Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 100,018 : : Positions : : 23,746 30,615 785 11,249 1,981 10,555 4,422 4,587 44,667 33,242 12,734 : : : : Changes from: February 24, 2015 : : -1,079 -368 -62 -489 -263 -901 -1,600 422 -1,694 -1,371 -2,455 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.7 30.6 0.8 11.2 2.0 10.6 4.4 4.6 44.7 33.2 12.7 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 15 . . . . 4 . 15 15 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 30,215 : : Positions : : 7,315 8,215 1,110 2,254 525 6,729 170 825 11,691 16,391 1,205 : : : : Changes from: February 24, 2015 : : -295 -755 -105 88 -190 -173 -130 -115 -1,476 -1,337 -199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 27.2 3.7 7.5 1.7 22.3 0.6 2.7 38.7 54.2 4.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 11 11 . . . . . . 13 9 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 2,848 : : Positions : : 88 138 271 0 663 64 561 442 419 148 894 : : : : Changes from: February 24, 2015 : : 2 -13 -60 0 -18 9 -24 -47 -12 -23 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.1 4.8 9.5 0.0 23.3 2.2 19.7 15.5 14.7 5.2 31.4 : : : : Number of Traders in Each Category Total Traders: 22 : : . . . 0 . . . . 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 141,652 : : Positions : : 101,631 112,462 4,140 443 9,042 7,968 4,285 3,439 7,058 4,154 7,629 : : : : Changes from: February 24, 2015 : : 201 -1,041 260 259 -75 86 882 -331 -867 -519 -285 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 79.4 2.9 0.3 6.4 5.6 3.0 2.4 5.0 2.9 5.4 : : : : Number of Traders in Each Category Total Traders: 72 : : 43 45 . . 4 4 . 7 8 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,535 : : Positions : : 30,145 35,213 5,647 0 2,560 128 582 1,925 0 125 130 : : : : Changes from: February 24, 2015 : : -1,101 -598 308 0 -385 -76 -200 152 0 -71 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 86.9 13.9 0.0 6.3 0.3 1.4 4.7 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 23 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 375,777 : : Positions : : 296,776 329,868 13,902 0 19,923 20,819 4,055 21,277 2,426 0 654 : : : : Changes from: February 24, 2015 : : -17,329 -8,739 4,353 0 -489 2,830 2,489 -384 2,426 -1,470 -866 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 87.8 3.7 0.0 5.3 5.5 1.1 5.7 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 19 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,579,694 : : Positions : :1,268,262 1,416,564 176,673 31,571 66,588 6,584 0 18,639 11,890 14,923 31,057 : : : : Changes from: February 24, 2015 : : 11,110 2,746 -11,079 -808 1,198 2,298 0 -768 -391 -352 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 89.7 11.2 2.0 4.2 0.4 0.0 1.2 0.8 0.9 2.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 39 . . . . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 53,860 : : Positions : : 43,938 40,071 0 3,268 2,286 611 223 6,677 0 964 336 : : : : Changes from: February 24, 2015 : : 1,387 106 0 832 -160 -455 -133 344 0 127 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 74.4 0.0 6.1 4.2 1.1 0.4 12.4 0.0 1.8 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 17 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 321,575 : : Positions : : 241,585 261,052 22,500 0 22,209 1,302 5,710 30,436 1,375 0 2,168 : : : : Changes from: February 24, 2015 : : 2,483 8,082 48 0 0 350 -6,785 5,443 -1,584 0 608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 81.2 7.0 0.0 6.9 0.4 1.8 9.5 0.4 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 625,411 : : Positions : : 547,745 532,218 14,048 15,800 35,099 10,563 0 14,749 1,760 26,098 1,447 : : : : Changes from: February 24, 2015 : : 767 -348 0 347 1,173 -768 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 85.1 2.2 2.5 5.6 1.7 0.0 2.4 0.3 4.2 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 51,665 : : Positions : : 43,146 43,731 1,420 872 809 2,074 280 1,973 679 2,802 1,010 : : : : Changes from: February 24, 2015 : : 180 6 -22 0 -88 60 170 88 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 84.6 2.7 1.7 1.6 4.0 0.5 3.8 1.3 5.4 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 59,192 : : Positions : : 48,585 58,457 10,065 0 40 0 70 275 0 0 50 : : : : Changes from: February 24, 2015 : : -25 300 300 0 0 0 -25 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 98.8 17.0 0.0 0.1 0.0 0.1 0.5 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 . 0 . 0 . . 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 2,650 : : Positions : : 2,250 2,550 200 0 100 50 0 0 0 0 0 : : : : Changes from: February 24, 2015 : : -2,300 -4,050 -100 0 -100 -1,450 -50 -50 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 96.2 7.5 0.0 3.8 1.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 74,774 : : Positions : : 61,812 74,099 12,105 0 90 405 0 230 0 50 0 : : : : Changes from: February 24, 2015 : : 240 590 350 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 99.1 16.2 0.0 0.1 0.5 0.0 0.3 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 24 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,830 : : Positions : : 16,475 16,570 0 1,055 1,050 1,120 0 80 50 75 0 : : : : Changes from: February 24, 2015 : : 1,550 1,475 0 0 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 88.0 0.0 5.6 5.6 5.9 0.0 0.4 0.3 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 0 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 282,128 : : Positions : : 198,024 271,936 73,256 0 784 0 840 8,568 1,496 0 0 : : : : Changes from: February 24, 2015 : : 3,152 1,576 -1,216 0 0 -312 840 -56 792 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 96.4 26.0 0.0 0.3 0.0 0.3 3.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 9,214 : : Positions : : 5,415 7,303 0 782 178 0 42 88 3,104 476 110 : : : : Changes from: February 24, 2015 : : 22 22 0 0 0 0 22 0 0 22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 79.3 0.0 8.5 1.9 0.0 0.5 1.0 33.7 5.2 1.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 14,350 : : Positions : : 8,800 11,750 0 2,300 0 0 0 0 5,550 300 0 : : : : Changes from: February 24, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 81.9 0.0 16.0 0.0 0.0 0.0 0.0 38.7 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 20,925 : : Positions : : 18,380 17,735 0 970 1,345 850 0 350 0 525 0 : : : : Changes from: February 24, 2015 : : 2,075 1,950 0 0 0 -50 0 50 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 84.8 0.0 4.6 6.4 4.1 0.0 1.7 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 14,845 : : Positions : : 13,055 11,035 50 1,410 1,225 0 920 255 0 0 0 : : : : Changes from: February 24, 2015 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 74.3 0.3 9.5 8.3 0.0 6.2 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 17,312 : : Positions : : 14,270 12,421 0 1,717 1,424 654 0 347 0 38 22 : : : : Changes from: February 24, 2015 : : 897 409 0 510 -296 22 0 0 0 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 71.7 0.0 9.9 8.2 3.8 0.0 2.0 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 24 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 48,564 : : Positions : : 45,158 32,282 680 2,285 1,510 0 6,287 1,065 0 5,085 50 : : : : Changes from: February 24, 2015 : : 5 35 0 -185 14 0 220 0 0 -65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 66.5 1.4 4.7 3.1 0.0 12.9 2.2 0.0 10.5 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 30 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 56,689 : : Positions : : 53,697 36,922 679 6,653 661 41 6,975 1,232 0 4,063 127 : : : : Changes from: February 24, 2015 : : 175 484 0 -140 15 0 -63 0 0 -145 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 65.1 1.2 11.7 1.2 0.1 12.3 2.2 0.0 7.2 0.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 34 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 46,485 : : Positions : : 42,850 45,075 1,750 210 1,200 600 0 0 0 0 0 : : : : Changes from: February 24, 2015 : : -55 1,160 0 -1,200 825 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 97.0 3.8 0.5 2.6 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 27 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,645 : : Positions : : 47,410 47,905 1,020 635 1,105 0 0 0 0 0 0 : : : : Changes from: February 24, 2015 : : 1,070 2,290 70 -1,200 885 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 96.5 2.1 1.3 2.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 27 15 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 400,920 : : Positions : : 271,555 357,468 16,932 12,288 9,208 32,878 0 21,956 48,391 0 0 : : : : Changes from: February 24, 2015 : : 2,753 -840 -1,162 3,199 761 0 0 0 768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 89.2 4.2 3.1 2.3 8.2 0.0 5.5 12.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 29 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 24,192 : : Positions : : 15,222 21,337 2,137 123 837 3,268 168 682 1,791 40 44 : : : : Changes from: February 24, 2015 : : 433 262 -130 -3 131 22 0 0 40 40 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 88.2 8.8 0.5 3.5 13.5 0.7 2.8 7.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 27 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 14,206 : : Positions : : 10,561 12,098 813 0 591 0 123 1,007 1,184 385 0 : : : : Changes from: February 24, 2015 : : -156 410 385 0 -385 -26 0 0 77 -130 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 85.2 5.7 0.0 4.2 0.0 0.9 7.1 8.3 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 572,245 : : Positions : : 495,378 528,895 43,734 3,588 17,579 0 6,629 15,554 0 0 0 : : : : Changes from: February 24, 2015 : : 23,357 13,213 -9,408 0 0 0 736 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 92.4 7.6 0.6 3.1 0.0 1.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 47,830 : : Positions : : 34,777 43,330 2,238 876 423 3,676 0 1,824 3,488 0 1,020 : : : : Changes from: February 24, 2015 : : -301 -550 -488 0 -22 370 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.6 4.7 1.8 0.9 7.7 0.0 3.8 7.3 0.0 2.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,819 : : Positions : : 9,648 13,313 37 586 1,238 1,160 0 0 3,611 0 402 : : : : Changes from: February 24, 2015 : : 429 86 -44 86 22 22 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 79.2 0.2 3.5 7.4 6.9 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 234,796 : : Positions : : 164,299 233,198 20,585 0 1,598 704 0 0 46,828 0 0 : : : : Changes from: February 24, 2015 : : 1,192 1,192 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 99.3 8.8 0.0 0.7 0.3 0.0 0.0 19.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 17 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,805 : : Positions : : 8,285 10,100 1,490 61 1,212 1,321 0 264 0 501 0 : : : : Changes from: February 24, 2015 : : 46 -236 0 44 -22 44 0 -22 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 78.9 11.6 0.5 9.5 10.3 0.0 2.1 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 123,205 : : Positions : : 97,835 113,518 10,415 5,900 3,396 10,816 0 391 352 0 0 : : : : Changes from: February 24, 2015 : : 16,840 19,951 0 -2,720 0 391 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 92.1 8.5 4.8 2.8 8.8 0.0 0.3 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 22,756 : : Positions : : 12,690 16,757 3,324 0 4,790 743 0 1,209 0 0 0 : : : : Changes from: February 24, 2015 : : -206 208 -206 0 -130 620 0 -312 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 73.6 14.6 0.0 21.0 3.3 0.0 5.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 17,546 : : Positions : : 8,602 13,437 4,500 0 959 170 0 422 658 512 2,151 : : : : Changes from: February 24, 2015 : : -63 101 23 0 10 -25 0 26 5 -141 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 76.6 25.6 0.0 5.5 1.0 0.0 2.4 3.7 2.9 12.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 31,490 : : Positions : : 28,800 15,225 2,320 15,365 0 0 900 0 0 0 0 : : : : Changes from: February 24, 2015 : : 0 -130 -30 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 48.3 7.4 48.8 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 28,390 : : Positions : : 26,365 11,880 1,600 15,490 0 0 900 0 0 0 0 : : : : Changes from: February 24, 2015 : : -75 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 41.8 5.6 54.6 0.0 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 25,475 : : Positions : : 25,395 19,550 0 5,870 0 0 0 0 0 0 0 : : : : Changes from: February 24, 2015 : : 20 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.7 76.7 0.0 23.0 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 17,500 : : Positions : : 17,500 13,380 0 4,120 0 0 0 0 0 0 0 : : : : Changes from: February 24, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 76.5 0.0 23.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 7 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 17,340 : : Positions : : 15,995 15,735 0 1,115 380 25 50 0 0 0 0 : : : : Changes from: February 24, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 90.7 0.0 6.4 2.2 0.1 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 16,685 : : Positions : : 15,560 16,600 275 0 0 100 25 0 0 0 0 : : : : Changes from: February 24, 2015 : : 300 240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 99.5 1.6 0.0 0.0 0.6 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 9 . 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 18,032 : : Positions : : 16,707 17,972 330 0 0 100 0 0 0 0 0 : : : : Changes from: February 24, 2015 : : 457 397 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 99.7 1.8 0.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 23 10 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 112,458 : : Positions : : 95,556 110,641 13,215 0 1,197 1,215 0 470 550 0 100 : : : : Changes from: February 24, 2015 : : -339 -274 15 0 0 -50 0 50 100 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 98.4 11.8 0.0 1.1 1.1 0.0 0.4 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 33 4 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 141,441 : : Positions : : 121,484 139,889 14,865 0 1,132 2,790 0 420 750 0 0 : : : : Changes from: February 24, 2015 : : -1,035 -825 235 0 0 -185 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 98.9 10.5 0.0 0.8 2.0 0.0 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 34 37 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 156,908 : : Positions : : 123,363 117,679 280 19,353 5,608 3,318 1,791 1,950 17,313 5,580 4,765 : : : : Changes from: February 24, 2015 : : 1,074 1,831 -375 -83 123 15 61 -15 274 -781 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 75.0 0.2 12.3 3.6 2.1 1.1 1.2 11.0 3.6 3.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 41 37 . . 4 . . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 105,152 : : Positions : : 88,057 92,675 6,975 1,936 5,725 734 25 1,211 1,070 2,355 1,215 : : : : Changes from: February 24, 2015 : : 2,394 1,194 -985 -475 1,075 -660 0 660 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 88.1 6.6 1.8 5.4 0.7 0.0 1.2 1.0 2.2 1.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 34 28 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 27,295 : : Positions : : 25,720 24,030 395 1,825 385 370 865 50 0 0 0 : : : : Changes from: February 24, 2015 : : 690 565 0 0 0 -15 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 88.0 1.4 6.7 1.4 1.4 3.2 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 9 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 25,255 : : Positions : : 23,181 22,705 390 1,790 325 1,009 315 0 0 0 0 : : : : Changes from: February 24, 2015 : : 475 475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 89.9 1.5 7.1 1.3 4.0 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 20,060 : : Positions : : 16,480 14,610 0 635 2,620 0 945 300 0 25 0 : : : : Changes from: February 24, 2015 : : 360 335 0 0 0 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 72.8 0.0 3.2 13.1 0.0 4.7 1.5 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 20,816 : : Positions : : 15,368 16,972 823 168 1,106 140 0 132 730 0 86 : : : : Changes from: February 24, 2015 : : -1,462 -1,391 132 7 -114 -24 0 0 -44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 81.5 4.0 0.8 5.3 0.7 0.0 0.6 3.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 1,326,001 : : Positions : : 391,580 1,304,115 912,535 0 21,886 0 0 0 0 0 0 : : : : Changes from: February 24, 2015 : : -23,584 -21,120 2,464 0 -2,464 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.5 98.3 68.8 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 134,984 : : Positions : : 124,708 72,103 750 54,440 3,551 3,435 0 2,540 0 2,350 0 : : : : Changes from: February 24, 2015 : : -3,480 -2,400 -40 -1,220 0 -200 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 53.4 0.6 40.3 2.6 2.5 0.0 1.9 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,882,023 : : Positions : :2,503,334 1,149,020 144,624 1,220,591 234,065 0 278,320 0 0 0 0 : : : : Changes from: February 24, 2015 : : -40,479 -43,296 -10,912 5,984 -5,984 0 -14,080 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 39.9 5.0 42.4 8.1 0.0 9.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 51,604 : : Positions : : 40,993 42,549 1,523 640 4,839 58 0 3,425 766 0 0 : : : : Changes from: February 24, 2015 : : -2,300 -1,620 460 -100 -460 58 -42 -158 20 0 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 82.5 3.0 1.2 9.4 0.1 0.0 6.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,388,995 : : Positions : : 820,821 879,394 140,341 215,271 216,180 132,560 0 70,560 8,533 7,590 0 : : : : Changes from: February 24, 2015 : : -49,280 -22,880 1,408 -38,720 -1,408 -14,080 0 0 352 0 -352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 63.3 10.1 15.5 15.6 9.5 0.0 5.1 0.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,092 : : Positions : : 13,850 19,072 4,170 0 1,650 0 590 10 1,677 0 0 : : : : Changes from: February 24, 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,957 : : Positions : : 11,421 16,302 3,965 0 1,375 0 570 30 1,647 0 0 : : : : Changes from: February 24, 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 32,614 : : Positions : : 27,691 26,099 0 2,055 460 1,450 0 0 1,768 3,270 685 : : : : Changes from: February 24, 2015 : : 754 790 0 94 -200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 80.0 0.0 6.3 1.4 4.4 0.0 0.0 5.4 10.0 2.1 : : : : 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 22,153 : : Positions : : 14,335 18,496 1,478 2,995 345 765 0 0 4,160 0 0 : : : : Changes from: February 24, 2015 : : -100 105 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 83.5 6.7 13.5 1.6 3.5 0.0 0.0 18.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 26,123 : : Positions : : 24,414 17,521 768 7,730 61 0 434 246 400 0 0 : : : : Changes from: February 24, 2015 : : -12 310 141 -45 -16 0 -45 26 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 67.1 2.9 29.6 0.2 0.0 1.7 0.9 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 22 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 24,081 : : Positions : : 23,079 15,395 0 7,358 80 612 765 173 0 50 0 : : : : Changes from: February 24, 2015 : : 525 141 0 164 0 30 0 3 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 63.9 0.0 30.6 0.3 2.5 3.2 0.7 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 19 0 . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 15,729 : : Positions : : 13,561 13,259 1,545 845 455 0 1,170 0 0 0 0 : : : : Changes from: February 24, 2015 : : 65 45 0 0 0 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 84.3 9.8 5.4 2.9 0.0 7.4 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 10,909 : : Positions : : 8,859 10,169 1,720 495 45 0 120 0 0 0 0 : : : : Changes from: February 24, 2015 : : 120 95 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 93.2 15.8 4.5 0.4 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 26,900 : : Positions : : 23,020 19,280 1,055 2,280 2,175 0 1,735 465 50 875 0 : : : : Changes from: February 24, 2015 : : 360 20 0 335 0 0 5 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 71.7 3.9 8.5 8.1 0.0 6.4 1.7 0.2 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 25 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 8,090 : : Positions : : 6,670 5,645 620 2,425 0 675 0 0 0 0 0 : : : : Changes from: February 24, 2015 : : -65 220 0 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 69.8 7.7 30.0 0.0 8.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 15 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 10,965 : : Positions : : 9,160 8,070 710 2,265 0 375 0 380 0 250 0 : : : : Changes from: February 24, 2015 : : -150 -35 -20 -150 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 73.6 6.5 20.7 0.0 3.4 0.0 3.5 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 62,562 : : Positions : : 56,056 54,783 0 1,710 3,695 610 0 160 0 0 0 : : : : Changes from: February 24, 2015 : : -565 35 0 0 0 365 0 160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 87.6 0.0 2.7 5.9 1.0 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 22 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 57,182 : : Positions : : 52,257 47,447 0 4,135 2,395 365 0 160 0 0 0 : : : : Changes from: February 24, 2015 : : -565 35 0 0 0 365 0 160 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 83.0 0.0 7.2 4.2 0.6 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 16 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 13,208 : : Positions : : 10,395 13,060 1,280 0 0 575 0 25 600 0 3 : : : : Changes from: February 24, 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 12,690 : : Positions : : 11,435 10,565 0 0 0 75 1,520 225 0 125 0 : : : : Changes from: February 24, 2015 : : 600 615 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 83.3 0.0 0.0 0.0 0.6 12.0 1.8 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 12,815 : : Positions : : 11,550 10,535 225 0 375 75 880 0 0 535 325 : : : : Changes from: February 24, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 82.2 1.8 0.0 2.9 0.6 6.9 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 12,250 : : Positions : : 10,720 8,605 500 0 100 100 1,400 0 0 2,020 0 : : : : Changes from: February 24, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 70.2 4.1 0.0 0.8 0.8 11.4 0.0 0.0 16.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 28,756 : : Positions : : 27,521 21,056 0 1,200 0 700 5,935 190 0 185 0 : : : : Changes from: February 24, 2015 : : 1,525 1,250 0 0 0 0 275 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 73.2 0.0 4.2 0.0 2.4 20.6 0.7 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 0 . 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 26,715 : : Positions : : 26,315 20,095 0 1,200 0 100 5,285 0 0 0 0 : : : : Changes from: February 24, 2015 : : 1,280 980 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 75.2 0.0 4.5 0.0 0.4 19.8 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 74,037 : : Positions : : 53,065 67,918 4,715 565 430 11,130 850 195 413 0 784 : : : : Changes from: February 24, 2015 : : 2,020 2,595 0 0 0 575 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 91.7 6.4 0.8 0.6 15.0 1.1 0.3 0.6 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 67,437 : : Positions : : 44,611 64,761 4,690 495 385 11,720 200 0 4,423 0 0 : : : : Changes from: February 24, 2015 : : 2,030 2,630 0 0 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 96.0 7.0 0.7 0.6 17.4 0.3 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 23 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 30,695 : : Positions : : 25,140 22,650 0 1,615 420 600 4,725 0 2,875 0 0 : : : : Changes from: February 24, 2015 : : 1,200 1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 73.8 0.0 5.3 1.4 2.0 15.4 0.0 9.4 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 March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 25,945 : : Positions : : 23,655 24,145 0 985 0 300 0 600 800 0 0 : : : : Changes from: February 24, 2015 : : 1,200 1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 93.1 0.0 3.8 0.0 1.2 0.0 2.3 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 14 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 28,441 : : Positions : : 18,730 17,410 0 1,330 3,740 2,825 1,800 0 1,635 3,025 16 : : : : Changes from: February 24, 2015 : : 1,200 1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 61.2 0.0 4.7 13.2 9.9 6.3 0.0 5.7 10.6 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 21,655 : : Positions : : 16,995 14,955 500 1,520 1,820 25 1,200 575 0 250 210 : : : : Changes from: February 24, 2015 : : 1,350 1,250 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 69.1 2.3 7.0 8.4 0.1 5.5 2.7 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 6, 2015