Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 126,012 : : Positions : : 29,310 36,253 2,050 28,714 3,731 27,689 8,189 9,656 37,535 22,564 15,194 : : : : Changes from: July 14, 2015 : : 497 272 -1,060 2,217 419 2,847 2,520 21 1,781 -1,154 2,269 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 28.8 1.6 22.8 3.0 22.0 6.5 7.7 29.8 17.9 12.1 : : : : Number of Traders in Each Category Total Traders: 59 : : 15 15 . . . . 4 . 15 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 34,125 : : Positions : : 7,436 10,810 690 6,725 404 4,827 3,700 920 16,304 7,782 3,001 : : : : Changes from: July 14, 2015 : : 350 325 0 -190 80 0 5 -20 541 736 -417 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.8 31.7 2.0 19.7 1.2 14.1 10.8 2.7 47.8 22.8 8.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 11 . 4 . . 4 . 11 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 5,077 : : Positions : : 446 725 1,745 0 1,225 55 1,988 538 628 164 434 : : : : Changes from: July 14, 2015 : : 13 48 108 0 8 -15 37 21 -20 2 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 8.8 14.3 34.4 0.0 24.1 1.1 39.2 10.6 12.4 3.2 8.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 10 6 4 0 4 . . . 8 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 155,718 : : Positions : : 109,149 115,806 3,535 2,812 11,228 2,429 3,095 4,030 13,397 6,936 11,288 : : : : Changes from: July 14, 2015 : : -430 542 774 -268 -762 -369 -180 -101 685 568 -1,440 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 74.4 2.3 1.8 7.2 1.6 2.0 2.6 8.6 4.5 7.2 : : : : Number of Traders in Each Category Total Traders: 81 : : 44 46 . . 4 5 4 8 9 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 61,972 : : Positions : : 47,599 51,829 5,753 0 5,630 436 701 1,611 0 1,363 839 : : : : Changes from: July 14, 2015 : : 1,378 1,333 119 0 -120 0 -38 101 0 229 326 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 83.6 9.3 0.0 9.1 0.7 1.1 2.6 0.0 2.2 1.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 23 . 0 . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 431,948 : : Positions : : 369,441 399,188 4,093 0 18,784 30,942 0 5,424 0 5,288 3,264 : : : : Changes from: July 14, 2015 : : 6,023 13,632 4,093 -3,156 -2,813 -328 0 328 0 -688 1,952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 92.4 0.9 0.0 4.3 7.2 0.0 1.3 0.0 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 1,814,762 : : Positions : :1,543,710 1,588,621 111,469 105,160 65,864 12,027 1,552 12,416 40,682 12,555 28,594 : : : : Changes from: July 14, 2015 : : 18,046 21,403 1,600 547 -1,753 4,704 0 -1,535 -2,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 87.5 6.1 5.8 3.6 0.7 0.1 0.7 2.2 0.7 1.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 38 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 73,274 : : Positions : : 61,067 56,591 0 4,823 5,997 138 1,117 4,018 1,797 470 257 : : : : Changes from: July 14, 2015 : : 1,837 3,916 0 -1,819 1,840 138 -181 42 103 162 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 77.2 0.0 6.6 8.2 0.2 1.5 5.5 2.5 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 22 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 448,880 : : Positions : : 358,377 393,695 38,742 0 25,063 0 2,130 21,281 3,465 4,759 1,952 : : : : Changes from: July 14, 2015 : : 13,960 8,352 -4,584 0 9,392 0 0 0 -1,024 0 1,952 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 87.7 8.6 0.0 5.6 0.0 0.5 4.7 0.8 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 539,525 : : Positions : : 478,943 486,496 6,293 6,306 29,297 15,207 0 9,017 360 8,001 408 : : : : Changes from: July 14, 2015 : : -8,606 -8,606 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 90.2 1.2 1.2 5.4 2.8 0.0 1.7 0.1 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 25 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 52,389 : : Positions : : 45,167 44,336 0 784 1,170 2,223 490 1,567 267 2,090 1,054 : : : : Changes from: July 14, 2015 : : 236 89 0 42 -42 0 0 0 -107 0 107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 84.6 0.0 1.5 2.2 4.2 0.9 3.0 0.5 4.0 2.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 26 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 61,266 : : Positions : : 51,884 60,341 8,445 0 560 0 270 0 0 0 0 : : : : Changes from: July 14, 2015 : : -65 -65 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 98.5 13.8 0.0 0.9 0.0 0.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 27 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 79,585 : : Positions : : 69,997 78,432 8,760 0 300 80 0 80 0 700 0 : : : : Changes from: July 14, 2015 : : 100 190 75 0 225 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 98.6 11.0 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 29 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,365 : : Positions : : 16,355 15,985 0 1,720 600 1,200 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : -275 25 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 87.0 0.0 9.4 3.3 6.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 15 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 272,456 : : Positions : : 192,576 255,640 73,984 0 0 0 4,280 5,896 0 6,640 0 : : : : Changes from: July 14, 2015 : : 5,104 0 -5,104 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 93.8 27.2 0.0 0.0 0.0 1.6 2.2 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 23 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 7,419 : : Positions : : 5,359 6,094 0 291 134 42 0 0 1,588 493 125 : : : : Changes from: July 14, 2015 : : 108 106 0 0 0 0 0 0 -21 2 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 82.1 0.0 3.9 1.8 0.6 0.0 0.0 21.4 6.6 1.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 19,865 : : Positions : : 17,470 17,310 0 1,010 1,165 1,170 0 30 0 350 0 : : : : Changes from: July 14, 2015 : : -300 0 0 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 87.1 0.0 5.1 5.9 5.9 0.0 0.2 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 14,910 : : Positions : : 13,320 12,115 50 720 1,205 0 715 155 0 0 0 : : : : Changes from: July 14, 2015 : : 250 310 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 81.3 0.3 4.8 8.1 0.0 4.8 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 19,392 : : Positions : : 16,377 14,568 410 2,117 1,444 726 42 131 0 0 0 : : : : Changes from: July 14, 2015 : : 639 536 2 44 -2 0 42 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 75.1 2.1 10.9 7.4 3.7 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 25 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 53,850 : : Positions : : 48,772 38,752 1,013 3,121 2,209 0 3,959 935 0 4,290 427 : : : : Changes from: July 14, 2015 : : 718 275 -726 -40 430 0 0 0 0 -283 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 72.0 1.9 5.8 4.1 0.0 7.4 1.7 0.0 8.0 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 59,687 : : Positions : : 55,215 41,089 781 6,050 709 124 4,946 1,300 0 3,926 1,551 : : : : Changes from: July 14, 2015 : : 1,298 178 0 870 -297 9 0 30 0 261 -150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 68.8 1.3 10.1 1.2 0.2 8.3 2.2 0.0 6.6 2.6 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 32 . . . . . . 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 48,505 : : Positions : : 45,150 46,075 810 1,145 1,225 300 0 0 960 0 0 : : : : Changes from: July 14, 2015 : : 60 0 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 95.0 1.7 2.4 2.5 0.6 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 53,215 : : Positions : : 49,340 50,455 1,470 1,570 1,190 0 0 0 1,095 0 0 : : : : Changes from: July 14, 2015 : : 275 230 0 60 0 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 94.8 2.8 3.0 2.2 0.0 0.0 0.0 2.1 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 July 21, 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 361,618 : : Positions : : 280,829 308,751 2,379 21,597 7,807 29,503 0 14,040 17,637 0 9,423 : : : : Changes from: July 14, 2015 : : 10,141 4,286 -375 408 375 0 0 0 -5,072 0 3,095 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 85.4 0.7 6.0 2.2 8.2 0.0 3.9 4.9 0.0 2.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 29 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 24,516 : : Positions : : 17,837 21,091 896 424 811 2,663 379 531 1,164 672 396 : : : : Changes from: July 14, 2015 : : 524 132 -68 21 -20 21 -1 0 -216 109 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 86.0 3.7 1.7 3.3 10.9 1.5 2.2 4.7 2.7 1.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 28 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 31,964 : : Positions : : 15,291 31,473 15,055 0 0 438 0 231 794 105 155 : : : : Changes from: July 14, 2015 : : 555 2,727 1,822 0 0 26 0 0 329 5 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 98.5 47.1 0.0 0.0 1.4 0.0 0.7 2.5 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 516,270 : : Positions : : 442,191 484,110 57,563 0 7,854 0 10,938 8,662 0 4,706 0 : : : : Changes from: July 14, 2015 : : 4,704 4,704 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 93.8 11.1 0.0 1.5 0.0 2.1 1.7 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 16 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 42,972 : : Positions : : 31,748 39,187 3,147 258 127 2,001 92 1,824 3,303 302 499 : : : : Changes from: July 14, 2015 : : 105 105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 91.2 7.3 0.6 0.3 4.7 0.2 4.2 7.7 0.7 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 65,675 : : Positions : : 49,276 52,788 13,647 4,662 2,752 0 5,473 0 0 0 0 : : : : Changes from: July 14, 2015 : : -4,696 -800 3,896 0 800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 80.4 20.8 7.1 4.2 0.0 8.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 17,162 : : Positions : : 11,596 14,031 442 670 663 523 0 41 2,957 192 109 : : : : Changes from: July 14, 2015 : : 22 43 -21 21 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 81.8 2.6 3.9 3.9 3.0 0.0 0.2 17.2 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 197,077 : : Positions : : 145,127 181,004 22,737 7,856 6,248 0 0 0 20,996 0 1,969 : : : : Changes from: July 14, 2015 : : -772 5,406 0 -376 -408 0 0 0 5,802 0 -4,758 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 91.8 11.5 4.0 3.2 0.0 0.0 0.0 10.7 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 11,711 : : Positions : : 6,942 8,948 2,044 596 1,270 1,013 0 134 107 0 0 : : : : Changes from: July 14, 2015 : : 314 -408 61 508 0 0 0 0 44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 76.4 17.5 5.1 10.8 8.6 0.0 1.1 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 132,769 : : Positions : : 112,780 95,569 1,636 24,320 12,880 5,473 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : 392 -4,304 0 4,696 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 72.0 1.2 18.3 9.7 4.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 23,255 : : Positions : : 11,634 18,235 6,119 0 4,146 482 0 874 0 0 0 : : : : Changes from: July 14, 2015 : : -26 -26 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 78.4 26.3 0.0 17.8 2.1 0.0 3.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 90,349 : : Positions : : 59,910 67,702 5,440 0 10,521 0 84 1,097 2,480 15 10,615 : : : : Changes from: July 14, 2015 : : -21,726 -25,804 -3,123 0 -2,854 0 -105 -414 -1,080 15 -4,314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 74.9 6.0 0.0 11.6 0.0 0.1 1.2 2.7 0.0 11.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 26,815 : : Positions : : 25,060 12,350 1,345 13,610 30 0 825 0 0 0 0 : : : : Changes from: July 14, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 46.1 5.0 50.8 0.1 0.0 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 22,645 : : Positions : : 20,930 8,110 1,075 13,610 0 0 825 0 0 0 0 : : : : Changes from: July 14, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 35.8 4.7 60.1 0.0 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 25,871 : : Positions : : 25,621 21,051 0 4,820 0 150 0 0 100 0 0 : : : : Changes from: July 14, 2015 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.0 81.4 0.0 18.6 0.0 0.6 0.0 0.0 0.4 0.0 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 July 21, 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 23,369 : : Positions : : 22,675 18,914 0 4,440 0 450 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 80.9 0.0 19.0 0.0 1.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 19,210 : : Positions : : 18,470 18,135 0 600 135 0 100 0 0 0 0 : : : : Changes from: July 14, 2015 : : 300 180 0 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 94.4 0.0 3.1 0.7 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 12,305 : : Positions : : 11,605 12,195 0 0 0 75 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : 550 550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 99.1 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: 21 : : 17 9 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 13,962 : : Positions : : 13,702 13,962 0 0 0 50 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : 450 450 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 100.0 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: 25 : : 21 10 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 120,045 : : Positions : : 104,460 115,750 10,535 0 2,580 485 0 315 1,650 1,200 0 : : : : Changes from: July 14, 2015 : : 3,006 2,026 -1,130 0 300 0 0 0 150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 96.4 8.8 0.0 2.1 0.4 0.0 0.3 1.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 31 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 137,986 : : Positions : : 122,587 133,814 11,284 0 1,885 1,210 927 170 750 1,000 100 : : : : Changes from: July 14, 2015 : : 3,087 2,507 -330 0 300 -250 0 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 97.0 8.2 0.0 1.4 0.9 0.7 0.1 0.5 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 38 36 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 145,445 : : Positions : : 112,115 116,914 1,924 10,755 7,960 2,735 890 1,046 16,995 5,126 2,449 : : : : Changes from: July 14, 2015 : : 2,312 1,891 604 136 761 0 -215 0 -289 764 12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 80.4 1.3 7.4 5.5 1.9 0.6 0.7 11.7 3.5 1.7 : : : : Number of Traders in Each Category Total Traders: 64 : : 39 35 . . 4 . 4 . 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 102,644 : : Positions : : 85,185 86,223 7,964 5,240 4,986 170 0 1,340 615 3,160 1,695 : : : : Changes from: July 14, 2015 : : 794 2,563 919 -900 381 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 84.0 7.8 5.1 4.9 0.2 0.0 1.3 0.6 3.1 1.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 31 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 25,390 : : Positions : : 24,905 22,660 300 2,190 155 0 385 0 0 0 0 : : : : Changes from: July 14, 2015 : : 240 240 0 0 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 89.2 1.2 8.6 0.6 0.0 1.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 22,560 : : Positions : : 22,005 19,990 300 2,100 125 0 185 50 0 0 0 : : : : Changes from: July 14, 2015 : : 175 175 0 0 125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 88.6 1.3 9.3 0.6 0.0 0.8 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 July 21, 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 27,459 : : Positions : : 25,845 21,659 75 3,310 1,110 0 920 205 100 25 0 : : : : Changes from: July 14, 2015 : : 425 425 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 78.9 0.3 12.1 4.0 0.0 3.4 0.7 0.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 27 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 10,540 : : Positions : : 8,560 9,615 350 0 730 705 0 195 0 0 0 : : : : Changes from: July 14, 2015 : : 95 -145 -240 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 91.2 3.3 0.0 6.9 6.7 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 16 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 14,946 : : Positions : : 10,851 11,839 724 148 864 44 0 132 524 0 0 : : : : Changes from: July 14, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 79.2 4.8 1.0 5.8 0.3 0.0 0.9 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 124,830 : : Positions : : 110,789 61,667 578 54,964 3,739 2,575 0 2,540 4,480 1,920 0 : : : : Changes from: July 14, 2015 : : 3,190 4,270 0 3,400 210 0 0 0 4,480 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 49.4 0.5 44.0 3.0 2.1 0.0 2.0 3.6 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 2,686,051 : : Positions : :2,383,324 1,025,759 96,543 1,237,800 206,184 0 216,280 0 0 0 0 : : : : Changes from: July 14, 2015 : : 54,839 54,839 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 38.2 3.6 46.1 7.7 0.0 8.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 41,697 : : Positions : : 31,602 34,319 1,869 320 4,493 488 0 2,565 680 0 0 : : : : Changes from: July 14, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 82.3 4.5 0.8 10.8 1.2 0.0 6.2 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 July 21, 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 1,193,501 : : Positions : : 689,654 866,464 144,337 45,029 211,448 70,520 0 70,560 6,982 0 0 : : : : Changes from: July 14, 2015 : : 84,528 84,528 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 72.6 12.1 3.8 17.7 5.9 0.0 5.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 19,973 : : Positions : : 10,905 18,115 6,300 0 600 0 480 0 1,450 0 130 : : : : Changes from: July 14, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.6 90.7 31.5 0.0 3.0 0.0 2.4 0.0 7.3 0.0 0.7 : : : : 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 July 21, 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 21,707 : : Positions : : 9,716 19,887 9,945 0 500 0 480 0 822 50 130 : : : : Changes from: July 14, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 91.6 45.8 0.0 2.3 0.0 2.2 0.0 3.8 0.2 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 14 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 30,408 : : Positions : : 25,995 22,469 0 5,960 94 950 0 0 2,448 1,470 375 : : : : Changes from: July 14, 2015 : : -350 -25 0 -325 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 73.9 0.0 19.6 0.3 3.1 0.0 0.0 8.1 4.8 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 23,967 : : Positions : : 19,406 17,496 0 4,629 1,564 540 0 0 2,084 0 60 : : : : Changes from: July 14, 2015 : : 75 400 0 25 1 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 73.0 0.0 19.3 6.5 2.3 0.0 0.0 8.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 26,387 : : Positions : : 23,945 14,336 1,679 11,674 82 51 40 200 250 0 0 : : : : Changes from: July 14, 2015 : : 196 -414 0 600 0 -10 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 54.3 6.4 44.2 0.3 0.2 0.2 0.8 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 24 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 23,615 : : Positions : : 22,704 15,128 0 7,756 191 600 540 0 0 0 0 : : : : Changes from: July 14, 2015 : : 505 25 0 480 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 64.1 0.0 32.8 0.8 2.5 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 16,757 : : Positions : : 13,145 14,419 3,266 1,195 283 0 860 0 0 0 0 : : : : Changes from: July 14, 2015 : : 1,530 1,500 -30 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 86.0 19.5 7.1 1.7 0.0 5.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 10,337 : : Positions : : 6,059 9,722 3,468 305 0 0 0 0 0 0 0 : : : : Changes from: July 14, 2015 : : 30 120 270 0 -240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 94.1 33.5 3.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 33,057 : : Positions : : 30,153 26,167 1,225 2,760 1,270 0 1,815 260 25 600 0 : : : : Changes from: July 14, 2015 : : 92 242 0 -165 10 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 79.2 3.7 8.3 3.8 0.0 5.5 0.8 0.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 20 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 11,192 : : Positions : : 9,045 8,507 0 2,625 0 975 0 0 1,052 0 0 : : : : Changes from: July 14, 2015 : : 425 125 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 76.0 0.0 23.5 0.0 8.7 0.0 0.0 9.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 12,939 : : Positions : : 9,944 9,677 540 3,012 0 480 0 150 1,635 100 0 : : : : Changes from: July 14, 2015 : : 140 145 0 72 0 0 0 0 77 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 74.8 4.2 23.3 0.0 3.7 0.0 1.2 12.6 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 17 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 59,935 : : Positions : : 54,291 50,881 0 3,195 3,465 405 205 515 0 0 0 : : : : Changes from: July 14, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 84.9 0.0 5.3 5.8 0.7 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 July 21, 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 54,607 : : Positions : : 49,932 44,148 0 5,065 2,645 405 205 515 0 0 0 : : : : Changes from: July 14, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 80.8 0.0 9.3 4.8 0.7 0.4 0.9 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 July 21, 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 10,901 : : Positions : : 9,765 9,125 550 0 0 0 950 0 0 325 296 : : : : Changes from: July 14, 2015 : : 910 910 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 83.7 5.0 0.0 0.0 0.0 8.7 0.0 0.0 3.0 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 July 21, 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 24,395 : : Positions : : 24,245 18,015 0 1,200 0 0 5,090 0 0 0 0 : : : : Changes from: July 14, 2015 : : 5 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 73.8 0.0 4.9 0.0 0.0 20.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 72,028 : : Positions : : 54,728 67,896 4,125 860 50 8,845 215 20 1,425 0 296 : : : : Changes from: July 14, 2015 : : 2,415 2,170 175 0 0 -420 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 94.3 5.7 1.2 0.1 12.3 0.3 0.0 2.0 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 23 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 67,590 : : Positions : : 50,568 64,063 2,725 740 820 7,335 0 0 4,510 0 0 : : : : Changes from: July 14, 2015 : : 2,245 2,070 175 0 0 -350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 94.8 4.0 1.1 1.2 10.9 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 25,602 : : Positions : : 22,225 19,175 0 990 420 0 4,050 250 1,750 0 0 : : : : Changes from: July 14, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 74.9 0.0 3.9 1.6 0.0 15.8 1.0 6.8 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 July 21, 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 22,035 : : Positions : : 20,855 20,095 0 510 90 0 600 600 350 0 0 : : : : Changes from: July 14, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 91.2 0.0 2.3 0.4 0.0 2.7 2.7 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 14 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 27,989 : : Positions : : 21,600 19,090 0 2,540 2,295 2,075 1,200 250 580 1,650 69 : : : : Changes from: July 14, 2015 : : 1,085 1,025 0 0 0 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 68.2 0.0 9.1 8.2 7.4 4.3 0.9 2.1 5.9 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 21, 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 22,735 : : Positions : : 18,975 15,855 0 3,185 1,425 200 600 650 45 0 280 : : : : Changes from: July 14, 2015 : : 965 1,085 0 0 0 0 0 0 45 -75 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 69.7 0.0 14.0 6.3 0.9 2.6 2.9 0.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated July 24, 2015