Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 133,207 : : Positions : : 35,618 29,870 1,044 35,084 4,144 18,920 4,224 7,626 50,417 37,138 13,836 : : : : Changes from: August 11, 2015 : : 3,499 -2,314 -859 5,020 -231 -11,886 84 473 13,907 2,042 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.7 22.4 0.8 26.3 3.1 14.2 3.2 5.7 37.8 27.9 10.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 16 15 . . 4 . . 4 13 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 32,283 : : Positions : : 6,451 12,600 770 4,075 1,030 5,224 3,020 262 15,428 8,438 2,350 : : : : Changes from: August 11, 2015 : : 95 105 165 564 90 400 75 -74 0 -9 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 39.0 2.4 12.6 3.2 16.2 9.4 0.8 47.8 26.1 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 18, 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 8,988 : : Positions : : 660 1,495 2,379 0 1,776 0 1,444 2,117 1,121 1,222 928 : : : : Changes from: August 11, 2015 : : 102 283 346 0 36 0 -745 1,001 137 1,046 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.3 16.6 26.5 0.0 19.8 0.0 16.1 23.5 12.5 13.6 10.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 7 4 0 4 0 4 . 9 6 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 143,335 : : Positions : : 101,859 109,885 2,766 2,394 10,971 1,423 1,955 3,877 12,249 3,977 9,743 : : : : Changes from: August 11, 2015 : : 1,509 693 90 -82 242 -318 58 -35 -704 -280 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 76.7 1.9 1.7 7.7 1.0 1.4 2.7 8.5 2.8 6.8 : : : : Number of Traders in Each Category Total Traders: 77 : : 44 47 . . 4 5 . 6 10 8 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 65,567 : : Positions : : 47,986 52,720 7,166 0 6,212 314 188 1,377 26 2,687 2,383 : : : : Changes from: August 11, 2015 : : 2,242 918 -676 0 748 61 48 -136 -79 557 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 80.4 10.9 0.0 9.5 0.5 0.3 2.1 0.0 4.1 3.6 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 23 . 0 . . . . . 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 498,491 : : Positions : : 445,411 439,649 0 19,705 15,737 29,326 632 5,400 0 14,751 2,617 : : : : Changes from: August 11, 2015 : : 19,025 12,589 0 2,628 640 0 0 0 0 3,808 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 88.2 0.0 4.0 3.2 5.9 0.1 1.1 0.0 3.0 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 1,781,544 : : Positions : :1,531,340 1,570,077 113,990 88,670 60,943 5,287 3,144 11,649 33,253 21,979 25,082 : : : : Changes from: August 11, 2015 : : 6,822 30,669 1,552 -16,090 59 -792 384 0 7,381 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 88.1 6.4 5.0 3.4 0.3 0.2 0.7 1.9 1.2 1.4 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 38 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 69,422 : : Positions : : 59,427 53,661 0 6,270 3,777 159 641 3,419 1,349 387 1,258 : : : : Changes from: August 11, 2015 : : -299 682 0 -782 -348 2 -40 47 83 -50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 77.3 0.0 9.0 5.4 0.2 0.9 4.9 1.9 0.6 1.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 0 . . . . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 518,726 : : Positions : : 383,573 468,027 88,240 0 20,664 494 0 19,475 2,383 6,663 3,897 : : : : Changes from: August 11, 2015 : : 14,811 31,650 16,832 0 960 0 0 0 7 0 649 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 90.2 17.0 0.0 4.0 0.1 0.0 3.8 0.5 1.3 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 517,623 : : Positions : : 456,496 468,018 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793 : : : : Changes from: August 11, 2015 : : 4,592 4,592 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 90.4 0.9 0.2 6.0 3.0 0.0 1.6 0.2 1.6 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 49,747 : : Positions : : 43,671 42,995 0 781 1,061 1,878 63 1,567 426 2,177 530 : : : : Changes from: August 11, 2015 : : 970 549 0 62 0 0 -109 0 -108 360 -360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 86.4 0.0 1.6 2.1 3.8 0.1 3.1 0.9 4.4 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 24 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 56,889 : : Positions : : 47,714 55,845 8,180 0 660 0 245 0 10 0 50 : : : : Changes from: August 11, 2015 : : 520 505 0 0 0 0 0 0 10 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 98.2 14.4 0.0 1.2 0.0 0.4 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 31 28 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 75,137 : : Positions : : 66,018 74,009 8,365 0 300 40 0 80 0 680 0 : : : : Changes from: August 11, 2015 : : 393 413 0 0 0 0 0 0 0 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 98.5 11.1 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 18, 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 11, 2015 : : 0 0 0 0 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 18, 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 258,440 : : Positions : : 183,568 243,872 69,352 0 0 0 4,656 5,520 0 4,392 0 : : : : Changes from: August 11, 2015 : : -3,968 -3,968 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 94.4 26.8 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 : : 20 21 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 7,234 : : Positions : : 5,536 6,296 0 191 106 42 0 0 1,339 407 21 : : : : Changes from: August 11, 2015 : : 234 320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 87.0 0.0 2.6 1.5 0.6 0.0 0.0 18.5 5.6 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 18, 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 18,000 : : Positions : : 15,765 15,510 0 1,195 995 1,180 0 20 0 225 0 : : : : Changes from: August 11, 2015 : : 125 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 86.2 0.0 6.6 5.5 6.6 0.0 0.1 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 14,665 : : Positions : : 12,670 11,890 50 340 1,505 0 750 120 0 0 0 : : : : Changes from: August 11, 2015 : : 20 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 81.1 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 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 18,107 : : Positions : : 15,256 13,197 457 1,982 1,397 611 42 131 0 0 0 : : : : Changes from: August 11, 2015 : : 256 234 -2 0 2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 72.9 2.5 10.9 7.7 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 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 54,931 : : Positions : : 48,903 39,897 1,501 2,821 2,421 0 3,712 960 0 4,069 831 : : : : Changes from: August 11, 2015 : : 2,094 2,575 295 -300 295 0 48 -128 0 -54 444 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 72.6 2.7 5.1 4.4 0.0 6.8 1.7 0.0 7.4 1.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 27 . . . 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 61,413 : : Positions : : 55,868 41,682 741 4,886 1,551 0 4,747 1,312 27 5,242 1,907 : : : : Changes from: August 11, 2015 : : 3,168 3,693 0 -970 617 0 5 -7 2 452 690 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 67.9 1.2 8.0 2.5 0.0 7.7 2.1 0.0 8.5 3.1 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 32 . . . 0 . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 48,430 : : Positions : : 45,295 46,155 785 1,020 1,225 250 0 0 820 0 0 : : : : Changes from: August 11, 2015 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 95.3 1.6 2.1 2.5 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 18, 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 49,855 : : Positions : : 46,245 47,240 1,435 1,390 1,190 0 0 0 925 0 0 : : : : Changes from: August 11, 2015 : : 610 580 0 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 94.8 2.9 2.8 2.4 0.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 28 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 344,377 : : Positions : : 261,899 293,405 2,035 18,933 9,719 27,999 1,192 14,040 21,981 384 6,704 : : : : Changes from: August 11, 2015 : : 1,184 1,605 0 0 0 0 0 0 421 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 85.2 0.6 5.5 2.8 8.1 0.3 4.1 6.4 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 30 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 23,112 : : Positions : : 16,595 20,310 1,336 403 550 2,322 126 573 1,394 723 216 : : : : Changes from: August 11, 2015 : : 183 61 -191 0 0 0 -21 21 156 66 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 87.9 5.8 1.7 2.4 10.0 0.5 2.5 6.0 3.1 0.9 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 30 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 37,347 : : Positions : : 21,630 36,353 13,060 0 300 659 0 205 1,239 235 254 : : : : Changes from: August 11, 2015 : : 3,482 1,584 -2,168 0 300 120 0 0 208 58 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 97.3 35.0 0.0 0.8 1.8 0.0 0.5 3.3 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 485,128 : : Positions : : 412,961 454,472 57,155 0 7,478 0 11,690 7,534 0 3,954 0 : : : : Changes from: August 11, 2015 : : 1,536 1,536 0 0 0 0 0 0 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: 29 : : 19 15 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 40,533 : : Positions : : 30,075 36,756 3,459 212 127 1,288 0 1,824 3,059 233 489 : : : : Changes from: August 11, 2015 : : 63 21 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 90.7 8.5 0.5 0.3 3.2 0.0 4.5 7.5 0.6 1.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 60,123 : : Positions : : 43,710 48,364 14,037 5,038 2,376 0 4,345 0 0 0 0 : : : : Changes from: August 11, 2015 : : 3,570 5,088 1,518 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 80.4 23.3 8.4 4.0 0.0 7.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 17,464 : : Positions : : 12,424 14,069 179 1,141 1,283 382 0 41 2,689 211 169 : : : : Changes from: August 11, 2015 : : 213 468 179 -97 75 0 0 0 -62 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 80.6 1.0 6.5 7.3 2.2 0.0 0.2 15.4 1.2 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 193,062 : : Positions : : 141,729 171,832 21,978 5,120 10,195 0 0 0 13,245 0 5,915 : : : : Changes from: August 11, 2015 : : -1,951 -375 0 -7,032 3,538 0 0 0 -5,456 0 3,538 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 89.0 11.4 2.7 5.3 0.0 0.0 0.0 6.9 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 13,039 : : Positions : : 8,357 10,055 2,502 1,187 846 1,080 0 84 128 0 0 : : : : Changes from: August 11, 2015 : : 422 757 277 66 -66 82 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 77.1 19.2 9.1 6.5 8.3 0.0 0.6 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 126,914 : : Positions : : 100,532 93,969 13,372 25,448 7,497 5,129 0 0 384 0 0 : : : : Changes from: August 11, 2015 : : -1,592 2,720 4,312 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 74.0 10.5 20.1 5.9 4.0 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 18, 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 21,106 : : Positions : : 11,387 16,190 4,373 0 4,146 430 0 770 0 0 0 : : : : Changes from: August 11, 2015 : : 154 162 8 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 76.7 20.7 0.0 19.6 2.0 0.0 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 173,552 : : Positions : : 138,673 102,378 0 41,776 29,398 5,481 0 0 0 0 0 : : : : Changes from: August 11, 2015 : : 640 640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 59.0 0.0 24.1 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 18, 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 9,555 : : Positions : : 8,750 8,690 250 500 0 0 300 0 0 0 0 : : : : Changes from: August 11, 2015 : : -185 125 250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 90.9 2.6 5.2 0.0 0.0 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 97,136 : : Positions : : 62,842 71,981 4,434 0 11,929 0 173 971 4,900 0 11,816 : : : : Changes from: August 11, 2015 : : 568 1,551 -261 0 1,495 0 29 -21 1,274 0 469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 74.1 4.6 0.0 12.3 0.0 0.2 1.0 5.0 0.0 12.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 . 0 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 25,470 : : Positions : : 23,815 11,585 1,285 13,120 15 0 750 0 0 0 0 : : : : Changes from: August 11, 2015 : : 235 235 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 45.5 5.0 51.5 0.1 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 21,940 : : Positions : : 20,260 7,970 1,075 13,120 0 0 750 0 0 0 0 : : : : Changes from: August 11, 2015 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 36.3 4.9 59.8 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 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 26,126 : : Positions : : 25,926 19,666 0 6,460 0 100 0 0 100 0 0 : : : : Changes from: August 11, 2015 : : 540 0 0 540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 75.3 0.0 24.7 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 18, 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 23,738 : : Positions : : 23,330 17,978 0 5,745 0 175 0 0 0 0 0 : : : : Changes from: August 11, 2015 : : 590 50 0 540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.3 75.7 0.0 24.2 0.0 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 18,070 : : Positions : : 16,910 17,180 175 445 135 0 100 0 0 0 0 : : : : Changes from: August 11, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 95.1 1.0 2.5 0.7 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 12,935 : : Positions : : 12,300 12,865 250 0 0 25 0 0 0 0 0 : : : : Changes from: August 11, 2015 : : 60 125 250 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 99.5 1.9 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 12 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 14,047 : : Positions : : 13,157 14,047 500 0 0 25 0 0 0 0 0 : : : : Changes from: August 11, 2015 : : -535 145 500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 100.0 3.6 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 12 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 117,460 : : Positions : : 99,765 114,080 11,980 0 1,995 655 0 95 2,950 1,100 0 : : : : Changes from: August 11, 2015 : : 1,910 2,560 450 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 97.1 10.2 0.0 1.7 0.6 0.0 0.1 2.5 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 31 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 126,435 : : Positions : : 108,106 123,007 14,809 0 1,530 1,055 570 235 600 900 100 : : : : Changes from: August 11, 2015 : : -1,027 1,793 2,820 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 97.3 11.7 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 51 : : 36 34 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 141,609 : : Positions : : 109,633 115,888 3,786 8,148 7,385 2,726 1,253 945 14,174 5,000 2,774 : : : : Changes from: August 11, 2015 : : -1,467 1,544 1,857 -78 -391 1 -849 25 270 41 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 81.8 2.7 5.8 5.2 1.9 0.9 0.7 10.0 3.5 2.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 40 37 . . 4 . 4 . 7 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 102,173 : : Positions : : 84,202 87,547 9,114 3,650 4,841 140 0 1,320 805 3,175 1,640 : : : : Changes from: August 11, 2015 : : -933 957 1,050 -590 290 0 0 0 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 85.7 8.9 3.6 4.7 0.1 0.0 1.3 0.8 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 34 30 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 24,495 : : Positions : : 23,610 21,555 620 2,385 225 0 305 25 0 0 0 : : : : Changes from: August 11, 2015 : : -105 70 225 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 88.0 2.5 9.7 0.9 0.0 1.2 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 : : 20,515 18,795 525 2,100 125 0 105 100 0 0 0 : : : : Changes from: August 11, 2015 : : -225 0 225 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 88.1 2.5 9.8 0.6 0.0 0.5 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 22 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 27,244 : : Positions : : 25,665 21,499 65 3,300 1,110 0 925 175 50 25 0 : : : : Changes from: August 11, 2015 : : 425 485 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 78.9 0.2 12.1 4.1 0.0 3.4 0.6 0.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 11, 2015 : : 0 0 0 0 0 0 0 0 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 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 15,161 : : Positions : : 10,603 12,352 708 157 998 10 0 126 1,211 0 484 : : : : Changes from: August 11, 2015 : : 136 271 78 7 141 0 -20 -40 81 0 484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 81.5 4.7 1.0 6.6 0.1 0.0 0.8 8.0 0.0 3.2 : : : : 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 18, 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 ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 194,980 : : Positions : : 173,807 129,182 1,569 38,349 15,289 0 12,160 0 4,315 0 0 : : : : Changes from: August 11, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 66.3 0.8 19.7 7.8 0.0 6.2 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 129,479 : : Positions : : 111,829 67,599 532 49,781 7,754 2,345 0 2,540 4,480 1,805 0 : : : : Changes from: August 11, 2015 : : 1,537 2,572 0 -1,035 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 52.2 0.4 38.4 6.0 1.8 0.0 2.0 3.5 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 2,800,626 : : Positions : :2,528,475 1,243,661 72,239 1,172,104 199,912 0 184,920 0 0 0 0 : : : : Changes from: August 11, 2015 : : -14,040 17,200 0 -31,240 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 44.4 2.6 41.9 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 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 43,328 : : Positions : : 31,858 39,528 6,730 320 1,145 672 0 2,335 588 0 0 : : : : Changes from: August 11, 2015 : : 1,460 640 -820 0 697 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 91.2 15.5 0.7 2.6 1.6 0.0 5.4 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 11, 2015 : : 0 0 0 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 18, 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 18,742 : : Positions : : 10,105 17,172 6,450 0 450 0 450 0 1,112 0 130 : : : : Changes from: August 11, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.9 91.6 34.4 0.0 2.4 0.0 2.4 0.0 5.9 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 18, 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 20,675 : : Positions : : 8,966 19,120 10,070 0 375 0 450 0 660 75 105 : : : : Changes from: August 11, 2015 : : 150 150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 92.5 48.7 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 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 31,553 : : Positions : : 27,475 23,309 0 5,634 70 825 0 0 2,258 2,120 400 : : : : Changes from: August 11, 2015 : : 600 995 0 -335 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 73.9 0.0 17.9 0.2 2.6 0.0 0.0 7.2 6.7 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 18, 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 23,383 : : Positions : : 18,916 18,391 0 3,462 1,470 450 0 0 1,837 0 60 : : : : Changes from: August 11, 2015 : : 255 470 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 78.7 0.0 14.8 6.3 1.9 0.0 0.0 7.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 27,808 : : Positions : : 25,568 15,600 1,549 11,921 32 0 15 200 250 0 0 : : : : Changes from: August 11, 2015 : : 287 511 0 -275 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 56.1 5.6 42.9 0.1 0.0 0.1 0.7 0.9 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 18, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 23,294 : : Positions : : 22,364 14,451 0 8,233 160 600 450 0 0 0 0 : : : : Changes from: August 11, 2015 : : 369 34 0 335 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 62.0 0.0 35.3 0.7 2.6 1.9 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 18, 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 15,859 : : Positions : : 12,414 13,609 3,193 1,290 150 0 810 0 0 0 0 : : : : Changes from: August 11, 2015 : : 380 200 -50 120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 85.8 20.1 8.1 0.9 0.0 5.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 10,844 : : Positions : : 6,476 10,022 3,433 287 120 0 0 0 0 0 0 : : : : Changes from: August 11, 2015 : : 265 360 215 0 120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 92.4 31.7 2.6 1.1 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 32,487 : : Positions : : 29,568 25,757 1,175 2,645 1,295 0 1,780 245 25 600 0 : : : : Changes from: August 11, 2015 : : 335 455 0 -60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 79.3 3.6 8.1 4.0 0.0 5.5 0.8 0.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 25 22 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 12,451 : : Positions : : 10,314 9,516 0 2,875 0 975 0 0 982 0 0 : : : : Changes from: August 11, 2015 : : 564 564 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 76.4 0.0 23.1 0.0 7.8 0.0 0.0 7.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 13,679 : : Positions : : 10,869 10,292 540 3,212 0 480 0 125 1,600 50 0 : : : : Changes from: August 11, 2015 : : 305 40 0 0 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 75.2 3.9 23.5 0.0 3.5 0.0 0.9 11.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 19 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 56,648 : : Positions : : 51,236 47,999 0 3,000 3,465 425 250 450 0 0 0 : : : : Changes from: August 11, 2015 : : 550 550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 84.7 0.0 5.3 6.1 0.8 0.4 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 21 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 51,342 : : Positions : : 46,877 41,439 0 4,745 2,645 425 250 450 0 0 0 : : : : Changes from: August 11, 2015 : : 45 45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 80.7 0.0 9.2 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 18, 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 : : 12,405 11,195 0 0 0 0 1,260 350 0 0 0 : : : : Changes from: August 11, 2015 : : -25 -25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 84.8 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 18, 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 9,631 : : Positions : : 8,560 8,370 500 0 0 0 550 0 0 215 296 : : : : Changes from: August 11, 2015 : : 80 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 86.9 5.2 0.0 0.0 0.0 5.7 0.0 0.0 2.2 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 18, 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 23,330 : : Positions : : 23,205 17,245 0 1,200 0 0 4,810 0 0 0 0 : : : : Changes from: August 11, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 73.9 0.0 5.1 0.0 0.0 20.6 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 18, 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 69,771 : : Positions : : 53,918 65,719 4,110 775 50 7,535 150 20 1,215 0 296 : : : : Changes from: August 11, 2015 : : -40 -40 0 0 0 0 0 0 0 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 22 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 65,410 : : Positions : : 49,711 62,146 2,810 675 735 6,500 0 0 4,100 0 0 : : : : Changes from: August 11, 2015 : : 124 124 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 95.0 4.3 1.0 1.1 9.9 0.0 0.0 6.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 24,940 : : Positions : : 22,085 19,005 0 855 420 0 3,800 250 1,325 0 0 : : : : Changes from: August 11, 2015 : : 425 425 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 76.2 0.0 3.4 1.7 0.0 15.2 1.0 5.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 22,540 : : Positions : : 21,640 20,015 0 1,125 75 0 675 525 175 0 0 : : : : Changes from: August 11, 2015 : : 1,325 1,325 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 88.8 0.0 5.0 0.3 0.0 3.0 2.3 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 18, 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 15,835 : : Positions : : 6,635 12,060 500 1,100 400 1,200 1,775 300 6,525 0 0 : : : : Changes from: August 11, 2015 : : 135 -315 0 0 0 0 0 0 -450 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.9 76.2 3.2 6.9 2.5 7.6 11.2 1.9 41.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 18, 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 28,484 : : Positions : : 22,440 19,870 0 2,610 2,260 1,900 1,200 250 490 1,375 69 : : : : Changes from: August 11, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 69.8 0.0 9.2 7.9 6.7 4.2 0.9 1.7 4.8 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 18, 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 23,860 : : Positions : : 20,275 17,215 0 3,270 1,325 200 600 650 185 0 140 : : : : Changes from: August 11, 2015 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 72.2 0.0 13.7 5.6 0.8 2.5 2.7 0.8 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated August 21, 2015