Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 118,451 : : Positions : : 27,725 36,198 3,260 24,035 3,522 24,237 5,033 9,546 35,052 24,521 12,861 : : : : Changes from: June 23, 2015 : : -4,765 -1,201 21 -1,505 944 1,518 -650 -499 -2,132 -1,598 -909 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 30.6 2.8 20.3 3.0 20.5 4.2 8.1 29.6 20.7 10.9 : : : : Number of Traders in Each Category Total Traders: 53 : : 15 15 . . . . . . 12 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 32,409 : : Positions : : 6,646 9,430 690 8,460 224 4,827 2,520 855 15,258 6,911 3,363 : : : : Changes from: June 23, 2015 : : -735 -2,845 -358 867 -160 -288 470 -165 183 -30 352 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.5 29.1 2.1 26.1 0.7 14.9 7.8 2.6 47.1 21.3 10.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 8 11 . 4 . . . . 9 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 4,208 : : Positions : : 394 458 1,100 17 1,242 130 1,801 290 756 107 291 : : : : Changes from: June 23, 2015 : : 21 -33 -72 17 32 16 -41 76 -6 17 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 9.4 10.9 26.1 0.4 29.5 3.1 42.8 6.9 18.0 2.5 6.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 10 6 . . 4 . . . 6 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 161,863 : : Positions : : 113,056 119,258 3,100 4,200 11,366 3,898 4,018 3,810 13,112 5,254 13,352 : : : : Changes from: June 23, 2015 : : -262 94 201 687 -396 -717 164 148 2,070 -98 -1,305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 73.7 1.9 2.6 7.0 2.4 2.5 2.4 8.1 3.2 8.2 : : : : Number of Traders in Each Category Total Traders: 79 : : 46 47 . . 4 4 4 7 7 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 60,580 : : Positions : : 45,216 50,677 7,872 0 4,721 462 1,041 1,590 0 1,260 693 : : : : Changes from: June 23, 2015 : : 4,239 7,712 3,494 0 0 233 167 25 0 -486 97 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 83.7 13.0 0.0 7.8 0.8 1.7 2.6 0.0 2.1 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 24 . 0 . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 450,554 : : Positions : : 390,143 396,371 0 8,482 21,597 28,462 1,520 9,040 1,312 4,120 0 : : : : Changes from: June 23, 2015 : : 12,572 19,406 0 -4,538 3,864 0 0 0 1,312 -10,408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 88.0 0.0 1.9 4.8 6.3 0.3 2.0 0.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 1,842,204 : : Positions : :1,572,758 1,604,188 100,206 102,299 74,521 6,407 5,332 13,611 45,003 12,555 29,698 : : : : Changes from: June 23, 2015 : : 43,870 25,079 -9,024 -375 -394 -4,371 3,444 1,186 -790 1,537 -1,115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 87.1 5.4 5.6 4.0 0.3 0.3 0.7 2.4 0.7 1.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 36 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 71,469 : : Positions : : 62,693 54,847 0 8,007 2,716 26 1,454 3,959 1,897 308 178 : : : : Changes from: June 23, 2015 : : 209 -1,002 0 2,254 490 26 -705 -649 312 0 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 76.7 0.0 11.2 3.8 0.0 2.0 5.5 2.7 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 414,641 : : Positions : : 328,421 374,478 43,378 0 14,016 0 1,826 24,017 4,505 0 304 : : : : Changes from: June 23, 2015 : : 13,546 37,907 24,361 0 -4,617 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 90.3 10.5 0.0 3.4 0.0 0.4 5.8 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 565,209 : : Positions : : 500,516 514,285 8,133 2,338 30,464 15,575 0 9,385 1,136 8,737 0 : : : : Changes from: June 23, 2015 : : 435 -3,469 -2,735 1,545 -1,945 0 0 0 376 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 91.0 1.4 0.4 5.4 2.8 0.0 1.7 0.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 27 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 51,768 : : Positions : : 44,231 43,444 0 1,273 1,197 2,487 299 1,567 519 2,090 1,167 : : : : Changes from: June 23, 2015 : : 1,380 1,640 0 0 0 0 -44 0 237 0 64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 83.9 0.0 2.5 2.3 4.8 0.6 3.0 1.0 4.0 2.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 29 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 66,249 : : Positions : : 57,189 65,226 7,890 0 625 0 295 0 150 0 0 : : : : Changes from: June 23, 2015 : : -100 -80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 98.5 11.9 0.0 0.9 0.0 0.4 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 26 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 84,261 : : Positions : : 73,921 83,129 9,550 0 170 120 0 80 50 800 0 : : : : Changes from: June 23, 2015 : : 3,570 2,990 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 98.7 11.3 0.0 0.2 0.1 0.0 0.1 0.1 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 29 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 20,120 : : Positions : : 17,960 17,530 0 1,775 745 1,200 0 0 0 0 0 : : : : Changes from: June 23, 2015 : : 155 155 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 87.1 0.0 8.8 3.7 6.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 14 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 288,792 : : Positions : : 196,552 268,256 86,344 0 0 0 4,280 5,896 0 10,360 0 : : : : Changes from: June 23, 2015 : : -6,344 1,496 7,840 0 -784 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 92.9 29.9 0.0 0.0 0.0 1.5 2.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 21 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 7,863 : : Positions : : 5,398 6,476 0 331 244 241 44 0 1,718 487 110 : : : : Changes from: June 23, 2015 : : -26 68 0 0 0 0 0 0 138 23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 82.4 0.0 4.2 3.1 3.1 0.6 0.0 21.8 6.2 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 21,500 : : Positions : : 18,860 18,535 0 1,070 1,405 1,160 0 40 0 450 0 : : : : Changes from: June 23, 2015 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 86.2 0.0 5.0 6.5 5.4 0.0 0.2 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 13,690 : : Positions : : 12,280 10,405 50 1,410 1,000 0 695 180 0 0 0 : : : : Changes from: June 23, 2015 : : 30 115 0 -30 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 76.0 0.4 10.3 7.3 0.0 5.1 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 18,930 : : Positions : : 15,977 14,191 366 1,704 1,488 616 0 241 21 0 23 : : : : Changes from: June 23, 2015 : : -70 -60 284 42 183 0 0 0 -23 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 75.0 1.9 9.0 7.9 3.3 0.0 1.3 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 24 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 55,417 : : Positions : : 50,084 40,041 1,361 2,521 2,088 0 4,291 935 0 4,969 422 : : : : Changes from: June 23, 2015 : : 419 1,113 434 -145 206 0 0 0 0 -105 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 72.3 2.5 4.5 3.8 0.0 7.7 1.7 0.0 9.0 0.8 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 60,419 : : Positions : : 55,797 41,277 751 5,426 866 59 5,408 1,280 0 4,436 1,611 : : : : Changes from: June 23, 2015 : : -8 527 0 -299 64 17 0 0 0 -269 -117 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 68.3 1.2 9.0 1.4 0.1 9.0 2.1 0.0 7.3 2.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 30 31 . . 4 . . . 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 51,280 : : Positions : : 47,715 48,770 835 1,210 1,225 350 0 0 1,085 0 0 : : : : Changes from: June 23, 2015 : : 920 920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 95.1 1.6 2.4 2.4 0.7 0.0 0.0 2.1 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 June 30, 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 56,050 : : Positions : : 51,975 53,170 1,505 1,690 1,190 0 0 0 1,250 0 0 : : : : Changes from: June 23, 2015 : : 2,010 2,010 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 94.9 2.7 3.0 2.1 0.0 0.0 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 26 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 371,285 : : Positions : : 280,557 324,907 3,858 20,844 7,344 30,607 0 15,144 31,097 368 2,678 : : : : Changes from: June 23, 2015 : : 351 5,800 0 -3,519 784 0 0 0 1,930 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 87.5 1.0 5.6 2.0 8.2 0.0 4.1 8.4 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 30 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 24,415 : : Positions : : 17,558 20,962 991 494 809 2,663 316 641 1,034 571 343 : : : : Changes from: June 23, 2015 : : 804 1,235 0 -148 129 -46 69 0 152 65 -240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 85.9 4.1 2.0 3.3 10.9 1.3 2.6 4.2 2.3 1.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 30 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 27,668 : : Positions : : 17,578 26,976 8,751 0 0 255 0 491 518 126 75 : : : : Changes from: June 23, 2015 : : 1,217 1,255 -146 0 0 -104 0 0 80 -208 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 97.5 31.6 0.0 0.0 0.9 0.0 1.8 1.9 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 534,338 : : Positions : : 459,155 499,234 56,091 0 9,326 0 10,938 9,766 0 5,074 0 : : : : Changes from: June 23, 2015 : : 3,906 3,906 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 93.4 10.5 0.0 1.7 0.0 2.0 1.8 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 45,264 : : Positions : : 32,929 40,872 3,380 302 149 2,683 92 1,846 3,062 346 740 : : : : Changes from: June 23, 2015 : : -40 -132 0 0 0 -23 92 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 90.3 7.5 0.7 0.3 5.9 0.2 4.1 6.8 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 17,653 : : Positions : : 12,076 14,535 485 504 918 611 0 41 2,856 0 109 : : : : Changes from: June 23, 2015 : : 205 129 -117 137 138 -42 0 0 -172 -455 -82 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 82.3 2.7 2.9 5.2 3.5 0.0 0.2 16.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 199,817 : : Positions : : 150,345 185,701 13,329 2,744 7,808 368 0 0 24,403 0 3,564 : : : : Changes from: June 23, 2015 : : 4,320 5,496 0 0 0 0 0 0 1,176 0 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 92.9 6.7 1.4 3.9 0.2 0.0 0.0 12.2 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 11,754 : : Positions : : 6,958 9,730 2,011 245 1,159 1,101 0 134 0 0 0 : : : : Changes from: June 23, 2015 : : 156 -27 -410 -21 21 42 0 -42 -132 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 82.8 17.1 2.1 9.9 9.4 0.0 1.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 19 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 128,721 : : Positions : : 108,052 106,065 0 8,196 14,460 6,209 0 0 0 0 0 : : : : Changes from: June 23, 2015 : : 3,562 4,314 0 -752 392 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 82.4 0.0 6.4 11.2 4.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 24,374 : : Positions : : 11,383 19,224 7,307 0 4,146 534 0 1,004 0 0 0 : : : : Changes from: June 23, 2015 : : 131 3 -128 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 78.9 30.0 0.0 17.0 2.2 0.0 4.1 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 30, 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 OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 184,583 : : Positions : : 148,752 113,089 0 41,472 30,022 5,809 0 0 0 0 0 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 61.3 0.0 22.5 16.3 3.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 123,567 : : Positions : : 80,647 96,554 14,086 0 8,371 0 93 1,609 3,445 1,453 14,977 : : : : Changes from: June 23, 2015 : : 16,427 15,405 -1,399 0 2,605 0 13 -47 53 -314 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 78.1 11.4 0.0 6.8 0.0 0.1 1.3 2.8 1.2 12.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 27,545 : : Positions : : 25,810 12,490 1,395 14,100 55 0 900 0 0 0 0 : : : : Changes from: June 23, 2015 : : 80 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 45.3 5.1 51.2 0.2 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 23,610 : : Positions : : 21,840 8,530 1,225 14,100 0 0 900 0 0 0 0 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 36.1 5.2 59.7 0.0 0.0 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 27,116 : : Positions : : 27,016 21,646 0 5,320 0 100 0 0 0 150 0 : : : : Changes from: June 23, 2015 : : 1,030 880 0 200 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 79.8 0.0 19.6 0.0 0.4 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 17 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 24,924 : : Positions : : 24,524 20,184 0 4,740 0 350 0 0 50 0 0 : : : : Changes from: June 23, 2015 : : 1,080 1,480 0 -100 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.4 81.0 0.0 19.0 0.0 1.4 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 21,540 : : Positions : : 20,745 20,510 0 485 135 0 150 0 0 0 0 : : : : Changes from: June 23, 2015 : : 2,950 2,900 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 95.2 0.0 2.3 0.6 0.0 0.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 11,590 : : Positions : : 10,860 11,470 0 0 0 75 0 0 0 0 0 : : : : Changes from: June 23, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 99.0 0.0 0.0 0.0 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 8 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 13,337 : : Positions : : 13,052 13,337 0 0 0 50 0 0 0 0 0 : : : : Changes from: June 23, 2015 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.9 100.0 0.0 0.0 0.0 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 22 9 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 124,000 : : Positions : : 107,004 120,005 11,981 0 2,280 690 0 220 1,800 1,185 0 : : : : Changes from: June 23, 2015 : : 2,440 1,395 60 0 -100 -375 0 220 650 1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 96.8 9.7 0.0 1.8 0.6 0.0 0.2 1.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 32 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 142,596 : : Positions : : 126,110 138,483 12,401 0 1,600 1,715 1,218 70 700 1,135 0 : : : : Changes from: June 23, 2015 : : 1,160 180 210 0 -100 -100 0 0 100 1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 97.1 8.7 0.0 1.1 1.2 0.9 0.0 0.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 37 37 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 148,407 : : Positions : : 115,932 118,766 870 12,489 7,630 2,730 1,434 1,181 16,878 3,737 2,940 : : : : Changes from: June 23, 2015 : : 1,289 2,041 -99 -1,713 -116 -480 8 -15 478 807 -1,532 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 80.0 0.6 8.4 5.1 1.8 1.0 0.8 11.4 2.5 2.0 : : : : Number of Traders in Each Category Total Traders: 65 : : 39 35 . . 4 . . . 7 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 101,305 : : Positions : : 84,763 84,180 6,385 5,075 5,550 200 0 1,360 680 3,345 1,780 : : : : Changes from: June 23, 2015 : : 2,470 1,635 -5 -250 -20 0 0 0 -600 600 -90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 83.1 6.3 5.0 5.5 0.2 0.0 1.3 0.7 3.3 1.8 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 29 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 25,925 : : Positions : : 25,550 23,280 300 2,170 0 0 465 0 0 0 0 : : : : Changes from: June 23, 2015 : : 655 705 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 89.8 1.2 8.4 0.0 0.0 1.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 23,145 : : Positions : : 22,695 20,660 300 2,100 0 0 215 50 0 0 0 : : : : Changes from: June 23, 2015 : : 560 520 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 89.3 1.3 9.1 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 27,724 : : Positions : : 26,000 21,954 45 3,140 1,215 0 915 235 100 25 0 : : : : Changes from: June 23, 2015 : : 425 -485 0 900 -600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 79.2 0.2 11.3 4.4 0.0 3.3 0.8 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 10,450 : : Positions : : 8,170 9,400 550 0 830 680 0 220 0 0 0 : : : : Changes from: June 23, 2015 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 90.0 5.3 0.0 7.9 6.5 0.0 2.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 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 30, 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 2,686,044 : : Positions : :2,368,965 1,010,296 107,951 1,235,592 209,128 0 231,000 0 0 0 0 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 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 30, 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: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 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 30, 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: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 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 30, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 20,954 : : Positions : : 11,405 18,758 6,150 0 750 0 510 0 1,788 0 130 : : : : Changes from: June 23, 2015 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 89.5 29.4 0.0 3.6 0.0 2.4 0.0 8.5 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 30, 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 23,164 : : Positions : : 10,916 21,004 9,670 0 750 0 510 0 1,009 0 130 : : : : Changes from: June 23, 2015 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 90.7 41.7 0.0 3.2 0.0 2.2 0.0 4.4 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 31,857 : : Positions : : 27,588 23,263 185 6,565 194 1,050 0 0 1,983 1,470 305 : : : : Changes from: June 23, 2015 : : -941 -100 0 60 0 0 0 0 500 -400 -200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 73.0 0.6 20.6 0.6 3.3 0.0 0.0 6.2 4.6 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 23,409 : : Positions : : 19,126 16,587 0 5,336 1,426 630 0 0 1,929 0 60 : : : : Changes from: June 23, 2015 : : 1,065 915 -226 -76 226 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 70.9 0.0 22.8 6.1 2.7 0.0 0.0 8.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 25,929 : : Positions : : 23,783 15,703 1,394 9,464 87 60 90 200 0 85 250 : : : : Changes from: June 23, 2015 : : 573 -136 -25 1,004 0 30 0 -5 0 -265 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 60.6 5.4 36.5 0.3 0.2 0.3 0.8 0.0 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 24 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 22,258 : : Positions : : 21,297 15,416 0 5,921 291 600 630 0 0 0 0 : : : : Changes from: June 23, 2015 : : 416 220 0 196 61 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 69.3 0.0 26.6 1.3 2.7 2.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 23 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 15,592 : : Positions : : 11,655 13,009 3,436 1,245 428 0 910 0 0 0 0 : : : : Changes from: June 23, 2015 : : -135 780 1,215 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 83.4 22.0 8.0 2.7 0.0 5.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 10,231 : : Positions : : 6,744 9,576 2,372 335 0 0 0 0 0 0 0 : : : : Changes from: June 23, 2015 : : -516 641 1,160 0 -423 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 93.6 23.2 3.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 33,150 : : Positions : : 30,106 26,130 1,320 2,830 1,295 0 1,850 275 25 600 0 : : : : Changes from: June 23, 2015 : : 790 180 0 300 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 78.8 4.0 8.5 3.9 0.0 5.6 0.8 0.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 11,057 : : Positions : : 8,895 8,622 0 2,375 0 975 0 0 1,067 0 0 : : : : Changes from: June 23, 2015 : : 15 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 78.0 0.0 21.5 0.0 8.8 0.0 0.0 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 19 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 13,047 : : Positions : : 10,039 9,757 540 3,015 0 480 0 175 1,613 100 0 : : : : Changes from: June 23, 2015 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 74.8 4.1 23.1 0.0 3.7 0.0 1.3 12.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 18 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 63,452 : : Positions : : 57,576 53,943 0 3,440 3,465 385 160 580 0 0 0 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 85.0 0.0 5.4 5.5 0.6 0.3 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 20 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 57,897 : : Positions : : 53,012 46,881 0 5,385 2,645 385 160 580 0 0 0 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 81.0 0.0 9.3 4.6 0.7 0.3 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 14,450 : : Positions : : 14,000 12,310 0 0 0 50 1,660 175 0 150 0 : : : : Changes from: June 23, 2015 : : 20 620 0 0 0 0 -600 125 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 85.2 0.0 0.0 0.0 0.3 11.5 1.2 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 0 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 10,801 : : Positions : : 9,600 8,860 600 0 0 0 950 0 0 485 296 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 82.0 5.6 0.0 0.0 0.0 8.8 0.0 0.0 4.5 2.7 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 25,555 : : Positions : : 25,385 18,885 0 1,200 0 0 5,370 0 0 0 0 : : : : Changes from: June 23, 2015 : : 225 285 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 73.9 0.0 4.7 0.0 0.0 21.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 72,212 : : Positions : : 53,558 67,748 3,965 945 50 9,800 230 20 1,770 0 296 : : : : Changes from: June 23, 2015 : : 3,245 845 0 0 0 -2,400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 93.8 5.5 1.3 0.1 13.6 0.3 0.0 2.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 67,995 : : Positions : : 49,415 63,880 2,565 805 820 8,220 0 0 4,855 0 0 : : : : Changes from: June 23, 2015 : : 3,215 765 0 0 0 -2,450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 93.9 3.8 1.2 1.2 12.1 0.0 0.0 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 19 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 27,029 : : Positions : : 23,315 20,220 0 1,075 420 0 4,250 250 1,975 0 0 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 74.8 0.0 4.0 1.6 0.0 15.7 0.9 7.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 23,165 : : Positions : : 21,905 21,210 0 495 105 50 600 600 350 0 0 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 91.6 0.0 2.1 0.5 0.2 2.6 2.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 14 0 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 27,066 : : Positions : : 20,145 17,630 0 2,620 2,330 2,250 1,200 250 730 1,925 86 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 65.1 0.0 9.7 8.6 8.3 4.4 0.9 2.7 7.1 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 30, 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 21,275 : : Positions : : 17,805 14,445 100 3,250 1,425 175 600 675 0 70 210 : : : : Changes from: June 23, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 67.9 0.5 15.3 6.7 0.8 2.8 3.2 0.0 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated July 6, 2015