Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 112,853 : : Positions : : 29,602 28,561 718 15,218 1,172 16,744 5,893 4,253 43,150 40,309 16,230 : : : : Changes from: April 7, 2015 : : 213 -1,078 0 2,211 -240 1,709 210 -659 -23 313 1,166 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.2 25.3 0.6 13.5 1.0 14.8 5.2 3.8 38.2 35.7 14.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 16 15 . . . . . . 14 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 31,571 : : Positions : : 7,635 8,835 1,005 2,607 330 6,166 745 575 13,147 15,776 1,943 : : : : Changes from: April 7, 2015 : : 1,050 195 0 800 0 -100 295 120 355 50 660 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.2 28.0 3.2 8.3 1.0 19.5 2.4 1.8 41.6 50.0 6.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 8 10 . . . . . . 10 11 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 4,693 : : Positions : : 300 702 787 0 675 80 1,274 746 944 138 1,153 : : : : Changes from: April 7, 2015 : : 65 154 20 0 -17 -5 69 -6 114 -29 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 6.4 15.0 16.8 0.0 14.4 1.7 27.2 15.9 20.1 2.9 24.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 6 5 . 0 . . . . 10 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 149,295 : : Positions : : 102,702 111,499 3,560 0 12,183 8,145 4,214 3,359 7,348 6,070 11,433 : : : : Changes from: April 7, 2015 : : 7,690 8,187 437 -1,533 1,875 -84 167 132 -256 567 3,819 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 74.7 2.4 0.0 8.2 5.5 2.8 2.2 4.9 4.1 7.7 : : : : Number of Traders in Each Category Total Traders: 77 : : 48 50 4 0 4 5 . 8 7 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 42,178 : : Positions : : 33,008 36,594 3,572 0 3,321 270 52 1,877 0 205 129 : : : : Changes from: April 7, 2015 : : 2,475 1,825 -587 0 252 15 26 -16 0 52 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 86.8 8.5 0.0 7.9 0.6 0.1 4.4 0.0 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 23 . 0 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 401,668 : : Positions : : 333,396 345,296 0 12,162 18,714 25,646 6,264 18,200 4,800 120 912 : : : : Changes from: April 7, 2015 : : 24,636 18,225 0 5,707 -952 0 -408 1,016 -992 120 912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 86.0 0.0 3.0 4.7 6.4 1.6 4.5 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 1,536,392 : : Positions : :1,247,101 1,368,703 147,575 31,351 72,187 14,583 2,376 12,441 15,183 22,012 27,322 : : : : Changes from: April 7, 2015 : : 12,960 26,279 12,880 1,137 43 -736 0 0 -40 -2,352 784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 89.1 9.6 2.0 4.7 0.9 0.2 0.8 1.0 1.4 1.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 39 . . . . . . 4 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 59,323 : : Positions : : 50,031 42,880 0 7,019 1,695 130 261 6,689 416 438 178 : : : : Changes from: April 7, 2015 : : 2,213 1,099 0 1,533 -61 -271 48 -141 385 -331 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 72.3 0.0 11.8 2.9 0.2 0.4 11.3 0.7 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 22 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 360,786 : : Positions : : 255,947 325,262 67,205 0 0 304 570 30,153 5,960 3,584 1,216 : : : : Changes from: April 7, 2015 : : 23,245 22,597 -1,296 0 0 0 0 0 992 344 -648 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 90.2 18.6 0.0 0.0 0.1 0.2 8.4 1.7 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 556,297 : : Positions : : 484,549 469,739 12,093 23,093 34,327 12,039 0 12,921 0 15,849 368 : : : : Changes from: April 7, 2015 : : -5,828 3,940 0 -9,768 1,167 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 84.4 2.2 4.2 6.2 2.2 0.0 2.3 0.0 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 24 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 47,149 : : Positions : : 39,432 39,556 501 897 1,008 2,359 428 1,787 336 2,344 979 : : : : Changes from: April 7, 2015 : : 523 450 -71 0 -34 0 127 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 83.9 1.1 1.9 2.1 5.0 0.9 3.8 0.7 5.0 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 57,315 : : Positions : : 47,601 56,575 8,545 0 345 0 295 50 0 50 0 : : : : Changes from: April 7, 2015 : : 545 510 -35 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 98.7 14.9 0.0 0.6 0.0 0.5 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 25 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 70,814 : : Positions : : 59,468 70,461 10,700 0 20 50 0 230 0 100 0 : : : : Changes from: April 7, 2015 : : 805 850 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 99.5 15.1 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 : : 32 24 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 17,620 : : Positions : : 15,435 14,780 0 1,825 740 1,190 0 10 0 175 0 : : : : Changes from: April 7, 2015 : : -1,300 -1,280 0 15 -15 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 83.9 0.0 10.4 4.2 6.8 0.0 0.1 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 14 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 280,448 : : Positions : : 198,040 268,368 75,720 0 0 0 3,488 6,688 0 1,904 0 : : : : Changes from: April 7, 2015 : : 10,472 7,344 -1,568 0 0 0 392 -392 0 1,168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 95.7 27.0 0.0 0.0 0.0 1.2 2.4 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,048 : : Positions : : 4,771 6,914 107 331 178 284 0 88 2,426 234 110 : : : : Changes from: April 7, 2015 : : -954 -808 44 -88 -44 62 -22 0 -202 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 85.9 1.3 4.1 2.2 3.5 0.0 1.1 30.1 2.9 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 21,810 : : Positions : : 18,690 18,655 0 630 1,860 1,060 0 140 0 525 0 : : : : Changes from: April 7, 2015 : : -910 -680 0 -90 0 100 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 85.5 0.0 2.9 8.5 4.9 0.0 0.6 0.0 2.4 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 14, 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 14,010 : : Positions : : 12,305 10,555 50 1,325 1,020 0 725 230 0 0 0 : : : : Changes from: April 7, 2015 : : -730 -565 0 -30 0 0 -115 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 75.3 0.4 9.5 7.3 0.0 5.2 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 17,857 : : Positions : : 14,710 12,455 0 2,039 1,503 636 0 285 0 18 22 : : : : Changes from: April 7, 2015 : : 366 262 0 -3 -63 0 0 -22 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 69.7 0.0 11.4 8.4 3.6 0.0 1.6 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 21 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 54,080 : : Positions : : 49,521 37,459 769 1,511 2,227 0 5,446 935 0 6,177 130 : : : : Changes from: April 7, 2015 : : 927 395 79 344 168 0 0 0 0 269 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 69.3 1.4 2.8 4.1 0.0 10.1 1.7 0.0 11.4 0.2 : : : : 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 14, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 58,737 : : Positions : : 55,256 40,273 731 5,141 1,117 0 6,310 1,232 0 4,428 196 : : : : Changes from: April 7, 2015 : : 922 1,005 0 -227 153 0 0 0 0 144 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 68.6 1.2 8.8 1.9 0.0 10.7 2.1 0.0 7.5 0.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 33 33 . . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 46,780 : : Positions : : 42,745 44,620 1,065 810 1,275 450 0 0 1,145 0 0 : : : : Changes from: April 7, 2015 : : 505 835 0 0 0 0 0 0 345 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 95.4 2.3 1.7 2.7 1.0 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 47,935 : : Positions : : 44,985 45,110 555 1,800 935 0 0 0 1,290 0 0 : : : : Changes from: April 7, 2015 : : 70 520 0 0 0 0 0 0 390 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 94.1 1.2 3.8 2.0 0.0 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 28 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 380,480 : : Positions : : 280,885 329,115 8,122 19,660 6,976 28,935 0 20,776 34,034 3,201 752 : : : : Changes from: April 7, 2015 : : 4,818 473 392 4,313 24 0 0 0 0 424 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 86.5 2.1 5.2 1.8 7.6 0.0 5.5 8.9 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 29 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 23,266 : : Positions : : 15,450 20,413 1,025 308 923 2,994 190 686 1,907 317 88 : : : : Changes from: April 7, 2015 : : 430 362 -107 -44 173 0 0 0 63 150 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 87.7 4.4 1.3 4.0 12.9 0.8 2.9 8.2 1.4 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 32 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 15,755 : : Positions : : 12,628 13,188 1,687 0 155 128 514 616 386 1,127 155 : : : : Changes from: April 7, 2015 : : 1,542 928 -77 0 77 0 0 0 -153 384 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 83.7 10.7 0.0 1.0 0.8 3.3 3.9 2.5 7.2 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 512,000 : : Positions : : 431,625 473,321 54,172 0 12,165 0 8,506 12,934 0 3,970 1,104 : : : : Changes from: April 7, 2015 : : 759 759 0 0 0 0 0 0 0 0 0 : : : : 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 : : 18 20 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 43,951 : : Positions : : 31,763 39,745 2,600 518 127 3,320 0 1,824 2,730 216 1,136 : : : : Changes from: April 7, 2015 : : 470 189 -132 0 0 0 0 0 -44 0 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 90.4 5.9 1.2 0.3 7.6 0.0 4.2 6.2 0.5 2.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 17,298 : : Positions : : 11,461 13,642 173 713 979 951 0 41 2,495 0 706 : : : : Changes from: April 7, 2015 : : 620 773 -120 -38 -12 0 0 0 171 0 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 78.9 1.0 4.1 5.7 5.5 0.0 0.2 14.4 0.0 4.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 20 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 208,384 : : Positions : : 138,628 203,672 19,137 1,528 3,184 368 0 0 47,067 0 0 : : : : Changes from: April 7, 2015 : : 1,161 -1,560 -1,193 1,528 -1,528 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 97.7 9.2 0.7 1.5 0.2 0.0 0.0 22.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 13,281 : : Positions : : 8,044 10,550 1,992 145 1,301 1,293 0 154 0 0 0 : : : : Changes from: April 7, 2015 : : 238 -41 -255 44 211 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 79.4 15.0 1.1 9.8 9.7 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 14, 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 111,453 : : Positions : : 85,777 97,461 9,713 8,086 5,906 10,057 0 0 0 0 0 : : : : Changes from: April 7, 2015 : : 784 -408 -66 1,126 2,010 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 87.4 8.7 7.3 5.3 9.0 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 14, 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 23,186 : : Positions : : 11,831 17,883 5,338 0 4,146 714 0 1,157 0 0 0 : : : : Changes from: April 7, 2015 : : 0 307 307 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 77.1 23.0 0.0 17.9 3.1 0.0 5.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 13 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 78,140 : : Positions : : 38,152 50,928 17,476 0 5,186 112 0 2,120 4,020 9,542 9,615 : : : : Changes from: April 7, 2015 : : 28,745 38,102 13,359 0 4,379 -78 0 1,792 3,373 7,882 7,482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 65.2 22.4 0.0 6.6 0.1 0.0 2.7 5.1 12.2 12.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 29,360 : : Positions : : 26,905 13,540 1,870 14,770 30 0 850 50 0 0 0 : : : : Changes from: April 7, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 46.1 6.4 50.3 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 14, 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 25,925 : : Positions : : 24,080 9,895 1,400 14,770 0 0 900 0 0 0 0 : : : : Changes from: April 7, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 38.2 5.4 57.0 0.0 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 25,731 : : Positions : : 25,436 19,766 0 5,920 0 0 0 0 100 0 0 : : : : Changes from: April 7, 2015 : : -50 50 0 0 0 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 76.8 0.0 23.0 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 9 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 19,009 : : Positions : : 18,814 14,539 0 4,470 0 0 0 0 0 0 0 : : : : Changes from: April 7, 2015 : : 210 -90 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 76.5 0.0 23.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 7 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 14,437 : : Positions : : 13,635 14,437 190 0 0 0 0 0 0 0 0 : : : : Changes from: April 7, 2015 : : 2,125 2,135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 100.0 1.3 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 14, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 109,323 : : Positions : : 95,221 107,544 10,523 0 1,534 1,215 95 100 550 0 50 : : : : Changes from: April 7, 2015 : : 3,215 915 -2,400 0 320 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 98.4 9.6 0.0 1.4 1.1 0.1 0.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 32 35 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 131,539 : : Positions : : 115,558 129,418 11,895 0 1,301 1,615 50 670 500 100 0 : : : : Changes from: April 7, 2015 : : 1,700 -790 -2,490 0 345 0 0 200 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 98.4 9.0 0.0 1.0 1.2 0.0 0.5 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 36 38 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 150,428 : : Positions : : 118,496 112,344 2,000 20,031 5,585 3,570 1,052 1,320 14,161 4,863 5,092 : : : : Changes from: April 7, 2015 : : 1,263 929 396 621 -595 -40 160 40 10 -106 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 74.7 1.3 13.3 3.7 2.4 0.7 0.9 9.4 3.2 3.4 : : : : Number of Traders in Each Category Total Traders: 66 : : 42 37 . . 4 . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 99,994 : : Positions : : 84,145 83,807 1,801 3,023 7,934 285 0 1,400 2,350 1,915 1,900 : : : : Changes from: April 7, 2015 : : -475 -1,405 -120 1,315 0 0 0 0 505 0 295 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 83.8 1.8 3.0 7.9 0.3 0.0 1.4 2.4 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 49 : : 36 27 . . 4 . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 24,750 : : Positions : : 23,870 21,655 300 2,075 185 50 715 0 0 0 0 : : : : Changes from: April 7, 2015 : : 335 245 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 87.5 1.2 8.4 0.7 0.2 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 11 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 22,135 : : Positions : : 21,270 19,585 300 1,920 180 25 315 0 0 0 0 : : : : Changes from: April 7, 2015 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 88.5 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 9 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 21,560 : : Positions : : 18,905 16,045 405 1,705 1,850 0 905 295 0 25 0 : : : : Changes from: April 7, 2015 : : 490 335 -25 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 74.4 1.9 7.9 8.6 0.0 4.2 1.4 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 18,984 : : Positions : : 13,847 14,810 861 173 953 116 0 132 846 0 0 : : : : Changes from: April 7, 2015 : : -4 24 3 9 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 78.0 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 14, 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: April 7, 2015 : : 0 0 0 0 0 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 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 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 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 0 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 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 14, 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 20,202 : : Positions : : 12,240 17,812 4,900 0 1,200 0 570 0 1,297 0 0 : : : : Changes from: April 7, 2015 : : 700 600 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 88.2 24.3 0.0 5.9 0.0 2.8 0.0 6.4 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 April 14, 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 17,643 : : Positions : : 10,301 15,458 4,570 0 1,075 0 570 0 1,268 0 0 : : : : Changes from: April 7, 2015 : : 625 525 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 87.6 25.9 0.0 6.1 0.0 3.2 0.0 7.2 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 April 14, 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 33,150 : : Positions : : 29,444 25,512 0 4,105 60 1,250 0 0 1,118 2,670 803 : : : : Changes from: April 7, 2015 : : 305 5 0 300 -65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 77.0 0.0 12.4 0.2 3.8 0.0 0.0 3.4 8.1 2.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 20,924 : : Positions : : 14,792 16,680 1,177 3,610 325 635 0 0 3,085 0 0 : : : : Changes from: April 7, 2015 : : 870 270 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 79.7 5.6 17.3 1.6 3.0 0.0 0.0 14.7 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 14, 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 24,620 : : Positions : : 22,608 17,067 923 7,033 0 20 260 230 250 0 0 : : : : Changes from: April 7, 2015 : : -855 -1,292 -45 180 0 0 0 0 -212 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 69.3 3.7 28.6 0.0 0.1 1.1 0.9 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 21 . . 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 22,546 : : Positions : : 21,101 16,543 0 4,673 595 710 635 0 0 0 0 : : : : Changes from: April 7, 2015 : : -15 320 0 -285 -150 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 73.4 0.0 20.7 2.6 3.1 2.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 20 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 15,623 : : Positions : : 13,035 13,100 1,630 933 600 0 990 0 0 0 0 : : : : Changes from: April 7, 2015 : : 40 150 290 180 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 83.9 10.4 6.0 3.8 0.0 6.3 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 14, 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 27,040 : : Positions : : 23,550 19,495 1,310 2,740 1,720 0 1,895 290 25 675 0 : : : : Changes from: April 7, 2015 : : 325 260 0 80 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 72.1 4.8 10.1 6.4 0.0 7.0 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 14, 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 9,691 : : Positions : : 7,360 7,131 175 2,400 65 975 0 0 0 0 0 : : : : Changes from: April 7, 2015 : : 410 76 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 73.6 1.8 24.8 0.7 10.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 18 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 10,905 : : Positions : : 7,599 8,090 480 2,190 0 480 0 225 1,456 100 40 : : : : Changes from: April 7, 2015 : : 44 -205 0 0 0 0 0 0 1,456 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 74.2 4.4 20.1 0.0 4.4 0.0 2.1 13.4 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 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 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 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 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 0 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 14, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 9,335 : : Positions : : 9,215 6,865 0 2,130 0 0 290 0 0 0 0 : : : : Changes from: April 7, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 73.5 0.0 22.8 0.0 0.0 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 11,969 : : Positions : : 10,670 10,040 400 0 200 0 700 0 0 485 314 : : : : Changes from: April 7, 2015 : : 720 720 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 83.9 3.3 0.0 1.7 0.0 5.8 0.0 0.0 4.1 2.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 : : 26,986 20,146 0 1,200 0 0 5,665 0 0 0 0 : : : : Changes from: April 7, 2015 : : -50 -60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 74.1 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 : : 17 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 26,200 : : Positions : : 26,050 19,845 0 1,200 0 0 5,040 0 0 0 0 : : : : Changes from: April 7, 2015 : : 100 100 0 0 0 0 0 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 19.2 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 14, 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 70,209 : : Positions : : 49,808 65,244 4,665 725 270 11,545 230 175 181 0 620 : : : : Changes from: April 7, 2015 : : 2,445 2,445 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 92.9 6.6 1.0 0.4 16.4 0.3 0.2 0.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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 65,525 : : Positions : : 43,725 62,895 4,665 645 210 11,190 0 0 4,134 0 0 : : : : Changes from: April 7, 2015 : : 2,260 2,260 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 96.0 7.1 1.0 0.3 17.1 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 0 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 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 0 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 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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: April 7, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 17, 2015