Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 126,741 : : Positions : : 30,221 34,228 1,581 29,452 3,965 31,622 6,091 6,823 35,429 29,138 16,193 : : : : Changes from: July 28, 2015 : : -511 -526 -709 -2,611 432 2,665 -755 -2,983 -2,459 3,806 -739 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.8 27.0 1.2 23.2 3.1 25.0 4.8 5.4 28.0 23.0 12.8 : : : : Number of Traders in Each Category Total Traders: 56 : : 15 16 . . . . . . 12 16 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 31,135 : : Positions : : 6,171 11,735 605 3,751 775 4,889 2,970 322 14,988 8,232 2,785 : : : : Changes from: July 28, 2015 : : -955 -240 -85 -2,489 47 62 120 -566 -1,521 50 -93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 37.7 1.9 12.0 2.5 15.7 9.5 1.0 48.1 26.4 8.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 12 . . 4 . . . 10 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 6,334 : : Positions : : 483 982 2,015 0 1,446 26 2,293 830 915 168 612 : : : : Changes from: July 28, 2015 : : 30 76 -77 0 149 6 194 112 286 -24 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 15.5 31.8 0.0 22.8 0.4 36.2 13.1 14.4 2.7 9.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 10 6 4 0 4 . . . 10 4 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 151,561 : : Positions : : 107,519 114,250 3,523 2,744 10,705 2,237 3,106 3,727 13,138 5,612 9,867 : : : : Changes from: July 28, 2015 : : -3,076 -3,550 287 13 -790 -259 123 -359 -534 -1,013 -1,322 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 75.4 2.3 1.8 7.1 1.5 2.0 2.5 8.7 3.7 6.5 : : : : Number of Traders in Each Category Total Traders: 75 : : 43 46 . . 4 5 4 6 10 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 60,595 : : Positions : : 45,947 48,429 4,880 0 6,165 337 221 1,479 26 2,644 1,658 : : : : Changes from: July 28, 2015 : : -2,460 -3,593 -1,060 0 620 -99 -419 -132 26 419 897 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 79.9 8.1 0.0 10.2 0.6 0.4 2.4 0.0 4.4 2.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 20 . 0 . . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 429,697 : : Positions : : 368,542 393,257 6,685 0 17,472 29,326 320 5,400 0 10,976 2,272 : : : : Changes from: July 28, 2015 : : -12,011 -15,155 2,576 0 -1,312 -960 320 -680 0 4,440 -992 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 91.5 1.6 0.0 4.1 6.8 0.1 1.3 0.0 2.6 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 19 . 0 . . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 1,836,630 : : Positions : :1,586,838 1,608,534 110,310 106,757 65,846 7,658 3,136 12,024 28,872 14,875 25,082 : : : : Changes from: July 28, 2015 : : 24,709 6,653 -7,015 1,208 4,657 327 768 -2,319 -9,440 -424 -768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 87.6 6.0 5.8 3.6 0.4 0.2 0.7 1.6 0.8 1.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 33 37 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 74,262 : : Positions : : 62,265 57,015 0 5,335 5,989 51 931 3,261 1,529 564 1,158 : : : : Changes from: July 28, 2015 : : 1,952 1,684 0 130 -439 -80 -40 120 27 125 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 76.8 0.0 7.2 8.1 0.1 1.3 4.4 2.1 0.8 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 26 22 0 . . . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 481,582 : : Positions : : 378,887 421,261 48,463 0 26,999 0 2,130 21,281 2,704 6,663 3,248 : : : : Changes from: July 28, 2015 : : 8,060 12,260 6,744 0 1,280 0 0 0 -2,544 0 640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 87.5 10.1 0.0 5.6 0.0 0.4 4.4 0.6 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 543,838 : : Positions : : 482,032 490,401 6,293 6,306 29,297 15,207 0 9,017 1,183 8,008 809 : : : : Changes from: July 28, 2015 : : -2,400 -1,992 0 0 0 0 0 0 816 408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 90.2 1.2 1.2 5.4 2.8 0.0 1.7 0.2 1.5 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 52,808 : : Positions : : 45,819 45,558 0 656 1,170 2,223 343 1,567 0 1,788 1,020 : : : : Changes from: July 28, 2015 : : 799 948 0 -64 21 0 -86 0 -267 -220 -34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 86.3 0.0 1.2 2.2 4.2 0.6 3.0 0.0 3.4 1.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 26 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 60,831 : : Positions : : 51,449 59,856 8,445 0 560 0 270 0 0 50 0 : : : : Changes from: July 28, 2015 : : 10 10 0 0 0 0 0 0 0 0 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 August 4, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 81,240 : : Positions : : 71,852 80,087 8,560 0 300 80 0 80 0 700 0 : : : : Changes from: July 28, 2015 : : 1,110 1,110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 98.6 10.5 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 August 4, 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 18,665 : : Positions : : 16,655 16,335 0 1,670 600 1,200 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : -50 0 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 87.5 0.0 8.9 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 August 4, 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 273,680 : : Positions : : 197,712 256,456 70,072 0 0 0 4,280 5,896 0 7,048 0 : : : : Changes from: July 28, 2015 : : 32 408 784 0 0 0 0 0 0 408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 93.7 25.6 0.0 0.0 0.0 1.6 2.2 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 22 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,007 : : Positions : : 5,963 6,747 0 99 198 42 0 0 1,546 660 21 : : : : Changes from: July 28, 2015 : : 273 223 0 0 0 0 0 0 -21 155 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 84.3 0.0 1.2 2.5 0.5 0.0 0.0 19.3 8.2 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 20,445 : : Positions : : 18,085 17,875 0 1,060 1,130 1,170 0 30 0 350 0 : : : : Changes from: July 28, 2015 : : 300 315 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 87.4 0.0 5.2 5.5 5.7 0.0 0.1 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 15,245 : : Positions : : 13,210 12,410 50 420 1,505 0 715 155 0 0 0 : : : : Changes from: July 28, 2015 : : -20 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 81.4 0.3 2.8 9.9 0.0 4.7 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 August 4, 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 19,414 : : Positions : : 16,354 14,268 412 2,120 1,442 726 42 131 0 0 0 : : : : Changes from: July 28, 2015 : : -44 22 3 -148 -3 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 73.5 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: 30 : : 22 20 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 55,325 : : Positions : : 50,440 39,539 808 3,026 2,435 0 4,191 935 0 4,692 387 : : : : Changes from: July 28, 2015 : : 514 417 15 -95 165 0 55 0 0 152 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 71.5 1.5 5.5 4.4 0.0 7.6 1.7 0.0 8.5 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 28 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 60,612 : : Positions : : 56,427 40,315 781 6,281 693 0 5,170 1,289 0 5,348 1,400 : : : : Changes from: July 28, 2015 : : 840 -170 0 231 -18 0 25 -15 -25 744 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 66.5 1.3 10.4 1.1 0.0 8.5 2.1 0.0 8.8 2.3 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 32 . . . 0 4 . 0 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 49,710 : : Positions : : 46,350 47,295 810 1,145 1,225 300 0 0 820 0 0 : : : : Changes from: July 28, 2015 : : 720 720 0 0 0 0 0 0 -140 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 95.1 1.6 2.3 2.5 0.6 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 53,970 : : Positions : : 50,095 51,210 1,470 1,570 1,190 0 0 0 895 0 0 : : : : Changes from: July 28, 2015 : : 400 400 0 0 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 94.9 2.7 2.9 2.2 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 27 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 367,773 : : Positions : : 281,593 314,497 3,539 20,069 9,335 29,503 1,192 14,040 21,123 0 8,640 : : : : Changes from: July 28, 2015 : : 356 2,266 0 -368 368 0 784 0 2,326 0 -7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 85.5 1.0 5.5 2.5 8.0 0.3 3.8 5.7 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 30 . . . . . . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 25,205 : : Positions : : 18,226 21,756 1,237 403 832 2,598 377 575 1,100 609 398 : : : : Changes from: July 28, 2015 : : 297 105 0 -21 21 -2 40 2 -107 21 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 86.3 4.9 1.6 3.3 10.3 1.5 2.3 4.4 2.4 1.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 29 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 38,061 : : Positions : : 19,788 37,541 16,181 0 0 539 0 231 1,187 154 135 : : : : Changes from: July 28, 2015 : : 2,905 3,927 755 0 0 51 0 0 366 150 -46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 98.6 42.5 0.0 0.0 1.4 0.0 0.6 3.1 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . 0 0 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 524,454 : : Positions : : 451,159 492,294 56,779 0 7,854 0 10,938 8,662 0 3,954 0 : : : : Changes from: July 28, 2015 : : 6,304 5,520 -784 0 0 0 0 0 0 -752 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 93.9 10.8 0.0 1.5 0.0 2.1 1.7 0.0 0.8 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 August 4, 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 43,928 : : Positions : : 32,531 39,760 3,574 258 127 2,001 92 1,824 2,921 233 627 : : : : Changes from: July 28, 2015 : : 465 83 255 0 0 0 0 0 -382 -69 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 90.5 8.1 0.6 0.3 4.6 0.2 4.2 6.6 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 28, 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 August 4, 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 17,966 : : Positions : : 12,420 14,284 270 1,368 1,048 544 0 41 2,958 234 108 : : : : Changes from: July 28, 2015 : : 596 44 -193 677 406 0 0 0 0 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 79.5 1.5 7.6 5.8 3.0 0.0 0.2 16.5 1.3 0.6 : : : : Number of Traders in Each Category Total Traders: 32 : : 15 19 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 205,760 : : Positions : : 153,800 185,741 22,329 9,816 7,425 0 0 0 19,428 0 2,778 : : : : Changes from: July 28, 2015 : : 9,065 4,737 -408 784 1,177 0 0 0 -3,136 0 1,593 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 90.3 10.9 4.8 3.6 0.0 0.0 0.0 9.4 0.0 1.4 : : : : 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 August 4, 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 12,902 : : Positions : : 8,113 10,055 2,088 596 1,291 949 0 176 128 0 0 : : : : Changes from: July 28, 2015 : : 191 363 172 0 21 0 0 0 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 77.9 16.2 4.6 10.0 7.4 0.0 1.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 22 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 132,010 : : Positions : : 108,852 96,753 5,964 24,320 10,937 6,257 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : -4,329 783 4,328 0 -1,943 784 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 73.3 4.5 18.4 8.3 4.7 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 August 4, 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 21,095 : : Positions : : 11,158 16,179 4,591 0 4,146 430 0 770 0 0 0 : : : : Changes from: July 28, 2015 : : -630 -1,983 -1,301 0 0 -52 0 -104 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 76.7 21.8 0.0 19.7 2.0 0.0 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 172,600 : : Positions : : 138,033 101,426 0 42,088 29,086 5,481 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : -8,512 -11,800 0 2,960 -3,280 -328 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 58.8 0.0 24.4 16.9 3.2 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 August 4, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 10,495 : : Positions : : 9,955 9,480 0 550 0 0 400 0 0 0 0 : : : : Changes from: July 28, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 90.3 0.0 5.2 0.0 0.0 3.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 90,421 : : Positions : : 59,816 67,868 5,153 0 10,643 0 175 1,043 3,106 0 10,407 : : : : Changes from: July 28, 2015 : : 1,133 978 -269 0 124 0 88 -23 220 0 345 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 75.1 5.7 0.0 11.8 0.0 0.2 1.2 3.4 0.0 11.5 : : : : 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 August 4, 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 28, 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 August 4, 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 28, 2015 : : 0 0 0 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 August 4, 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 28,451 : : Positions : : 28,201 22,231 0 6,220 0 150 0 0 100 0 0 : : : : Changes from: July 28, 2015 : : 1,515 315 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.1 78.1 0.0 21.9 0.0 0.5 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 18 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 25,504 : : Positions : : 24,810 19,849 0 5,640 0 450 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : 1,440 240 0 1,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 77.8 0.0 22.1 0.0 1.8 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 August 4, 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 18,735 0 600 135 0 100 0 0 0 0 : : : : Changes from: July 28, 2015 : : 0 25 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 94.6 0.0 3.0 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 August 4, 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 13,040 : : Positions : : 12,340 12,930 0 0 0 75 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : 740 740 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 99.2 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: 23 : : 20 10 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 14,677 : : Positions : : 14,417 14,677 0 0 0 50 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : 770 770 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 100.0 0.0 0.0 0.0 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 23 10 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 125,105 : : Positions : : 107,035 121,235 12,095 0 2,055 435 0 315 3,150 1,200 0 : : : : Changes from: July 28, 2015 : : 1,005 3,690 1,585 0 -525 0 0 0 1,200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 96.9 9.7 0.0 1.6 0.3 0.0 0.3 2.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 33 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 138,756 : : Positions : : 121,832 134,679 12,959 0 1,585 1,155 727 375 750 1,000 100 : : : : Changes from: July 28, 2015 : : -1,670 30 1,605 0 -285 45 -250 155 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 97.1 9.3 0.0 1.1 0.8 0.5 0.3 0.5 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 39 36 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 147,956 : : Positions : : 115,633 118,852 2,319 10,376 7,777 2,735 1,378 1,046 15,254 5,274 2,865 : : : : Changes from: July 28, 2015 : : 2,637 1,547 33 -114 62 0 201 0 -1,257 -290 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 80.3 1.6 7.0 5.3 1.8 0.9 0.7 10.3 3.6 1.9 : : : : Number of Traders in Each Category Total Traders: 64 : : 40 37 . . 4 . . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 104,659 : : Positions : : 87,470 89,213 7,944 3,930 5,206 170 0 1,340 550 3,160 1,810 : : : : Changes from: July 28, 2015 : : 1,593 1,238 5 -345 130 0 0 0 -65 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 85.2 7.6 3.8 5.0 0.2 0.0 1.3 0.5 3.0 1.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 31 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 25,840 : : Positions : : 25,250 23,020 395 2,320 140 0 335 25 0 0 0 : : : : Changes from: July 28, 2015 : : 185 105 0 80 -15 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 89.1 1.5 9.0 0.5 0.0 1.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 22,755 : : Positions : : 22,150 20,185 300 2,100 125 0 135 100 0 0 0 : : : : Changes from: July 28, 2015 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 88.7 1.3 9.2 0.5 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 August 4, 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 27,524 : : Positions : : 25,910 21,724 75 3,310 1,110 0 920 205 100 25 0 : : : : Changes from: July 28, 2015 : : 50 50 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 August 4, 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 10,930 : : Positions : : 8,650 10,005 650 0 730 705 0 195 0 0 0 : : : : Changes from: July 28, 2015 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 91.5 5.9 0.0 6.7 6.5 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 August 4, 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 14,765 : : Positions : : 10,405 12,012 610 157 857 10 20 166 1,130 0 0 : : : : Changes from: July 28, 2015 : : -435 -395 -114 0 -8 -34 20 34 6 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 81.4 4.1 1.1 5.8 0.1 0.1 1.1 7.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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-5MW per : CFTC Code #064A58 Open Interest is 126,613 : : Positions : : 109,082 63,716 532 50,816 7,634 2,345 0 2,540 4,480 1,805 0 : : : : Changes from: July 28, 2015 : : -3,526 -2,001 -46 -1,788 1,325 -230 0 0 0 -115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 50.3 0.4 40.1 6.0 1.9 0.0 2.0 3.5 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 2,798,986 : : Positions : :2,526,835 1,226,461 72,239 1,187,664 199,912 0 184,920 0 0 0 0 : : : : Changes from: July 28, 2015 : : 76,812 79,164 -24,304 4,704 -6,272 0 -31,360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 43.8 2.6 42.4 7.1 0.0 6.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 41,571 : : Positions : : 29,978 38,468 7,550 320 448 672 0 2,335 588 0 0 : : : : Changes from: July 28, 2015 : : -1,540 -1,287 161 0 -161 184 0 -230 -92 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 92.5 18.2 0.8 1.1 1.6 0.0 5.6 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 1,084,741 : : Positions : : 614,606 843,160 183,196 0 171,021 39,160 0 70,560 6,198 0 0 : : : : Changes from: July 28, 2015 : : -75,048 -23,304 38,859 -45,029 -40,427 -31,360 0 0 -784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 77.7 16.9 0.0 15.8 3.6 0.0 6.5 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 20,173 : : Positions : : 11,105 18,315 6,300 0 600 0 480 0 1,450 0 130 : : : : Changes from: July 28, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 90.8 31.2 0.0 3.0 0.0 2.4 0.0 7.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 21,907 : : Positions : : 9,916 20,087 9,945 0 500 0 480 0 822 50 130 : : : : Changes from: July 28, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 91.7 45.4 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 August 4, 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 32,680 : : Positions : : 28,297 23,656 0 6,390 74 950 0 0 2,363 2,070 450 : : : : Changes from: July 28, 2015 : : 1,102 1,022 0 -5 0 0 0 0 -85 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 72.4 0.0 19.6 0.2 2.9 0.0 0.0 7.2 6.3 1.4 : : : : 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 August 4, 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 24,231 : : Positions : : 19,666 18,651 0 3,704 1,598 540 0 0 2,054 0 60 : : : : Changes from: July 28, 2015 : : 205 200 0 -40 0 0 0 0 -45 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 77.0 0.0 15.3 6.6 2.2 0.0 0.0 8.5 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 August 4, 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 28,977 : : Positions : : 26,501 16,274 1,679 12,376 32 0 40 200 300 0 0 : : : : Changes from: July 28, 2015 : : 374 689 -2 -248 0 -51 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 56.2 5.8 42.7 0.1 0.0 0.1 0.7 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 27 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 24,125 : : Positions : : 23,185 15,299 0 8,126 160 600 540 0 0 0 0 : : : : Changes from: July 28, 2015 : : 45 170 0 -80 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 63.4 0.0 33.7 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 August 4, 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 16,994 : : Positions : : 13,150 14,739 3,521 1,195 200 0 860 0 0 0 0 : : : : Changes from: July 28, 2015 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 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: 25 : : 14 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 10,542 : : Positions : : 6,129 9,927 3,518 305 0 0 0 0 0 0 0 : : : : Changes from: July 28, 2015 : : 0 50 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 94.2 33.4 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 August 4, 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 33,102 : : Positions : : 30,158 26,212 1,225 2,735 1,295 0 1,815 260 25 600 0 : : : : Changes from: July 28, 2015 : : 5 5 0 0 0 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 August 4, 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 12,112 : : Positions : : 9,965 9,127 0 2,925 0 975 0 0 962 0 0 : : : : Changes from: July 28, 2015 : : 300 300 0 0 0 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 75.4 0.0 24.1 0.0 8.0 0.0 0.0 7.9 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 August 4, 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 14,054 : : Positions : : 10,809 10,477 540 3,312 0 480 0 150 1,610 100 0 : : : : Changes from: July 28, 2015 : : 465 570 0 0 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 74.5 3.8 23.6 0.0 3.4 0.0 1.1 11.5 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 August 4, 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 28, 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 August 4, 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 28, 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 August 4, 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 28, 2015 : : 0 0 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 August 4, 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 24,470 : : Positions : : 24,335 18,095 0 1,200 0 0 5,090 0 0 0 0 : : : : Changes from: July 28, 2015 : : 90 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.4 73.9 0.0 4.9 0.0 0.0 20.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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 73,333 : : Positions : : 56,383 69,201 4,125 860 50 8,495 215 20 1,425 0 296 : : : : Changes from: July 28, 2015 : : 1,060 760 0 0 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 94.4 5.6 1.2 0.1 11.6 0.3 0.0 1.9 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 August 4, 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 68,420 : : Positions : : 51,723 64,868 2,725 740 820 6,985 0 0 4,510 0 0 : : : : Changes from: July 28, 2015 : : 825 525 0 0 0 -300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 94.8 4.0 1.1 1.2 10.2 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 August 4, 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 26,097 : : Positions : : 22,720 19,670 0 990 420 0 4,050 250 1,750 0 0 : : : : Changes from: July 28, 2015 : : 495 495 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 75.4 0.0 3.8 1.6 0.0 15.5 1.0 6.7 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 August 4, 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 22,530 : : Positions : : 21,350 20,590 0 510 90 0 600 600 350 0 0 : : : : Changes from: July 28, 2015 : : 495 495 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 91.4 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 August 4, 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 28,739 : : Positions : : 22,350 19,740 0 2,640 2,295 2,075 1,200 250 580 1,650 69 : : : : Changes from: July 28, 2015 : : 700 600 0 100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 68.7 0.0 9.2 8.0 7.2 4.2 0.9 2.0 5.7 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 August 4, 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 23,335 : : Positions : : 19,575 16,455 0 3,185 1,425 200 600 650 45 0 280 : : : : Changes from: July 28, 2015 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 70.5 0.0 13.6 6.1 0.9 2.6 2.8 0.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 15 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated August 7, 2015