Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 113,043 : : Positions : : 27,768 29,487 647 15,791 697 22,680 6,909 3,575 40,831 39,003 16,014 : : : : Changes from: April 21, 2015 : : -1,462 -315 -66 -162 -180 -72 -110 -571 -1,072 -2,182 -2,092 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 26.1 0.6 14.0 0.6 20.1 6.1 3.2 36.1 34.5 14.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 14 . . . . . . 14 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 31,488 : : Positions : : 7,895 8,760 900 2,540 330 6,463 775 497 12,529 15,782 2,109 : : : : Changes from: April 21, 2015 : : -55 -640 -105 -82 0 242 35 -120 -1,443 -679 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 27.8 2.9 8.1 1.0 20.5 2.5 1.6 39.8 50.1 6.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 8 10 . . . . . . 9 13 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 4,447 : : Positions : : 349 565 817 0 592 102 1,689 462 1,132 148 986 : : : : Changes from: April 21, 2015 : : -26 -86 -17 0 -40 -12 54 -171 11 -12 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 12.7 18.4 0.0 13.3 2.3 38.0 10.4 25.5 3.3 22.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 8 6 . 0 . . . . 8 4 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 158,013 : : Positions : : 111,271 115,473 3,559 2,590 12,607 7,941 4,225 3,404 7,025 7,861 11,684 : : : : Changes from: April 21, 2015 : : 3,321 3,004 306 -219 455 -309 40 46 106 496 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 73.1 2.3 1.6 8.0 5.0 2.7 2.2 4.4 5.0 7.4 : : : : Number of Traders in Each Category Total Traders: 77 : : 48 49 . . . 5 4 9 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 42,000 : : Positions : : 33,111 35,730 2,959 0 3,706 223 280 1,899 25 308 77 : : : : Changes from: April 21, 2015 : : 62 -632 -407 0 177 -32 203 7 0 52 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 85.1 7.0 0.0 8.8 0.5 0.7 4.5 0.1 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 23 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 405,934 : : Positions : : 336,847 344,962 0 13,091 18,697 25,646 7,200 19,576 5,168 2,408 0 : : : : Changes from: April 21, 2015 : : -534 -438 0 -960 960 0 280 1,376 1,360 1,944 -912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 85.0 0.0 3.2 4.6 6.3 1.8 4.8 1.3 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 20 0 . . . . . . 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 1,615,916 : : Positions : :1,336,174 1,381,436 113,459 88,820 85,059 12,238 2,376 13,626 29,244 18,483 26,116 : : : : Changes from: April 21, 2015 : : 39,072 25,303 -17,419 2,081 3,592 -3,931 0 1,185 10,911 2,720 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 85.5 7.0 5.5 5.3 0.8 0.1 0.8 1.8 1.1 1.6 : : : : Number of Traders in Each Category Total Traders: 62 : : 38 40 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 61,250 : : Positions : : 52,524 44,456 0 8,188 1,219 162 250 6,620 646 438 78 : : : : Changes from: April 21, 2015 : : 1,254 921 0 580 -42 71 -20 -28 156 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 72.6 0.0 13.4 2.0 0.3 0.4 10.8 1.1 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 27 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 370,746 : : Positions : : 278,885 333,886 56,755 0 1,336 0 570 30,153 2,400 3,584 1,216 : : : : Changes from: April 21, 2015 : : 11,458 4,400 -6,466 0 304 -304 0 0 -288 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 90.1 15.3 0.0 0.4 0.0 0.2 8.1 0.6 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 558,350 : : Positions : : 485,386 476,514 12,093 20,723 34,327 12,039 0 12,921 79 12,360 1,505 : : : : Changes from: April 21, 2015 : : -3,410 2,528 0 -2,370 0 0 0 0 79 -3,489 1,137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 85.3 2.2 3.7 6.1 2.2 0.0 2.3 0.0 2.2 0.3 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 47,567 : : Positions : : 40,065 39,027 0 1,520 978 2,359 370 1,827 174 2,090 1,225 : : : : Changes from: April 21, 2015 : : -662 -869 0 -24 24 0 45 20 4 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 82.0 0.0 3.2 2.1 5.0 0.8 3.8 0.4 4.4 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 27 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 61,149 : : Positions : : 51,963 60,297 8,450 0 345 0 295 50 50 150 0 : : : : Changes from: April 21, 2015 : : 3,100 2,955 -95 0 0 0 0 0 50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 98.6 13.8 0.0 0.6 0.0 0.5 0.1 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 25 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 75,799 : : Positions : : 64,751 75,349 10,390 0 20 50 0 230 0 200 0 : : : : Changes from: April 21, 2015 : : 3,645 3,250 -360 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 99.4 13.7 0.0 0.0 0.1 0.0 0.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 35 27 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 18,970 : : Positions : : 16,785 16,080 0 1,825 740 1,190 0 10 0 225 0 : : : : Changes from: April 21, 2015 : : 1,350 1,300 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 84.8 0.0 9.6 3.9 6.3 0.0 0.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 14 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 293,624 : : Positions : : 211,976 276,928 74,960 0 0 0 3,488 6,688 0 6,520 0 : : : : Changes from: April 21, 2015 : : 12,064 9,752 0 0 0 0 0 0 0 2,312 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 94.3 25.5 0.0 0.0 0.0 1.2 2.3 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 20 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 8,994 : : Positions : : 5,447 7,660 147 331 178 474 40 88 2,426 394 110 : : : : Changes from: April 21, 2015 : : 450 460 20 0 0 110 0 0 0 140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 85.2 1.6 3.7 2.0 5.3 0.4 1.0 27.0 4.4 1.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 24,215 : : Positions : : 21,095 21,010 0 630 1,860 1,060 0 140 0 575 0 : : : : Changes from: April 21, 2015 : : 1,700 1,650 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 86.8 0.0 2.6 7.7 4.4 0.0 0.6 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 13,970 : : Positions : : 12,445 10,670 50 1,305 1,020 0 725 230 0 0 0 : : : : Changes from: April 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 76.4 0.4 9.3 7.3 0.0 5.2 1.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 17,836 : : Positions : : 14,649 12,585 0 1,746 1,585 636 0 285 0 38 22 : : : : Changes from: April 21, 2015 : : 243 202 0 0 0 0 0 0 0 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 70.6 0.0 9.8 8.9 3.6 0.0 1.6 0.0 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 22 0 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 54,443 : : Positions : : 49,153 38,617 1,899 1,467 1,877 0 5,446 935 0 5,715 175 : : : : Changes from: April 21, 2015 : : -350 625 538 -54 -334 0 0 0 0 -443 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 70.9 3.5 2.7 3.4 0.0 10.0 1.7 0.0 10.5 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 30 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 59,847 : : Positions : : 56,559 41,183 731 5,192 1,070 0 6,285 1,232 25 4,620 225 : : : : Changes from: April 21, 2015 : : 626 298 0 331 -210 0 0 0 25 2 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 68.8 1.2 8.7 1.8 0.0 10.5 2.1 0.0 7.7 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 33 . . 4 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 49,905 : : Positions : : 45,570 47,395 1,065 860 1,575 450 0 0 1,145 0 0 : : : : Changes from: April 21, 2015 : : 1,035 685 0 350 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 95.0 2.1 1.7 3.2 0.9 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 50,555 : : Positions : : 47,290 47,365 555 1,850 1,250 0 0 0 1,290 0 0 : : : : Changes from: April 21, 2015 : : 835 485 0 350 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 93.7 1.1 3.7 2.5 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 29 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 380,929 : : Positions : : 279,452 327,578 7,386 23,214 6,192 28,935 0 20,776 35,019 0 3,169 : : : : Changes from: April 21, 2015 : : -1,104 -2,792 -736 3,561 -784 0 0 0 192 -2,417 2,417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 86.0 1.9 6.1 1.6 7.6 0.0 5.5 9.2 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 29 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 23,978 : : Positions : : 16,169 21,226 1,004 186 940 2,994 190 686 1,837 318 111 : : : : Changes from: April 21, 2015 : : 926 637 -65 -20 -41 0 0 0 -216 29 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 88.5 4.2 0.8 3.9 12.5 0.8 2.9 7.7 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 31 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 19,389 : : Positions : : 15,210 17,080 2,917 0 78 78 514 616 386 997 104 : : : : Changes from: April 21, 2015 : : 1,380 2,199 845 0 0 0 0 0 0 26 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 88.1 15.0 0.0 0.4 0.4 2.7 3.2 2.0 5.1 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 178,166 : : Positions : : 112,717 158,963 30,384 0 8,016 9,238 0 10,568 7,232 608 0 : : : : Changes from: April 21, 2015 : : 2,288 688 0 0 0 -608 0 0 -992 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 89.2 17.1 0.0 4.5 5.2 0.0 5.9 4.1 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 4 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 512,263 : : Positions : : 432,312 470,863 51,027 0 14,886 0 8,506 12,934 0 3,970 1,104 : : : : Changes from: April 21, 2015 : : -688 -688 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 91.9 10.0 0.0 2.9 0.0 1.7 2.5 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 20 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 44,761 : : Positions : : 31,377 40,577 3,796 518 127 3,320 0 1,824 2,730 216 1,136 : : : : Changes from: April 21, 2015 : : 60 278 176 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 90.7 8.5 1.2 0.3 7.4 0.0 4.1 6.1 0.5 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 65,225 : : Positions : : 58,585 56,752 6,272 0 368 0 8,105 0 0 0 0 : : : : Changes from: April 21, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 87.0 9.6 0.0 0.6 0.0 12.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 17,121 : : Positions : : 10,880 13,525 298 532 1,073 1,075 0 41 2,619 0 665 : : : : Changes from: April 21, 2015 : : -197 -391 -171 62 -84 84 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 79.0 1.7 3.1 6.3 6.3 0.0 0.2 15.3 0.0 3.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 212,848 : : Positions : : 140,276 207,288 18,673 1,528 4,032 792 0 0 49,075 0 0 : : : : Changes from: April 21, 2015 : : 776 2,360 -848 0 848 424 0 0 2,008 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 97.4 8.8 0.7 1.9 0.4 0.0 0.0 23.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 13,158 : : Positions : : 8,112 10,366 2,080 277 1,146 1,147 0 198 0 0 0 : : : : Changes from: April 21, 2015 : : 24 7 0 0 0 -84 0 44 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 78.8 15.8 2.1 8.7 8.7 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 115,142 : : Positions : : 92,962 100,742 7,001 8,430 5,970 9,209 0 0 0 0 0 : : : : Changes from: April 21, 2015 : : 5,992 3,280 -2,712 -848 1,632 -848 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 87.5 6.1 7.3 5.2 8.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 23,672 : : Positions : : 11,936 18,369 5,719 0 4,146 714 0 1,157 0 0 0 : : : : Changes from: April 21, 2015 : : 103 103 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 77.6 24.2 0.0 17.5 3.0 0.0 4.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 93,634 : : Positions : : 54,949 61,848 17,666 0 4,951 266 0 1,928 2,631 13,603 10,573 : : : : Changes from: April 21, 2015 : : 6,775 6,910 -67 0 5 -10 0 -18 16 -183 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 66.1 18.9 0.0 5.3 0.3 0.0 2.1 2.8 14.5 11.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 29,560 : : Positions : : 27,105 13,740 1,870 14,770 30 0 850 50 0 0 0 : : : : Changes from: April 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 46.5 6.3 50.0 0.1 0.0 2.9 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 15 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 21, 2015 : : 0 0 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: 25 : : 17 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 26,071 : : Positions : : 25,776 19,906 0 6,120 0 0 0 0 100 0 0 : : : : Changes from: April 21, 2015 : : 300 100 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 76.4 0.0 23.5 0.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 12 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 20,484 : : Positions : : 20,040 15,629 0 4,840 0 0 0 0 0 0 0 : : : : Changes from: April 21, 2015 : : 616 850 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.8 76.3 0.0 23.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 9 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 14,192 : : Positions : : 13,390 14,192 190 0 0 0 0 0 0 0 0 : : : : Changes from: April 21, 2015 : : -245 -245 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 100.0 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 28, 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 114,030 : : Positions : : 96,793 111,851 13,358 0 1,934 1,115 95 100 550 0 50 : : : : Changes from: April 21, 2015 : : 1,782 1,532 -250 0 150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 98.1 11.7 0.0 1.7 1.0 0.1 0.1 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 37 4 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 140,582 : : Positions : : 122,111 138,136 14,195 0 1,576 1,465 50 720 500 100 0 : : : : Changes from: April 21, 2015 : : 3,418 3,508 75 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 98.3 10.1 0.0 1.1 1.0 0.0 0.5 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 38 39 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 152,211 : : Positions : : 116,784 116,771 4,152 16,378 6,765 3,570 1,689 1,320 14,761 4,606 4,532 : : : : Changes from: April 21, 2015 : : 4,730 4,115 163 999 -55 0 -312 0 -75 93 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 76.7 2.7 10.8 4.4 2.3 1.1 0.9 9.7 3.0 3.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 42 38 . . 4 . . . 6 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 99,477 : : Positions : : 79,367 83,042 6,280 3,155 8,055 285 0 1,400 1,980 1,915 1,895 : : : : Changes from: April 21, 2015 : : 1,039 -434 22 1,200 -22 0 0 0 -295 0 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 83.5 6.3 3.2 8.1 0.3 0.0 1.4 2.0 1.9 1.9 : : : : Number of Traders in Each Category Total Traders: 50 : : 36 29 . . 4 . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 26,785 : : Positions : : 26,025 23,790 300 2,075 185 50 615 0 0 0 0 : : : : Changes from: April 21, 2015 : : 360 360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 88.8 1.1 7.7 0.7 0.2 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 23,945 : : Positions : : 23,150 21,445 300 1,920 180 25 215 50 0 0 0 : : : : Changes from: April 21, 2015 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 89.6 1.3 8.0 0.8 0.1 0.9 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 10 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 23,105 : : Positions : : 19,850 18,175 990 1,105 1,865 0 905 295 0 25 0 : : : : Changes from: April 21, 2015 : : 45 30 -15 0 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 78.7 4.3 4.8 8.1 0.0 3.9 1.3 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 28, 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 18,992 : : Positions : : 13,849 14,810 862 175 953 116 0 132 846 0 0 : : : : Changes from: April 21, 2015 : : 4 14 0 4 1 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: 21 : : 16 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 21, 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 28, 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 21, 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: 29 : : 15 18 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 2,808,514 : : Positions : :2,460,323 1,091,152 132,503 1,238,968 215,688 0 262,680 0 0 0 0 : : : : Changes from: April 21, 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: 27 : : 18 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 21, 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 28, 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 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 20,115 : : Positions : : 16,219 18,321 2,873 999 765 0 30 0 0 0 0 : : : : Changes from: April 21, 2015 : : -710 -740 0 0 0 0 30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 91.1 14.3 5.0 3.8 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 537,392 : : Positions : : 239,400 363,049 135,399 117,440 56,903 105,690 0 0 0 0 0 : : : : Changes from: April 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 67.6 25.2 21.9 10.6 19.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 21, 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: 25 : : 14 8 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 20,802 : : Positions : : 12,840 18,412 4,900 0 1,200 0 570 0 1,297 0 0 : : : : Changes from: April 21, 2015 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 88.5 23.6 0.0 5.8 0.0 2.7 0.0 6.2 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 18,543 : : Positions : : 10,901 16,358 4,570 0 1,075 0 570 0 1,268 0 0 : : : : Changes from: April 21, 2015 : : 600 900 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 88.2 24.6 0.0 5.8 0.0 3.1 0.0 6.8 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 28, 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 33,307 : : Positions : : 29,509 22,597 0 7,170 75 1,250 0 0 1,253 2,670 755 : : : : Changes from: April 21, 2015 : : 290 265 0 25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 67.8 0.0 21.5 0.2 3.8 0.0 0.0 3.8 8.0 2.3 : : : : 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 21,113 : : Positions : : 14,931 14,891 827 5,610 600 785 0 0 3,085 0 0 : : : : Changes from: April 21, 2015 : : 185 115 -50 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 70.5 3.9 26.6 2.8 3.7 0.0 0.0 14.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 24,680 : : Positions : : 22,531 18,579 862 5,483 98 20 260 230 350 0 0 : : : : Changes from: April 21, 2015 : : 475 525 -50 -75 25 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 75.3 3.5 22.2 0.4 0.1 1.1 0.9 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 21 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 22,819 : : Positions : : 21,869 16,506 0 5,313 115 710 785 0 0 0 0 : : : : Changes from: April 21, 2015 : : 43 28 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 72.3 0.0 23.3 0.5 3.1 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 15,932 : : Positions : : 12,570 13,204 2,550 908 470 0 990 0 0 0 0 : : : : Changes from: April 21, 2015 : : 560 50 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 82.9 16.0 5.7 3.0 0.0 6.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 10,598 : : Positions : : 6,714 9,814 2,350 405 225 0 0 0 0 0 0 : : : : Changes from: April 21, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 92.6 22.2 3.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 27,935 : : Positions : : 23,860 20,280 1,935 2,890 1,680 0 1,895 290 25 675 0 : : : : Changes from: April 21, 2015 : : 80 -45 25 150 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 72.6 6.9 10.3 6.0 0.0 6.8 1.0 0.1 2.4 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 28, 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 9,706 : : Positions : : 7,375 7,146 175 2,400 65 975 0 0 0 0 0 : : : : Changes from: April 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 73.6 1.8 24.7 0.7 10.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 19 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 61,339 : : Positions : : 56,176 53,275 0 3,860 1,895 855 0 150 0 0 0 : : : : Changes from: April 21, 2015 : : 300 0 0 950 -600 480 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 86.9 0.0 6.3 3.1 1.4 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 21 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 56,827 : : Positions : : 53,022 46,639 0 6,480 950 855 0 150 0 0 0 : : : : Changes from: April 21, 2015 : : 300 0 0 845 -295 480 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 82.1 0.0 11.4 1.7 1.5 0.0 0.3 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 28, 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 11,850 : : Positions : : 9,530 11,730 980 0 0 500 0 0 400 0 0 : : : : Changes from: April 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 99.0 8.3 0.0 0.0 4.2 0.0 0.0 3.4 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 28, 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 9,575 : : Positions : : 9,455 7,105 0 2,130 0 0 290 0 0 0 0 : : : : Changes from: April 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 74.2 0.0 22.2 0.0 0.0 3.0 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 28, 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 21, 2015 : : 0 0 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 28, 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 27,176 : : Positions : : 26,986 20,146 0 1,200 0 0 5,665 0 0 0 0 : : : : Changes from: April 21, 2015 : : 0 0 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 28, 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 21, 2015 : : 0 0 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 71,814 : : Positions : : 51,253 66,699 4,665 725 270 11,545 230 175 181 0 620 : : : : Changes from: April 21, 2015 : : 585 595 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 92.9 6.5 1.0 0.4 16.1 0.3 0.2 0.3 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 66,890 : : Positions : : 44,840 64,110 4,765 645 210 11,190 0 0 4,134 0 0 : : : : Changes from: April 21, 2015 : : 645 645 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 95.8 7.1 1.0 0.3 16.7 0.0 0.0 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 23 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 28,528 : : Positions : : 23,405 21,105 0 1,345 420 500 4,500 100 2,425 0 0 : : : : Changes from: April 21, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 74.0 0.0 4.7 1.5 1.8 15.8 0.4 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 24,340 : : Positions : : 22,255 22,905 0 465 135 150 50 600 650 0 0 : : : : Changes from: April 21, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 94.1 0.0 1.9 0.6 0.6 0.2 2.5 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 14 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 20,545 : : Positions : : 7,005 15,990 900 750 450 1,200 2,775 300 10,275 0 0 : : : : Changes from: April 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 77.8 4.4 3.7 2.2 5.8 13.5 1.5 50.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 10,945 : : Positions : : 8,560 9,880 300 150 300 1,200 225 0 0 0 0 : : : : Changes from: April 21, 2015 : : 45 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 90.3 2.7 1.4 2.7 11.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 28,286 : : Positions : : 20,425 17,785 0 2,750 2,500 2,550 1,700 100 1,390 2,475 6 : : : : Changes from: April 21, 2015 : : 2,340 1,740 0 600 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 62.9 0.0 9.7 8.8 9.0 6.0 0.4 4.9 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 28, 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 21,560 : : Positions : : 17,770 14,295 300 2,910 1,465 125 1,150 525 0 230 210 : : : : Changes from: April 21, 2015 : : 50 0 0 10 40 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 66.3 1.4 13.5 6.8 0.6 5.3 2.4 0.0 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 1, 2015