 : : -475 -275 0 -50 0 55 0 -80 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 82.9 6.8 11.4 0.0 11.9 0.0 3.6 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 13 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 62,502 : : Positions : : 56,521 54,648 0 1,710 3,695 245 0 0 0 0 0 : : : : Changes from: February 3, 2015 : : -2,620 -3,261 0 550 -550 -45 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 87.4 0.0 2.7 5.9 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 10, 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 57,122 : : Positions : : 52,722 47,412 0 4,135 2,395 0 0 0 0 0 0 : : : : Changes from: February 3, 2015 : : -3,025 -3,586 0 525 -525 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 83.0 0.0 7.2 4.2 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 10, 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 13,208 : : Positions : : 10,395 13,060 1,280 0 0 575 0 25 600 0 3 : : : : Changes from: February 3, 2015 : : -540 -820 -150 0 0 25 0 -25 0 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 98.9 9.7 0.0 0.0 4.4 0.0 0.2 4.5 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 10, 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 9,240 : : Positions : : 9,060 6,795 0 2,255 0 0 90 100 0 0 0 : : : : Changes from: February 3, 2015 : : 35 -920 0 850 0 -10 90 -90 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 73.5 0.0 24.4 0.0 0.0 1.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 0 . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 12,715 : : Positions : : 11,450 10,460 225 0 375 75 855 0 0 535 325 : : : : Changes from: February 3, 2015 : : -1,565 -1,165 75 0 -75 -75 -355 0 0 -50 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 82.3 1.8 0.0 2.9 0.6 6.7 0.0 0.0 4.2 2.6 : : : : 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 10, 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 12,200 : : Positions : : 10,670 8,555 500 0 100 100 1,400 0 0 2,020 0 : : : : Changes from: February 3, 2015 : : -835 -790 25 0 -25 -100 -125 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 70.1 4.1 0.0 0.8 0.8 11.5 0.0 0.0 16.6 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 10, 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 25,496 : : Positions : : 24,406 20,056 0 1,200 0 700 3,760 165 0 185 0 : : : : Changes from: February 3, 2015 : : 4,195 3,285 0 1,200 0 -375 -485 50 0 -185 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 78.7 0.0 4.7 0.0 2.7 14.7 0.6 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 0 . 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 23,875 : : Positions : : 23,595 19,415 0 1,200 0 100 3,185 0 0 0 0 : : : : Changes from: February 3, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.8 81.3 0.0 5.0 0.0 0.4 13.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 0 . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 62,597 : : Positions : : 48,404 56,557 4,715 565 430 4,330 750 195 413 0 784 : : : : Changes from: February 3, 2015 : : 1,946 3,660 2,100 0 -370 -415 -425 50 -396 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 90.4 7.5 0.9 0.7 6.9 1.2 0.3 0.7 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 55,839 : : Positions : : 39,613 52,983 4,690 495 385 5,120 200 0 4,423 0 0 : : : : Changes from: February 3, 2015 : : 3,228 4,988 2,125 20 -415 -410 -150 0 -82 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 94.9 8.4 0.9 0.7 9.2 0.4 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 21 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 10, 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 28,795 : : Positions : : 23,240 20,750 0 1,615 420 600 4,725 0 2,875 0 0 : : : : Changes from: February 3, 2015 : : -470 -465 0 -135 0 0 -100 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 72.1 0.0 5.6 1.5 2.1 16.4 0.0 10.0 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 10, 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 23,980 : : Positions : : 21,690 22,180 0 985 0 300 0 600 800 0 0 : : : : Changes from: February 3, 2015 : : -725 -795 0 -35 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 92.5 0.0 4.1 0.0 1.3 0.0 2.5 3.3 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 10, 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 27,006 : : Positions : : 17,485 16,225 0 1,330 3,740 2,825 1,800 0 1,695 3,025 16 : : : : Changes from: February 3, 2015 : : -475 -1,040 0 75 -75 -125 600 0 -25 -275 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 60.1 0.0 4.9 13.8 10.5 6.7 0.0 6.3 11.2 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 10, 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 20,130 : : Positions : : 15,120 13,180 500 1,420 1,820 25 1,200 575 0 250 210 : : : : Changes from: February 3, 2015 : : 225 -450 -100 20 -20 25 550 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 65.5 2.5 7.1 9.0 0.1 6.0 2.9 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated February 13, 2015