Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 110,489 : : Positions : : 29,389 29,639 718 13,007 1,412 15,035 5,683 4,912 43,173 39,996 15,064 : : : : Changes from: March 31, 2015 : : 1,017 191 0 315 -300 1,179 -360 -285 -629 1,886 39 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.6 26.8 0.6 11.8 1.3 13.6 5.1 4.4 39.1 36.2 13.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 17 14 . . . . . . 13 16 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 29,481 : : Positions : : 6,585 8,640 1,005 1,807 330 6,266 450 455 12,792 15,726 1,283 : : : : Changes from: March 31, 2015 : : -95 90 0 25 -45 100 140 -50 317 92 67 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.3 29.3 3.4 6.1 1.1 21.3 1.5 1.5 43.4 53.3 4.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 10 . . . . . . 11 11 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 4,528 : : Positions : : 235 548 767 0 692 85 1,205 752 830 166 1,160 : : : : Changes from: March 31, 2015 : : 34 90 118 0 27 4 134 106 84 15 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 5.2 12.1 16.9 0.0 15.3 1.9 26.6 16.6 18.3 3.7 25.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 5 . 0 . . . . 11 . 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 135,697 : : Positions : : 95,012 103,312 3,123 1,533 10,309 8,229 4,047 3,227 7,605 5,503 7,614 : : : : Changes from: March 31, 2015 : : -1,201 -1,347 -157 455 -372 70 -459 -83 -615 -104 -62 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 76.1 2.3 1.1 7.6 6.1 3.0 2.4 5.6 4.1 5.6 : : : : Number of Traders in Each Category Total Traders: 76 : : 45 48 . . 4 5 . 7 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 40,014 : : Positions : : 30,533 34,769 4,159 0 3,069 256 26 1,892 0 153 104 : : : : Changes from: March 31, 2015 : : -2,329 -1,635 391 0 -390 150 -26 -179 0 -100 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 86.9 10.4 0.0 7.7 0.6 0.1 4.7 0.0 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 22 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 377,048 : : Positions : : 308,760 327,071 0 6,455 19,666 25,646 6,672 17,184 5,792 0 0 : : : : Changes from: March 31, 2015 : : -27,275 -16,502 0 -6,213 0 1,635 -728 -2,237 614 -1,256 -654 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 86.7 0.0 1.7 5.2 6.8 1.8 4.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 21 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 1,510,501 : : Positions : :1,234,141 1,342,424 134,695 30,214 72,144 15,319 2,376 12,441 15,223 24,364 26,538 : : : : Changes from: March 31, 2015 : : -56,017 -40,977 13,102 -1,173 -13,278 391 0 -1,173 -21 -395 -749 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 88.9 8.9 2.0 4.8 1.0 0.2 0.8 1.0 1.6 1.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 38 . . . . . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 57,089 : : Positions : : 47,818 41,781 0 5,486 1,756 400 213 6,830 31 769 253 : : : : Changes from: March 31, 2015 : : -1,131 -735 0 -635 217 -65 41 -283 5 137 -83 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 73.2 0.0 9.6 3.1 0.7 0.4 12.0 0.1 1.3 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 22 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 338,493 : : Positions : : 232,702 302,665 68,501 0 0 304 570 30,153 4,968 3,240 1,864 : : : : Changes from: March 31, 2015 : : -16,655 -7,440 9,024 0 -2,289 -1,686 -3,924 0 -671 1,376 344 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 89.4 20.2 0.0 0.0 0.1 0.2 8.9 1.5 1.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 560,958 : : Positions : : 490,377 465,799 12,093 32,861 33,160 12,039 0 12,921 0 15,849 368 : : : : Changes from: March 31, 2015 : : -19,357 -25,207 -1,955 12,124 -1,955 1,564 0 -1,564 0 -6,665 -391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 83.0 2.2 5.9 5.9 2.1 0.0 2.3 0.0 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 22 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 46,650 : : Positions : : 38,909 39,106 572 897 1,042 2,359 301 1,787 336 2,344 979 : : : : Changes from: March 31, 2015 : : -1,309 -1,250 -798 85 321 176 26 -198 260 -510 -286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 83.8 1.2 1.9 2.2 5.1 0.6 3.8 0.7 5.0 2.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 56,805 : : Positions : : 47,056 56,065 8,580 0 345 0 295 50 0 50 0 : : : : Changes from: March 31, 2015 : : -2,415 -2,605 -160 0 0 0 50 -50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 98.7 15.1 0.0 0.6 0.0 0.5 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 24 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 69,964 : : Positions : : 58,663 69,611 10,760 0 20 50 0 230 0 100 0 : : : : Changes from: March 31, 2015 : : -3,570 -3,835 -265 0 0 -40 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 99.5 15.4 0.0 0.0 0.1 0.0 0.3 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 31 24 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 18,760 : : Positions : : 16,735 16,060 0 1,810 755 1,190 0 10 0 125 0 : : : : Changes from: March 31, 2015 : : 100 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 85.6 0.0 9.6 4.0 6.3 0.0 0.1 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 271,936 : : Positions : : 187,568 261,024 77,288 0 0 0 3,096 7,080 0 736 0 : : : : Changes from: March 31, 2015 : : 1,560 -1,952 -384 0 0 0 0 0 -3,128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 96.0 28.4 0.0 0.0 0.0 1.1 2.6 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 21 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 9,162 : : Positions : : 5,725 7,722 63 419 222 222 22 88 2,628 256 110 : : : : Changes from: March 31, 2015 : : 20 63 43 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.5 84.3 0.7 4.6 2.4 2.4 0.2 1.0 28.7 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 April 7, 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 22,680 : : Positions : : 19,600 19,335 0 720 1,860 960 0 240 0 525 0 : : : : Changes from: March 31, 2015 : : 885 905 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 85.3 0.0 3.2 8.2 4.2 0.0 1.1 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 11,120 50 1,355 1,020 0 840 230 0 0 0 : : : : Changes from: March 31, 2015 : : 295 295 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 76.3 0.3 9.3 7.0 0.0 5.8 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 21 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 17,558 : : Positions : : 14,344 12,193 0 2,042 1,566 636 0 307 0 38 22 : : : : Changes from: March 31, 2015 : : 454 568 0 -178 162 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 69.4 0.0 11.6 8.9 3.6 0.0 1.7 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 25 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 52,984 : : Positions : : 48,594 37,064 690 1,167 2,059 0 5,446 935 0 5,908 210 : : : : Changes from: March 31, 2015 : : -2,046 -1,886 2 -313 73 0 -157 -130 -275 74 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 70.0 1.3 2.2 3.9 0.0 10.3 1.8 0.0 11.2 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 30 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 57,666 : : Positions : : 54,334 39,268 731 5,368 964 0 6,310 1,232 0 4,284 200 : : : : Changes from: March 31, 2015 : : -1,804 -1,907 55 227 -125 0 -96 0 -220 -300 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 68.1 1.3 9.3 1.7 0.0 10.9 2.1 0.0 7.4 0.3 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 33 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 45,945 : : Positions : : 42,240 43,785 1,065 810 1,275 450 0 0 800 0 0 : : : : Changes from: March 31, 2015 : : -3,490 -3,160 -605 -200 200 -50 0 0 800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 95.3 2.3 1.8 2.8 1.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 13 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 47,415 : : Positions : : 44,915 44,590 555 1,800 935 0 0 0 900 0 0 : : : : Changes from: March 31, 2015 : : -2,525 -1,865 -155 45 -45 0 0 0 900 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 94.0 1.2 3.8 2.0 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 28 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 375,246 : : Positions : : 276,067 328,642 7,730 15,347 6,952 28,935 0 20,776 34,034 2,777 752 : : : : Changes from: March 31, 2015 : : -17,553 -20,407 -2,346 -3,064 1,120 -391 0 -1,564 -2,388 793 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 87.6 2.1 4.1 1.9 7.7 0.0 5.5 9.1 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 22,858 : : Positions : : 15,020 20,051 1,132 352 750 2,994 190 686 1,844 167 44 : : : : Changes from: March 31, 2015 : : -1,626 -1,937 -457 -22 44 -88 0 -22 -67 -129 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 87.7 5.0 1.5 3.3 13.1 0.8 3.0 8.1 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 31 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 14,365 : : Positions : : 11,086 12,260 1,764 0 78 128 514 616 539 743 154 : : : : Changes from: March 31, 2015 : : 1,005 381 -102 0 -52 0 156 -156 -366 0 154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 85.3 12.3 0.0 0.5 0.9 3.6 4.3 3.8 5.2 1.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 511,241 : : Positions : : 430,866 472,562 54,172 0 12,165 0 8,506 12,934 0 3,970 1,104 : : : : Changes from: March 31, 2015 : : -30,163 -34,383 2,875 0 -4,715 0 1,173 -1,564 -1,952 3,970 1,104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 92.4 10.6 0.0 2.4 0.0 1.7 2.5 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 43,718 : : Positions : : 31,293 39,556 2,732 518 127 3,320 0 1,824 2,774 216 1,092 : : : : Changes from: March 31, 2015 : : -1,683 -2,050 -44 -198 -44 -374 0 0 10 216 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 90.5 6.2 1.2 0.3 7.6 0.0 4.2 6.3 0.5 2.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 16,703 : : Positions : : 10,841 12,869 293 751 991 951 0 41 2,324 0 770 : : : : Changes from: March 31, 2015 : : -448 -590 60 44 -236 -110 0 0 18 0 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 77.0 1.8 4.5 5.9 5.7 0.0 0.2 13.9 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 209,944 : : Positions : : 137,467 205,232 20,330 0 4,712 368 0 0 47,067 0 0 : : : : Changes from: March 31, 2015 : : -12,903 -15,686 0 0 -782 0 0 0 -2,737 -736 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 97.8 9.7 0.0 2.2 0.2 0.0 0.0 22.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 16 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 13,087 : : Positions : : 7,806 10,591 2,247 101 1,090 1,293 0 154 0 0 0 : : : : Changes from: March 31, 2015 : : -753 -435 -158 -64 86 132 0 -154 -44 -167 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 80.9 17.2 0.8 8.3 9.9 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 108,725 : : Positions : : 84,993 97,869 9,779 6,960 3,896 10,057 0 0 0 0 0 : : : : Changes from: March 31, 2015 : : -7,082 -10,555 -1,957 1,173 -1,173 -391 0 -391 0 -48 -736 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 90.0 9.0 6.4 3.6 9.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 18 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 22,879 : : Positions : : 11,831 17,576 5,031 0 4,146 714 0 1,157 0 0 0 : : : : Changes from: March 31, 2015 : : -1,017 -551 310 0 -260 156 0 -156 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 76.8 22.0 0.0 18.1 3.1 0.0 5.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 13 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 17,869 : : Positions : : 9,407 12,827 4,117 0 806 190 0 328 646 1,660 2,133 : : : : Changes from: March 31, 2015 : : -312 -890 -539 0 -569 1 0 -22 -6 208 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 71.8 23.0 0.0 4.5 1.1 0.0 1.8 3.6 9.3 11.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 11 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 29,260 : : Positions : : 26,805 13,440 1,870 14,770 30 0 850 50 0 0 0 : : : : Changes from: March 31, 2015 : : -1,080 -870 -225 -335 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 45.9 6.4 50.5 0.1 0.0 2.9 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 25,825 : : Positions : : 23,980 9,795 1,400 14,770 0 0 900 0 0 0 0 : : : : Changes from: March 31, 2015 : : -1,160 -775 -100 -385 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 37.9 5.4 57.2 0.0 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 25,681 : : Positions : : 25,486 19,716 0 5,920 0 0 0 0 0 0 0 : : : : Changes from: March 31, 2015 : : -845 -1,055 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 76.8 0.0 23.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 9 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 18,799 : : Positions : : 18,604 14,629 0 4,170 0 0 0 0 0 0 0 : : : : Changes from: March 31, 2015 : : -715 -880 0 150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 77.8 0.0 22.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 7 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 12,302 : : Positions : : 11,510 12,302 190 0 0 0 0 0 0 0 0 : : : : Changes from: March 31, 2015 : : -2,345 -2,445 -95 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 100.0 1.5 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 8 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 108,088 : : Positions : : 92,006 106,629 12,923 0 1,214 1,215 95 100 450 0 50 : : : : Changes from: March 31, 2015 : : -5,876 -6,767 -691 0 -24 0 40 -240 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 98.7 12.0 0.0 1.1 1.1 0.1 0.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 32 34 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 131,784 : : Positions : : 113,858 130,208 14,385 0 956 1,615 50 470 500 0 0 : : : : Changes from: March 31, 2015 : : -7,632 -9,078 -626 0 -169 -505 50 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 98.8 10.9 0.0 0.7 1.2 0.0 0.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 36 37 4 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 149,315 : : Positions : : 117,233 111,416 1,604 19,410 6,180 3,610 892 1,280 14,151 4,969 5,028 : : : : Changes from: March 31, 2015 : : -6,508 -5,156 858 -837 770 -40 1 -180 -829 -602 245 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 74.6 1.1 13.0 4.1 2.4 0.6 0.9 9.5 3.3 3.4 : : : : Number of Traders in Each Category Total Traders: 65 : : 41 36 . . 4 . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 99,789 : : Positions : : 84,620 85,212 1,921 1,708 7,934 285 0 1,400 1,845 1,915 1,605 : : : : Changes from: March 31, 2015 : : -4,387 -3,662 -795 -398 160 -128 0 -22 1,080 -185 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 85.4 1.9 1.7 8.0 0.3 0.0 1.4 1.8 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 36 28 . . 4 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 24,505 : : Positions : : 23,535 21,410 300 2,075 185 50 715 0 0 0 0 : : : : Changes from: March 31, 2015 : : -1,220 -1,485 -60 145 -95 -245 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 87.4 1.2 8.5 0.8 0.2 2.9 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 April 7, 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 22,045 : : Positions : : 21,180 19,495 300 1,920 180 25 315 0 0 0 0 : : : : Changes from: March 31, 2015 : : -1,531 -2,280 -30 40 -55 -659 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 88.4 1.4 8.7 0.8 0.1 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 8 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 21,210 : : Positions : : 18,415 15,710 430 1,705 1,835 0 905 295 0 25 0 : : : : Changes from: March 31, 2015 : : -545 -505 -10 -15 0 0 -20 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 74.1 2.0 8.0 8.7 0.0 4.3 1.4 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 18,943 : : Positions : : 13,850 14,786 858 163 955 116 0 132 846 0 0 : : : : Changes from: March 31, 2015 : : -129 -843 -1 -8 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 78.1 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: 20 : : 15 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 1,300,586 : : Positions : : 366,165 1,281,437 915,272 0 19,149 0 0 0 0 0 0 : : : : Changes from: March 31, 2015 : : -25,415 -22,678 2,737 0 -2,737 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.2 98.5 70.4 0.0 1.5 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 April 7, 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 131,376 : : Positions : : 121,364 69,397 706 53,648 3,551 3,215 0 2,540 0 2,240 0 : : : : Changes from: March 31, 2015 : : -3,344 -2,706 -44 -792 0 -220 0 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 52.8 0.5 40.8 2.7 2.4 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 April 7, 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 2,808,515 : : Positions : :2,460,324 1,091,152 132,503 1,238,968 215,688 0 262,680 0 0 0 0 : : : : Changes from: March 31, 2015 : : -43,010 -57,868 -12,121 18,377 -18,377 0 -15,640 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 38.9 4.7 44.1 7.7 0.0 9.4 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 April 7, 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 49,052 : : Positions : : 38,573 40,393 1,589 530 4,773 168 0 3,205 744 0 0 : : : : Changes from: March 31, 2015 : : -2,420 -2,156 66 -110 -66 110 0 -220 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 82.3 3.2 1.1 9.7 0.3 0.0 6.5 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 April 7, 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 1,316,269 : : Positions : : 764,126 855,152 141,905 172,261 214,616 116,920 0 70,560 8,142 3,680 0 : : : : Changes from: March 31, 2015 : : -56,695 -24,242 1,564 -43,010 -1,564 -15,640 0 0 -391 -3,910 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 65.0 10.8 13.1 16.3 8.9 0.0 5.4 0.6 0.3 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 April 7, 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 19,602 : : Positions : : 11,540 17,212 4,900 0 1,200 0 570 0 1,397 0 0 : : : : Changes from: March 31, 2015 : : -1,100 -1,082 150 0 -150 0 -30 0 -152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 87.8 25.0 0.0 6.1 0.0 2.9 0.0 7.1 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 April 7, 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 17,118 : : Positions : : 9,676 14,933 4,570 0 1,075 0 570 0 1,368 0 0 : : : : Changes from: March 31, 2015 : : -825 -882 50 0 -50 0 -30 0 -152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 87.2 26.7 0.0 6.3 0.0 3.3 0.0 8.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 15 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 32,910 : : Positions : : 29,139 25,507 0 3,805 125 1,250 0 0 1,118 2,670 803 : : : : Changes from: March 31, 2015 : : -479 -1,544 0 955 -25 -100 0 0 -85 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 77.5 0.0 11.6 0.4 3.8 0.0 0.0 3.4 8.1 2.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 22 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 20,054 : : Positions : : 13,922 16,410 1,177 3,010 325 635 0 0 3,085 0 0 : : : : Changes from: March 31, 2015 : : -590 -858 -123 -125 0 -65 0 0 -130 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 81.8 5.9 15.0 1.6 3.2 0.0 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 25,732 : : Positions : : 23,463 18,359 968 6,853 0 20 260 230 462 0 0 : : : : Changes from: March 31, 2015 : : -637 -322 155 -90 0 -36 -50 0 122 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 71.3 3.8 26.6 0.0 0.1 1.0 0.9 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 23 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,711 : : Positions : : 21,116 16,223 0 4,958 745 710 635 0 0 50 0 : : : : Changes from: March 31, 2015 : : -1,264 -357 0 -790 0 143 -65 -143 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 71.4 0.0 21.8 3.3 3.1 2.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 21 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 15,283 : : Positions : : 12,995 12,950 1,340 753 590 0 990 0 0 0 0 : : : : Changes from: March 31, 2015 : : -144 -490 -450 -50 160 0 -80 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 84.7 8.8 4.9 3.9 0.0 6.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 26,725 : : Positions : : 23,225 19,235 1,310 2,660 1,760 0 1,895 290 25 675 0 : : : : Changes from: March 31, 2015 : : 245 235 -25 -10 0 0 -15 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 72.0 4.9 10.0 6.6 0.0 7.1 1.1 0.1 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 9,580 : : Positions : : 6,950 7,055 175 2,400 65 975 0 0 0 0 0 : : : : Changes from: March 31, 2015 : : -425 -240 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 73.6 1.8 25.1 0.7 10.2 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 April 7, 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 11,070 : : Positions : : 7,555 8,295 480 2,190 0 480 0 225 0 100 0 : : : : Changes from: March 31, 2015 : : -275 -370 -230 -50 0 50 0 -75 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 74.9 4.3 19.8 0.0 4.3 0.0 2.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 60,289 : : Positions : : 55,276 52,675 0 2,910 2,495 375 0 150 0 0 0 : : : : Changes from: March 31, 2015 : : -2,385 -2,982 0 600 -600 5 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 87.4 0.0 4.8 4.1 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 April 7, 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 55,677 : : Positions : : 52,122 46,039 0 5,635 1,245 375 0 150 0 0 0 : : : : Changes from: March 31, 2015 : : -2,135 -2,627 0 525 -525 5 0 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 82.7 0.0 10.1 2.2 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 April 7, 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 11,490 : : Positions : : 9,170 11,370 980 0 0 500 0 0 400 0 0 : : : : Changes from: March 31, 2015 : : -490 -975 -150 0 0 -100 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 99.0 8.5 0.0 0.0 4.4 0.0 0.0 3.5 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 April 7, 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 11,249 : : Positions : : 9,950 9,320 400 0 200 0 700 0 0 485 314 : : : : Changes from: March 31, 2015 : : -690 -765 100 0 -100 0 175 0 0 0 -9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 82.9 3.6 0.0 1.8 0.0 6.2 0.0 0.0 4.3 2.8 : : : : 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 April 7, 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 27,186 : : Positions : : 27,036 20,206 0 1,200 0 0 5,665 0 0 0 0 : : : : Changes from: March 31, 2015 : : -875 -1,430 0 0 0 -350 190 -190 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 74.3 0.0 4.4 0.0 0.0 20.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 26,100 : : Positions : : 25,950 19,745 0 1,200 0 0 5,040 0 0 0 0 : : : : Changes from: March 31, 2015 : : -990 -985 0 0 0 -50 -60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 75.7 0.0 4.6 0.0 0.0 19.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 67,764 : : Positions : : 47,363 62,799 4,665 725 270 11,545 230 175 181 0 620 : : : : Changes from: March 31, 2015 : : -4,095 -3,316 -50 110 -110 415 -350 -115 164 0 -164 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 92.7 6.9 1.1 0.4 17.0 0.3 0.3 0.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 63,265 : : Positions : : 41,465 60,635 4,665 645 210 11,190 0 0 4,134 0 0 : : : : Changes from: March 31, 2015 : : -2,183 -2,833 -50 80 -80 -360 -230 0 -207 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 95.8 7.4 1.0 0.3 17.7 0.0 0.0 6.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 27,878 : : Positions : : 22,755 20,455 0 1,345 420 500 4,500 100 2,425 0 0 : : : : Changes from: March 31, 2015 : : -925 -895 0 -135 0 0 -125 0 -225 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 73.4 0.0 4.8 1.5 1.8 16.1 0.4 8.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 17 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 23,690 : : Positions : : 21,605 22,255 0 465 135 150 50 600 650 0 0 : : : : Changes from: March 31, 2015 : : -1,100 -1,270 0 -35 0 -50 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 93.9 0.0 2.0 0.6 0.6 0.2 2.5 2.7 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 April 7, 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 26,546 : : Positions : : 17,995 16,045 0 2,150 3,100 2,550 1,700 100 1,480 2,475 6 : : : : Changes from: March 31, 2015 : : -690 -795 0 85 -85 -150 0 0 -130 -275 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 60.4 0.0 8.1 11.7 9.6 6.4 0.4 5.6 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 7, 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 21,170 : : Positions : : 17,420 13,995 300 2,900 1,425 125 1,150 525 0 190 210 : : : : Changes from: March 31, 2015 : : -85 -735 -100 600 0 25 0 -25 0 -60 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 66.1 1.4 13.7 6.7 0.6 5.4 2.5 0.0 0.9 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated April 10, 2015