Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 127,819 : : Positions : : 32,118 32,184 1,903 30,064 4,375 30,806 4,140 7,153 36,510 35,095 14,047 : : : : Changes from: August 4, 2015 : : 1,897 -2,044 322 612 410 -816 -1,951 330 1,081 5,957 -2,146 : : : : Percent of Open Interest Represented by Each Category of Trader : : 25.1 25.2 1.5 23.5 3.4 24.1 3.2 5.6 28.6 27.5 11.0 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 16 . . 4 . . . 12 17 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 31,546 : : Positions : : 6,356 12,495 605 3,511 940 4,824 2,945 336 15,428 8,447 2,309 : : : : Changes from: August 4, 2015 : : 185 760 0 -240 165 -65 -25 14 440 215 -476 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.1 39.6 1.9 11.1 3.0 15.3 9.3 1.1 48.9 26.8 7.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 11 . . 4 . . . 10 10 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 7,222 : : Positions : : 558 1,212 2,033 0 1,740 0 2,189 1,116 983 175 784 : : : : Changes from: August 4, 2015 : : 74 230 17 0 294 -26 -103 286 69 7 172 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 16.8 28.1 0.0 24.1 0.0 30.3 15.5 13.6 2.4 10.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 10 6 . . 4 0 4 . 9 5 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 142,649 : : Positions : : 100,350 109,192 2,676 2,477 10,729 1,741 1,897 3,912 12,953 4,257 9,606 : : : : Changes from: August 4, 2015 : : -7,169 -5,057 -848 -267 23 -496 -1,209 185 -185 -1,355 -261 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 76.5 1.9 1.7 7.5 1.2 1.3 2.7 9.1 3.0 6.7 : : : : Number of Traders in Each Category Total Traders: 76 : : 43 46 . . 4 5 4 7 9 8 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 63,332 : : Positions : : 45,744 51,802 7,842 0 5,464 252 140 1,514 105 2,130 2,282 : : : : Changes from: August 4, 2015 : : -203 3,373 2,962 0 -701 -85 -81 35 79 -514 624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 81.8 12.4 0.0 8.6 0.4 0.2 2.4 0.2 3.4 3.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 22 . 0 . . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 478,826 : : Positions : : 426,386 427,060 0 17,077 15,097 29,326 632 5,400 0 10,943 2,617 : : : : Changes from: August 4, 2015 : : 57,844 33,803 -6,685 17,077 -2,375 0 312 0 0 -33 345 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 89.2 0.0 3.6 3.2 6.1 0.1 1.1 0.0 2.3 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 1,766,522 : : Positions : :1,524,518 1,539,409 112,438 104,760 60,883 6,079 2,760 11,649 25,872 21,979 25,082 : : : : Changes from: August 4, 2015 : : -62,319 -69,125 2,128 -1,997 -4,963 -1,579 -376 -375 -3,000 7,104 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 87.1 6.4 5.9 3.4 0.3 0.2 0.7 1.5 1.2 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 11, 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 69,964 : : Positions : : 59,726 52,980 0 7,052 4,125 157 681 3,372 1,266 437 1,308 : : : : Changes from: August 4, 2015 : : -2,539 -4,035 0 1,717 -1,864 106 -251 111 -263 -127 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 75.7 0.0 10.1 5.9 0.2 1.0 4.8 1.8 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 0 . . . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 485,467 : : Positions : : 368,762 436,377 71,408 0 19,704 494 0 19,475 2,376 6,663 3,248 : : : : Changes from: August 4, 2015 : : -10,125 15,116 22,945 0 -7,295 494 -2,130 -1,806 -328 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 89.9 14.7 0.0 4.1 0.1 0.0 4.0 0.5 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 513,031 : : Positions : : 451,904 463,426 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793 : : : : Changes from: August 4, 2015 : : -30,128 -26,975 -1,880 -5,033 1,953 376 0 -752 -360 16 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 90.3 0.9 0.2 6.1 3.0 0.0 1.6 0.2 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 27 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 49,245 : : Positions : : 42,701 42,446 0 719 1,061 1,878 172 1,567 534 1,817 890 : : : : Changes from: August 4, 2015 : : -3,118 -3,112 0 63 -109 -345 -171 0 534 29 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 86.2 0.0 1.5 2.2 3.8 0.3 3.2 1.1 3.7 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 56,384 : : Positions : : 47,194 55,340 8,180 0 660 0 245 0 0 50 0 : : : : Changes from: August 4, 2015 : : -4,255 -4,516 -265 0 100 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 98.1 14.5 0.0 1.2 0.0 0.4 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 27 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 74,744 : : Positions : : 65,625 73,596 8,365 0 300 40 0 80 0 700 0 : : : : Changes from: August 4, 2015 : : -6,227 -6,491 -195 0 0 -40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 98.5 11.2 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 29 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 17,920 : : Positions : : 16,095 15,660 0 1,660 600 1,200 0 0 0 0 0 : : : : Changes from: August 4, 2015 : : -560 -675 0 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 87.4 0.0 9.3 3.3 6.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 16 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 262,408 : : Positions : : 187,536 247,840 69,352 0 0 0 4,656 5,520 0 4,392 0 : : : : Changes from: August 4, 2015 : : -10,176 -8,616 -720 0 0 0 376 -376 0 -2,656 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 94.4 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.7 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 11, 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 6,893 : : Positions : : 5,302 5,976 0 191 106 42 0 0 1,339 407 21 : : : : Changes from: August 4, 2015 : : -661 -771 0 92 -92 0 0 0 -207 -253 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 86.7 0.0 2.8 1.5 0.6 0.0 0.0 19.4 5.9 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 17,900 : : Positions : : 15,640 15,410 0 1,195 995 1,180 0 20 0 225 0 : : : : Changes from: August 4, 2015 : : -2,445 -2,465 0 135 -135 10 0 -10 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 86.1 0.0 6.7 5.6 6.6 0.0 0.1 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 14,645 : : Positions : : 12,650 11,890 50 340 1,505 0 750 120 0 0 0 : : : : Changes from: August 4, 2015 : : -560 -520 0 -80 0 0 35 -35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 81.2 0.3 2.3 10.3 0.0 5.1 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 17,830 : : Positions : : 15,000 12,963 459 1,982 1,395 611 42 131 0 0 0 : : : : Changes from: August 4, 2015 : : -1,354 -1,305 47 -138 -47 -115 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 72.7 2.6 11.1 7.8 3.4 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 21 20 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 51,931 : : Positions : : 46,809 37,322 1,206 3,121 2,126 0 3,664 1,088 0 4,123 387 : : : : Changes from: August 4, 2015 : : -3,631 -2,217 398 95 -309 0 -527 153 0 -569 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 71.9 2.3 6.0 4.1 0.0 7.1 2.1 0.0 7.9 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 28 . . . 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 56,943 : : Positions : : 52,700 37,989 741 5,856 934 0 4,742 1,319 25 4,790 1,217 : : : : Changes from: August 4, 2015 : : -3,727 -2,326 -40 -425 241 0 -428 30 25 -558 -183 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 66.7 1.3 10.3 1.6 0.0 8.3 2.3 0.0 8.4 2.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 32 . . . 0 . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 47,830 : : Positions : : 44,695 45,555 785 1,020 1,225 250 0 0 820 0 0 : : : : Changes from: August 4, 2015 : : -1,655 -1,740 -25 -125 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 95.2 1.6 2.1 2.6 0.5 0.0 0.0 1.7 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 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 49,275 : : Positions : : 45,635 46,660 1,435 1,390 1,190 0 0 0 895 0 0 : : : : Changes from: August 4, 2015 : : -4,460 -4,550 -35 -180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 94.7 2.9 2.8 2.4 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 27 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 342,772 : : Positions : : 260,715 291,800 2,035 18,933 9,719 27,999 1,192 14,040 21,560 384 6,704 : : : : Changes from: August 4, 2015 : : -20,878 -22,697 -1,504 -1,136 384 -1,504 0 0 437 384 -1,936 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 85.1 0.6 5.5 2.8 8.2 0.3 4.1 6.3 0.1 2.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 30 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 22,988 : : Positions : : 16,413 20,250 1,527 403 550 2,322 147 552 1,238 657 239 : : : : Changes from: August 4, 2015 : : -1,814 -1,507 290 0 -282 -276 -230 -23 138 48 -159 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 88.1 6.6 1.8 2.4 10.1 0.6 2.4 5.4 2.9 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 25 29 . . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 35,286 : : Positions : : 18,148 34,769 15,228 0 0 539 0 205 1,031 177 135 : : : : Changes from: August 4, 2015 : : -1,640 -2,772 -953 0 0 0 0 -26 -156 23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 98.5 43.2 0.0 0.0 1.5 0.0 0.6 2.9 0.5 0.4 : : : : 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 August 11, 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 483,592 : : Positions : : 411,425 452,936 57,155 0 7,478 0 11,690 7,534 0 3,954 0 : : : : Changes from: August 4, 2015 : : -39,734 -39,358 376 0 -376 0 752 -1,128 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 93.7 11.8 0.0 1.5 0.0 2.4 1.6 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 40,512 : : Positions : : 30,012 36,735 3,459 212 127 1,288 0 1,824 3,059 233 489 : : : : Changes from: August 4, 2015 : : -2,519 -3,025 -115 -46 0 -713 -92 0 138 0 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 90.7 8.5 0.5 0.3 3.2 0.0 4.5 7.6 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 55,035 : : Positions : : 40,140 43,276 12,519 5,038 2,376 0 4,345 0 0 0 0 : : : : Changes from: August 4, 2015 : : -9,136 -9,512 -1,128 376 -376 0 -1,128 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 78.6 22.7 9.2 4.3 0.0 7.9 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 11, 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 16,954 : : Positions : : 12,211 13,601 0 1,238 1,208 382 0 41 2,751 211 85 : : : : Changes from: August 4, 2015 : : -209 -683 -270 -130 160 -162 0 0 -207 -23 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 80.2 0.0 7.3 7.1 2.3 0.0 0.2 16.2 1.2 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 0 4 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 193,393 : : Positions : : 143,680 172,207 21,978 12,152 6,657 0 0 0 18,701 0 2,377 : : : : Changes from: August 4, 2015 : : -10,120 -13,534 -351 2,336 -768 0 0 0 -727 0 -401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 89.0 11.4 6.3 3.4 0.0 0.0 0.0 9.7 0.0 1.2 : : : : 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 11, 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 12,324 : : Positions : : 7,935 9,298 2,225 1,121 912 998 0 84 128 0 0 : : : : Changes from: August 4, 2015 : : -178 -757 137 525 -379 49 0 -92 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 75.4 18.1 9.1 7.4 8.1 0.0 0.7 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 20 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 124,194 : : Positions : : 102,124 91,249 9,060 25,448 7,497 5,129 0 0 384 0 0 : : : : Changes from: August 4, 2015 : : -6,728 -5,504 3,096 1,128 -3,440 -1,128 0 0 384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 73.5 7.3 20.5 6.0 4.1 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 20,944 : : Positions : : 11,233 16,028 4,365 0 4,146 430 0 770 0 0 0 : : : : Changes from: August 4, 2015 : : 75 -151 -226 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 76.5 20.8 0.0 19.8 2.1 0.0 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 14 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 172,912 : : Positions : : 138,033 101,738 0 41,776 29,398 5,481 0 0 0 0 0 : : : : Changes from: August 4, 2015 : : 0 312 0 -312 312 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 58.8 0.0 24.2 17.0 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 11, 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 9,430 : : Positions : : 8,935 8,565 0 500 0 0 300 0 0 0 0 : : : : Changes from: August 4, 2015 : : -1,020 -915 0 -50 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 90.8 0.0 5.3 0.0 0.0 3.2 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 11, 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 93,624 : : Positions : : 62,274 70,430 4,695 0 10,435 0 144 992 3,626 0 11,347 : : : : Changes from: August 4, 2015 : : 2,459 2,562 -458 0 -209 0 -31 -51 520 0 940 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 75.2 5.0 0.0 11.1 0.0 0.2 1.1 3.9 0.0 12.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 15 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 25,235 : : Positions : : 23,580 11,350 1,285 13,120 15 0 750 0 0 0 0 : : : : Changes from: August 4, 2015 : : -1,480 -1,000 -60 -490 -15 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 45.0 5.1 52.0 0.1 0.0 3.0 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 11, 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 21,865 : : Positions : : 20,185 7,895 1,075 13,120 0 0 750 0 0 0 0 : : : : Changes from: August 4, 2015 : : -745 -315 -100 -490 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 36.1 4.9 60.0 0.0 0.0 3.4 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 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 25,586 : : Positions : : 25,386 19,666 0 5,920 0 100 0 0 100 0 0 : : : : Changes from: August 4, 2015 : : -2,815 -2,565 0 -300 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 76.9 0.0 23.1 0.0 0.4 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 19 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 23,148 : : Positions : : 22,740 17,928 0 5,205 0 175 0 0 0 0 0 : : : : Changes from: August 4, 2015 : : -2,070 -1,921 0 -435 0 -275 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.2 77.4 0.0 22.5 0.0 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 12,840 : : Positions : : 12,240 12,740 0 0 0 25 0 0 0 0 0 : : : : Changes from: August 4, 2015 : : -100 -190 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 99.2 0.0 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 21 10 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 13,902 : : Positions : : 13,692 13,902 0 0 0 25 0 0 0 0 0 : : : : Changes from: August 4, 2015 : : -725 -775 0 0 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.5 100.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 24 9 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 114,900 : : Positions : : 97,855 111,520 11,530 0 1,995 655 0 95 2,750 1,100 0 : : : : Changes from: August 4, 2015 : : -9,180 -9,715 -565 0 -60 220 0 -220 -400 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 97.1 10.0 0.0 1.7 0.6 0.0 0.1 2.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 32 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 124,642 : : Positions : : 109,133 121,214 11,989 0 1,530 1,055 570 235 600 900 100 : : : : Changes from: August 4, 2015 : : -12,699 -13,465 -970 0 -55 -100 -157 -140 -150 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 97.2 9.6 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 37 33 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 141,357 : : Positions : : 111,100 114,344 1,929 8,226 7,776 2,725 2,102 920 13,904 4,959 2,790 : : : : Changes from: August 4, 2015 : : -4,533 -4,508 -390 -2,150 -1 -10 724 -126 -1,350 -315 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 80.9 1.4 5.8 5.5 1.9 1.5 0.7 9.8 3.5 2.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 40 36 . . 4 . 4 . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 101,516 : : Positions : : 85,135 86,590 8,064 4,240 4,551 140 0 1,320 555 3,175 1,640 : : : : Changes from: August 4, 2015 : : -2,335 -2,623 120 310 -655 -30 0 -20 5 15 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 85.3 7.9 4.2 4.5 0.1 0.0 1.3 0.5 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 33 30 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 24,375 : : Positions : : 23,715 21,485 395 2,335 225 0 305 25 0 0 0 : : : : Changes from: August 4, 2015 : : -1,535 -1,535 0 15 85 0 -30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 88.1 1.6 9.6 0.9 0.0 1.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 21,325 : : Positions : : 20,740 18,795 300 2,100 125 0 105 100 0 0 0 : : : : Changes from: August 4, 2015 : : -1,410 -1,390 0 0 0 0 -30 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 88.1 1.4 9.8 0.6 0.0 0.5 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 8 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 26,759 : : Positions : : 25,240 21,014 65 3,300 1,110 0 925 175 50 25 0 : : : : Changes from: August 4, 2015 : : -670 -710 -10 -10 0 0 5 -30 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 78.5 0.2 12.3 4.1 0.0 3.5 0.7 0.2 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 11, 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 10,665 : : Positions : : 8,385 9,815 690 0 690 740 0 160 0 0 0 : : : : Changes from: August 4, 2015 : : -265 -190 40 0 -40 35 0 -35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 92.0 6.5 0.0 6.5 6.9 0.0 1.5 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 11, 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 14,824 : : Positions : : 10,467 12,082 630 150 857 10 20 166 1,130 0 0 : : : : Changes from: August 4, 2015 : : 62 69 20 -7 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 81.5 4.2 1.0 5.8 0.1 0.1 1.1 7.6 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 11, 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 127,822 : : Positions : : 110,291 65,027 532 50,816 7,634 2,345 0 2,540 4,480 1,805 0 : : : : Changes from: August 4, 2015 : : 1,209 1,311 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 50.9 0.4 39.8 6.0 1.8 0.0 2.0 3.5 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 2,814,666 : : Positions : :2,542,515 1,226,461 72,239 1,203,344 199,912 0 184,920 0 0 0 0 : : : : Changes from: August 4, 2015 : : 15,680 0 0 15,680 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 43.6 2.6 42.8 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 11, 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 41,991 : : Positions : : 30,398 38,888 7,550 320 448 672 0 2,335 588 0 0 : : : : Changes from: August 4, 2015 : : 420 420 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 92.6 18.0 0.8 1.1 1.6 0.0 5.6 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 1,123,781 : : Positions : : 622,286 882,200 214,556 0 171,021 39,160 0 70,560 6,198 0 0 : : : : Changes from: August 4, 2015 : : 7,680 39,040 31,360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 78.5 19.1 0.0 15.2 3.5 0.0 6.3 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 18,642 : : Positions : : 10,005 17,072 6,450 0 450 0 450 0 1,112 0 130 : : : : Changes from: August 4, 2015 : : -1,100 -1,243 150 0 -150 0 -30 0 -338 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.7 91.6 34.6 0.0 2.4 0.0 2.4 0.0 6.0 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 August 11, 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 20,525 : : Positions : : 8,816 18,970 10,070 0 375 0 450 0 660 75 105 : : : : Changes from: August 4, 2015 : : -1,100 -1,117 125 0 -125 0 -30 0 -162 25 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 92.4 49.1 0.0 1.8 0.0 2.2 0.0 3.2 0.4 0.5 : : : : 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 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 30,893 : : Positions : : 26,875 22,314 0 5,969 70 825 0 0 2,198 2,120 400 : : : : Changes from: August 4, 2015 : : -1,422 -1,342 0 -421 -4 -125 0 0 -165 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 72.2 0.0 19.3 0.2 2.7 0.0 0.0 7.1 6.9 1.3 : : : : 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 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 23,128 : : Positions : : 18,661 17,921 0 3,462 1,470 450 0 0 1,837 0 60 : : : : Changes from: August 4, 2015 : : -1,005 -730 0 -242 -128 -90 0 0 -217 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 77.5 0.0 15.0 6.4 1.9 0.0 0.0 7.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 27,572 : : Positions : : 25,281 15,089 1,549 12,196 32 0 15 200 300 0 0 : : : : Changes from: August 4, 2015 : : -1,220 -1,185 -130 -180 0 0 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 54.7 5.6 44.2 0.1 0.0 0.1 0.7 1.1 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 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,925 : : Positions : : 21,995 14,417 0 7,898 160 600 450 0 0 0 0 : : : : Changes from: August 4, 2015 : : -1,190 -882 0 -228 0 0 -90 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 62.9 0.0 34.5 0.7 2.6 2.0 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 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 15,539 : : Positions : : 12,034 13,409 3,243 1,170 150 0 810 0 0 0 0 : : : : Changes from: August 4, 2015 : : -1,116 -1,330 -278 -25 -50 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 86.3 20.9 7.5 1.0 0.0 5.2 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 11, 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 10,254 : : Positions : : 6,211 9,662 3,218 287 0 0 0 0 0 0 0 : : : : Changes from: August 4, 2015 : : 82 -265 -300 -18 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 94.2 31.4 2.8 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 11, 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 32,092 : : Positions : : 29,233 25,302 1,175 2,705 1,295 0 1,780 245 25 600 0 : : : : Changes from: August 4, 2015 : : -925 -910 -50 -30 0 0 -35 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 78.8 3.7 8.4 4.0 0.0 5.5 0.8 0.1 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 26 22 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 11,887 : : Positions : : 9,750 8,952 0 2,875 0 975 0 0 982 0 0 : : : : Changes from: August 4, 2015 : : -215 -175 0 -50 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 75.3 0.0 24.2 0.0 8.2 0.0 0.0 8.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 13,654 : : Positions : : 10,564 10,252 540 3,212 0 480 0 125 1,630 50 0 : : : : Changes from: August 4, 2015 : : -245 -225 0 -100 0 0 0 -25 20 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 75.1 4.0 23.5 0.0 3.5 0.0 0.9 11.9 0.4 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 11, 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 56,098 : : Positions : : 50,686 47,449 0 3,000 3,465 425 250 450 0 0 0 : : : : Changes from: August 4, 2015 : : -3,605 -3,432 0 -195 0 20 45 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 84.6 0.0 5.3 6.2 0.8 0.4 0.8 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 11, 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 51,297 : : Positions : : 46,832 41,394 0 4,745 2,645 425 250 450 0 0 0 : : : : Changes from: August 4, 2015 : : -3,100 -2,754 0 -320 0 20 45 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 80.7 0.0 9.3 5.2 0.8 0.5 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 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 13,200 : : Positions : : 12,430 11,220 0 0 0 0 1,260 350 0 0 0 : : : : Changes from: August 4, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 85.0 0.0 0.0 0.0 0.0 9.5 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 10 0 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 9,551 : : Positions : : 8,480 8,290 500 0 0 0 550 0 0 215 296 : : : : Changes from: August 4, 2015 : : -1,270 -820 -50 0 0 0 -400 0 0 -110 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 86.8 5.2 0.0 0.0 0.0 5.8 0.0 0.0 2.3 3.1 : : : : 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 11, 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 23,280 : : Positions : : 23,155 17,195 0 1,200 0 0 4,810 0 0 0 0 : : : : Changes from: August 4, 2015 : : -1,180 -900 0 0 0 0 -280 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 73.9 0.0 5.2 0.0 0.0 20.7 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 11, 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 69,811 : : Positions : : 53,958 65,759 4,110 775 50 7,535 150 20 1,215 0 296 : : : : Changes from: August 4, 2015 : : -2,425 -3,442 -15 -85 0 -960 -65 0 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 94.2 5.9 1.1 0.1 10.8 0.2 0.0 1.7 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 11, 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 65,145 : : Positions : : 49,587 62,022 2,810 675 735 6,500 0 0 4,100 0 0 : : : : Changes from: August 4, 2015 : : -2,136 -2,846 85 -65 -85 -485 0 0 -410 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 95.2 4.3 1.0 1.1 10.0 0.0 0.0 6.3 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 11, 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 24,515 : : Positions : : 21,660 18,580 0 855 420 0 3,800 250 1,325 0 0 : : : : Changes from: August 4, 2015 : : -1,060 -1,090 0 -135 0 0 -250 0 -425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 75.8 0.0 3.5 1.7 0.0 15.5 1.0 5.4 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 11, 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 21,215 : : Positions : : 20,315 18,690 0 1,125 75 0 675 525 175 0 0 : : : : Changes from: August 4, 2015 : : -1,035 -1,900 0 615 -15 0 75 -75 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 88.1 0.0 5.3 0.4 0.0 3.2 2.5 0.8 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 11, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 16,150 : : Positions : : 6,500 12,375 500 1,100 400 1,200 1,775 300 6,975 0 0 : : : : Changes from: August 4, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 76.6 3.1 6.8 2.5 7.4 11.0 1.9 43.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 28,284 : : Positions : : 22,240 19,670 0 2,610 2,260 1,900 1,200 250 490 1,375 69 : : : : Changes from: August 4, 2015 : : -110 -70 0 -30 -35 -175 0 0 -90 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 69.5 0.0 9.2 8.0 6.7 4.2 0.9 1.7 4.9 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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 23,260 : : Positions : : 19,675 16,615 0 3,270 1,325 200 600 650 185 0 140 : : : : Changes from: August 4, 2015 : : 100 160 0 85 -100 0 0 0 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 71.4 0.0 14.1 5.7 0.9 2.6 2.8 0.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated August 14, 2015