Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 140,964 : : Positions : : 39,566 30,368 404 36,779 6,398 18,161 15,260 9,602 52,549 27,891 12,773 : : : : Changes from: August 18, 2015 : : 3,948 498 -640 1,695 2,254 -759 11,036 1,976 2,132 -9,247 -1,063 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.1 21.5 0.3 26.1 4.5 12.9 10.8 6.8 37.3 19.8 9.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 16 15 . 4 5 . . 5 15 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 32,934 : : Positions : : 6,556 12,260 896 4,389 928 5,839 7,350 356 15,291 4,774 2,365 : : : : Changes from: August 18, 2015 : : 105 -340 126 314 -102 615 4,330 94 -137 -3,664 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.9 37.2 2.7 13.3 2.8 17.7 22.3 1.1 46.4 14.5 7.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 11 . . 4 . 4 4 9 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 9,935 : : Positions : : 736 1,695 2,558 24 2,077 336 1,644 2,658 911 1,190 640 : : : : Changes from: August 18, 2015 : : 77 199 180 24 301 336 199 541 -209 -31 -288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 17.1 25.7 0.2 20.9 3.4 16.5 26.8 9.2 12.0 6.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 9 7 . . 4 . 4 . 9 6 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 QRT STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465G Open Interest is 13,637 : : Positions : : 334 25 5,252 0 2,124 852 5,659 4,464 372 1,126 240 : : : : Changes from: August 18, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 2.4 0.2 38.5 0.0 15.6 6.2 41.5 32.7 2.7 8.3 1.8 : : : : Number of Traders in Each Category Total Traders: 20 : : . . 4 0 4 . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 144,029 : : Positions : : 102,182 112,018 2,821 2,892 10,739 1,325 1,974 3,944 13,176 2,922 9,393 : : : : Changes from: August 18, 2015 : : 323 2,133 56 497 -232 -98 19 67 928 -1,055 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 77.8 2.0 2.0 7.5 0.9 1.4 2.7 9.1 2.0 6.5 : : : : Number of Traders in Each Category Total Traders: 79 : : 46 49 . . 4 4 4 6 9 9 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 67,233 : : Positions : : 49,550 54,184 7,423 0 6,057 323 211 1,343 26 3,031 2,383 : : : : Changes from: August 18, 2015 : : 1,564 1,464 257 0 -155 10 23 -35 0 344 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 80.6 11.0 0.0 9.0 0.5 0.3 2.0 0.0 4.5 3.5 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 24 . 0 . . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 541,336 : : Positions : : 485,529 478,355 0 19,068 16,425 29,326 1,417 6,799 0 16,015 3,257 : : : : Changes from: August 18, 2015 : : 40,118 38,706 0 -637 688 0 785 1,399 0 1,264 640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 88.4 0.0 3.5 3.0 5.4 0.3 1.3 0.0 3.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 1,792,561 : : Positions : :1,539,221 1,567,062 118,670 88,654 60,959 5,287 3,144 11,649 32,869 37,187 23,906 : : : : Changes from: August 18, 2015 : : 7,881 -3,015 4,680 -16 16 0 0 0 -384 15,208 -1,176 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 87.4 6.6 4.9 3.4 0.3 0.2 0.6 1.8 2.1 1.3 : : : : 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 25, 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 70,071 : : Positions : : 59,340 53,701 0 5,932 3,830 130 603 2,700 1,199 437 1,439 : : : : Changes from: August 18, 2015 : : -87 40 0 -338 53 -29 -38 -719 -150 50 181 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 76.6 0.0 8.5 5.5 0.2 0.9 3.9 1.7 0.6 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 22 0 . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 556,181 : : Positions : : 400,519 504,530 108,749 0 20,664 494 0 19,475 2,383 7,615 3,897 : : : : Changes from: August 18, 2015 : : 16,946 36,503 20,509 0 0 0 0 0 0 952 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 90.7 19.6 0.0 3.7 0.1 0.0 3.5 0.4 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 523,947 : : Positions : : 462,820 474,342 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793 : : : : Changes from: August 18, 2015 : : 6,324 6,324 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 90.5 0.8 0.2 6.0 3.0 0.0 1.6 0.2 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 49,961 : : Positions : : 43,802 43,272 0 697 1,124 1,878 0 1,567 426 2,135 530 : : : : Changes from: August 18, 2015 : : 131 277 0 -84 63 0 -63 0 0 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 86.6 0.0 1.4 2.2 3.8 0.0 3.1 0.9 4.3 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 24 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 57,494 : : Positions : : 48,319 56,325 8,080 0 760 0 245 0 0 15 60 : : : : Changes from: August 18, 2015 : : 605 480 -100 0 100 0 0 0 -10 15 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 98.0 14.1 0.0 1.3 0.0 0.4 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 30 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 75,775 : : Positions : : 66,638 74,649 8,365 0 300 40 0 80 0 680 0 : : : : Changes from: August 18, 2015 : : 620 640 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 98.5 11.0 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 31 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 19,070 : : Positions : : 17,245 16,810 0 1,660 600 1,200 0 0 0 0 0 : : : : Changes from: August 18, 2015 : : 1,150 1,150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 88.1 0.0 8.7 3.1 6.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 16 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 263,120 : : Positions : : 188,248 249,320 69,352 0 0 0 4,656 5,520 0 3,624 0 : : : : Changes from: August 18, 2015 : : 4,680 5,448 0 0 0 0 0 0 0 -768 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 94.8 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 7,342 : : Positions : : 5,622 6,425 0 191 106 42 0 0 1,339 407 21 : : : : Changes from: August 18, 2015 : : 86 129 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 87.5 0.0 2.6 1.4 0.6 0.0 0.0 18.2 5.5 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 6,680 : : Positions : : 6,085 6,435 300 0 0 0 0 0 100 0 50 : : : : Changes from: August 18, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 96.3 4.5 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 10 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 18,555 : : Positions : : 16,335 16,080 0 1,195 995 1,180 0 20 0 225 0 : : : : Changes from: August 18, 2015 : : 570 570 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 86.7 0.0 6.4 5.4 6.4 0.0 0.1 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 21 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 14,870 : : Positions : : 12,875 11,915 50 520 1,505 0 750 120 0 0 0 : : : : Changes from: August 18, 2015 : : 205 25 0 180 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 80.1 0.3 3.5 10.1 0.0 5.0 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 25, 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 13,158 459 1,982 1,395 611 42 131 0 0 0 : : : : Changes from: August 18, 2015 : : 0 -39 2 0 -2 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 72.7 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 25, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 55,989 : : Positions : : 49,511 41,160 1,511 2,811 2,431 40 3,642 965 0 3,544 1,216 : : : : Changes from: August 18, 2015 : : 608 1,263 10 -10 10 40 -70 5 0 -525 385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 73.5 2.7 5.0 4.3 0.1 6.5 1.7 0.0 6.3 2.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 26 . . . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 63,746 : : Positions : : 57,727 43,869 741 4,921 1,469 15 4,553 1,398 0 5,061 2,389 : : : : Changes from: August 18, 2015 : : 1,859 2,187 0 35 -82 15 -194 86 -27 -181 482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 68.8 1.2 7.7 2.3 0.0 7.1 2.2 0.0 7.9 3.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 31 . . . . . . 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 49,410 : : Positions : : 46,280 47,165 785 1,020 1,225 250 0 0 820 0 0 : : : : Changes from: August 18, 2015 : : 985 1,010 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 95.5 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 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 50,345 : : Positions : : 46,675 47,765 1,435 1,390 1,190 0 0 0 935 0 0 : : : : Changes from: August 18, 2015 : : 430 525 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 94.9 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 : : 27 19 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 350,290 : : Positions : : 263,051 299,318 2,035 18,165 10,487 27,999 1,192 14,040 25,974 384 6,704 : : : : Changes from: August 18, 2015 : : 1,152 5,913 0 -768 768 0 0 0 3,993 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 85.4 0.6 5.2 3.0 8.0 0.3 4.0 7.4 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 25, 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 23,546 : : Positions : : 16,604 20,787 1,336 362 550 2,322 147 553 1,820 659 235 : : : : Changes from: August 18, 2015 : : 8 476 0 -41 0 0 21 -20 426 -64 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 88.3 5.7 1.5 2.3 9.9 0.6 2.3 7.7 2.8 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 30 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 38,453 : : Positions : : 21,785 37,405 13,723 0 300 659 0 205 1,527 289 254 : : : : Changes from: August 18, 2015 : : 155 1,052 663 0 0 0 0 0 288 54 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 97.3 35.7 0.0 0.8 1.7 0.0 0.5 4.0 0.8 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 492,880 : : Positions : : 420,713 462,224 57,155 0 7,478 0 11,690 7,534 0 3,954 0 : : : : Changes from: August 18, 2015 : : 7,752 7,752 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 93.8 11.6 0.0 1.5 0.0 2.4 1.5 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 16 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 39,980 : : Positions : : 30,500 36,119 3,459 212 127 1,288 0 1,824 1,955 233 573 : : : : Changes from: August 18, 2015 : : 425 -637 0 0 0 0 0 0 -1,104 0 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 90.3 8.7 0.5 0.3 3.2 0.0 4.6 4.9 0.6 1.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 62,092 : : Positions : : 45,679 50,333 14,037 5,038 2,376 0 4,345 0 0 0 0 : : : : Changes from: August 18, 2015 : : 1,969 1,969 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 81.1 22.6 8.1 3.8 0.0 7.0 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 25, 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 18,528 : : Positions : : 14,230 14,923 179 1,119 1,283 382 0 41 1,736 211 401 : : : : Changes from: August 18, 2015 : : 1,806 854 0 -22 0 0 0 0 -953 0 232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 80.5 1.0 6.0 6.9 2.1 0.0 0.2 9.4 1.1 2.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 196,184 : : Positions : : 145,226 169,473 17,298 5,120 14,875 0 0 0 12,069 0 6,716 : : : : Changes from: August 18, 2015 : : 3,497 -2,359 -4,680 0 4,680 0 0 0 -1,176 0 801 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 86.4 8.8 2.6 7.6 0.0 0.0 0.0 6.2 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 21 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 13,446 : : Positions : : 8,764 10,121 2,502 1,441 846 1,080 0 84 128 232 0 : : : : Changes from: August 18, 2015 : : 407 66 0 254 0 0 0 0 0 232 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 75.3 18.6 10.7 6.3 8.0 0.0 0.6 1.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 20 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 128,432 : : Positions : : 102,050 95,487 13,372 25,448 7,497 5,129 0 0 384 0 0 : : : : Changes from: August 18, 2015 : : 1,518 1,518 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 74.3 10.4 19.8 5.8 4.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 21,059 : : Positions : : 11,684 16,143 4,029 0 4,146 430 0 770 0 0 0 : : : : Changes from: August 18, 2015 : : 297 -47 -344 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.5 76.7 19.1 0.0 19.7 2.0 0.0 3.7 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 25, 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 175,456 : : Positions : : 140,577 106,186 0 39,872 29,398 5,481 0 0 0 0 0 : : : : Changes from: August 18, 2015 : : 1,904 3,808 0 -1,904 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 60.5 0.0 22.7 16.8 3.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 15 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 9,565 : : Positions : : 8,730 8,700 250 500 0 0 300 0 0 0 0 : : : : Changes from: August 18, 2015 : : -20 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 91.0 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 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 96,385 : : Positions : : 63,003 71,765 4,509 0 11,896 0 142 957 4,396 0 11,372 : : : : Changes from: August 18, 2015 : : 161 -216 75 0 -33 0 -31 -14 -504 0 -444 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 74.5 4.7 0.0 12.3 0.0 0.1 1.0 4.6 0.0 11.8 : : : : 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 25, 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 25,400 : : Positions : : 23,745 11,490 1,260 13,120 40 0 750 0 0 0 0 : : : : Changes from: August 18, 2015 : : -70 -95 -25 0 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 45.2 5.0 51.7 0.2 0.0 3.0 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 25, 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 21,840 : : Positions : : 20,110 7,910 1,125 13,120 0 0 750 0 0 0 0 : : : : Changes from: August 18, 2015 : : -150 -60 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 36.2 5.2 60.1 0.0 0.0 3.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 25,964 : : Positions : : 25,764 19,504 0 6,460 0 100 0 0 100 0 0 : : : : Changes from: August 18, 2015 : : -162 -162 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 75.1 0.0 24.9 0.0 0.4 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 20 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 23,976 : : Positions : : 23,801 18,231 0 5,745 0 175 0 0 0 0 0 : : : : Changes from: August 18, 2015 : : 471 253 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 76.0 0.0 24.0 0.0 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 18,445 : : Positions : : 17,285 17,555 175 445 135 0 100 0 0 0 0 : : : : Changes from: August 18, 2015 : : 375 375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 95.2 0.9 2.4 0.7 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 13,460 : : Positions : : 12,825 13,390 250 0 0 25 0 0 0 0 0 : : : : Changes from: August 18, 2015 : : 525 525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 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: 27 : : 23 12 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 14,572 : : Positions : : 13,682 14,572 500 0 0 25 0 0 0 0 0 : : : : Changes from: August 18, 2015 : : 525 525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 100.0 3.4 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 25 12 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 118,230 : : Positions : : 100,535 114,850 11,980 0 1,995 655 0 95 2,950 1,100 0 : : : : Changes from: August 18, 2015 : : 770 770 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 97.1 10.1 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 : : 34 31 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 : : 108,016 123,017 14,884 0 1,530 1,055 570 235 600 900 100 : : : : Changes from: August 18, 2015 : : -90 10 75 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 97.3 11.8 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 35 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 142,474 : : Positions : : 109,887 116,381 4,114 7,838 7,686 2,931 1,193 1,027 13,555 5,045 2,894 : : : : Changes from: August 18, 2015 : : 254 494 328 -310 301 205 -60 82 -619 45 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 81.7 2.9 5.5 5.4 2.1 0.8 0.7 9.5 3.5 2.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 40 37 . . 4 . 4 4 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 103,315 : : Positions : : 84,869 88,299 9,199 3,650 5,231 140 0 1,320 805 3,175 1,640 : : : : Changes from: August 18, 2015 : : 667 752 85 0 390 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 85.5 8.9 3.5 5.1 0.1 0.0 1.3 0.8 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 35 31 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 24,585 : : Positions : : 23,700 21,645 620 2,385 225 0 305 25 0 0 0 : : : : Changes from: August 18, 2015 : : 90 90 0 0 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: 34 : : 25 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 21,235 : : Positions : : 20,425 18,705 525 2,100 125 0 105 100 0 0 0 : : : : Changes from: August 18, 2015 : : -90 -90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 88.1 2.5 9.9 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 25, 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 27,614 : : Positions : : 26,035 21,894 65 3,300 1,110 0 925 175 50 0 0 : : : : Changes from: August 18, 2015 : : 370 395 0 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 79.3 0.2 12.0 4.0 0.0 3.3 0.6 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 25 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 10,615 : : Positions : : 8,335 9,765 690 0 690 740 0 160 0 0 0 : : : : Changes from: August 18, 2015 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 92.0 6.5 0.0 6.5 7.0 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 25, 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 15,330 : : Positions : : 10,929 12,770 810 143 623 10 0 126 1,166 0 22 : : : : Changes from: August 18, 2015 : : 327 417 102 -15 -375 0 0 0 -45 0 -462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 83.3 5.3 0.9 4.1 0.1 0.0 0.8 7.6 0.0 0.1 : : : : 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 25, 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 198,820 : : Positions : : 177,647 133,022 1,569 38,349 15,289 0 12,160 0 4,315 0 0 : : : : Changes from: August 18, 2015 : : 3,840 3,840 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 66.9 0.8 19.3 7.7 0.0 6.1 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 25, 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 144,500 : : Positions : : 124,387 81,191 532 52,598 5,116 2,345 0 2,540 8,330 1,805 1,250 : : : : Changes from: August 18, 2015 : : 12,558 13,592 0 2,816 -2,638 0 0 0 3,850 0 1,250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 56.2 0.4 36.4 3.5 1.6 0.0 1.8 5.8 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 2,855,141 : : Positions : :2,545,550 1,329,446 72,239 1,103,394 237,352 0 184,920 0 0 0 0 : : : : Changes from: August 18, 2015 : : 17,075 85,785 0 -68,710 37,440 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 46.6 2.5 38.6 8.3 0.0 6.5 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 25, 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 52,253 : : Positions : : 40,783 45,903 4,180 320 3,695 672 0 2,335 588 0 0 : : : : Changes from: August 18, 2015 : : 8,925 6,375 -2,550 0 2,550 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 87.8 8.0 0.6 7.1 1.3 0.0 4.5 1.1 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 25, 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 1,197,053 : : Positions : : 695,558 908,672 167,756 0 217,821 39,160 0 70,560 6,198 0 0 : : : : Changes from: August 18, 2015 : : 73,272 26,472 -46,800 0 46,800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 75.9 14.0 0.0 18.2 3.3 0.0 5.9 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 18, 2015 : : 0 0 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 25, 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 18, 2015 : : 0 0 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 25, 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 31,136 : : Positions : : 26,698 22,892 535 5,569 135 825 0 0 1,958 2,120 400 : : : : Changes from: August 18, 2015 : : -777 -417 535 -65 65 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 73.5 1.7 17.9 0.4 2.6 0.0 0.0 6.3 6.8 1.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 23,988 : : Positions : : 19,521 18,696 0 3,762 1,470 450 0 0 1,837 0 60 : : : : Changes from: August 18, 2015 : : 605 305 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 77.9 0.0 15.7 6.1 1.9 0.0 0.0 7.7 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 25, 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 27,828 : : Positions : : 25,588 15,020 1,549 12,521 32 0 15 200 250 0 0 : : : : Changes from: August 18, 2015 : : 20 -580 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 54.0 5.6 45.0 0.1 0.0 0.1 0.7 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 27 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 23,269 : : Positions : : 22,339 14,546 0 8,113 160 600 450 0 0 0 0 : : : : Changes from: August 18, 2015 : : -25 95 0 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 62.5 0.0 34.9 0.7 2.6 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 21 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 15,809 : : Positions : : 12,364 13,559 3,193 1,290 150 0 810 0 0 0 0 : : : : Changes from: August 18, 2015 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 85.8 20.2 8.2 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 25, 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 11,044 : : Positions : : 6,676 10,222 3,433 287 120 0 0 0 0 0 0 : : : : Changes from: August 18, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 92.6 31.1 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 25, 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 32,722 : : Positions : : 29,803 25,972 1,175 2,645 1,295 0 1,780 245 25 600 0 : : : : Changes from: August 18, 2015 : : 235 215 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 79.4 3.6 8.1 4.0 0.0 5.4 0.7 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 25, 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 12,826 : : Positions : : 10,614 9,876 0 2,875 0 975 0 0 1,057 0 0 : : : : Changes from: August 18, 2015 : : 300 360 0 0 0 0 0 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 77.0 0.0 22.4 0.0 7.6 0.0 0.0 8.2 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 25, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,009 : : Positions : : 11,134 10,622 540 3,212 0 480 0 125 1,665 50 0 : : : : Changes from: August 18, 2015 : : 265 330 0 0 0 0 0 0 65 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 75.8 3.9 22.9 0.0 3.4 0.0 0.9 11.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 20 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 57,213 : : Positions : : 51,801 48,564 0 3,000 3,465 425 250 450 0 0 0 : : : : Changes from: August 18, 2015 : : 565 565 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 84.9 0.0 5.2 6.1 0.7 0.4 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 20 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 25, 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 18, 2015 : : 0 0 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 25, 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 13,250 : : Positions : : 12,455 11,245 0 0 0 0 1,260 350 0 0 0 : : : : Changes from: August 18, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 84.9 0.0 0.0 0.0 0.0 9.5 2.6 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 25, 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 9,806 : : Positions : : 8,735 8,445 500 0 0 0 650 0 0 215 296 : : : : Changes from: August 18, 2015 : : 175 75 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 86.1 5.1 0.0 0.0 0.0 6.6 0.0 0.0 2.2 3.0 : : : : 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 25, 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 23,615 : : Positions : : 23,490 17,170 0 1,200 0 0 5,170 0 0 0 0 : : : : Changes from: August 18, 2015 : : 285 -75 0 0 0 0 360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 72.7 0.0 5.1 0.0 0.0 21.9 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 25, 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 70,551 : : Positions : : 54,217 66,478 4,110 775 50 7,995 150 20 1,215 0 296 : : : : Changes from: August 18, 2015 : : 299 759 0 0 0 460 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 94.2 5.8 1.1 0.1 11.3 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 25, 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 66,070 : : Positions : : 50,311 62,806 2,810 675 735 6,860 0 0 3,800 0 0 : : : : Changes from: August 18, 2015 : : 600 660 0 0 0 360 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 95.1 4.3 1.0 1.1 10.4 0.0 0.0 5.8 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 25, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 25,140 : : Positions : : 22,285 19,205 0 855 420 0 3,800 250 1,325 0 0 : : : : Changes from: August 18, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 76.4 0.0 3.4 1.7 0.0 15.1 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 25, 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 22,740 : : Positions : : 21,840 20,215 0 1,125 75 0 675 525 175 0 0 : : : : Changes from: August 18, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 88.9 0.0 4.9 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 25, 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 18, 2015 : : 0 0 0 0 0 0 0 0 0 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 25, 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 28,364 : : Positions : : 22,320 19,750 0 2,610 2,260 1,900 1,200 250 490 1,375 69 : : : : Changes from: August 18, 2015 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 69.6 0.0 9.2 8.0 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 25, 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 18, 2015 : : 0 0 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 28, 2015