Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 132,383 : : Positions : : 38,086 27,291 672 31,689 7,492 20,664 15,905 7,191 43,380 27,981 12,847 : : : : Changes from: August 25, 2015 : : -1,480 -3,077 268 -5,090 1,094 2,503 645 -2,411 -9,169 90 74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.8 20.6 0.5 23.9 5.7 15.6 12.0 5.4 32.8 21.1 9.7 : : : : Number of Traders in Each Category Total Traders: 54 : : 17 16 . . 4 . . 5 12 13 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 31,161 : : Positions : : 6,716 11,160 792 4,432 833 5,706 7,609 251 14,484 4,553 1,795 : : : : Changes from: August 25, 2015 : : 160 -1,100 -104 43 -95 -133 259 -105 -807 -221 -570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 21.6 35.8 2.5 14.2 2.7 18.3 24.4 0.8 46.5 14.6 5.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 8 10 . . 4 . 4 4 9 10 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 9,726 : : Positions : : 683 1,540 2,416 105 2,001 463 1,803 2,394 998 1,116 760 : : : : Changes from: August 25, 2015 : : -53 -155 -142 81 -76 127 159 -264 87 -74 120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.0 15.8 24.8 1.1 20.6 4.8 18.5 24.6 10.3 11.5 7.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 7 . . 4 . 4 . 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 146,621 : : Positions : : 101,097 115,196 4,635 2,757 10,232 1,019 2,265 3,865 15,802 2,997 9,052 : : : : Changes from: August 25, 2015 : : -1,085 3,178 1,814 -135 -507 -307 291 -79 2,626 74 -341 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 78.6 3.2 1.9 7.0 0.7 1.5 2.6 10.8 2.0 6.2 : : : : Number of Traders in Each Category Total Traders: 74 : : 42 45 . . 4 5 . 6 7 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 65,298 : : Positions : : 48,495 51,614 7,154 0 5,905 243 189 1,242 0 4,090 2,258 : : : : Changes from: August 25, 2015 : : -1,055 -2,570 -268 0 -152 -80 -22 -101 -26 1,059 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 79.0 11.0 0.0 9.0 0.4 0.3 1.9 0.0 6.3 3.5 : : : : Number of Traders in Each Category Total Traders: 38 : : 25 22 . 0 . . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 521,079 : : Positions : : 464,941 467,002 0 14,266 13,225 28,014 1,063 6,825 0 10,624 8,074 : : : : Changes from: August 25, 2015 : : -20,588 -11,353 0 -4,802 -3,200 -1,312 -354 26 0 -5,391 4,817 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 89.6 0.0 2.7 2.5 5.4 0.2 1.3 0.0 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 1,782,921 : : Positions : :1,530,762 1,556,754 117,502 88,943 61,338 5,287 3,144 11,649 32,477 37,187 23,906 : : : : Changes from: August 25, 2015 : : -8,459 -10,308 -1,168 289 379 0 0 0 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 87.3 6.6 5.0 3.4 0.3 0.2 0.7 1.8 2.1 1.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 34 39 . . . . . . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 71,729 : : Positions : : 60,635 56,684 0 5,251 4,179 234 578 2,691 2,104 459 1,878 : : : : Changes from: August 25, 2015 : : 1,294 2,983 0 -681 349 104 -24 -9 905 22 439 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 79.0 0.0 7.3 5.8 0.3 0.8 3.8 2.9 0.6 2.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 0 . . . . . 4 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 587,810 : : Positions : : 416,361 534,870 124,536 0 20,664 494 0 19,475 2,046 8,567 4,234 : : : : Changes from: August 25, 2015 : : 15,842 30,340 15,787 0 0 0 0 0 -337 952 337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 91.0 21.2 0.0 3.5 0.1 0.0 3.3 0.3 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 526,682 : : Positions : : 461,653 482,583 13,341 793 26,224 15,583 0 8,265 823 8,024 793 : : : : Changes from: August 25, 2015 : : -1,167 8,241 8,928 -480 -5,026 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 91.6 2.5 0.2 5.0 3.0 0.0 1.6 0.2 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 49,670 : : Positions : : 43,296 43,974 450 148 869 1,878 0 1,567 424 1,881 510 : : : : Changes from: August 25, 2015 : : -506 702 450 -549 -255 0 0 0 -2 -254 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 88.5 0.9 0.3 1.7 3.8 0.0 3.2 0.9 3.8 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 23 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 57,959 : : Positions : : 49,624 56,790 6,880 0 760 0 245 0 0 15 60 : : : : Changes from: August 25, 2015 : : 1,305 465 -1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 98.0 11.9 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 September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 5,200 : : Positions : : 5,000 4,500 0 250 0 150 0 0 0 150 0 : : : : Changes from: August 25, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 86.5 0.0 4.8 0.0 2.9 0.0 0.0 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 76,640 : : Positions : : 68,343 75,514 7,165 0 300 40 0 80 0 680 0 : : : : Changes from: August 25, 2015 : : 1,705 865 -1,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 98.5 9.3 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 September 1, 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 19,400 : : Positions : : 17,575 17,140 0 1,660 600 1,200 0 0 0 0 0 : : : : Changes from: August 25, 2015 : : 330 330 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 88.4 0.0 8.6 3.1 6.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 16 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 262,352 : : Positions : : 187,088 248,552 69,352 0 0 0 4,656 5,520 0 3,232 392 : : : : Changes from: August 25, 2015 : : -1,160 -768 0 0 0 0 0 0 0 -392 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 94.7 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 22 . 0 0 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 7,581 : : Positions : : 5,905 6,664 0 191 106 42 0 0 1,339 407 21 : : : : Changes from: August 25, 2015 : : 283 239 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 87.9 0.0 2.5 1.4 0.6 0.0 0.0 17.7 5.4 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 21 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 6,870 : : Positions : : 6,275 6,625 300 0 0 0 0 0 100 0 50 : : : : Changes from: August 25, 2015 : : 190 190 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 96.4 4.4 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 11 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 19,185 : : Positions : : 16,990 16,610 0 1,195 995 1,180 0 20 0 325 0 : : : : Changes from: August 25, 2015 : : 655 530 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 86.6 0.0 6.2 5.2 6.2 0.0 0.1 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 20 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 15,230 : : Positions : : 13,225 12,310 50 520 1,505 0 750 120 0 0 0 : : : : Changes from: August 25, 2015 : : 350 395 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 80.8 0.3 3.4 9.9 0.0 4.9 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 17,777 : : Positions : : 15,053 12,908 456 2,237 1,357 611 42 131 0 0 0 : : : : Changes from: August 25, 2015 : : -204 -250 -2 255 -39 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 72.6 2.6 12.6 7.6 3.4 0.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 21 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 57,194 : : Positions : : 50,859 41,595 1,464 2,681 2,461 0 3,662 995 0 4,480 1,100 : : : : Changes from: August 25, 2015 : : 1,348 435 -47 -130 30 -40 20 30 0 936 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 72.7 2.6 4.7 4.3 0.0 6.4 1.7 0.0 7.8 1.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 26 . . . 0 . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 65,380 : : Positions : : 59,538 44,979 741 4,907 1,452 181 4,503 1,404 0 6,029 2,020 : : : : Changes from: August 25, 2015 : : 1,811 1,110 0 -14 -17 166 -50 6 0 968 -369 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 68.8 1.1 7.5 2.2 0.3 6.9 2.1 0.0 9.2 3.1 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 31 . . . . . . 0 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 49,650 : : Positions : : 46,510 47,405 785 1,020 1,225 250 0 0 830 0 0 : : : : Changes from: August 25, 2015 : : 230 240 0 0 0 0 0 0 10 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: 35 : : 28 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 50,810 : : Positions : : 47,140 48,230 1,435 1,390 1,190 0 0 0 935 0 0 : : : : Changes from: August 25, 2015 : : 465 465 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 94.9 2.8 2.7 2.3 0.0 0.0 0.0 1.8 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 September 1, 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 355,048 : : Positions : : 267,400 304,076 2,035 16,613 11,271 27,999 1,192 14,040 25,599 1,152 6,704 : : : : Changes from: August 25, 2015 : : 4,349 4,758 0 -1,552 784 0 0 0 -375 768 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 85.6 0.6 4.7 3.2 7.9 0.3 4.0 7.2 0.3 1.9 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 31 . . . . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 24,252 : : Positions : : 16,800 21,575 1,336 300 592 2,322 126 552 2,162 491 361 : : : : Changes from: August 25, 2015 : : 197 789 0 -62 42 0 -21 -1 342 -168 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 89.0 5.5 1.2 2.4 9.6 0.5 2.3 8.9 2.0 1.5 : : : : Number of Traders in Each Category Total Traders: 44 : : 24 31 . . . . . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 41,268 : : Positions : : 24,122 40,172 13,356 0 400 585 0 205 2,338 229 262 : : : : Changes from: August 25, 2015 : : 2,337 2,767 -367 0 100 -74 0 0 811 -60 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 97.3 32.4 0.0 1.0 1.4 0.0 0.5 5.7 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 13 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 494,032 : : Positions : : 421,865 463,376 57,155 0 7,478 0 11,690 7,534 0 3,954 0 : : : : Changes from: August 25, 2015 : : 1,152 1,152 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 September 1, 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 : : 31,264 36,118 3,459 212 127 1,288 0 1,824 1,191 233 573 : : : : Changes from: August 25, 2015 : : 764 -1 0 0 0 0 0 0 -764 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 90.3 8.7 0.5 0.3 3.2 0.0 4.6 3.0 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 September 1, 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 57,780 : : Positions : : 41,367 50,725 14,037 334 2,376 0 4,345 0 0 0 0 : : : : Changes from: August 25, 2015 : : -4,312 392 0 -4,704 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.8 24.3 0.6 4.1 0.0 7.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 17,973 : : Positions : : 13,675 14,389 179 1,077 1,283 382 0 41 1,736 232 401 : : : : Changes from: August 25, 2015 : : -555 -534 0 -42 0 0 0 0 0 21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 80.1 1.0 6.0 7.1 2.1 0.0 0.2 9.7 1.3 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 September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 197,768 : : Positions : : 145,234 171,841 16,906 5,120 14,875 0 0 0 14,821 0 5,932 : : : : Changes from: August 25, 2015 : : 8 2,368 -392 0 0 0 0 0 2,752 0 -784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 86.9 8.5 2.6 7.5 0.0 0.0 0.0 7.5 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 21 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 13,637 : : Positions : : 8,977 10,057 2,502 1,696 846 1,058 0 84 128 232 0 : : : : Changes from: August 25, 2015 : : 213 -64 0 255 0 -22 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 73.7 18.3 12.4 6.2 7.8 0.0 0.6 0.9 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 September 1, 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 125,727 : : Positions : : 99,737 90,006 12,612 28,624 7,097 5,129 0 0 1,152 0 0 : : : : Changes from: August 25, 2015 : : -2,313 -5,481 -760 3,176 -400 0 0 0 768 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 71.6 10.0 22.8 5.6 4.1 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 18 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 18,509 : : Positions : : 9,916 13,697 3,377 0 4,146 404 0 666 0 0 0 : : : : Changes from: August 25, 2015 : : -1,768 -2,446 -652 0 0 -26 0 -104 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 74.0 18.2 0.0 22.4 2.2 0.0 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 163,950 : : Positions : : 132,023 94,680 0 42,496 26,774 5,153 0 0 0 0 0 : : : : Changes from: August 25, 2015 : : -8,554 -11,506 0 2,624 -2,624 -328 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 57.7 0.0 25.9 16.3 3.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 15 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 25, 2015 : : 0 0 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 September 1, 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 114,733 : : Positions : : 77,956 74,020 4,564 5,034 12,169 325 124 1,927 2,655 6,344 14,319 : : : : Changes from: August 25, 2015 : : 14,953 2,256 55 5,034 273 325 -17 970 -1,741 6,344 2,947 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 64.5 4.0 4.4 10.6 0.3 0.1 1.7 2.3 5.5 12.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 25,600 : : Positions : : 23,945 11,690 1,260 13,120 40 0 750 0 0 0 0 : : : : Changes from: August 25, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 45.7 4.9 51.3 0.2 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 21,890 : : Positions : : 20,160 7,960 1,125 13,120 0 0 750 0 0 0 0 : : : : Changes from: August 25, 2015 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 36.4 5.1 59.9 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 September 1, 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 25,929 : : Positions : : 25,729 19,419 0 6,510 0 100 0 0 100 0 0 : : : : Changes from: August 25, 2015 : : -35 -85 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.2 74.9 0.0 25.1 0.0 0.4 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 20 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 24,201 : : Positions : : 24,026 18,456 0 5,745 0 175 0 0 0 0 0 : : : : Changes from: August 25, 2015 : : 225 225 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 76.3 0.0 23.7 0.0 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 19,045 : : Positions : : 17,885 18,275 175 325 135 0 100 0 0 0 0 : : : : Changes from: August 25, 2015 : : 600 720 0 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 96.0 0.9 1.7 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 September 1, 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 13,655 : : Positions : : 13,020 13,585 250 0 0 25 0 0 0 0 0 : : : : Changes from: August 25, 2015 : : 195 195 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 99.5 1.8 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 September 1, 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 14,767 : : Positions : : 13,877 14,767 500 0 0 25 0 0 0 0 0 : : : : Changes from: August 25, 2015 : : 195 195 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 100.0 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 13 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 118,196 : : Positions : : 100,621 114,816 11,860 0 1,995 655 0 95 2,950 1,100 0 : : : : Changes from: August 25, 2015 : : 86 -34 -120 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 97.1 10.0 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 September 1, 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 126,681 : : Positions : : 108,317 123,263 14,814 0 1,530 1,055 570 235 600 900 100 : : : : Changes from: August 25, 2015 : : 301 246 -70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 97.3 11.7 0.0 1.2 0.8 0.4 0.2 0.5 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 35 36 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 145,296 : : Positions : : 110,982 117,831 4,046 9,189 7,565 3,000 1,234 957 15,655 5,411 2,894 : : : : Changes from: August 25, 2015 : : 1,095 1,450 -69 1,351 -120 69 41 -70 2,100 366 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 81.1 2.8 6.3 5.2 2.1 0.8 0.7 10.8 3.7 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 September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 104,370 : : Positions : : 85,924 89,354 9,199 3,650 5,231 140 0 1,320 805 3,175 1,640 : : : : Changes from: August 25, 2015 : : 1,055 1,055 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 85.6 8.8 3.5 5.0 0.1 0.0 1.3 0.8 3.0 1.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 34 32 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 24,810 : : Positions : : 23,925 21,870 620 2,385 225 0 305 25 0 0 0 : : : : Changes from: August 25, 2015 : : 225 225 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 88.1 2.5 9.6 0.9 0.0 1.2 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 21,290 : : Positions : : 20,480 18,760 525 2,100 125 0 105 100 0 0 0 : : : : Changes from: August 25, 2015 : : 55 55 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: 29 : : 23 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 28,009 : : Positions : : 26,370 22,229 65 3,300 1,110 0 925 175 50 0 0 : : : : Changes from: August 25, 2015 : : 335 335 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 79.4 0.2 11.8 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 September 1, 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 10,720 : : Positions : : 8,440 9,870 690 0 690 740 0 160 0 0 0 : : : : Changes from: August 25, 2015 : : 105 105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 92.1 6.4 0.0 6.4 6.9 0.0 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 16 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 169,691 : : Positions : : 153,894 106,965 1,185 42,189 11,449 0 9,088 0 3,163 0 0 : : : : Changes from: August 25, 2015 : : -23,753 -26,057 -384 3,840 -3,840 0 -3,072 0 -1,152 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 63.0 0.7 24.9 6.7 0.0 5.4 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 136,945 : : Positions : : 117,346 76,209 448 50,338 4,685 1,925 0 2,540 8,421 1,595 1,459 : : : : Changes from: August 25, 2015 : : -7,040 -4,982 -84 -2,260 -431 -420 0 0 91 -210 209 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 55.6 0.3 36.8 3.4 1.4 0.0 1.9 6.1 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 2,792,085 : : Positions : :2,497,470 1,306,038 60,335 1,082,178 234,280 0 169,560 0 0 0 0 : : : : Changes from: August 25, 2015 : : -48,080 -23,408 -11,904 -21,216 -3,072 0 -15,360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 46.8 2.2 38.8 8.4 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 16 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 58,287 : : Positions : : 47,195 52,357 4,054 320 3,695 945 0 1,915 483 0 0 : : : : Changes from: August 25, 2015 : : 6,412 6,454 -126 0 0 273 0 -420 -105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 89.8 7.0 0.5 6.3 1.6 0.0 3.3 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 1,128,405 : : Positions : : 643,422 881,880 208,844 0 175,965 23,800 0 70,560 5,814 0 0 : : : : Changes from: August 25, 2015 : : -52,136 -26,792 41,088 0 -41,856 -15,360 0 0 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 78.2 18.5 0.0 15.6 2.1 0.0 6.3 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 September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 19,117 : : Positions : : 9,880 17,547 7,050 0 450 0 450 0 1,112 0 130 : : : : Changes from: August 25, 2015 : : -225 375 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.7 91.8 36.9 0.0 2.4 0.0 2.4 0.0 5.8 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 September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 21,275 : : Positions : : 8,966 19,720 10,670 0 375 0 450 0 660 75 105 : : : : Changes from: August 25, 2015 : : 0 600 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 92.7 50.2 0.0 1.8 0.0 2.1 0.0 3.1 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 September 1, 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 31,256 : : Positions : : 26,813 23,507 535 5,074 135 825 0 0 1,958 2,120 400 : : : : Changes from: August 25, 2015 : : 115 615 0 -495 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 75.2 1.7 16.2 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 September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 24,138 : : Positions : : 19,671 18,921 0 3,687 1,470 450 0 0 1,837 0 60 : : : : Changes from: August 25, 2015 : : 150 225 0 -75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 78.4 0.0 15.3 6.1 1.9 0.0 0.0 7.6 0.0 0.2 : : : : 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 September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 28,806 : : Positions : : 26,491 16,016 1,599 12,503 32 0 15 200 250 0 0 : : : : Changes from: August 25, 2015 : : 903 996 50 -18 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 55.6 5.6 43.4 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 September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 24,320 : : Positions : : 23,364 15,596 0 7,788 186 600 450 0 0 0 0 : : : : Changes from: August 25, 2015 : : 1,025 1,050 0 -325 26 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 64.1 0.0 32.0 0.8 2.5 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 21 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 15,824 : : Positions : : 12,679 13,574 2,893 1,290 150 0 810 0 0 0 0 : : : : Changes from: August 25, 2015 : : 315 15 -300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 85.8 18.3 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 September 1, 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 11,549 : : Positions : : 6,881 10,727 3,733 287 120 0 0 0 0 0 0 : : : : Changes from: August 25, 2015 : : 205 505 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.6 92.9 32.3 2.5 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 34,940 : : Positions : : 30,286 26,465 1,175 4,445 1,160 0 1,780 245 1,825 600 0 : : : : Changes from: August 25, 2015 : : 483 493 0 1,800 -135 0 0 0 1,800 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 75.7 3.4 12.7 3.3 0.0 5.1 0.7 5.2 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 13,021 : : Positions : : 10,714 10,126 0 2,875 0 975 0 0 1,152 0 0 : : : : Changes from: August 25, 2015 : : 100 250 0 0 0 0 0 0 95 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 77.8 0.0 22.1 0.0 7.5 0.0 0.0 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 17 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 14,249 : : Positions : : 11,004 10,822 540 3,212 0 480 0 125 1,845 50 0 : : : : Changes from: August 25, 2015 : : -130 200 0 0 0 0 0 0 180 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 75.9 3.8 22.5 0.0 3.4 0.0 0.9 12.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 19 . . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 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 57,323 : : Positions : : 51,791 48,674 0 3,000 3,465 425 250 450 0 0 0 : : : : Changes from: August 25, 2015 : : -10 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 84.9 0.0 5.2 6.0 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 September 1, 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 51,452 : : Positions : : 46,867 41,549 0 4,745 2,645 425 250 450 0 0 0 : : : : Changes from: August 25, 2015 : : -10 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 80.8 0.0 9.2 5.1 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 September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 13,200 : : Positions : : 12,205 10,995 0 0 0 0 1,260 350 0 0 0 : : : : Changes from: August 25, 2015 : : -250 -250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 83.3 0.0 0.0 0.0 0.0 9.5 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 16 10 0 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 10,406 : : Positions : : 9,335 9,045 500 0 0 0 650 0 0 215 296 : : : : Changes from: August 25, 2015 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 86.9 4.8 0.0 0.0 0.0 6.2 0.0 0.0 2.1 2.8 : : : : 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 September 1, 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 25, 2015 : : 0 0 0 0 0 0 0 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 September 1, 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 71,311 : : Positions : : 54,827 67,088 4,110 775 50 7,995 150 20 1,215 0 296 : : : : Changes from: August 25, 2015 : : 610 610 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 94.1 5.8 1.1 0.1 11.2 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 September 1, 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 66,938 : : Positions : : 51,056 63,551 2,810 675 735 6,860 0 0 3,800 0 0 : : : : Changes from: August 25, 2015 : : 745 745 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 94.9 4.2 1.0 1.1 10.2 0.0 0.0 5.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 1, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 26,165 : : Positions : : 23,310 19,630 0 1,455 420 0 3,800 250 1,325 0 0 : : : : Changes from: August 25, 2015 : : 1,025 425 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 75.0 0.0 5.6 1.6 0.0 14.5 1.0 5.1 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 September 1, 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 23,940 : : Positions : : 23,040 20,815 0 1,725 75 0 675 525 175 0 0 : : : : Changes from: August 25, 2015 : : 1,200 600 0 600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 86.9 0.0 7.2 0.3 0.0 2.8 2.2 0.7 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 September 1, 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 25, 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 September 1, 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 27,714 : : Positions : : 21,680 19,710 0 2,010 2,260 1,900 1,200 250 490 1,375 69 : : : : Changes from: August 25, 2015 : : -640 -40 0 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 71.1 0.0 7.3 8.2 6.9 4.3 0.9 1.8 5.0 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 September 1, 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 24,270 : : Positions : : 20,400 17,940 0 2,670 1,625 200 600 650 185 0 140 : : : : Changes from: August 25, 2015 : : 125 725 0 -600 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 73.9 0.0 11.0 6.7 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 September 4, 2015