Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 118,450 : : Positions : : 29,104 32,826 626 12,015 1,633 22,938 7,704 10,150 39,364 39,061 13,443 : : : : Changes from: May 26, 2015 : : -3,757 -1,253 -51 -2,846 111 -5,191 -180 5,457 -341 -5,164 -1,146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.6 27.7 0.5 10.1 1.4 19.4 6.5 8.6 33.2 33.0 11.3 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 16 . . . . . . 15 12 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 30,606 : : Positions : : 7,551 9,525 795 2,303 375 5,115 1,710 1,085 13,277 13,310 1,643 : : : : Changes from: May 26, 2015 : : -559 -1,520 -105 -12 -75 -288 -645 -7 -2,262 -1,097 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 31.1 2.6 7.5 1.2 16.7 5.6 3.5 43.4 43.5 5.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 7 10 . . . . . . 9 12 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 4,337 : : Positions : : 386 569 919 0 563 86 1,804 383 1,092 112 902 : : : : Changes from: May 26, 2015 : : -36 -130 -54 0 -69 16 -1 -131 -71 -13 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.9 13.1 21.2 0.0 13.0 2.0 41.6 8.8 25.2 2.6 20.8 : : : : 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 June 2, 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 160,400 : : Positions : : 111,755 117,925 3,268 3,286 11,894 8,360 4,285 3,323 7,537 5,733 13,704 : : : : Changes from: May 26, 2015 : : -951 -444 -398 171 73 75 156 -68 872 -111 -829 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 73.5 2.0 2.0 7.4 5.2 2.7 2.1 4.7 3.6 8.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 44 46 . . 4 . 5 6 6 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 44,582 : : Positions : : 35,785 36,550 2,671 0 4,025 77 181 1,539 0 1,801 485 : : : : Changes from: May 26, 2015 : : -764 -1,282 -99 0 -214 -201 -125 -201 0 343 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 82.0 6.0 0.0 9.0 0.2 0.4 3.5 0.0 4.0 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 26 24 . 0 . . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 389,315 : : Positions : : 334,748 333,767 0 14,315 16,425 27,550 1,936 10,592 0 12,280 0 : : : : Changes from: May 26, 2015 : : -29,665 -30,805 0 596 -976 -2,392 -1,648 -3,152 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 85.7 0.0 3.7 4.2 7.1 0.5 2.7 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 20 0 . . . . . 0 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 1,801,813 : : Positions : :1,521,240 1,556,426 92,686 93,051 92,880 11,266 2,376 12,825 41,159 14,498 29,757 : : : : Changes from: May 26, 2015 : : 28,823 17,831 -11,395 765 4,435 -1,552 0 384 2,720 0 1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 86.4 5.1 5.2 5.2 0.6 0.1 0.7 2.3 0.8 1.7 : : : : Number of Traders in Each Category Total Traders: 58 : : 33 40 . . . . . . 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 67,505 : : Positions : : 57,978 50,913 0 7,699 1,584 70 696 5,872 1,595 334 407 : : : : Changes from: May 26, 2015 : : 1,190 1,698 0 -495 505 -32 -349 295 -403 -100 202 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 75.4 0.0 11.4 2.3 0.1 1.0 8.7 2.4 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 22 0 . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 393,985 : : Positions : : 311,500 358,766 44,299 0 5,288 0 1,482 27,113 5,481 1,032 304 : : : : Changes from: May 26, 2015 : : 8,731 6,700 -5,216 0 608 0 0 0 3,185 0 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 91.1 11.2 0.0 1.3 0.0 0.4 6.9 1.4 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 565,283 : : Positions : : 492,438 506,319 12,140 5,889 33,257 13,879 0 11,081 1,640 7,889 848 : : : : Changes from: May 26, 2015 : : 3,020 5,399 395 0 790 0 0 0 -368 -2,352 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 89.6 2.1 1.0 5.9 2.5 0.0 2.0 0.3 1.4 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 30 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 50,272 : : Positions : : 42,550 41,785 0 1,226 1,345 2,579 343 1,692 226 2,090 1,195 : : : : Changes from: May 26, 2015 : : 2,343 2,500 0 79 154 0 -214 85 23 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 83.1 0.0 2.4 2.7 5.1 0.7 3.4 0.4 4.2 2.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 30 29 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 69,535 : : Positions : : 61,069 68,201 7,015 0 830 0 320 0 200 100 0 : : : : Changes from: May 26, 2015 : : 820 735 -135 0 65 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 98.1 10.1 0.0 1.2 0.0 0.5 0.0 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 26 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 82,575 : : Positions : : 72,821 81,945 8,765 0 190 60 0 180 50 200 0 : : : : Changes from: May 26, 2015 : : 780 330 -350 0 155 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 99.2 10.6 0.0 0.2 0.1 0.0 0.2 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 30 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 19,015 : : Positions : : 16,830 16,270 0 1,810 745 1,190 0 10 0 100 0 : : : : Changes from: May 26, 2015 : : 250 300 0 -50 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 85.6 0.0 9.5 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 June 2, 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 297,368 : : Positions : : 210,488 276,344 79,776 0 784 0 3,856 6,320 0 10,064 0 : : : : Changes from: May 26, 2015 : : 3,488 1,928 -776 0 0 0 0 0 0 784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 92.9 26.8 0.0 0.3 0.0 1.3 2.1 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 20 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 8,929 : : Positions : : 5,888 7,553 104 287 242 541 84 0 1,920 609 110 : : : : Changes from: May 26, 2015 : : 217 321 0 0 0 0 0 0 0 23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 84.6 1.2 3.2 2.7 6.1 0.9 0.0 21.5 6.8 1.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 23,995 : : Positions : : 20,710 20,800 0 610 1,865 1,060 0 140 0 500 0 : : : : Changes from: May 26, 2015 : : 45 95 0 -50 15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 86.7 0.0 2.5 7.8 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 June 2, 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 13,945 : : Positions : : 12,330 10,505 50 1,350 970 0 685 205 0 0 0 : : : : Changes from: May 26, 2015 : : -35 -35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 75.3 0.4 9.7 7.0 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 June 2, 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 19,143 : : Positions : : 16,179 13,853 42 2,007 1,304 636 0 241 0 76 44 : : : : Changes from: May 26, 2015 : : 186 142 0 44 -44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 72.4 0.2 10.5 6.8 3.3 0.0 1.3 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 55,243 : : Positions : : 50,404 39,433 1,574 2,849 1,669 0 4,788 935 0 5,209 200 : : : : Changes from: May 26, 2015 : : 645 572 164 485 15 0 50 0 0 -206 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 71.4 2.8 5.2 3.0 0.0 8.7 1.7 0.0 9.4 0.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 29 27 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 59,720 : : Positions : : 55,712 40,312 741 5,764 1,240 0 5,806 1,232 25 4,606 675 : : : : Changes from: May 26, 2015 : : 1,353 849 0 230 191 0 0 0 -150 154 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 67.5 1.2 9.7 2.1 0.0 9.7 2.1 0.0 7.7 1.1 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 31 . . 4 0 . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 50,025 : : Positions : : 46,160 47,515 740 960 1,475 400 0 0 1,170 0 0 : : : : Changes from: May 26, 2015 : : 1,220 1,520 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 95.0 1.5 1.9 2.9 0.8 0.0 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,695 : : Positions : : 46,805 46,615 220 1,745 1,250 0 0 0 1,260 0 0 : : : : Changes from: May 26, 2015 : : 1,185 1,205 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 93.8 0.4 3.5 2.5 0.0 0.0 0.0 2.5 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 June 2, 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 385,550 : : Positions : : 288,832 339,004 5,130 19,724 6,152 31,879 0 15,992 33,255 368 4,310 : : : : Changes from: May 26, 2015 : : 5,263 1,831 -784 -1,152 0 0 0 0 -3,432 368 1,543 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 87.9 1.3 5.1 1.6 8.3 0.0 4.1 8.6 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 24,299 : : Positions : : 17,084 20,874 1,072 209 891 2,890 0 680 1,034 785 388 : : : : Changes from: May 26, 2015 : : 428 520 24 -40 19 22 0 0 -148 -133 173 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 85.9 4.4 0.9 3.7 11.9 0.0 2.8 4.3 3.2 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 29 . . . . 0 . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 23,885 : : Positions : : 15,366 22,295 7,387 0 0 156 150 616 334 798 26 : : : : Changes from: May 26, 2015 : : -204 3,007 3,107 0 0 52 0 0 0 -52 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 93.3 30.9 0.0 0.0 0.7 0.6 2.6 1.4 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . 0 0 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 202,261 : : Positions : : 139,695 189,773 40,128 0 1,520 9,542 0 9,656 1,720 1,312 0 : : : : Changes from: May 26, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 93.8 19.8 0.0 0.8 4.7 0.0 4.8 0.9 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 545,008 : : Positions : : 468,129 509,512 55,699 0 9,718 0 9,242 11,462 0 5,074 0 : : : : Changes from: May 26, 2015 : : 6,992 7,376 384 0 -384 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 93.5 10.2 0.0 1.8 0.0 1.7 2.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 46,460 : : Positions : : 33,416 42,477 3,620 342 149 2,946 0 1,846 2,862 282 960 : : : : Changes from: May 26, 2015 : : 65 209 -88 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 91.4 7.8 0.7 0.3 6.3 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 June 2, 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 17,350 : : Positions : : 11,645 13,845 466 618 683 747 0 41 2,473 543 317 : : : : Changes from: May 26, 2015 : : 650 482 0 -44 0 0 0 0 -338 172 -172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 79.8 2.7 3.6 3.9 4.3 0.0 0.2 14.3 3.1 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 209,256 : : Positions : : 149,556 198,216 15,617 0 9,881 792 0 0 32,251 0 1,159 : : : : Changes from: May 26, 2015 : : 19,528 14,464 -4,280 0 5,064 0 0 0 -784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 94.7 7.5 0.0 4.7 0.4 0.0 0.0 15.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 16 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 12,250 : : Positions : : 6,717 9,605 2,243 232 1,126 1,079 0 176 220 0 0 : : : : Changes from: May 26, 2015 : : -256 -263 0 -43 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 78.4 18.3 1.9 9.2 8.8 0.0 1.4 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 113,830 : : Positions : : 95,330 98,166 5,529 9,326 6,338 6,633 0 0 0 0 0 : : : : Changes from: May 26, 2015 : : 4,656 2,336 0 2,320 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 86.2 4.9 8.2 5.6 5.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 23,624 : : Positions : : 11,203 18,474 6,737 0 4,146 534 0 1,004 0 0 0 : : : : Changes from: May 26, 2015 : : -265 -875 -560 0 0 -50 0 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 78.2 28.5 0.0 17.5 2.3 0.0 4.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 106,103 : : Positions : : 64,365 77,720 19,999 0 2,715 245 0 1,507 2,072 8,937 14,649 : : : : Changes from: May 26, 2015 : : 3,455 2,430 -913 0 280 -300 0 251 88 -152 -424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 73.2 18.8 0.0 2.6 0.2 0.0 1.4 2.0 8.4 13.8 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 28,860 : : Positions : : 26,785 13,350 1,670 14,435 55 0 850 50 0 0 0 : : : : Changes from: May 26, 2015 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 46.3 5.8 50.0 0.2 0.0 2.9 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 June 2, 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 26, 2015 : : 0 0 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 June 2, 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 26,146 : : Positions : : 26,146 20,376 0 5,620 0 0 0 0 0 150 0 : : : : Changes from: May 26, 2015 : : 415 365 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 77.9 0.0 21.5 0.0 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 15 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 23,819 : : Positions : : 23,629 19,229 0 4,590 0 0 0 0 50 0 0 : : : : Changes from: May 26, 2015 : : 899 715 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 80.7 0.0 19.3 0.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 11 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 19,530 : : Positions : : 18,690 18,390 0 620 130 0 150 0 0 0 0 : : : : Changes from: May 26, 2015 : : -50 -50 0 0 0 0 0 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 June 2, 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 26, 2015 : : 0 0 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 June 2, 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 13,597 : : Positions : : 13,242 13,597 95 0 0 0 0 0 0 0 0 : : : : Changes from: May 26, 2015 : : -20 -20 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 June 2, 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 122,171 : : Positions : : 104,974 119,586 12,012 0 2,380 1,115 70 50 1,400 85 0 : : : : Changes from: May 26, 2015 : : 2,249 2,164 0 0 0 0 0 0 0 85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 97.9 9.8 0.0 1.9 0.9 0.1 0.0 1.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 32 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 146,068 : : Positions : : 128,547 143,299 12,857 0 1,964 1,665 100 520 500 185 0 : : : : Changes from: May 26, 2015 : : 4,650 4,665 0 0 0 0 0 0 50 35 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 98.1 8.8 0.0 1.3 1.1 0.1 0.4 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 38 34 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 148,596 : : Positions : : 116,151 115,517 4,429 18,215 3,890 3,475 1,899 1,170 14,242 2,884 4,941 : : : : Changes from: May 26, 2015 : : 420 -56 -446 -313 858 0 -187 0 300 779 -702 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 77.7 3.0 12.3 2.6 2.3 1.3 0.8 9.6 1.9 3.3 : : : : Number of Traders in Each Category Total Traders: 65 : : 39 35 . . 4 . 4 . 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 99,469 : : Positions : : 81,584 81,386 6,522 5,275 6,263 230 0 1,380 1,325 3,230 1,920 : : : : Changes from: May 26, 2015 : : 285 345 525 465 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 81.8 6.6 5.3 6.3 0.2 0.0 1.4 1.3 3.2 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 27 . . 4 . 0 . . . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 25,940 : : Positions : : 25,225 23,145 300 2,105 125 0 565 0 150 0 0 : : : : Changes from: May 26, 2015 : : 20 20 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 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 23,455 : : Positions : : 22,865 20,955 300 2,010 90 0 215 50 0 0 0 : : : : Changes from: May 26, 2015 : : 170 170 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 June 2, 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 26,145 : : Positions : : 23,435 20,975 315 1,660 2,020 0 910 265 0 25 0 : : : : Changes from: May 26, 2015 : : 1,345 790 -300 265 135 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 80.2 1.2 6.3 7.7 0.0 3.5 1.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 27 19 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643F2 Open Interest is 13,578 : : Positions : : 12,104 11,488 0 1,240 850 320 0 0 0 0 0 : : : : Changes from: May 26, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 84.6 0.0 9.1 6.3 2.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 9 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 121,548 : : Positions : : 111,889 61,291 622 52,136 3,551 2,795 0 2,540 0 2,030 0 : : : : Changes from: May 26, 2015 : : -4,591 -3,860 -40 -720 0 -200 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 50.4 0.5 42.9 2.9 2.3 0.0 2.1 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 2,686,043 : : Positions : :2,368,964 1,010,296 107,951 1,235,592 209,128 0 231,000 0 0 0 0 : : : : Changes from: May 26, 2015 : : -50,879 -52,152 -13,144 5,088 -5,088 0 -16,960 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 37.6 4.0 46.0 7.8 0.0 8.6 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 June 2, 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 44,029 : : Positions : : 33,802 36,277 1,715 320 4,647 378 0 2,785 702 0 0 : : : : Changes from: May 26, 2015 : : -2,200 -1,960 60 -100 -60 100 0 -200 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 82.4 3.9 0.7 10.6 0.9 0.0 6.3 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 1,168,957 : : Positions : : 649,286 801,808 145,073 85,141 211,448 85,240 0 70,560 7,350 0 0 : : : : Changes from: May 26, 2015 : : -61,480 -30,528 1,696 -46,640 -1,696 -16,960 0 0 -424 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 68.6 12.4 7.3 18.1 7.3 0.0 6.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 26, 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 June 2, 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 21,761 : : Positions : : 11,691 19,396 7,295 0 750 0 540 0 1,116 70 175 : : : : Changes from: May 26, 2015 : : 0 2,400 2,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 89.1 33.5 0.0 3.4 0.0 2.5 0.0 5.1 0.3 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 33,717 : : Positions : : 29,938 23,946 0 7,431 55 1,100 0 0 1,593 1,870 355 : : : : Changes from: May 26, 2015 : : -926 354 0 -59 0 -50 0 0 400 -800 -400 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 71.0 0.0 22.0 0.2 3.3 0.0 0.0 4.7 5.5 1.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 22,811 : : Positions : : 17,008 15,976 674 5,935 900 720 0 0 2,755 0 0 : : : : Changes from: May 26, 2015 : : 1,345 1,165 0 370 300 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 70.0 3.0 26.0 3.9 3.2 0.0 0.0 12.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 23,642 : : Positions : : 21,771 17,191 1,158 5,838 78 0 160 200 250 0 0 : : : : Changes from: May 26, 2015 : : -366 -686 5 280 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 72.7 4.9 24.7 0.3 0.0 0.7 0.8 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 24 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 22,144 : : Positions : : 21,374 15,441 0 5,738 90 600 720 0 0 0 0 : : : : Changes from: May 26, 2015 : : 128 -622 0 595 -25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.5 69.7 0.0 25.9 0.4 2.7 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 23 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 15,234 : : Positions : : 12,336 12,994 2,445 850 450 0 940 0 0 0 0 : : : : Changes from: May 26, 2015 : : -360 -360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 85.3 16.0 5.6 3.0 0.0 6.2 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 June 2, 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 10,414 : : Positions : : 6,904 9,334 1,810 380 555 0 0 0 0 0 0 : : : : Changes from: May 26, 2015 : : -865 -640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 89.6 17.4 3.6 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 31,570 : : Positions : : 27,575 23,995 1,335 2,600 1,985 0 1,860 290 25 600 0 : : : : Changes from: May 26, 2015 : : 1,065 895 30 250 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 76.0 4.2 8.2 6.3 0.0 5.9 0.9 0.1 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 10,247 : : Positions : : 7,880 7,687 0 2,400 0 975 0 0 0 0 0 : : : : Changes from: May 26, 2015 : : 470 470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 75.0 0.0 23.4 0.0 9.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 18 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 11,562 : : Positions : : 8,509 9,007 480 2,190 0 480 0 200 1,593 100 40 : : : : Changes from: May 26, 2015 : : 395 550 0 50 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 77.9 4.2 18.9 0.0 4.2 0.0 1.7 13.8 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . . 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 61,450 : : Positions : : 55,771 53,491 0 2,840 2,965 840 0 145 0 50 0 : : : : Changes from: May 26, 2015 : : 300 370 0 -70 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 87.0 0.0 4.6 4.8 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 June 2, 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 26, 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 June 2, 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 26, 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 June 2, 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 9,250 : : Positions : : 9,130 6,855 0 2,055 0 0 340 0 0 0 0 : : : : Changes from: May 26, 2015 : : 40 40 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 74.1 0.0 22.2 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 June 2, 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 13,795 : : Positions : : 13,350 11,080 0 0 0 50 2,260 50 0 150 0 : : : : Changes from: May 26, 2015 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 80.3 0.0 0.0 0.0 0.4 16.4 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 June 2, 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 10,440 : : Positions : : 10,285 6,000 0 100 0 0 2,380 0 0 1,900 0 : : : : Changes from: May 26, 2015 : : 60 65 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 57.5 0.0 1.0 0.0 0.0 22.8 0.0 0.0 18.2 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 8 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 2, 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 26, 2015 : : 0 0 0 0 0 0 0 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 June 2, 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 26,058 : : Positions : : 25,773 19,163 0 1,200 0 0 5,555 0 100 0 0 : : : : Changes from: May 26, 2015 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.9 73.5 0.0 4.6 0.0 0.0 21.3 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 June 2, 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 26, 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 June 2, 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 71,749 : : Positions : : 50,158 66,871 4,015 835 160 12,185 230 85 1,578 0 508 : : : : Changes from: May 26, 2015 : : 40 -25 0 0 0 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 93.2 5.6 1.2 0.2 17.0 0.3 0.1 2.2 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 June 2, 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 66,490 : : Positions : : 44,220 63,525 4,115 725 130 11,030 0 0 5,062 0 0 : : : : Changes from: May 26, 2015 : : 235 170 0 0 0 0 0 0 -65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 95.5 6.2 1.1 0.2 16.6 0.0 0.0 7.6 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 June 2, 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 26, 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 June 2, 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 26, 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 June 2, 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 26, 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 June 2, 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 26, 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 June 2, 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 21,385 : : Positions : : 17,915 13,705 200 3,510 1,465 150 1,200 450 0 170 210 : : : : Changes from: May 26, 2015 : : 800 200 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 64.1 0.9 16.4 6.9 0.7 5.6 2.1 0.0 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 5, 2015