Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 109,462 : : Positions : : 28,372 29,448 718 12,692 1,712 13,856 6,043 5,197 43,802 38,110 15,025 : : : : Changes from: March 24, 2015 : : 95 -3,639 -112 409 -232 -444 -130 440 -1,603 884 -251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.9 26.9 0.7 11.6 1.6 12.7 5.5 4.7 40.0 34.8 13.7 : : : : Number of Traders in Each Category Total Traders: 55 : : 17 15 . . . . 4 . 14 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 29,177 : : Positions : : 6,680 8,550 1,005 1,782 375 6,166 310 505 12,475 15,634 1,216 : : : : Changes from: March 24, 2015 : : -610 -1,300 -141 -13 -114 -198 100 -75 -611 -502 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.9 29.3 3.4 6.1 1.3 21.1 1.1 1.7 42.8 53.6 4.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 8 10 . . . . . . 12 9 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 4,087 : : Positions : : 201 458 649 0 665 81 1,071 646 746 151 1,079 : : : : Changes from: March 24, 2015 : : 21 177 38 0 -24 0 -1 5 116 -1 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 4.9 11.2 15.9 0.0 16.3 2.0 26.2 15.8 18.3 3.7 26.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 5 . 0 . . . . 10 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 138,159 : : Positions : : 96,213 104,659 3,279 1,078 10,681 8,159 4,506 3,310 8,220 5,607 7,676 : : : : Changes from: March 24, 2015 : : 726 803 410 644 301 -245 2 87 -258 -847 439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 75.8 2.4 0.8 7.7 5.9 3.3 2.4 5.9 4.1 5.6 : : : : Number of Traders in Each Category Total Traders: 73 : : 43 45 . . 4 5 . 7 5 7 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 42,422 : : Positions : : 32,862 36,405 3,768 0 3,459 105 52 2,072 0 253 156 : : : : Changes from: March 24, 2015 : : 589 504 151 0 -178 -23 38 -5 0 149 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 85.8 8.9 0.0 8.2 0.2 0.1 4.9 0.0 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 24 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 404,965 : : Positions : : 336,035 343,573 0 12,668 19,666 24,011 7,400 19,421 5,178 1,256 654 : : : : Changes from: March 24, 2015 : : 11,167 9,655 0 3,840 -1,928 0 -2,271 728 1,640 1,256 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 84.8 0.0 3.1 4.9 5.9 1.8 4.8 1.3 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 22 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 1,568,246 : : Positions : :1,290,158 1,383,401 121,593 31,387 85,422 14,928 2,376 13,614 15,244 24,759 27,287 : : : : Changes from: March 24, 2015 : : 27,489 16,179 -13,606 56 3,769 5,488 0 0 0 3,136 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 88.2 7.8 2.0 5.4 1.0 0.2 0.9 1.0 1.6 1.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 38 . . . . . . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 58,436 : : Positions : : 48,949 42,516 0 6,120 1,540 466 172 7,113 26 632 336 : : : : Changes from: March 24, 2015 : : 3,005 2,813 0 569 52 214 -58 -10 -111 -215 33 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 72.8 0.0 10.5 2.6 0.8 0.3 12.2 0.0 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 350,426 : : Positions : : 249,357 310,105 59,477 0 2,289 1,990 4,494 30,153 5,639 1,864 1,520 : : : : Changes from: March 24, 2015 : : 18,333 27,668 10,287 0 -951 0 0 0 0 952 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 88.5 17.0 0.0 0.7 0.6 1.3 8.6 1.6 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 584,616 : : Positions : : 509,734 491,006 14,048 20,737 35,115 10,475 0 14,485 0 22,514 759 : : : : Changes from: March 24, 2015 : : -7,841 -1,946 0 -5,895 -368 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 84.0 2.4 3.5 6.0 1.8 0.0 2.5 0.0 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 20 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 48,526 : : Positions : : 40,218 40,356 1,370 812 721 2,183 275 1,985 76 2,854 1,265 : : : : Changes from: March 24, 2015 : : -93 -262 44 0 0 0 -66 22 -301 0 259 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 83.2 2.8 1.7 1.5 4.5 0.6 4.1 0.2 5.9 2.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 59,460 : : Positions : : 49,471 58,670 8,740 0 345 0 245 100 0 100 0 : : : : Changes from: March 24, 2015 : : 4,955 4,780 -475 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 98.7 14.7 0.0 0.6 0.0 0.4 0.2 0.0 0.2 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 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 73,850 : : Positions : : 62,233 73,446 11,025 0 20 90 0 230 0 150 0 : : : : Changes from: March 24, 2015 : : 5,680 5,155 -525 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 99.5 14.9 0.0 0.0 0.1 0.0 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 25 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 18,640 : : Positions : : 16,635 15,940 0 1,810 755 1,190 0 10 0 125 0 : : : : Changes from: March 24, 2015 : : 650 200 0 400 -295 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 85.5 0.0 9.7 4.1 6.4 0.0 0.1 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 16 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 273,888 : : Positions : : 186,008 262,976 77,672 0 0 0 3,096 7,080 3,128 736 0 : : : : Changes from: March 24, 2015 : : 5,440 8,584 3,144 0 0 0 0 0 368 368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 96.0 28.4 0.0 0.0 0.0 1.1 2.6 1.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 . 0 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 9,099 : : Positions : : 5,705 7,659 20 419 222 222 22 88 2,628 256 110 : : : : Changes from: March 24, 2015 : : 474 650 20 -44 44 182 0 0 44 88 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 84.2 0.2 4.6 2.4 2.4 0.2 1.0 28.9 2.8 1.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 21,775 : : Positions : : 18,715 18,430 0 720 1,860 960 0 240 0 525 0 : : : : Changes from: March 24, 2015 : : 710 810 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 84.6 0.0 3.3 8.5 4.4 0.0 1.1 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 14,270 : : Positions : : 12,740 10,825 50 1,355 1,020 0 840 230 0 0 0 : : : : Changes from: March 24, 2015 : : 255 255 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 75.9 0.4 9.5 7.1 0.0 5.9 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 16,986 : : Positions : : 13,890 11,625 0 2,220 1,404 636 0 307 0 18 22 : : : : Changes from: March 24, 2015 : : 241 10 0 299 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 68.4 0.0 13.1 8.3 3.7 0.0 1.8 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 23 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 55,143 : : Positions : : 50,640 38,950 688 1,480 1,986 0 5,603 1,065 275 5,834 25 : : : : Changes from: March 24, 2015 : : 2,386 2,052 0 165 -112 0 0 0 275 444 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 70.6 1.2 2.7 3.6 0.0 10.2 1.9 0.5 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 32 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 59,802 : : Positions : : 56,138 41,175 676 5,141 1,089 0 6,406 1,232 220 4,584 170 : : : : Changes from: March 24, 2015 : : -376 237 0 -272 102 0 25 0 220 -131 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 68.9 1.1 8.6 1.8 0.0 10.7 2.1 0.4 7.7 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 35 . . 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 49,120 : : Positions : : 45,730 46,945 1,670 1,010 1,075 500 0 0 0 0 0 : : : : Changes from: March 24, 2015 : : 1,830 1,540 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 95.6 3.4 2.1 2.2 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 27 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 49,230 : : Positions : : 47,440 46,455 710 1,755 980 0 0 0 0 0 0 : : : : Changes from: March 24, 2015 : : 1,320 1,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 94.4 1.4 3.6 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 29 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 397,984 : : Positions : : 293,620 349,049 10,076 18,411 5,832 29,326 0 22,340 36,422 1,984 368 : : : : Changes from: March 24, 2015 : : 5,377 5,031 0 -3,903 784 0 0 0 -2,265 1,984 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 87.7 2.5 4.6 1.5 7.4 0.0 5.6 9.2 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 24,969 : : Positions : : 16,646 21,988 1,589 374 706 3,082 190 708 1,911 296 110 : : : : Changes from: March 24, 2015 : : 176 303 171 -45 -151 0 0 0 40 173 66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 88.1 6.4 1.5 2.8 12.3 0.8 2.8 7.7 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 30 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 13,884 : : Positions : : 10,081 11,879 1,866 0 130 128 358 772 905 743 0 : : : : Changes from: March 24, 2015 : : 78 78 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 85.6 13.4 0.0 0.9 0.9 2.6 5.6 6.5 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 545,656 : : Positions : : 461,029 506,945 51,297 0 16,880 0 7,333 14,498 1,952 0 0 : : : : Changes from: March 24, 2015 : : 3,464 5,416 0 0 0 0 0 0 1,952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 92.9 9.4 0.0 3.1 0.0 1.3 2.7 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 20 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 45,910 : : Positions : : 32,976 41,606 2,776 716 171 3,694 0 1,824 2,764 0 1,274 : : : : Changes from: March 24, 2015 : : 4 66 132 0 -22 0 0 0 -48 0 284 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 90.6 6.0 1.6 0.4 8.0 0.0 4.0 6.0 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 21 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 17,551 : : Positions : : 11,289 13,459 233 707 1,227 1,061 0 41 2,306 0 814 : : : : Changes from: March 24, 2015 : : 534 641 66 -129 66 44 0 0 -132 0 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 76.7 1.3 4.0 7.0 6.0 0.0 0.2 13.1 0.0 4.6 : : : : 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 31, 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 227,148 : : Positions : : 150,370 220,918 20,330 0 5,494 368 0 0 49,804 736 0 : : : : Changes from: March 24, 2015 : : 368 736 0 0 0 0 0 0 1,104 736 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 97.3 9.0 0.0 2.4 0.2 0.0 0.0 21.9 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 16 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,741 : : Positions : : 8,559 11,026 2,405 165 1,004 1,161 0 308 44 167 0 : : : : Changes from: March 24, 2015 : : 129 66 -19 44 -44 -44 0 44 44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 80.2 17.5 1.2 7.3 8.4 0.0 2.2 0.3 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 120,455 : : Positions : : 92,075 108,424 11,736 5,787 5,069 10,448 0 391 0 48 736 : : : : Changes from: March 24, 2015 : : 4,704 7,000 2,025 -319 -457 0 0 0 0 48 736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 90.0 9.7 4.8 4.2 8.7 0.0 0.3 0.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 23,846 : : Positions : : 12,848 18,127 4,721 0 4,406 558 0 1,313 0 0 0 : : : : Changes from: March 24, 2015 : : 232 283 51 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 76.0 19.8 0.0 18.5 2.3 0.0 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 13 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 19,019 : : Positions : : 9,719 13,717 4,656 0 1,375 189 0 350 652 1,453 2,078 : : : : Changes from: March 24, 2015 : : 372 298 597 0 -483 6 0 -17 1 631 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 72.1 24.5 0.0 7.2 1.0 0.0 1.8 3.4 7.6 10.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 30,465 : : Positions : : 27,885 14,310 2,095 15,105 30 0 850 50 0 0 0 : : : : Changes from: March 24, 2015 : : 130 140 -100 0 30 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 47.0 6.9 49.6 0.1 0.0 2.8 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 26,985 : : Positions : : 25,140 10,570 1,500 15,155 0 0 900 0 0 0 0 : : : : Changes from: March 24, 2015 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 39.2 5.6 56.2 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 31, 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 26,541 : : Positions : : 26,331 20,771 0 5,720 0 0 0 0 0 0 0 : : : : Changes from: March 24, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 78.3 0.0 21.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 9 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 19,529 : : Positions : : 19,319 15,509 0 4,020 0 0 0 0 0 0 0 : : : : Changes from: March 24, 2015 : : 550 550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 79.4 0.0 20.6 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 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 16,780 : : Positions : : 15,545 15,240 0 1,115 315 0 50 0 0 0 0 : : : : Changes from: March 24, 2015 : : 1,730 1,730 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 90.8 0.0 6.6 1.9 0.0 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 13,965 : : Positions : : 13,005 13,905 225 0 0 0 0 0 0 0 0 : : : : Changes from: March 24, 2015 : : 50 50 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 31, 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 24, 2015 : : 0 0 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 31, 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 115,079 : : Positions : : 97,882 113,396 13,614 0 1,238 1,215 55 340 600 0 50 : : : : Changes from: March 24, 2015 : : 1,940 2,080 140 0 0 0 0 0 0 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 98.5 11.8 0.0 1.1 1.1 0.0 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 33 35 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 140,881 : : Positions : : 121,490 139,286 15,011 0 1,125 2,120 0 470 650 0 0 : : : : Changes from: March 24, 2015 : : 835 1,135 350 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 98.9 10.7 0.0 0.8 1.5 0.0 0.3 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 35 37 4 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 155,139 : : Positions : : 123,741 116,572 746 20,247 5,410 3,650 891 1,460 14,980 5,571 4,783 : : : : Changes from: March 24, 2015 : : 2,338 -284 746 2,982 -784 -25 110 25 -635 -430 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 75.1 0.5 13.1 3.5 2.4 0.6 0.9 9.7 3.6 3.1 : : : : Number of Traders in Each Category Total Traders: 65 : : 42 36 . . 4 . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 103,946 : : Positions : : 89,007 88,874 2,716 2,106 7,774 413 0 1,422 765 2,100 1,655 : : : : Changes from: March 24, 2015 : : 2,988 1,578 -1,385 25 1,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 85.5 2.6 2.0 7.5 0.4 0.0 1.4 0.7 2.0 1.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 36 29 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 26,050 : : Positions : : 24,755 22,895 360 1,930 280 295 815 0 0 0 0 : : : : Changes from: March 24, 2015 : : 685 685 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 87.9 1.4 7.4 1.1 1.1 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 11 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 24,325 : : Positions : : 22,711 21,775 330 1,880 235 684 315 0 0 0 0 : : : : Changes from: March 24, 2015 : : 645 675 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 89.5 1.4 7.7 1.0 2.8 1.3 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 31, 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 21,780 : : Positions : : 18,960 16,215 440 1,720 1,835 0 925 300 0 25 0 : : : : Changes from: March 24, 2015 : : 920 860 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 74.4 2.0 7.9 8.4 0.0 4.2 1.4 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 19,006 : : Positions : : 13,979 15,629 859 171 957 116 0 132 846 0 0 : : : : Changes from: March 24, 2015 : : -1,157 -1,176 -86 7 -26 -24 0 0 116 0 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 82.2 4.5 0.9 5.0 0.6 0.0 0.7 4.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 24, 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 31, 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 24, 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 31, 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 24, 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 31, 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 24, 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 31, 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 24, 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 31, 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 20,964 : : Positions : : 12,640 18,294 4,750 0 1,350 0 600 0 1,549 0 0 : : : : Changes from: March 24, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 87.3 22.7 0.0 6.4 0.0 2.9 0.0 7.4 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 31, 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 18,140 : : Positions : : 10,501 15,815 4,520 0 1,125 0 600 0 1,520 0 0 : : : : Changes from: March 24, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 87.2 24.9 0.0 6.2 0.0 3.3 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 33,524 : : Positions : : 29,618 27,051 0 2,850 150 1,350 0 0 1,203 2,770 703 : : : : Changes from: March 24, 2015 : : 1,155 635 0 520 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 80.7 0.0 8.5 0.4 4.0 0.0 0.0 3.6 8.3 2.1 : : : : 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 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 21,000 : : Positions : : 14,512 17,268 1,300 3,135 325 700 0 0 3,215 0 0 : : : : Changes from: March 24, 2015 : : 120 105 0 45 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 82.2 6.2 14.9 1.5 3.3 0.0 0.0 15.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 26,229 : : Positions : : 24,100 18,681 813 6,943 0 56 310 230 340 0 30 : : : : Changes from: March 24, 2015 : : -56 295 -1 -322 0 0 0 0 30 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 71.2 3.1 26.5 0.0 0.2 1.2 0.9 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 22 . . 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 23,976 : : Positions : : 22,380 16,580 0 5,748 745 567 700 143 25 50 0 : : : : Changes from: March 24, 2015 : : 235 860 0 -650 600 0 0 0 25 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 69.2 0.0 24.0 3.1 2.4 2.9 0.6 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 15,743 : : Positions : : 13,139 13,440 1,790 803 430 0 1,070 0 0 0 0 : : : : Changes from: March 24, 2015 : : 274 266 0 8 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 85.4 11.4 5.1 2.7 0.0 6.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 26,515 : : Positions : : 22,980 19,000 1,335 2,670 1,760 0 1,910 290 25 675 0 : : : : Changes from: March 24, 2015 : : 370 345 0 -50 0 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 71.7 5.0 10.1 6.6 0.0 7.2 1.1 0.1 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 9,795 : : Positions : : 7,375 7,295 175 2,400 65 975 0 0 0 0 0 : : : : Changes from: March 24, 2015 : : 145 810 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 74.5 1.8 24.5 0.7 10.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 11,430 : : Positions : : 7,830 8,665 710 2,240 0 430 0 300 0 125 0 : : : : Changes from: March 24, 2015 : : -345 735 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 75.8 6.2 19.6 0.0 3.8 0.0 2.6 0.0 1.1 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 31, 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 63,476 : : Positions : : 57,661 55,657 0 2,310 3,095 370 0 155 0 0 0 : : : : Changes from: March 24, 2015 : : 2,400 2,400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 87.7 0.0 3.6 4.9 0.6 0.0 0.2 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 31, 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 58,522 : : Positions : : 54,257 48,666 0 5,110 1,770 370 0 155 0 0 0 : : : : Changes from: March 24, 2015 : : 2,850 2,400 0 450 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 83.2 0.0 8.7 3.0 0.6 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 31, 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 24, 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 31, 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 24, 2015 : : 0 0 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 31, 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 24, 2015 : : 0 0 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 31, 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 21,636 0 1,200 0 350 5,475 190 0 0 0 : : : : Changes from: March 24, 2015 : : 0 25 0 0 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 75.6 0.0 4.2 0.0 1.2 19.1 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 13 0 . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 27,155 : : Positions : : 26,940 20,730 0 1,200 0 50 5,100 0 0 0 0 : : : : Changes from: March 24, 2015 : : 70 70 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: 23 : : 17 9 0 . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 71,959 : : Positions : : 51,458 66,115 4,715 615 380 11,130 580 290 17 0 784 : : : : Changes from: March 24, 2015 : : 25 0 0 0 0 -25 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 91.9 6.6 0.9 0.5 15.5 0.8 0.4 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 31, 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 66,223 : : Positions : : 43,648 63,468 4,715 565 290 11,550 230 0 4,341 0 0 : : : : Changes from: March 24, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 95.8 7.1 0.9 0.4 17.4 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 31, 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 21,350 0 1,480 420 500 4,625 100 2,650 0 0 : : : : Changes from: March 24, 2015 : : 0 -100 0 0 0 -100 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 73.2 0.0 5.1 1.4 1.7 15.9 0.3 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 25,010 : : Positions : : 22,705 23,525 0 500 135 200 50 600 800 0 0 : : : : Changes from: March 24, 2015 : : 50 450 0 -450 135 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 94.1 0.0 2.0 0.5 0.8 0.2 2.4 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 14 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 27,669 : : Positions : : 18,685 16,840 0 2,065 3,185 2,700 1,700 100 1,610 2,750 9 : : : : Changes from: March 24, 2015 : : 850 650 0 300 -300 0 -100 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 60.9 0.0 7.5 11.5 9.8 6.1 0.4 5.8 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 31, 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 21,515 : : Positions : : 17,505 14,730 400 2,300 1,425 100 1,150 550 0 250 210 : : : : Changes from: March 24, 2015 : : 600 400 0 300 -300 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 68.5 1.9 10.7 6.6 0.5 5.3 2.6 0.0 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 16 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated April 3, 2015