Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 107,598 : : Positions : : 26,397 32,171 830 11,117 2,028 13,672 6,394 4,148 44,408 35,722 15,343 : : : : Changes from: March 10, 2015 : : 796 1,022 45 -381 120 2,235 339 -234 -685 1,763 1,849 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.5 29.9 0.8 10.3 1.9 12.7 5.9 3.9 41.3 33.2 14.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 16 15 . . . . 4 . 13 18 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 30,753 : : Positions : : 7,340 9,460 1,271 1,795 364 6,574 180 545 12,253 16,218 1,583 : : : : Changes from: March 10, 2015 : : -205 275 161 -94 -161 -280 0 -35 387 -113 168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 30.8 4.1 5.8 1.2 21.4 0.6 1.8 39.8 52.7 5.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 10 12 . . . . . . 13 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 3,437 : : Positions : : 206 312 628 0 667 47 841 483 416 148 983 : : : : Changes from: March 10, 2015 : : 91 78 130 0 11 -1 198 -70 23 -33 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.0 9.1 18.3 0.0 19.4 1.4 24.5 14.1 12.1 4.3 28.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 5 5 . 0 . . . . 9 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 134,619 : : Positions : : 94,421 102,804 2,686 945 9,873 8,388 4,357 3,221 8,119 5,483 7,173 : : : : Changes from: March 10, 2015 : : 2,214 205 -1,366 541 1,107 144 31 -21 543 758 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 76.4 2.0 0.7 7.3 6.2 3.2 2.4 6.0 4.1 5.3 : : : : Number of Traders in Each Category Total Traders: 71 : : 43 45 . . 4 5 . 6 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 41,844 : : Positions : : 32,047 35,808 3,698 0 3,611 206 39 2,104 0 104 179 : : : : Changes from: March 10, 2015 : : 1,448 31 -1,567 0 770 9 -39 -86 0 -102 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 85.6 8.8 0.0 8.6 0.5 0.1 5.0 0.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 398,218 : : Positions : : 326,793 340,665 0 3,702 25,137 24,011 9,975 18,085 3,538 0 654 : : : : Changes from: March 10, 2015 : : 31,448 13,250 -11,088 3,702 2,400 0 2,456 -304 -1,256 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 85.5 0.0 0.9 6.3 6.0 2.5 4.5 0.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 0 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 1,514,493 : : Positions : :1,222,839 1,352,599 163,086 31,331 64,863 8,704 2,432 13,982 14,140 22,407 26,879 : : : : Changes from: March 10, 2015 : : 4,061 -24,794 -18,234 384 3,869 -1,129 2,432 -56 -783 8,268 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 89.3 10.8 2.1 4.3 0.6 0.2 0.9 0.9 1.5 1.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 36 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 55,799 : : Positions : : 45,972 40,264 0 4,969 2,054 220 248 7,107 137 847 303 : : : : Changes from: March 10, 2015 : : 3,008 1,316 0 1,573 -340 -78 63 -99 74 51 -126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 72.2 0.0 8.9 3.7 0.4 0.4 12.7 0.2 1.5 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 317,589 : : Positions : : 225,512 279,093 49,190 0 3,240 1,990 4,494 30,153 7,199 304 304 : : : : Changes from: March 10, 2015 : : 5,087 16,657 9,666 0 -6,761 688 0 0 2,208 304 -1,864 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 87.9 15.5 0.0 1.0 0.6 1.4 9.5 2.3 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 591,521 : : Positions : : 517,375 487,000 14,048 32,440 34,747 10,475 0 14,485 0 22,458 391 : : : : Changes from: March 10, 2015 : : 10,504 1,472 0 13,728 0 0 0 0 0 -4,696 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 82.3 2.4 5.5 5.9 1.8 0.0 2.4 0.0 3.8 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 47,951 : : Positions : : 39,863 40,300 1,216 812 721 2,183 317 1,963 745 2,942 702 : : : : Changes from: March 10, 2015 : : 580 605 174 0 -88 0 61 0 -110 0 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 84.0 2.5 1.7 1.5 4.6 0.7 4.1 1.6 6.1 1.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 54,650 : : Positions : : 43,651 53,675 9,815 0 280 0 245 100 0 50 0 : : : : Changes from: March 10, 2015 : : 433 505 60 0 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 98.2 18.0 0.0 0.5 0.0 0.4 0.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 20 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 68,280 : : Positions : : 55,538 67,626 12,150 0 20 90 0 230 0 100 0 : : : : Changes from: March 10, 2015 : : 518 540 10 0 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 99.0 17.8 0.0 0.0 0.1 0.0 0.3 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 22 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 18,225 : : Positions : : 15,925 15,680 0 1,410 1,050 1,190 0 10 0 75 0 : : : : Changes from: March 10, 2015 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 86.0 0.0 7.7 5.8 6.5 0.0 0.1 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 266,200 : : Positions : : 183,376 255,240 72,200 0 784 0 3,096 7,080 2,760 0 0 : : : : Changes from: March 10, 2015 : : -368 -368 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 95.9 27.1 0.0 0.3 0.0 1.2 2.7 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 8,382 : : Positions : : 5,143 6,813 0 700 178 0 22 88 2,584 256 110 : : : : Changes from: March 10, 2015 : : 148 148 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 81.3 0.0 8.4 2.1 0.0 0.3 1.0 30.8 3.1 1.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 20,020 : : Positions : : 17,630 16,645 0 1,420 1,190 960 0 240 0 525 0 : : : : Changes from: March 10, 2015 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 83.1 0.0 7.1 5.9 4.8 0.0 1.2 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 20 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 14,565 : : Positions : : 13,035 10,220 50 2,255 1,020 0 840 230 0 0 0 : : : : Changes from: March 10, 2015 : : 420 145 0 275 -205 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 70.2 0.3 15.5 7.0 0.0 5.8 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 16,488 : : Positions : : 13,457 11,563 0 1,802 1,385 636 0 307 0 18 22 : : : : Changes from: March 10, 2015 : : 119 185 0 -24 -20 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 70.1 0.0 10.9 8.4 3.9 0.0 1.9 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 22 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 51,498 : : Positions : : 47,233 35,896 900 1,368 1,816 0 5,603 1,065 0 5,525 25 : : : : Changes from: March 10, 2015 : : 2,253 1,302 -66 100 -26 0 5 0 0 785 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 69.7 1.7 2.7 3.5 0.0 10.9 2.1 0.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 30 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 58,181 : : Positions : : 55,163 39,493 676 5,711 732 0 6,381 1,232 0 4,506 121 : : : : Changes from: March 10, 2015 : : 2,238 987 0 360 -132 0 70 0 0 826 -56 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 67.9 1.2 9.8 1.3 0.0 11.0 2.1 0.0 7.7 0.2 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 35 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 46,430 : : Positions : : 42,845 44,855 1,670 410 1,075 500 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 1,720 2,525 260 -450 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 96.6 3.6 0.9 2.3 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 46,720 : : Positions : : 44,930 44,585 710 1,155 980 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 1,385 1,385 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 95.4 1.5 2.5 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 27 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 395,402 : : Positions : : 284,275 347,348 10,076 19,896 5,818 29,326 0 22,340 43,567 0 0 : : : : Changes from: March 10, 2015 : : 24,600 9,392 -5,488 8,856 -3,070 0 0 0 -864 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 87.8 2.5 5.0 1.5 7.4 0.0 5.6 11.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 29 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 24,229 : : Positions : : 15,918 21,362 1,750 374 691 3,082 168 708 1,808 123 44 : : : : Changes from: March 10, 2015 : : 1,380 874 -660 171 107 0 0 0 86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 88.2 7.2 1.5 2.9 12.7 0.7 2.9 7.5 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 12,805 : : Positions : : 9,566 10,747 1,172 0 259 77 358 772 957 667 0 : : : : Changes from: March 10, 2015 : : -282 101 383 0 -332 77 -77 77 -154 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 83.9 9.2 0.0 2.0 0.6 2.8 6.0 7.5 5.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 529,261 : : Positions : : 446,586 487,414 48,161 0 20,016 0 7,333 14,498 0 0 0 : : : : Changes from: March 10, 2015 : : 8,898 14,785 5,887 0 2,721 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 92.1 9.1 0.0 3.8 0.0 1.4 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 44,795 : : Positions : : 32,085 40,773 2,406 716 343 3,694 0 1,824 3,170 0 842 : : : : Changes from: March 10, 2015 : : 220 44 88 0 0 0 0 0 -264 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 91.0 5.4 1.6 0.8 8.2 0.0 4.1 7.1 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 16,650 : : Positions : : 10,271 12,693 81 922 1,117 1,039 0 41 2,971 0 616 : : : : Changes from: March 10, 2015 : : 826 26 0 376 -121 -41 0 41 -532 0 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 76.2 0.5 5.5 6.7 6.2 0.0 0.2 17.8 0.0 3.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 18 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 220,764 : : Positions : : 150,891 219,166 19,529 0 1,598 368 0 0 47,596 0 0 : : : : Changes from: March 10, 2015 : : 0 736 0 0 0 368 0 0 368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 99.3 8.8 0.0 0.7 0.2 0.0 0.0 21.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 16 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 12,507 : : Positions : : 7,729 10,069 1,960 99 1,092 1,205 0 264 0 126 0 : : : : Changes from: March 10, 2015 : : -331 560 639 0 -40 41 0 0 0 -255 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 80.5 15.7 0.8 8.7 9.6 0.0 2.1 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 115,005 : : Positions : : 89,387 105,694 11,278 5,419 3,501 10,448 0 391 0 0 0 : : : : Changes from: March 10, 2015 : : -32 3,889 1,567 -2,722 1,562 -368 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 91.9 9.8 4.7 3.0 9.1 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 23,050 : : Positions : : 12,411 17,331 4,362 0 4,406 558 0 1,313 0 0 0 : : : : Changes from: March 10, 2015 : : -356 574 1,038 0 -384 -108 0 27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 75.2 18.9 0.0 19.1 2.4 0.0 5.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 12 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 18,916 : : Positions : : 8,267 13,812 5,522 0 695 179 0 380 654 811 2,015 : : : : Changes from: March 10, 2015 : : 327 1,149 1,179 0 -249 22 0 -30 -4 375 -151 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.7 73.0 29.2 0.0 3.7 0.9 0.0 2.0 3.5 4.3 10.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 30,295 : : Positions : : 27,755 14,170 2,195 15,105 0 0 900 0 0 0 0 : : : : Changes from: March 10, 2015 : : 630 630 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 46.8 7.2 49.9 0.0 0.0 3.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 27,035 : : Positions : : 25,190 10,620 1,500 15,155 0 0 900 0 0 0 0 : : : : Changes from: March 10, 2015 : : 190 -110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 39.3 5.5 56.1 0.0 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 26,041 : : Positions : : 25,831 20,271 0 5,720 0 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 2,146 2,146 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 77.8 0.0 22.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 22 8 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 18,679 : : Positions : : 18,469 14,659 0 4,020 0 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 2,214 2,214 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 78.5 0.0 21.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 8 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 15,050 : : Positions : : 13,815 13,510 0 1,115 315 0 50 0 0 0 0 : : : : Changes from: March 10, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 89.8 0.0 7.4 2.1 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 13,875 : : Positions : : 12,915 13,815 225 0 0 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 99.6 1.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 18 6 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 14,747 : : Positions : : 13,855 14,747 285 0 0 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 70 70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 100.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 21 8 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 109,998 : : Positions : : 92,946 108,370 13,519 0 1,233 1,215 55 340 600 0 0 : : : : Changes from: March 10, 2015 : : 1,170 1,710 540 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 98.5 12.3 0.0 1.1 1.1 0.1 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 31 4 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 136,771 : : Positions : : 117,640 135,156 14,681 0 1,145 2,170 0 470 650 0 0 : : : : Changes from: March 10, 2015 : : 1,881 1,881 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 98.8 10.7 0.0 0.8 1.6 0.0 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 34 36 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 151,594 : : Positions : : 120,617 115,160 104 18,131 5,515 3,675 906 1,440 15,640 6,051 4,283 : : : : Changes from: March 10, 2015 : : 3,427 3,172 20 -255 -311 0 -875 5 -634 771 -177 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 76.0 0.1 12.0 3.6 2.4 0.6 0.9 10.3 4.0 2.8 : : : : Number of Traders in Each Category Total Traders: 66 : : 42 36 . . 4 . . 4 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 101,599 : : Positions : : 86,599 88,500 4,431 1,753 6,154 413 0 1,422 765 2,100 1,655 : : : : Changes from: March 10, 2015 : : 2,385 -485 -2,525 90 1,110 0 0 0 -255 0 420 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 87.1 4.4 1.7 6.1 0.4 0.0 1.4 0.8 2.1 1.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 35 30 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 24,685 : : Positions : : 23,390 21,530 360 1,930 280 295 815 0 0 0 0 : : : : Changes from: March 10, 2015 : : -5 -5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 87.2 1.5 7.8 1.1 1.2 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 22,715 : : Positions : : 21,131 20,165 330 1,880 235 684 315 0 0 0 0 : : : : Changes from: March 10, 2015 : : -80 -80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 88.8 1.5 8.3 1.0 3.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 9 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 20,655 : : Positions : : 17,475 14,730 440 1,420 2,135 0 925 300 0 25 0 : : : : Changes from: March 10, 2015 : : 950 1,050 440 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 71.3 2.1 6.9 10.3 0.0 4.5 1.5 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 20,632 : : Positions : : 15,255 16,801 823 161 1,103 140 0 132 730 0 86 : : : : Changes from: March 10, 2015 : : -122 -149 1 -5 -3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 81.4 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 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 1,326,001 : : Positions : : 391,580 1,304,115 912,535 0 21,886 0 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 0 0 0 0 0 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 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 134,984 : : Positions : : 124,708 72,103 750 54,440 3,551 3,435 0 2,540 0 2,350 0 : : : : Changes from: March 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 53.4 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 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 2,882,023 : : Positions : :2,503,334 1,149,020 144,624 1,220,591 234,065 0 278,320 0 0 0 0 : : : : Changes from: March 10, 2015 : : -0 0 0 0 0 0 0 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 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 51,604 : : Positions : : 40,993 42,549 1,523 640 4,839 58 0 3,425 766 0 0 : : : : Changes from: March 10, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 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 1,388,995 : : Positions : : 820,821 879,394 140,341 215,271 216,180 132,560 0 70,560 8,533 7,590 0 : : : : Changes from: March 10, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 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 21,114 : : Positions : : 12,790 18,294 4,600 0 1,500 0 600 0 1,549 0 0 : : : : Changes from: March 10, 2015 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 86.6 21.8 0.0 7.1 0.0 2.8 0.0 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 18,150 : : Positions : : 10,536 15,700 4,370 0 1,250 0 600 0 1,520 0 0 : : : : Changes from: March 10, 2015 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.0 86.5 24.1 0.0 6.9 0.0 3.3 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 31,524 : : Positions : : 27,558 25,466 0 2,335 250 1,350 0 0 1,203 2,770 703 : : : : Changes from: March 10, 2015 : : 1,085 720 0 250 -155 0 0 0 -600 -500 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 80.8 0.0 7.4 0.8 4.3 0.0 0.0 3.8 8.8 2.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 20,810 : : Positions : : 14,332 17,123 1,300 3,070 345 700 0 0 3,215 0 0 : : : : Changes from: March 10, 2015 : : 600 -600 0 300 0 0 0 0 -900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 82.3 6.2 14.8 1.7 3.4 0.0 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 25,048 : : Positions : : 22,998 17,563 834 6,910 0 56 310 230 270 0 0 : : : : Changes from: March 10, 2015 : : 385 900 0 -495 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 70.1 3.3 27.6 0.0 0.2 1.2 0.9 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 19 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 23,192 : : Positions : : 22,221 15,921 0 6,273 145 567 700 143 0 0 0 : : : : Changes from: March 10, 2015 : : 540 1,305 0 -765 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 68.6 0.0 27.0 0.6 2.4 3.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 15,149 : : Positions : : 12,845 12,854 1,490 795 430 0 1,070 0 0 0 0 : : : : Changes from: March 10, 2015 : : 0 105 105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 84.9 9.8 5.2 2.8 0.0 7.1 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 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 26,085 : : Positions : : 22,535 18,620 1,335 2,695 1,760 0 1,910 290 25 600 0 : : : : Changes from: March 10, 2015 : : 580 850 255 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 71.4 5.1 10.3 6.7 0.0 7.3 1.1 0.1 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 8,325 : : Positions : : 6,990 5,840 175 2,400 65 975 0 0 0 0 0 : : : : Changes from: March 10, 2015 : : 675 390 -285 0 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 70.2 2.1 28.8 0.8 11.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 10,340 : : Positions : : 8,225 7,560 710 2,240 0 430 0 300 0 125 0 : : : : Changes from: March 10, 2015 : : -15 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 73.1 6.9 21.7 0.0 4.2 0.0 2.9 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 61,061 : : Positions : : 55,246 53,242 0 2,310 3,095 370 0 155 0 0 0 : : : : Changes from: March 10, 2015 : : 1,330 1,330 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 87.2 0.0 3.8 5.1 0.6 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 21 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 55,757 : : Positions : : 51,392 46,261 0 4,660 1,870 370 0 155 0 0 0 : : : : Changes from: March 10, 2015 : : 1,345 1,345 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 83.0 0.0 8.4 3.4 0.7 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 17 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 12,465 : : Positions : : 9,660 12,345 1,130 0 0 600 0 0 600 0 0 : : : : Changes from: March 10, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 99.0 9.1 0.0 0.0 4.8 0.0 0.0 4.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 11,958 : : Positions : : 10,640 10,085 300 0 300 0 525 0 0 485 323 : : : : Changes from: March 10, 2015 : : -175 -175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 84.3 2.5 0.0 2.5 0.0 4.4 0.0 0.0 4.1 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 11,715 : : Positions : : 10,720 8,160 525 0 75 0 1,275 0 0 1,995 0 : : : : Changes from: March 10, 2015 : : -175 -175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 69.7 4.5 0.0 0.6 0.0 10.9 0.0 0.0 17.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 28,626 : : Positions : : 27,911 21,611 0 1,200 0 350 5,500 190 0 0 0 : : : : Changes from: March 10, 2015 : : 680 680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 75.5 0.0 4.2 0.0 1.2 19.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 12 0 . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 27,085 : : Positions : : 26,870 20,660 0 1,200 0 50 5,100 0 0 0 0 : : : : Changes from: March 10, 2015 : : 680 680 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 76.3 0.0 4.4 0.0 0.2 18.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 8 0 . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 71,874 : : Positions : : 51,483 66,215 4,715 615 380 11,205 580 215 17 0 784 : : : : Changes from: March 10, 2015 : : 1,120 1,360 0 0 0 240 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 92.1 6.6 0.9 0.5 15.6 0.8 0.3 0.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 66,063 : : Positions : : 43,488 63,308 4,715 565 290 11,550 230 0 4,341 0 0 : : : : Changes from: March 10, 2015 : : 1,000 1,240 0 0 0 240 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 95.8 7.1 0.9 0.4 17.5 0.3 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 23 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 29,155 : : Positions : : 23,680 21,450 0 1,480 420 600 4,625 0 2,650 0 0 : : : : Changes from: March 10, 2015 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 73.6 0.0 5.1 1.4 2.1 15.9 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 24,825 : : Positions : : 22,655 23,075 0 950 0 200 0 600 800 0 0 : : : : Changes from: March 10, 2015 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 93.0 0.0 3.8 0.0 0.8 0.0 2.4 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 14 0 . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 26,919 : : Positions : : 17,735 16,090 0 1,765 3,485 2,700 1,800 0 1,610 2,750 9 : : : : Changes from: March 10, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 59.8 0.0 6.6 12.9 10.0 6.7 0.0 6.0 10.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 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 21,015 : : Positions : : 16,755 14,280 400 1,900 1,725 100 1,200 500 0 250 210 : : : : Changes from: March 10, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 68.0 1.9 9.0 8.2 0.5 5.7 2.4 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated March 20, 2015