Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 131,050 : : Positions : : 30,732 34,754 2,290 32,063 3,533 28,957 6,846 9,806 37,888 25,332 16,932 : : : : Changes from: July 21, 2015 : : 1,422 -1,499 240 3,349 -198 1,268 -1,343 150 353 2,768 1,738 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.5 26.5 1.7 24.5 2.7 22.1 5.2 7.5 28.9 19.3 12.9 : : : : Number of Traders in Each Category Total Traders: 57 : : 15 16 . . . . . . 14 14 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 34,192 : : Positions : : 7,126 11,975 690 6,240 728 4,827 2,850 888 16,509 8,182 2,878 : : : : Changes from: July 21, 2015 : : -310 1,165 0 -485 324 0 -850 -32 205 400 -123 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 35.0 2.0 18.2 2.1 14.1 8.3 2.6 48.3 23.9 8.4 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 12 . 4 . . 4 . 11 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 5,721 : : Positions : : 453 907 2,092 0 1,297 20 2,098 718 628 192 506 : : : : Changes from: July 21, 2015 : : 7 182 347 0 72 -35 110 180 1 28 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 15.8 36.6 0.0 22.7 0.4 36.7 12.5 11.0 3.4 8.8 : : : : 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 157,434 : : Positions : : 110,595 117,800 3,236 2,731 11,496 2,497 2,982 4,087 13,672 6,625 11,189 : : : : Changes from: July 21, 2015 : : 1,446 1,994 -299 -81 267 68 -112 57 275 -310 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 74.8 2.1 1.7 7.3 1.6 1.9 2.6 8.7 4.2 7.1 : : : : Number of Traders in Each Category Total Traders: 82 : : 44 48 . . 4 5 4 8 9 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 62,804 : : Positions : : 48,407 52,022 5,940 0 5,545 436 640 1,611 0 2,225 761 : : : : Changes from: July 21, 2015 : : 808 193 187 0 -85 0 -61 0 0 862 -78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 82.8 9.5 0.0 8.8 0.7 1.0 2.6 0.0 3.5 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 21 . 0 . . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 443,076 : : Positions : : 380,553 408,412 4,109 0 18,784 30,286 0 6,080 0 6,536 3,264 : : : : Changes from: July 21, 2015 : : 11,112 9,224 16 0 0 -656 0 656 0 1,248 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 92.2 0.9 0.0 4.2 6.8 0.0 1.4 0.0 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 . 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,826,479 : : Positions : :1,562,128 1,601,881 117,325 105,548 61,189 7,331 2,368 14,343 38,312 15,299 25,850 : : : : Changes from: July 21, 2015 : : 18,418 13,260 5,856 389 -4,674 -4,696 816 1,927 -2,370 2,744 -2,744 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 87.7 6.4 5.8 3.4 0.4 0.1 0.8 2.1 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 33 37 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 72,567 : : Positions : : 60,313 55,330 0 5,205 6,428 131 971 3,141 1,502 439 1,052 : : : : Changes from: July 21, 2015 : : -754 -1,261 0 382 431 -7 -146 -877 -295 -31 795 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 76.2 0.0 7.2 8.9 0.2 1.3 4.3 2.1 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 22 0 . . . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 467,402 : : Positions : : 370,827 409,001 41,719 0 25,719 0 2,130 21,281 5,248 6,663 2,608 : : : : Changes from: July 21, 2015 : : 12,450 15,306 2,977 0 656 0 0 0 1,783 1,904 656 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 87.5 8.9 0.0 5.5 0.0 0.5 4.6 1.1 1.4 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 545,422 : : Positions : : 484,432 492,393 6,293 6,306 29,297 15,207 0 9,017 367 7,600 809 : : : : Changes from: July 21, 2015 : : 5,489 5,897 0 0 0 0 0 0 7 -401 401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 90.3 1.2 1.2 5.4 2.8 0.0 1.7 0.1 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 52,243 : : Positions : : 45,020 44,610 0 720 1,149 2,223 429 1,567 267 2,008 1,054 : : : : Changes from: July 21, 2015 : : -147 274 0 -64 -21 0 -61 0 0 -82 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 85.4 0.0 1.4 2.2 4.3 0.8 3.0 0.5 3.8 2.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 24 26 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 60,821 : : Positions : : 51,439 59,846 8,445 0 560 0 270 0 0 50 0 : : : : Changes from: July 21, 2015 : : -445 -495 0 0 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 98.4 13.9 0.0 0.9 0.0 0.4 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 27 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 80,130 : : Positions : : 70,742 78,977 8,560 0 300 80 0 80 0 700 0 : : : : Changes from: July 21, 2015 : : 745 545 -200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 98.6 10.7 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 : : 31 29 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 18,715 : : Positions : : 16,705 16,335 0 1,720 600 1,200 0 0 0 0 0 : : : : Changes from: July 21, 2015 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 87.3 0.0 9.2 3.2 6.4 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 272,864 : : Positions : : 197,680 256,048 69,288 0 0 0 4,280 5,896 0 6,640 0 : : : : Changes from: July 21, 2015 : : 5,104 408 -4,696 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 93.8 25.4 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 22 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 7,763 : : Positions : : 5,690 6,524 0 99 198 42 0 0 1,567 505 113 : : : : Changes from: July 21, 2015 : : 332 430 0 -192 64 0 0 0 -21 12 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 84.0 0.0 1.3 2.6 0.5 0.0 0.0 20.2 6.5 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 20,145 : : Positions : : 17,785 17,560 0 1,060 1,130 1,170 0 30 0 350 0 : : : : Changes from: July 21, 2015 : : 315 250 0 50 -35 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 87.2 0.0 5.3 5.6 5.8 0.0 0.1 0.0 1.7 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 15,120 : : Positions : : 13,230 12,290 50 420 1,505 0 715 155 0 0 0 : : : : Changes from: July 21, 2015 : : -90 175 0 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 81.3 0.3 2.8 10.0 0.0 4.7 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 19,479 : : Positions : : 16,398 14,246 409 2,268 1,445 726 42 131 0 0 0 : : : : Changes from: July 21, 2015 : : 21 -322 -1 151 1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 73.1 2.1 11.6 7.4 3.7 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 21 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 54,601 : : Positions : : 49,926 39,122 793 3,121 2,270 0 4,136 935 0 4,540 357 : : : : Changes from: July 21, 2015 : : 1,154 370 -220 0 61 0 177 0 0 250 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 71.7 1.5 5.7 4.2 0.0 7.6 1.7 0.0 8.3 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 27 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 59,810 : : Positions : : 55,587 40,485 781 6,050 711 0 5,145 1,304 25 4,604 1,395 : : : : Changes from: July 21, 2015 : : 372 -604 0 0 2 -124 199 4 25 678 -156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 67.7 1.3 10.1 1.2 0.0 8.6 2.2 0.0 7.7 2.3 : : : : Number of Traders in Each Category Total Traders: 50 : : 31 32 . . . 0 4 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 48,990 : : Positions : : 45,630 46,575 810 1,145 1,225 300 0 0 960 0 0 : : : : Changes from: July 21, 2015 : : 480 500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 95.1 1.7 2.3 2.5 0.6 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 53,570 : : Positions : : 49,695 50,810 1,470 1,570 1,190 0 0 0 1,095 0 0 : : : : Changes from: July 21, 2015 : : 355 355 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 94.8 2.7 2.9 2.2 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 26 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 364,730 : : Positions : : 281,237 312,231 3,539 20,437 8,967 29,503 408 14,040 18,797 0 8,647 : : : : Changes from: July 21, 2015 : : 408 3,480 1,160 -1,160 1,160 0 408 0 1,160 0 -776 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 85.6 1.0 5.6 2.5 8.1 0.1 3.8 5.2 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 29 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 25,015 : : Positions : : 17,929 21,651 1,237 424 811 2,600 337 573 1,207 588 419 : : : : Changes from: July 21, 2015 : : 92 560 341 0 0 -63 -42 42 43 -84 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 86.6 4.9 1.7 3.2 10.4 1.3 2.3 4.8 2.4 1.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 29 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 34,030 : : Positions : : 16,883 33,614 15,426 0 0 488 0 231 821 4 181 : : : : Changes from: July 21, 2015 : : 1,592 2,141 371 0 0 50 0 0 27 -101 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.6 98.8 45.3 0.0 0.0 1.4 0.0 0.7 2.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 518,934 : : Positions : : 444,855 486,774 57,563 0 7,854 0 10,938 8,662 0 4,706 0 : : : : Changes from: July 21, 2015 : : 2,664 2,664 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 43,462 : : Positions : : 32,066 39,677 3,319 258 127 2,001 92 1,824 3,303 302 499 : : : : Changes from: July 21, 2015 : : 318 490 172 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 91.3 7.6 0.6 0.3 4.6 0.2 4.2 7.6 0.7 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 65,675 : : Positions : : 49,276 52,788 13,647 4,662 2,752 0 5,473 0 0 0 0 : : : : Changes from: July 21, 2015 : : 0 0 0 0 0 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 17,412 : : Positions : : 11,824 14,240 463 691 642 544 0 41 2,958 192 108 : : : : Changes from: July 21, 2015 : : 228 209 21 21 -21 21 0 0 1 0 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 81.8 2.7 4.0 3.7 3.1 0.0 0.2 17.0 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 197,469 : : Positions : : 144,735 181,004 22,737 9,032 6,248 0 0 0 22,564 0 1,185 : : : : Changes from: July 21, 2015 : : -392 0 0 1,176 0 0 0 0 1,568 0 -784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 91.7 11.5 4.6 3.2 0.0 0.0 0.0 11.4 0.0 0.6 : : : : 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,497 : : Positions : : 7,922 9,692 1,916 596 1,270 949 0 176 107 0 0 : : : : Changes from: July 21, 2015 : : 980 744 -128 0 0 -64 0 42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 77.6 15.3 4.8 10.2 7.6 0.0 1.4 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 21 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 133,170 : : Positions : : 113,181 95,970 1,636 24,320 12,880 5,473 0 0 0 0 0 : : : : Changes from: July 21, 2015 : : 401 401 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 72.1 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 23,182 : : Positions : : 11,788 18,162 5,892 0 4,146 482 0 874 0 0 0 : : : : Changes from: July 21, 2015 : : 154 -73 -227 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 78.3 25.4 0.0 17.9 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 184,720 : : Positions : : 146,545 113,226 0 39,128 32,366 5,809 0 0 0 0 0 : : : : Changes from: July 21, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 61.3 0.0 21.2 17.5 3.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 15 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Any Multiple of 800 800MWhs : CFTC Code #0643CL Open Interest is 88,920 : : Positions : : 58,683 66,890 5,422 0 10,520 0 87 1,067 2,885 0 10,063 : : : : Changes from: July 21, 2015 : : -1,227 -812 -19 0 -1 0 2 -30 405 -15 -553 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 75.2 6.1 0.0 11.8 0.0 0.1 1.2 3.2 0.0 11.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 26,815 : : Positions : : 25,060 12,350 1,345 13,610 30 0 825 0 0 0 0 : : : : Changes from: July 21, 2015 : : 0 0 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 22,745 : : Positions : : 20,930 8,210 1,175 13,610 0 0 825 0 0 0 0 : : : : Changes from: July 21, 2015 : : 0 100 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 36.1 5.2 59.8 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 26,936 : : Positions : : 26,686 21,916 0 5,020 0 150 0 0 100 0 0 : : : : Changes from: July 21, 2015 : : 1,065 865 0 200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 24,064 : : Positions : : 23,370 19,609 0 4,440 0 450 0 0 0 0 0 : : : : Changes from: July 21, 2015 : : 695 695 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 81.5 0.0 18.5 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 19,810 : : Positions : : 19,070 18,710 0 625 135 0 100 0 0 0 0 : : : : Changes from: July 21, 2015 : : 600 575 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 94.4 0.0 3.2 0.7 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 12,300 : : Positions : : 11,600 12,190 0 0 0 75 0 0 0 0 0 : : : : Changes from: July 21, 2015 : : -5 -5 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: 22 : : 17 10 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 13,907 : : Positions : : 13,647 13,907 0 0 0 50 0 0 0 0 0 : : : : Changes from: July 21, 2015 : : -55 -55 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 121,840 : : Positions : : 106,030 117,545 10,510 0 2,580 435 0 315 1,950 1,200 0 : : : : Changes from: July 21, 2015 : : 1,570 1,795 -25 0 0 -50 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 96.5 8.6 0.0 2.1 0.4 0.0 0.3 1.6 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 138,906 : : Positions : : 123,502 134,649 11,354 0 1,870 1,110 977 220 750 1,000 100 : : : : Changes from: July 21, 2015 : : 915 835 70 0 -15 -100 50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 96.9 8.2 0.0 1.3 0.8 0.7 0.2 0.5 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 39 36 4 0 . . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 146,338 : : Positions : : 112,996 117,305 2,286 10,490 7,715 2,735 1,177 1,046 16,511 5,564 2,840 : : : : Changes from: July 21, 2015 : : 880 390 362 -265 -245 0 287 0 -484 438 391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 80.2 1.6 7.2 5.3 1.9 0.8 0.7 11.3 3.8 1.9 : : : : Number of Traders in Each Category Total Traders: 66 : : 40 36 . . 4 . 4 . 8 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 103,621 : : Positions : : 85,877 87,975 7,939 4,275 5,076 170 0 1,340 615 3,160 1,795 : : : : Changes from: July 21, 2015 : : 692 1,752 -25 -965 90 0 0 0 0 0 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 84.9 7.7 4.1 4.9 0.2 0.0 1.3 0.6 3.0 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 25,670 : : Positions : : 25,065 22,915 395 2,240 155 0 335 25 0 0 0 : : : : Changes from: July 21, 2015 : : 160 255 95 50 0 0 -50 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 89.3 1.5 8.7 0.6 0.0 1.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 22,635 : : Positions : : 22,030 20,065 300 2,100 125 0 135 100 0 0 0 : : : : Changes from: July 21, 2015 : : 25 75 0 0 0 0 -50 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 88.6 1.3 9.3 0.6 0.0 0.6 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 27,474 : : Positions : : 25,860 21,674 75 3,310 1,110 0 920 205 100 25 0 : : : : Changes from: July 21, 2015 : : 15 15 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 12.0 4.0 0.0 3.3 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV 1 Mwh : CFTC Code #0643F1 Open Interest is 10,630 : : Positions : : 8,350 9,705 650 0 730 705 0 195 0 0 0 : : : : Changes from: July 21, 2015 : : -210 90 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 91.3 6.1 0.0 6.9 6.6 0.0 1.8 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 15,593 : : Positions : : 10,840 12,408 724 157 865 44 0 132 1,124 0 0 : : : : Changes from: July 21, 2015 : : -11 569 0 9 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 79.6 4.6 1.0 5.5 0.3 0.0 0.8 7.2 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 129,090 : : Positions : : 112,608 65,717 578 52,604 6,309 2,575 0 2,540 4,480 1,920 0 : : : : Changes from: July 21, 2015 : : 1,819 4,050 0 -2,360 2,570 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 50.9 0.4 40.7 4.9 2.0 0.0 2.0 3.5 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 14 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 2,752,749 : : Positions : :2,450,022 1,147,297 96,543 1,182,960 206,184 0 216,280 0 0 0 0 : : : : Changes from: July 21, 2015 : : 66,698 121,538 0 -54,840 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 41.7 3.5 43.0 7.5 0.0 7.9 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 43,249 : : Positions : : 31,518 39,755 7,389 320 609 488 0 2,565 680 0 0 : : : : Changes from: July 21, 2015 : : -84 5,436 5,520 0 -3,884 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 91.9 17.1 0.7 1.4 1.1 0.0 5.9 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,193,501 : : Positions : : 689,654 866,464 144,337 45,029 211,448 70,520 0 70,560 6,982 0 0 : : : : Changes from: July 21, 2015 : : 0 0 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 19,973 : : Positions : : 10,905 18,115 6,300 0 600 0 480 0 1,450 0 130 : : : : Changes from: July 21, 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 21,707 : : Positions : : 9,716 19,887 9,945 0 500 0 480 0 822 50 130 : : : : Changes from: July 21, 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 31,588 : : Positions : : 27,195 22,634 0 6,395 74 950 0 0 2,448 2,070 375 : : : : Changes from: July 21, 2015 : : 1,200 165 0 435 -20 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 71.7 0.0 20.2 0.2 3.0 0.0 0.0 7.7 6.6 1.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 24,071 : : Positions : : 19,461 18,451 0 3,744 1,598 540 0 0 2,099 0 60 : : : : Changes from: July 21, 2015 : : 55 955 0 -885 34 0 0 0 15 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 76.7 0.0 15.6 6.6 2.2 0.0 0.0 8.7 0.0 0.2 : : : : 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 28,536 : : Positions : : 26,127 15,585 1,681 12,624 32 51 40 200 250 0 0 : : : : Changes from: July 21, 2015 : : 2,182 1,249 2 950 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 54.6 5.9 44.2 0.1 0.2 0.1 0.7 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 25 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 24,035 : : Positions : : 23,140 15,129 0 8,206 160 600 540 0 0 0 0 : : : : Changes from: July 21, 2015 : : 436 1 0 450 -31 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 62.9 0.0 34.1 0.7 2.5 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 21 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 16,969 : : Positions : : 13,125 14,714 3,521 1,195 200 0 860 0 0 0 0 : : : : Changes from: July 21, 2015 : : -20 295 255 0 -83 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 86.7 20.7 7.0 1.2 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 10,492 : : Positions : : 6,129 9,877 3,493 305 0 0 0 0 0 0 0 : : : : Changes from: July 21, 2015 : : 70 155 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 94.1 33.3 2.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 33,097 : : Positions : : 30,153 26,207 1,225 2,735 1,295 0 1,815 260 25 600 0 : : : : Changes from: July 21, 2015 : : 0 40 0 -25 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 79.2 3.7 8.3 3.9 0.0 5.5 0.8 0.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 21 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 11,812 : : Positions : : 9,665 8,827 0 2,925 0 975 0 0 1,052 0 0 : : : : Changes from: July 21, 2015 : : 620 320 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 74.7 0.0 24.8 0.0 8.3 0.0 0.0 8.9 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,469 : : Positions : : 10,344 9,907 540 3,312 0 480 0 150 1,635 100 0 : : : : Changes from: July 21, 2015 : : 400 230 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 73.6 4.0 24.6 0.0 3.6 0.0 1.1 12.1 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 18 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 59,935 : : Positions : : 54,291 50,881 0 3,195 3,465 405 205 515 0 0 0 : : : : Changes from: July 21, 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 54,607 : : Positions : : 49,932 44,148 0 5,065 2,645 405 205 515 0 0 0 : : : : Changes from: July 21, 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 10,886 : : Positions : : 9,750 9,110 550 0 0 0 950 0 0 325 296 : : : : Changes from: July 21, 2015 : : -15 -15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 83.7 5.1 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 10 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 24,395 : : Positions : : 24,245 18,015 0 1,200 0 0 5,090 0 0 0 0 : : : : Changes from: July 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 72,573 : : Positions : : 55,323 68,441 4,125 860 50 8,795 215 20 1,425 0 296 : : : : Changes from: July 21, 2015 : : 595 545 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 94.3 5.7 1.2 0.1 12.1 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 67,870 : : Positions : : 50,898 64,343 2,725 740 820 7,285 0 0 4,510 0 0 : : : : Changes from: July 21, 2015 : : 330 280 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 94.8 4.0 1.1 1.2 10.7 0.0 0.0 6.6 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 25,602 : : Positions : : 22,225 19,175 0 990 420 0 4,050 250 1,750 0 0 : : : : Changes from: July 21, 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 22,035 : : Positions : : 20,855 20,095 0 510 90 0 600 600 350 0 0 : : : : Changes from: July 21, 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 28,039 : : Positions : : 21,650 19,140 0 2,540 2,295 2,075 1,200 250 580 1,650 69 : : : : Changes from: July 21, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 68.3 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 28, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 22,735 : : Positions : : 18,975 15,855 0 3,185 1,425 200 600 650 45 0 280 : : : : Changes from: July 21, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 31, 2015