Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 122,938 : : Positions : : 32,861 34,079 677 14,861 1,522 28,129 7,884 4,693 39,705 44,225 14,589 : : : : Changes from: May 19, 2015 : : 352 -143 0 -258 -156 -391 -45 370 120 686 -939 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 27.7 0.6 12.1 1.2 22.9 6.4 3.8 32.3 36.0 11.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 16 16 . . . . . . 15 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 33,963 : : Positions : : 8,110 11,045 900 2,315 450 5,403 2,355 1,092 15,539 14,407 1,649 : : : : Changes from: May 19, 2015 : : -150 190 0 -90 0 0 210 15 295 -220 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.9 32.5 2.6 6.8 1.3 15.9 6.9 3.2 45.8 42.4 4.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 11 . . . . . . 11 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 4,792 : : Positions : : 421 699 972 0 633 70 1,805 515 1,163 125 1,013 : : : : Changes from: May 19, 2015 : : -18 51 70 0 -35 -8 -30 19 -26 -2 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 14.6 20.3 0.0 13.2 1.5 37.7 10.7 24.3 2.6 21.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 10 6 . 0 . . . . 8 . 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 161,496 : : Positions : : 112,706 118,369 3,666 3,115 11,822 8,286 4,129 3,391 6,665 5,844 14,533 : : : : Changes from: May 19, 2015 : : 1,527 2,169 478 -26 -204 281 -14 248 787 654 -625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 73.3 2.3 1.9 7.3 5.1 2.6 2.1 4.1 3.6 9.0 : : : : Number of Traders in Each Category Total Traders: 77 : : 45 48 . . 4 4 5 7 6 7 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 46,031 : : Positions : : 36,549 37,832 2,770 0 4,239 278 306 1,740 0 1,458 455 : : : : Changes from: May 19, 2015 : : 2,342 1,568 -228 0 772 -26 -7 0 -26 502 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 82.2 6.0 0.0 9.2 0.6 0.7 3.8 0.0 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 23 . 0 . . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 425,500 : : Positions : : 364,413 364,572 0 13,719 17,401 29,942 3,584 13,744 0 12,480 0 : : : : Changes from: May 19, 2015 : : 11,812 9,115 0 9 0 960 0 -1,312 0 3,648 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 85.7 0.0 3.2 4.1 7.0 0.8 3.2 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 20 0 . . . . . 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 1,776,830 : : Positions : :1,492,417 1,538,595 104,081 92,286 88,445 12,818 2,376 12,441 38,439 14,498 28,189 : : : : Changes from: May 19, 2015 : : 25,991 30,021 3,144 85 -287 2,443 0 0 -1,472 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 86.6 5.9 5.2 5.0 0.7 0.1 0.7 2.2 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 39 . . . . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 65,749 : : Positions : : 56,788 49,215 0 8,194 1,079 102 1,045 5,577 1,998 434 205 : : : : Changes from: May 19, 2015 : : 3,476 3,329 0 658 -132 -78 -38 2 551 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 74.9 0.0 12.5 1.6 0.2 1.6 8.5 3.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 0 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 386,981 : : Positions : : 302,769 352,066 49,515 0 4,680 0 1,482 27,113 2,296 1,032 608 : : : : Changes from: May 19, 2015 : : 14,696 6,467 -7,013 0 2,128 0 0 0 -1,216 0 608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 91.0 12.8 0.0 1.2 0.0 0.4 7.0 0.6 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 561,446 : : Positions : : 489,418 500,920 11,745 5,889 32,467 13,879 0 11,081 2,008 10,241 848 : : : : Changes from: May 19, 2015 : : 16,800 16,016 0 0 0 0 0 0 -495 289 -289 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 89.2 2.1 1.0 5.8 2.5 0.0 2.0 0.4 1.8 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 47,603 : : Positions : : 40,207 39,285 0 1,147 1,191 2,579 557 1,607 203 2,090 1,174 : : : : Changes from: May 19, 2015 : : 1,153 706 0 0 0 0 43 0 -22 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 82.5 0.0 2.4 2.5 5.4 1.2 3.4 0.4 4.4 2.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 29 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 68,735 : : Positions : : 60,249 67,466 7,150 0 765 0 320 0 150 100 0 : : : : Changes from: May 19, 2015 : : 470 950 420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 98.2 10.4 0.0 1.1 0.0 0.5 0.0 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 25 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 3,950 : : Positions : : 3,800 3,750 0 0 0 0 50 50 0 0 0 : : : : Changes from: May 19, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 94.9 0.0 0.0 0.0 0.0 1.3 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 12 0 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 81,990 : : Positions : : 72,041 81,615 9,115 0 35 60 0 180 50 100 0 : : : : Changes from: May 19, 2015 : : -105 375 420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 99.5 11.1 0.0 0.0 0.1 0.0 0.2 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 29 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 18,745 : : Positions : : 16,580 15,970 0 1,860 725 1,190 0 10 0 100 0 : : : : Changes from: May 19, 2015 : : 1,150 1,150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 85.2 0.0 9.9 3.9 6.3 0.0 0.1 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 294,656 : : Positions : : 207,000 274,416 80,552 0 784 0 3,856 6,320 0 9,280 0 : : : : Changes from: May 19, 2015 : : 16 4,712 4,696 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 93.1 27.3 0.0 0.3 0.0 1.3 2.1 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 8,756 : : Positions : : 5,671 7,232 104 287 242 541 84 0 1,920 586 110 : : : : Changes from: May 19, 2015 : : 566 543 21 0 0 -4 40 -40 0 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 82.6 1.2 3.3 2.8 6.2 1.0 0.0 21.9 6.7 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 23,935 : : Positions : : 20,665 20,705 0 660 1,850 1,060 0 140 0 500 0 : : : : Changes from: May 19, 2015 : : 505 485 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 86.5 0.0 2.8 7.7 4.4 0.0 0.6 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 13,980 : : Positions : : 12,365 10,540 50 1,350 970 0 685 205 0 0 0 : : : : Changes from: May 19, 2015 : : -15 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 75.4 0.4 9.7 6.9 0.0 4.9 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 18,979 : : Positions : : 15,993 13,711 42 1,963 1,348 636 0 241 0 76 44 : : : : Changes from: May 19, 2015 : : 586 514 0 113 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 72.2 0.2 10.3 7.1 3.4 0.0 1.3 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 20 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 54,344 : : Positions : : 49,759 38,861 1,410 2,364 1,654 0 4,738 935 0 5,415 200 : : : : Changes from: May 19, 2015 : : 170 65 -85 20 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 71.5 2.6 4.4 3.0 0.0 8.7 1.7 0.0 10.0 0.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 27 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 58,206 : : Positions : : 54,359 39,463 741 5,534 1,049 0 5,806 1,232 175 4,452 585 : : : : Changes from: May 19, 2015 : : 399 792 0 -370 164 0 0 0 100 77 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 67.8 1.3 9.5 1.8 0.0 10.0 2.1 0.3 7.6 1.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 29 . . 4 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 48,505 : : Positions : : 44,940 45,995 440 960 1,475 400 0 0 1,170 0 0 : : : : Changes from: May 19, 2015 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 94.8 0.9 2.0 3.0 0.8 0.0 0.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 16 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 48,490 : : Positions : : 45,620 45,410 220 1,745 1,250 0 0 0 1,240 0 0 : : : : Changes from: May 19, 2015 : : 130 130 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 93.6 0.5 3.6 2.6 0.0 0.0 0.0 2.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 26 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 382,960 : : Positions : : 283,569 337,173 5,914 20,876 6,152 31,879 0 15,992 36,687 0 2,767 : : : : Changes from: May 19, 2015 : : 3,327 6,079 0 -2,752 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 88.0 1.5 5.5 1.6 8.3 0.0 4.2 9.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 30 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 23,737 : : Positions : : 16,656 20,354 1,048 249 872 2,868 0 680 1,182 917 216 : : : : Changes from: May 19, 2015 : : 417 487 66 6 20 0 0 0 -132 -15 -145 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 85.7 4.4 1.0 3.7 12.1 0.0 2.9 5.0 3.9 0.9 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 29 . . . . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 20,904 : : Positions : : 15,570 19,288 4,280 0 0 104 150 616 334 850 0 : : : : Changes from: May 19, 2015 : : 4 753 879 0 -104 26 0 0 26 182 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 92.3 20.5 0.0 0.0 0.5 0.7 2.9 1.6 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . 0 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 538,016 : : Positions : : 461,137 502,136 55,315 0 10,102 0 9,242 11,462 0 5,074 0 : : : : Changes from: May 19, 2015 : : -1,104 -1,104 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 93.3 10.3 0.0 1.9 0.0 1.7 2.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 46,273 : : Positions : : 33,351 42,268 3,708 342 149 2,946 0 1,846 2,862 282 960 : : : : Changes from: May 19, 2015 : : 132 88 -44 0 22 -22 0 22 -22 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 91.3 8.0 0.7 0.3 6.4 0.0 4.0 6.2 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,912 : : Positions : : 10,995 13,363 466 662 683 747 0 41 2,811 371 489 : : : : Changes from: May 19, 2015 : : 21 574 275 -44 -214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 79.0 2.8 3.9 4.0 4.4 0.0 0.2 16.6 2.2 2.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 20 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 189,728 : : Positions : : 130,028 183,752 19,897 0 4,817 792 0 0 33,035 0 1,159 : : : : Changes from: May 19, 2015 : : -5,072 -5,072 0 0 0 368 0 0 -368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 96.9 10.5 0.0 2.5 0.4 0.0 0.0 17.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,292 : : Positions : : 6,973 9,868 2,243 275 1,126 1,079 0 176 220 0 0 : : : : Changes from: May 19, 2015 : : 87 199 -23 -154 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 80.3 18.2 2.2 9.2 8.8 0.0 1.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 109,174 : : Positions : : 90,674 95,830 5,529 7,006 6,338 6,633 0 0 0 0 0 : : : : Changes from: May 19, 2015 : : 1,152 736 0 48 368 -368 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 87.8 5.1 6.4 5.8 6.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 24,574 : : Positions : : 11,468 19,349 7,297 0 4,146 584 0 1,079 0 0 0 : : : : Changes from: May 19, 2015 : : 26 416 390 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 78.7 29.7 0.0 16.9 2.4 0.0 4.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 17 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 103,739 : : Positions : : 60,909 75,289 20,911 0 2,435 545 0 1,256 1,984 9,089 15,072 : : : : Changes from: May 19, 2015 : : 761 8,027 3,010 0 35 -38 0 32 11 -4,291 3,682 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 72.6 20.2 0.0 2.3 0.5 0.0 1.2 1.9 8.8 14.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 12 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 28,260 : : Positions : : 26,185 12,750 1,670 14,435 55 0 850 50 0 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 45.1 5.9 51.1 0.2 0.0 3.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 24,655 : : Positions : : 22,985 9,000 1,350 14,435 0 0 900 0 0 0 0 : : : : Changes from: May 19, 2015 : : -20 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 36.5 5.5 58.5 0.0 0.0 3.7 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 May 26, 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 : : 25,731 20,011 0 5,620 0 0 0 0 0 100 0 : : : : Changes from: May 19, 2015 : : 1,250 1,290 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 77.8 0.0 21.8 0.0 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 15 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 23,119 : : Positions : : 22,730 18,514 0 4,590 0 0 0 0 0 0 0 : : : : Changes from: May 19, 2015 : : 1,060 1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 80.1 0.0 19.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 10 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 19,580 : : Positions : : 18,740 18,440 0 620 130 0 150 0 0 0 0 : : : : Changes from: May 19, 2015 : : 550 400 0 50 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 94.2 0.0 3.2 0.7 0.0 0.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 12,435 : : Positions : : 11,920 12,375 75 0 0 0 0 0 0 0 0 : : : : Changes from: May 19, 2015 : : 500 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 99.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 18 7 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 13,617 : : Positions : : 13,262 13,617 95 0 0 0 0 0 0 0 0 : : : : Changes from: May 19, 2015 : : 710 670 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 100.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 20 8 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 119,922 : : Positions : : 102,725 117,422 12,012 0 2,380 1,115 70 50 1,400 0 0 : : : : Changes from: May 19, 2015 : : 1,255 1,675 50 0 0 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 97.9 10.0 0.0 2.0 0.9 0.1 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 32 4 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 141,368 : : Positions : : 123,897 138,634 12,857 0 1,964 1,665 100 520 450 150 0 : : : : Changes from: May 19, 2015 : : -484 -359 25 0 -45 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 98.1 9.1 0.0 1.4 1.2 0.1 0.4 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 38 35 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 148,248 : : Positions : : 115,732 115,574 4,875 18,528 3,032 3,475 2,086 1,170 13,942 2,105 5,643 : : : : Changes from: May 19, 2015 : : 1,777 2,137 1,002 800 -1,919 0 -72 0 215 220 -465 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 78.0 3.3 12.5 2.0 2.3 1.4 0.8 9.4 1.4 3.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 38 36 . . 4 . . . 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 98,819 : : Positions : : 81,299 81,041 5,997 4,810 6,423 230 0 1,380 1,325 3,230 1,920 : : : : Changes from: May 19, 2015 : : 1,435 -60 75 350 -110 0 0 0 -20 1,200 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 82.0 6.1 4.9 6.5 0.2 0.0 1.4 1.3 3.3 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 34 27 . . 4 . 0 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 25,920 : : Positions : : 25,205 23,125 300 2,105 125 0 565 0 150 0 0 : : : : Changes from: May 19, 2015 : : -60 -60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 89.2 1.2 8.1 0.5 0.0 2.2 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 23,285 : : Positions : : 22,695 20,785 300 2,010 90 0 215 50 0 0 0 : : : : Changes from: May 19, 2015 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 89.3 1.3 8.6 0.4 0.0 0.9 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 8 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 24,955 : : Positions : : 22,090 20,185 615 1,395 1,885 0 910 265 0 25 0 : : : : Changes from: May 19, 2015 : : 250 -50 -300 0 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 80.9 2.5 5.6 7.6 0.0 3.6 1.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 27 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 17,332 : : Positions : : 12,722 13,579 824 122 929 92 0 132 802 0 0 : : : : Changes from: May 19, 2015 : : 19 12 0 -7 17 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 78.3 4.8 0.7 5.4 0.5 0.0 0.8 4.6 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 May 26, 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 126,228 : : Positions : : 116,480 65,151 662 52,856 3,551 2,995 0 2,540 0 2,130 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 51.6 0.5 41.9 2.8 2.4 0.0 2.0 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 May 26, 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 2,755,154 : : Positions : :2,419,843 1,062,448 121,095 1,230,504 214,216 0 247,960 0 0 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 38.6 4.4 44.7 7.8 0.0 9.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 46,349 : : Positions : : 36,002 38,237 1,655 420 4,707 278 0 2,985 722 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 82.5 3.6 0.9 10.2 0.6 0.0 6.4 1.6 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 May 26, 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 17,623 : : Positions : : 13,946 16,231 2,741 603 765 0 24 0 0 0 0 : : : : Changes from: May 19, 2015 : : 4 0 0 0 0 0 4 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 92.1 15.6 3.4 4.3 0.0 0.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 1,247,821 : : Positions : : 710,766 832,336 143,377 131,781 213,144 102,200 0 70,560 7,774 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 66.7 11.5 10.6 17.1 8.2 0.0 5.7 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 21,451 : : Positions : : 12,205 19,125 5,550 0 750 0 540 0 1,975 0 130 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 89.2 25.9 0.0 3.5 0.0 2.5 0.0 9.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 19,361 : : Positions : : 11,691 16,996 4,895 0 750 0 540 0 1,116 70 175 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 87.8 25.3 0.0 3.9 0.0 2.8 0.0 5.8 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 13 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 34,622 : : Positions : : 30,864 23,592 0 7,490 55 1,150 0 0 1,193 2,670 755 : : : : Changes from: May 19, 2015 : : 585 900 0 -315 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 68.1 0.0 21.6 0.2 3.3 0.0 0.0 3.4 7.7 2.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 20,976 : : Positions : : 15,663 14,811 674 5,565 600 720 0 0 2,605 0 0 : : : : Changes from: May 19, 2015 : : 65 120 0 -5 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 70.6 3.2 26.5 2.9 3.4 0.0 0.0 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 23,978 : : Positions : : 22,137 17,877 1,153 5,558 78 0 210 200 250 0 0 : : : : Changes from: May 19, 2015 : : -1,290 -1,300 -10 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 74.6 4.8 23.2 0.3 0.0 0.9 0.8 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 24 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 22,041 : : Positions : : 21,246 16,063 0 5,143 115 600 720 0 0 0 0 : : : : Changes from: May 19, 2015 : : -550 -1,150 0 600 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 72.9 0.0 23.3 0.5 2.7 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 15,594 : : Positions : : 12,696 13,354 2,445 850 450 0 940 0 0 0 0 : : : : Changes from: May 19, 2015 : : 140 85 -55 0 5 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 85.6 15.7 5.5 2.9 0.0 6.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 10,954 : : Positions : : 7,769 9,974 1,810 380 555 0 0 0 0 0 0 : : : : Changes from: May 19, 2015 : : 311 -109 -455 0 330 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 91.1 16.5 3.5 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 30,375 : : Positions : : 26,510 23,100 1,305 2,350 1,935 0 1,860 290 25 600 0 : : : : Changes from: May 19, 2015 : : 1,420 1,120 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 76.0 4.3 7.7 6.4 0.0 6.1 1.0 0.1 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 9,752 : : Positions : : 7,410 7,217 0 2,400 0 975 0 0 0 0 0 : : : : Changes from: May 19, 2015 : : 0 36 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 74.0 0.0 24.6 0.0 10.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 16 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 11,317 : : Positions : : 8,114 8,457 480 2,140 0 480 0 200 1,583 100 40 : : : : Changes from: May 19, 2015 : : 40 76 0 0 0 0 0 0 36 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 74.7 4.2 18.9 0.0 4.2 0.0 1.8 14.0 0.9 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 16 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 61,030 : : Positions : : 55,471 53,121 0 2,910 2,845 840 0 145 0 50 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 87.0 0.0 4.8 4.7 1.4 0.0 0.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 20 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 56,787 : : Positions : : 52,442 46,825 0 5,510 1,920 840 0 145 0 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 82.5 0.0 9.7 3.4 1.5 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 11,225 : : Positions : : 9,315 11,105 830 0 0 550 0 0 200 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 98.9 7.4 0.0 0.0 4.9 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . 0 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 9,210 : : Positions : : 9,090 6,815 0 2,055 0 0 340 0 0 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 74.0 0.0 22.3 0.0 0.0 3.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 13,845 : : Positions : : 13,400 11,130 0 0 0 50 2,260 50 0 150 0 : : : : Changes from: May 19, 2015 : : 300 0 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 80.4 0.0 0.0 0.0 0.4 16.3 0.4 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 8 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 10,375 : : Positions : : 10,225 5,935 0 100 0 0 2,380 0 0 1,900 0 : : : : Changes from: May 19, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 57.2 0.0 1.0 0.0 0.0 22.9 0.0 0.0 18.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 11,460 : : Positions : : 10,245 9,400 500 0 100 0 950 0 0 485 305 : : : : Changes from: May 19, 2015 : : 100 0 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 82.0 4.4 0.0 0.9 0.0 8.3 0.0 0.0 4.2 2.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 11 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 25,938 : : Positions : : 25,653 19,043 0 1,200 0 0 5,555 0 100 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 73.4 0.0 4.6 0.0 0.0 21.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 0 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 25,080 : : Positions : : 24,945 18,795 0 1,200 0 0 4,980 0 0 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 74.9 0.0 4.8 0.0 0.0 19.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 71,674 : : Positions : : 50,118 66,896 4,015 835 160 12,185 230 85 1,643 0 508 : : : : Changes from: May 19, 2015 : : 0 400 0 0 0 400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 93.3 5.6 1.2 0.2 17.0 0.3 0.1 2.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 66,435 : : Positions : : 43,985 63,355 4,115 725 130 11,030 0 0 5,127 0 0 : : : : Changes from: May 19, 2015 : : -100 200 0 0 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 95.4 6.2 1.1 0.2 16.6 0.0 0.0 7.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 23 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 28,141 : : Positions : : 23,810 21,100 0 1,210 420 600 4,375 0 2,200 100 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 75.0 0.0 4.3 1.5 2.1 15.5 0.0 7.8 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 0 . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 24,050 : : Positions : : 22,640 22,680 0 480 120 100 0 600 500 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 94.3 0.0 2.0 0.5 0.4 0.0 2.5 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 14 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 10,075 : : Positions : : 7,735 9,125 300 100 300 1,200 200 0 0 0 0 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 90.6 3.0 1.0 3.0 11.9 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 28,489 : : Positions : : 21,505 18,075 0 2,835 2,415 2,400 1,800 0 870 2,200 89 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 63.4 0.0 10.0 8.5 8.4 6.3 0.0 3.1 7.7 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 26, 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 20,585 : : Positions : : 17,115 13,505 200 2,910 1,465 150 1,200 450 0 170 210 : : : : Changes from: May 19, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 65.6 1.0 14.1 7.1 0.7 5.8 2.2 0.0 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 29, 2015