Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 103,162 : : Positions : : 23,373 32,611 847 12,002 2,125 10,393 5,016 4,120 46,462 31,318 14,757 : : : : Changes from: February 10, 2015 : : -526 2,415 45 1,544 -1,373 2,314 -4,204 -303 -2,047 186 1,639 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.7 31.6 0.8 11.6 2.1 10.1 4.9 4.0 45.0 30.4 14.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 16 14 . . . . . . 16 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 32,648 : : Positions : : 8,080 8,765 1,215 2,301 700 6,942 270 1,010 12,457 17,533 1,464 : : : : Changes from: February 10, 2015 : : 630 -155 -231 524 256 -175 120 75 370 140 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 26.8 3.7 7.0 2.1 21.3 0.8 3.1 38.2 53.7 4.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 11 . . . . . . 15 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 2,721 : : Positions : : 84 137 280 0 623 0 520 456 484 197 787 : : : : Changes from: February 10, 2015 : : -31 -6 59 0 19 0 67 47 -3 -36 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.1 5.0 10.3 0.0 22.9 0.0 19.1 16.7 17.8 7.2 28.9 : : : : Number of Traders in Each Category Total Traders: 21 : : . . . 0 . 0 . . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 144,363 : : Positions : : 100,735 114,365 3,949 204 9,696 7,592 3,660 3,459 9,347 3,718 8,710 : : : : Changes from: February 10, 2015 : : -1,220 -2,764 209 204 42 251 -232 340 -1,829 -131 914 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 79.2 2.7 0.1 6.7 5.3 2.5 2.4 6.5 2.6 6.0 : : : : Number of Traders in Each Category Total Traders: 74 : : 46 44 . . 4 4 . 7 9 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 40,408 : : Positions : : 29,229 34,848 5,874 0 2,998 230 341 1,947 0 144 130 : : : : Changes from: February 10, 2015 : : 786 128 132 0 -361 -346 341 36 -114 -10 -68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 86.2 14.5 0.0 7.4 0.6 0.8 4.8 0.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 21 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 371,990 : : Positions : : 298,834 328,430 11,482 0 18,479 20,754 1,916 20,829 0 1,378 958 : : : : Changes from: February 10, 2015 : : 6,587 8,567 -327 0 327 368 -1,962 608 0 677 -677 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 88.3 3.1 0.0 5.0 5.6 0.5 5.6 0.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 1,563,974 : : Positions : :1,250,565 1,398,184 184,157 30,079 64,178 9,034 0 18,201 10,717 26,211 27,121 : : : : Changes from: February 10, 2015 : : 26,221 26,936 1,830 2,025 -391 1,171 0 0 0 261 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 89.4 11.8 1.9 4.1 0.6 0.0 1.2 0.7 1.7 1.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 32 39 . . . . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 53,294 : : Positions : : 41,458 40,438 0 2,808 2,692 2,519 333 6,119 319 692 175 : : : : Changes from: February 10, 2015 : : -49 -1,536 0 75 157 -1,194 -38 364 -256 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 75.9 0.0 5.3 5.1 4.7 0.6 11.5 0.6 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 303,885 : : Positions : : 241,055 239,365 5,985 0 28,008 952 12,471 24,041 3,844 0 0 : : : : Changes from: February 10, 2015 : : 1,962 1,607 3,857 0 -1,904 0 1,000 -24 -3,212 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 78.8 2.0 0.0 9.2 0.3 4.1 7.9 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 609,828 : : Positions : : 532,958 525,107 14,048 14,717 33,926 11,331 0 14,749 1,760 20,273 1,056 : : : : Changes from: February 10, 2015 : : 4,227 3,481 0 -391 0 0 0 0 0 1,137 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 86.1 2.3 2.4 5.6 1.9 0.0 2.4 0.3 3.3 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 50,033 : : Positions : : 42,241 42,018 1,441 872 558 2,154 0 1,398 811 4,121 878 : : : : Changes from: February 10, 2015 : : 4 775 -211 0 41 88 -88 -44 -44 -896 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 84.0 2.9 1.7 1.1 4.3 0.0 2.8 1.6 8.2 1.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 58,442 : : Positions : : 48,797 57,757 9,140 0 40 0 95 250 50 0 0 : : : : Changes from: February 10, 2015 : : 1,445 1,260 60 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 98.8 15.6 0.0 0.1 0.0 0.2 0.4 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 22 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 7,200 : : Positions : : 4,550 6,600 300 0 200 1,500 50 50 400 0 0 : : : : Changes from: February 10, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 91.7 4.2 0.0 2.8 20.8 0.7 0.7 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 73,184 : : Positions : : 61,194 72,509 11,145 0 90 355 0 280 0 0 0 : : : : Changes from: February 10, 2015 : : 925 1,035 60 0 0 50 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 99.1 15.2 0.0 0.1 0.5 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 17, 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 16,680 : : Positions : : 14,925 14,495 0 1,055 1,050 520 0 80 50 0 0 : : : : Changes from: February 10, 2015 : : 0 600 0 0 0 520 -80 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 86.9 0.0 6.3 6.3 3.1 0.0 0.5 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 275,024 : : Positions : : 186,208 272,672 79,176 0 0 6,584 0 2,352 704 0 0 : : : : Changes from: February 10, 2015 : : 4,704 4,680 4,680 0 0 -4,704 0 784 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 99.1 28.8 0.0 0.0 2.4 0.0 0.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 . 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 8,800 : : Positions : : 5,045 6,932 0 738 178 0 20 88 3,104 454 110 : : : : Changes from: February 10, 2015 : : 110 154 0 66 0 0 -88 88 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 78.8 0.0 8.4 2.0 0.0 0.2 1.0 35.3 5.2 1.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 11,850 0 2,300 0 0 0 0 5,550 300 0 : : : : Changes from: February 10, 2015 : : 0 -50 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 82.0 0.0 15.9 0.0 0.0 0.0 0.0 38.4 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 17,700 : : Positions : : 15,755 14,685 0 970 1,345 350 0 250 0 450 0 : : : : Changes from: February 10, 2015 : : 150 200 0 0 90 350 -150 250 0 450 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 83.0 0.0 5.5 7.6 2.0 0.0 1.4 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 14,285 : : Positions : : 12,395 10,925 50 1,110 1,225 0 670 355 0 0 0 : : : : Changes from: February 10, 2015 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 76.5 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 21 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 17,451 : : Positions : : 13,534 12,836 0 865 2,044 953 0 303 0 60 22 : : : : Changes from: February 10, 2015 : : 341 -83 0 -108 64 -598 -44 22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 73.6 0.0 5.0 11.7 5.5 0.0 1.7 0.0 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 22 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 48,787 : : Positions : : 45,335 31,977 615 2,480 1,671 0 6,092 1,065 0 5,292 0 : : : : Changes from: February 10, 2015 : : 1,397 -449 0 375 -165 0 294 25 0 967 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 65.5 1.3 5.1 3.4 0.0 12.5 2.2 0.0 10.8 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 29 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 56,488 : : Positions : : 53,348 35,604 679 6,834 746 41 7,023 1,322 0 4,595 100 : : : : Changes from: February 10, 2015 : : 2,500 360 0 443 -120 0 375 0 0 1,085 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 63.0 1.2 12.1 1.3 0.1 12.4 2.3 0.0 8.1 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 32 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 40,605 : : Positions : : 38,000 37,795 1,750 2,610 200 600 0 0 0 0 0 : : : : Changes from: February 10, 2015 : : 315 340 0 -150 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 93.1 4.3 6.4 0.5 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 26 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 43,715 : : Positions : : 42,500 40,575 950 3,035 45 0 0 0 0 0 0 : : : : Changes from: February 10, 2015 : : 245 395 0 -150 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 92.8 2.2 6.9 0.1 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 394,277 : : Positions : : 266,905 355,177 17,300 9,072 8,072 33,660 0 21,956 46,384 0 0 : : : : Changes from: February 10, 2015 : : 7,879 8,674 -410 775 -374 0 0 0 1,980 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 90.1 4.4 2.3 2.0 8.5 0.0 5.6 11.8 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 17, 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 23,591 : : Positions : : 14,452 20,952 2,227 126 662 3,312 168 682 1,961 0 84 : : : : Changes from: February 10, 2015 : : 26 -38 -22 0 22 -44 0 0 24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 88.8 9.4 0.5 2.8 14.0 0.7 2.9 8.3 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 17, 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 13,306 : : Positions : : 10,076 10,737 558 0 924 7 78 1,078 615 489 0 : : : : Changes from: February 10, 2015 : : 978 1,182 128 0 154 -156 0 0 337 129 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 80.7 4.2 0.0 6.9 0.1 0.6 8.1 4.6 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 548,628 : : Positions : : 467,057 506,014 48,438 3,588 17,579 0 5,893 15,554 0 0 0 : : : : Changes from: February 10, 2015 : : 1,576 403 -1,173 0 391 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 92.2 8.8 0.7 3.2 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 17, 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 48,117 : : Positions : : 34,843 43,852 2,471 876 445 3,314 0 1,569 3,986 0 998 : : : : Changes from: February 10, 2015 : : 437 34 -66 0 66 -18 0 0 -150 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 91.1 5.1 1.8 0.9 6.9 0.0 3.3 8.3 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 16,606 : : Positions : : 9,389 13,483 147 480 1,216 1,160 0 0 3,569 0 402 : : : : Changes from: February 10, 2015 : : -215 -132 0 -41 41 -44 0 0 44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 81.2 0.9 2.9 7.3 7.0 0.0 0.0 21.5 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . . . 0 0 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 230,095 : : Positions : : 161,162 228,497 20,585 0 1,598 704 0 0 46,046 0 0 : : : : Changes from: February 10, 2015 : : 391 0 -391 0 391 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 99.3 8.9 0.0 0.7 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 17, 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 12,721 : : Positions : : 8,111 10,362 1,620 17 1,126 1,255 0 308 0 501 0 : : : : Changes from: February 10, 2015 : : 107 107 -27 17 -17 44 0 -44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 81.5 12.7 0.1 8.9 9.9 0.0 2.4 0.0 3.9 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 17, 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 104,017 : : Positions : : 79,820 91,610 10,415 9,402 2,614 10,425 0 391 352 0 0 : : : : Changes from: February 10, 2015 : : 391 391 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 88.1 10.0 9.0 2.5 10.0 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 17, 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 21,655 : : Positions : : 12,768 13,520 1,913 0 5,228 0 1,161 1,746 0 0 0 : : : : Changes from: February 10, 2015 : : -154 770 308 0 0 0 -616 385 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 62.4 8.8 0.0 24.1 0.0 5.4 8.1 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 17, 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 30,820 : : Positions : : 28,100 14,655 2,350 15,265 0 0 900 0 0 0 0 : : : : Changes from: February 10, 2015 : : 140 140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 47.6 7.6 49.5 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 17, 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 27,555 : : Positions : : 25,590 11,095 1,600 15,440 0 0 900 0 0 0 0 : : : : Changes from: February 10, 2015 : : -130 -250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 40.3 5.8 56.0 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 17, 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 24,635 : : Positions : : 24,555 18,710 0 5,870 0 0 0 0 0 0 0 : : : : Changes from: February 10, 2015 : : 1,080 1,080 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 75.9 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: 28 : : 21 9 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 16,350 : : Positions : : 16,110 12,380 0 3,970 0 0 0 0 0 0 0 : : : : Changes from: February 10, 2015 : : 555 505 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 75.7 0.0 24.3 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 17, 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 16,880 : : Positions : : 15,535 15,225 0 1,115 380 25 50 0 0 0 0 : : : : Changes from: February 10, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 90.2 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 17, 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 16,035 : : Positions : : 14,910 16,010 275 0 0 100 25 0 0 0 0 : : : : Changes from: February 10, 2015 : : 390 390 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 99.8 1.7 0.0 0.0 0.6 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 9 . 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 16,985 : : Positions : : 15,775 16,985 330 0 0 125 0 0 0 0 0 : : : : Changes from: February 10, 2015 : : 385 385 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 100.0 1.9 0.0 0.0 0.7 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 17, 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 113,372 : : Positions : : 97,020 111,145 12,900 0 1,197 1,115 450 430 450 50 100 : : : : Changes from: February 10, 2015 : : 1,275 1,500 150 0 -49 0 -15 50 50 0 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 0.4 0.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 32 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 143,586 : : Positions : : 124,629 142,199 14,230 0 1,132 2,750 0 245 600 0 0 : : : : Changes from: February 10, 2015 : : 1,575 1,555 0 0 0 -85 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 99.0 9.9 0.0 0.8 1.9 0.0 0.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 34 36 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 157,524 : : Positions : : 123,859 115,741 418 19,941 6,202 3,353 1,675 1,950 16,701 6,660 4,800 : : : : Changes from: February 10, 2015 : : 3,602 -2,352 -500 3,741 -220 40 8 -10 -1,093 307 643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 73.5 0.3 12.7 3.9 2.1 1.1 1.2 10.6 4.2 3.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 40 35 . . 4 . . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 101,552 : : Positions : : 84,742 88,875 7,280 2,728 5,305 1,371 25 549 1,070 2,555 1,055 : : : : Changes from: February 10, 2015 : : 4,124 1,965 -1,889 470 1,169 0 0 0 0 -650 500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 87.5 7.2 2.7 5.2 1.4 0.0 0.5 1.1 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 27 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 27,085 : : Positions : : 25,385 23,820 395 1,825 385 385 865 50 0 0 0 : : : : Changes from: February 10, 2015 : : 45 245 0 0 0 185 0 25 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 87.9 1.5 6.7 1.4 1.4 3.2 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 25,360 : : Positions : : 23,236 22,810 390 1,790 325 1,059 315 0 0 0 0 : : : : Changes from: February 10, 2015 : : 156 230 0 0 0 84 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 89.9 1.5 7.1 1.3 4.2 1.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 19,105 : : Positions : : 15,235 13,615 0 410 2,885 0 920 325 0 25 0 : : : : Changes from: February 10, 2015 : : 1,030 320 0 300 0 0 300 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 71.3 0.0 2.1 15.1 0.0 4.8 1.7 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 22 0 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 22,327 : : Positions : : 16,723 18,410 800 176 1,115 164 0 132 774 0 86 : : : : Changes from: February 10, 2015 : : -0 -35 -8 -12 4 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 82.5 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 17, 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 10, 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 17, 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 10, 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 17, 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 10, 2015 : : -0 0 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 17, 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 44,169 1,063 740 5,299 0 42 3,583 746 0 20 : : : : Changes from: February 10, 2015 : : 0 940 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 81.8 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 17, 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 : : 870,101 902,274 138,933 253,991 217,588 146,640 0 70,560 8,181 7,590 352 : : : : Changes from: February 10, 2015 : : 0 -7,590 0 0 0 0 0 0 0 7,590 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 62.1 9.6 17.5 15.0 10.1 0.0 4.9 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 10, 2015 : : 0 0 0 0 0 0 0 0 0 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 17, 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 10, 2015 : : 0 0 0 0 0 0 0 0 0 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 17, 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 31,563 : : Positions : : 26,132 25,086 0 1,361 1,140 1,450 0 0 1,768 3,270 685 : : : : Changes from: February 10, 2015 : : -15 -15 0 50 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 79.5 0.0 4.3 3.6 4.6 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 17, 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 20,563 : : Positions : : 12,865 17,481 1,508 2,335 475 765 0 0 4,160 0 0 : : : : Changes from: February 10, 2015 : : 360 85 0 325 -275 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 85.0 7.3 11.4 2.3 3.7 0.0 0.0 20.2 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 17, 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 25,640 : : Positions : : 24,304 16,934 627 7,625 77 0 514 210 250 0 0 : : : : Changes from: February 10, 2015 : : 303 -174 0 287 0 0 -70 80 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 66.0 2.4 29.7 0.3 0.0 2.0 0.8 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 17, 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 22,901 : : Positions : : 21,934 14,804 0 7,064 80 622 765 128 0 50 0 : : : : Changes from: February 10, 2015 : : 390 -10 -290 50 -10 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 64.6 0.0 30.8 0.3 2.7 3.3 0.6 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 19 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 15,639 : : Positions : : 13,486 13,164 1,495 845 490 0 1,140 0 0 0 0 : : : : Changes from: February 10, 2015 : : 224 354 310 60 0 0 120 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 84.2 9.6 5.4 3.1 0.0 7.3 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 17, 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 10,749 : : Positions : : 8,729 10,024 1,350 495 65 0 110 0 0 0 0 : : : : Changes from: February 10, 2015 : : 44 379 35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 93.3 12.6 4.6 0.6 0.0 1.0 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 17, 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 26,110 : : Positions : : 22,160 17,980 1,055 2,125 2,295 0 2,330 415 50 875 0 : : : : Changes from: February 10, 2015 : : 990 620 0 420 0 0 -25 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 68.9 4.0 8.1 8.8 0.0 8.9 1.6 0.2 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 7,375 : : Positions : : 6,395 6,150 480 1,225 0 375 0 0 0 0 0 : : : : Changes from: February 10, 2015 : : 180 190 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 83.4 6.5 16.6 0.0 5.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 15 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 11,020 : : Positions : : 8,265 9,200 730 1,215 0 1,275 0 380 0 225 0 : : : : Changes from: February 10, 2015 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 83.5 6.6 11.0 0.0 11.6 0.0 3.4 0.0 2.0 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 17, 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 10, 2015 : : 0 0 0 0 0 0 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 17, 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 10, 2015 : : 0 0 0 0 0 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 17, 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 10, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 17, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 12,075 : : Positions : : 10,835 9,950 0 0 0 75 1,520 225 0 125 0 : : : : Changes from: February 10, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 82.4 0.0 0.0 0.0 0.6 12.6 1.9 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 12,765 : : Positions : : 11,500 10,510 225 0 375 75 855 0 0 535 325 : : : : Changes from: February 10, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : 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 2.5 : : : : 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 17, 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 10, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 17, 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 26,421 : : Positions : : 25,186 20,081 0 1,200 0 700 4,635 190 0 185 0 : : : : Changes from: February 10, 2015 : : 780 25 0 0 0 0 875 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 76.0 0.0 4.5 0.0 2.6 17.5 0.7 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 11 0 . 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 69,162 : : Positions : : 50,405 63,033 4,715 565 430 8,905 850 220 413 0 784 : : : : Changes from: February 10, 2015 : : 2,001 6,476 0 0 0 4,575 100 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 91.1 6.8 0.8 0.6 12.9 1.2 0.3 0.6 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 62,317 : : Positions : : 41,591 59,461 4,690 495 385 9,620 200 0 4,423 0 0 : : : : Changes from: February 10, 2015 : : 1,978 6,478 0 0 0 4,500 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 95.4 7.5 0.8 0.6 15.4 0.3 0.0 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 22 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 17, 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 10, 2015 : : 0 0 0 0 0 0 0 0 0 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 17, 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 10, 2015 : : 0 0 0 0 0 0 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 17, 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 26,946 : : Positions : : 17,485 16,165 0 1,330 3,740 2,825 1,800 0 1,635 3,025 16 : : : : Changes from: February 10, 2015 : : 0 -60 0 0 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 60.0 0.0 4.9 13.9 10.5 6.7 0.0 6.1 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 17, 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 10, 2015 : : 0 0 0 0 0 0 0 0 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 20, 2015