Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 134,027 : : Positions : : 42,043 29,119 911 27,877 7,299 15,208 16,946 8,604 45,705 29,639 12,516 : : : : Changes from: September 1, 2015 : : 3,957 1,828 239 -3,812 -193 -5,456 1,041 1,413 2,325 1,658 -331 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.4 21.7 0.7 20.8 5.4 11.3 12.6 6.4 34.1 22.1 9.3 : : : : Number of Traders in Each Category Total Traders: 55 : : 17 16 . . 4 . . 5 12 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 31,937 : : Positions : : 7,289 11,910 480 5,296 758 5,681 6,355 789 14,529 4,438 1,812 : : : : Changes from: September 1, 2015 : : 573 750 -312 864 -75 -25 -1,254 538 45 -115 17 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.8 37.3 1.5 16.6 2.4 17.8 19.9 2.5 45.5 13.9 5.7 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 10 . 4 . . . 4 8 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 10,683 : : Positions : : 809 1,623 2,339 130 2,190 463 1,892 2,859 1,147 1,118 862 : : : : Changes from: September 1, 2015 : : 126 83 -77 25 189 0 89 465 150 2 102 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.6 15.2 21.9 1.2 20.5 4.3 17.7 26.8 10.7 10.5 8.1 : : : : 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 8, 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 145,940 : : Positions : : 98,829 114,734 4,162 2,363 10,994 977 1,620 4,179 16,188 1,696 10,164 : : : : Changes from: September 1, 2015 : : -2,268 -462 -473 -394 762 -42 -645 313 386 -1,301 1,112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 78.6 2.9 1.6 7.5 0.7 1.1 2.9 11.1 1.2 7.0 : : : : Number of Traders in Each Category Total Traders: 76 : : 42 47 . . 4 4 . 6 9 8 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 66,599 : : Positions : : 49,748 53,161 7,890 0 5,246 241 135 1,244 0 4,607 2,206 : : : : Changes from: September 1, 2015 : : 1,253 1,548 735 0 -659 -2 -54 2 0 517 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 79.8 11.8 0.0 7.9 0.4 0.2 1.9 0.0 6.9 3.3 : : : : 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 8, 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 539,984 : : Positions : : 477,091 480,206 0 10,060 19,980 28,014 751 6,825 0 14,088 8,074 : : : : Changes from: September 1, 2015 : : 12,150 13,204 0 -4,206 6,755 0 -312 0 0 3,464 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 88.9 0.0 1.9 3.7 5.2 0.1 1.3 0.0 2.6 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 1,707,549 : : Positions : :1,450,821 1,495,678 132,198 84,086 55,587 4,471 1,920 11,649 29,708 35,514 23,115 : : : : Changes from: September 1, 2015 : : -79,941 -61,076 14,696 -4,857 -5,751 -816 -1,224 0 -2,769 -1,673 -791 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 87.6 7.7 4.9 3.3 0.3 0.1 0.7 1.7 2.1 1.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 38 . . . . . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 69,439 : : Positions : : 58,711 55,234 0 4,990 4,132 315 472 2,689 1,943 274 1,649 : : : : Changes from: September 1, 2015 : : -1,924 -1,450 0 -262 -46 81 -107 -2 -161 -185 -229 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 79.5 0.0 7.2 6.0 0.5 0.7 3.9 2.8 0.4 2.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 22 0 . . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 602,602 : : Positions : : 396,140 563,061 168,716 0 13,120 3,118 0 15,539 2,703 7,616 3,266 : : : : Changes from: September 1, 2015 : : -20,221 28,191 44,180 0 -7,544 2,624 0 -3,936 657 -951 -968 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 93.4 28.0 0.0 2.2 0.5 0.0 2.6 0.4 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 15 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 486,864 : : Positions : : 425,507 445,621 12,525 793 25,000 15,991 0 7,449 392 8,001 0 : : : : Changes from: September 1, 2015 : : -36,146 -36,962 -816 0 -1,224 408 0 -816 -431 -23 -793 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 91.5 2.6 0.2 5.1 3.3 0.0 1.5 0.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 25 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 47,116 : : Positions : : 40,969 40,993 345 361 869 1,542 0 1,567 447 1,798 510 : : : : Changes from: September 1, 2015 : : -2,327 -2,981 -105 213 0 -336 0 0 23 -83 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 87.0 0.7 0.8 1.8 3.3 0.0 3.3 0.9 3.8 1.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 22 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 53,682 : : Positions : : 45,524 52,594 6,715 0 760 0 220 0 35 0 25 : : : : Changes from: September 1, 2015 : : -4,100 -4,196 -165 0 0 0 -25 0 35 -15 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 98.0 12.5 0.0 1.4 0.0 0.4 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 30 28 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 2,950 : : Positions : : 2,700 2,750 0 100 0 200 0 0 0 50 0 : : : : Changes from: September 1, 2015 : : -2,300 -1,750 0 -150 0 50 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 93.2 0.0 3.4 0.0 6.8 0.0 0.0 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 13 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 70,260 : : Positions : : 61,776 69,469 7,445 0 20 0 0 80 0 630 0 : : : : Changes from: September 1, 2015 : : -6,567 -6,045 280 0 -280 -40 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 98.9 10.6 0.0 0.0 0.0 0.0 0.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 32 29 . 0 . 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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: September 1, 2015 : : 0 0 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 8, 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: September 1, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 8, 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 7,691 : : Positions : : 6,015 6,774 0 191 106 42 0 0 1,339 407 21 : : : : Changes from: September 1, 2015 : : 110 110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 88.1 0.0 2.5 1.4 0.5 0.0 0.0 17.4 5.3 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 8, 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 19,435 : : Positions : : 17,240 16,660 0 1,195 995 1,180 0 20 0 525 0 : : : : Changes from: September 1, 2015 : : 250 50 0 0 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 85.7 0.0 6.1 5.1 6.1 0.0 0.1 0.0 2.7 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 8, 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 15,110 : : Positions : : 13,105 12,190 50 520 1,505 0 750 120 0 0 0 : : : : Changes from: September 1, 2015 : : -120 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 80.7 0.3 3.4 10.0 0.0 5.0 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 8, 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 17,836 : : Positions : : 15,071 12,967 456 2,196 1,398 611 0 131 0 0 0 : : : : Changes from: September 1, 2015 : : 18 59 0 -41 41 0 -42 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 72.7 2.6 12.3 7.8 3.4 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 21 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 54,430 : : Positions : : 48,391 40,544 1,303 2,428 2,110 0 3,325 935 0 3,695 1,110 : : : : Changes from: September 1, 2015 : : -2,468 -1,051 -161 -253 -351 0 -337 -60 0 -785 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 74.5 2.4 4.5 3.9 0.0 6.1 1.7 0.0 6.8 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 28 23 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 63,411 : : Positions : : 56,928 45,557 701 4,114 1,715 299 4,180 1,334 0 4,035 2,380 : : : : Changes from: September 1, 2015 : : -2,610 578 -40 -793 263 118 -323 -70 0 -1,994 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 71.8 1.1 6.5 2.7 0.5 6.6 2.1 0.0 6.4 3.8 : : : : Number of Traders in Each Category Total Traders: 46 : : 29 28 . . . . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 45,300 : : Positions : : 42,435 43,130 760 1,015 1,155 200 0 0 710 0 0 : : : : Changes from: September 1, 2015 : : -4,075 -4,275 -25 -5 -70 -50 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 95.2 1.7 2.2 2.5 0.4 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 27 15 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 45,870 : : Positions : : 42,510 43,420 1,400 1,330 1,120 0 0 0 740 0 0 : : : : Changes from: September 1, 2015 : : -4,630 -4,810 -35 -60 -70 0 0 0 -195 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 94.7 3.1 2.9 2.4 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 26 18 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 330,576 : : Positions : : 251,808 278,853 1,177 16,170 10,089 26,367 784 14,040 17,607 1,152 9,488 : : : : Changes from: September 1, 2015 : : -15,592 -25,223 -858 -443 -1,182 -1,632 -408 0 -7,992 0 2,784 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 84.4 0.4 4.9 3.1 8.0 0.2 4.2 5.3 0.3 2.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 22 30 . . . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 22,587 : : Positions : : 15,639 20,048 1,315 342 466 2,070 84 510 2,098 472 366 : : : : Changes from: September 1, 2015 : : -1,161 -1,527 -21 42 -126 -252 -42 -42 -64 -19 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 88.8 5.8 1.5 2.1 9.2 0.4 2.3 9.3 2.1 1.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 28 . . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 39,233 : : Positions : : 21,823 38,028 13,577 0 400 559 108 179 2,468 291 227 : : : : Changes from: September 1, 2015 : : -2,299 -2,144 221 0 0 -26 108 -26 130 62 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 96.9 34.6 0.0 1.0 1.4 0.3 0.5 6.3 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 12 . 0 . . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 470,008 : : Positions : : 399,065 440,984 57,563 0 7,070 0 12,506 6,310 0 3,138 0 : : : : Changes from: September 1, 2015 : : -22,800 -22,392 408 0 -408 0 816 -1,224 0 -816 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 93.8 12.2 0.0 1.5 0.0 2.7 1.3 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 16 . 0 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 36,982 : : Positions : : 29,616 33,330 3,354 170 127 616 0 1,824 786 170 468 : : : : Changes from: September 1, 2015 : : -1,648 -2,788 -105 -42 0 -672 0 0 -405 -63 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 90.1 9.1 0.5 0.3 1.7 0.0 4.9 2.1 0.5 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 51,220 : : Positions : : 36,439 45,389 12,813 742 1,968 0 3,121 0 0 0 0 : : : : Changes from: September 1, 2015 : : -4,928 -5,336 -1,224 408 -408 0 -1,224 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 88.6 25.0 1.4 3.8 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,864 : : Positions : : 12,840 13,043 116 910 1,283 277 0 41 1,777 127 338 : : : : Changes from: September 1, 2015 : : -835 -1,346 -63 -167 0 -105 0 0 41 -105 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 77.3 0.7 5.4 7.6 1.6 0.0 0.2 10.5 0.8 2.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 184,288 : : Positions : : 132,570 158,769 16,498 5,528 14,467 0 0 0 15,229 0 5,524 : : : : Changes from: September 1, 2015 : : -12,664 -13,072 -408 408 -408 0 0 0 408 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 86.2 9.0 3.0 7.9 0.0 0.0 0.0 8.3 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,061 : : Positions : : 8,116 8,668 2,419 2,010 532 822 0 23 128 232 0 : : : : Changes from: September 1, 2015 : : -861 -1,389 -83 314 -314 -236 0 -61 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 71.9 20.1 16.7 4.4 6.8 0.0 0.2 1.1 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 19 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 114,695 : : Positions : : 91,153 80,198 13,428 29,440 5,057 3,905 0 0 1,152 0 0 : : : : Changes from: September 1, 2015 : : -8,584 -9,808 816 816 -2,040 -1,224 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 69.9 11.7 25.7 4.4 3.4 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 18,817 : : Positions : : 10,252 13,851 3,195 0 4,300 404 0 666 0 0 0 : : : : Changes from: September 1, 2015 : : 336 154 -182 0 154 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 73.6 17.0 0.0 22.9 2.1 0.0 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 15 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 164,228 : : Positions : : 131,677 95,614 0 41,216 27,398 5,153 0 0 0 0 0 : : : : Changes from: September 1, 2015 : : -346 934 0 -1,280 624 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 58.2 0.0 25.1 16.7 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 8, 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 8,500 : : Positions : : 7,710 7,785 250 450 0 0 200 0 0 0 0 : : : : Changes from: September 1, 2015 : : -1,020 -915 0 -50 0 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 91.6 2.9 5.3 0.0 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 142,723 : : Positions : : 96,016 96,478 5,855 2,406 15,733 488 204 2,749 2,218 5,546 19,283 : : : : Changes from: September 1, 2015 : : 18,060 22,458 1,292 -2,628 3,564 163 80 822 -437 -797 4,964 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 67.6 4.1 1.7 11.0 0.3 0.1 1.9 1.6 3.9 13.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 23,935 : : Positions : : 22,320 10,605 1,200 12,630 25 0 675 0 0 0 0 : : : : Changes from: September 1, 2015 : : -1,625 -1,085 -60 -490 -15 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 44.3 5.0 52.8 0.1 0.0 2.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 20,760 : : Positions : : 19,265 7,395 925 12,630 0 0 675 0 0 0 0 : : : : Changes from: September 1, 2015 : : -895 -565 -200 -490 0 0 -75 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 35.6 4.5 60.8 0.0 0.0 3.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 22,599 : : Positions : : 22,449 16,589 0 6,010 0 50 0 0 100 0 0 : : : : Changes from: September 1, 2015 : : -3,280 -2,830 0 -500 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.3 73.4 0.0 26.6 0.0 0.2 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 21,285 : : Positions : : 21,185 16,025 0 5,260 0 0 0 0 0 0 0 : : : : Changes from: September 1, 2015 : : -2,841 -2,431 0 -485 0 -175 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 75.3 0.0 24.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 0 . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 12,435 : : Positions : : 11,855 12,340 250 0 0 0 0 0 0 0 0 : : : : Changes from: September 1, 2015 : : -1,165 -1,245 0 0 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 99.2 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 23 10 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 13,157 : : Positions : : 12,317 13,082 500 0 0 0 0 0 0 0 0 : : : : Changes from: September 1, 2015 : : -1,560 -1,685 0 0 0 -25 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 99.4 3.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 25 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 107,706 : : Positions : : 91,146 104,581 11,345 0 1,995 700 0 50 2,450 900 0 : : : : Changes from: September 1, 2015 : : -9,475 -10,235 -515 0 0 45 0 -45 -500 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 97.1 10.5 0.0 1.9 0.6 0.0 0.0 2.3 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 29 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 115,165 : : Positions : : 97,670 112,165 14,100 0 1,530 950 290 200 600 800 100 : : : : Changes from: September 1, 2015 : : -10,647 -11,098 -714 0 0 -105 -280 -35 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 97.4 12.2 0.0 1.3 0.8 0.3 0.2 0.5 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 36 34 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 138,710 : : Positions : : 106,348 113,688 3,227 7,376 7,895 3,002 1,214 795 14,416 4,718 2,854 : : : : Changes from: September 1, 2015 : : -4,634 -4,143 -819 -1,813 330 2 -20 -162 -1,239 -693 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 82.0 2.3 5.3 5.7 2.2 0.9 0.6 10.4 3.4 2.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 39 37 . . 4 . 4 . 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 100,491 : : Positions : : 82,823 85,896 9,220 3,970 4,655 110 0 1,300 860 3,190 1,420 : : : : Changes from: September 1, 2015 : : -3,101 -3,458 21 320 -576 -30 0 -20 55 15 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 85.5 9.2 4.0 4.6 0.1 0.0 1.3 0.9 3.2 1.4 : : : : 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 8, 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 22,775 : : Positions : : 21,850 19,860 525 2,300 225 0 175 125 0 0 0 : : : : Changes from: September 1, 2015 : : -2,075 -2,010 -95 -85 0 0 -130 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 87.2 2.3 10.1 1.0 0.0 0.8 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 19,995 : : Positions : : 19,155 17,505 525 2,100 125 0 25 150 0 0 0 : : : : Changes from: September 1, 2015 : : -1,325 -1,255 0 0 0 0 -80 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 87.5 2.6 10.5 0.6 0.0 0.1 0.8 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 September 8, 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 27,039 : : Positions : : 25,455 21,314 55 3,290 1,110 0 930 145 0 0 0 : : : : Changes from: September 1, 2015 : : -915 -915 -10 -10 0 0 5 -30 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 78.8 0.2 12.2 4.1 0.0 3.4 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 24 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 10,640 : : Positions : : 8,360 9,790 690 0 690 740 0 160 0 0 0 : : : : Changes from: September 1, 2015 : : -80 -80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 92.0 6.5 0.0 6.5 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 September 8, 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: September 1, 2015 : : 0 0 0 0 0 0 0 0 0 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 8, 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 137,443 : : Positions : : 117,850 79,262 448 47,783 4,808 1,925 0 2,540 8,417 1,595 1,456 : : : : Changes from: September 1, 2015 : : 504 3,053 0 -2,555 123 0 0 0 -4 0 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 57.7 0.3 34.8 3.5 1.4 0.0 1.8 6.1 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 2,841,421 : : Positions : :2,523,406 1,359,374 60,335 1,054,778 257,680 0 169,560 0 0 0 0 : : : : Changes from: September 1, 2015 : : 25,936 53,336 0 -27,400 23,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 47.8 2.1 37.1 9.1 0.0 6.0 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 8, 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 61,587 : : Positions : : 50,495 54,382 2,779 320 4,970 945 0 1,915 483 0 0 : : : : Changes from: September 1, 2015 : : 3,300 2,025 -1,275 0 1,275 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 88.3 4.5 0.5 8.1 1.5 0.0 3.1 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 1,222,245 : : Positions : : 737,262 952,320 185,444 0 199,365 23,800 0 70,560 5,814 0 0 : : : : Changes from: September 1, 2015 : : 93,840 70,440 -23,400 0 23,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 77.9 15.2 0.0 16.3 1.9 0.0 5.8 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 17,511 : : Positions : : 8,670 15,969 7,200 0 300 0 420 0 749 0 130 : : : : Changes from: September 1, 2015 : : -1,210 -1,578 150 0 -150 0 -30 0 -363 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 91.2 41.1 0.0 1.7 0.0 2.4 0.0 4.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 11 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 19,918 : : Positions : : 7,856 18,293 10,645 0 375 0 420 0 508 60 70 : : : : Changes from: September 1, 2015 : : -1,110 -1,427 -25 0 0 0 -30 0 -152 -15 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.4 91.8 53.4 0.0 1.9 0.0 2.1 0.0 2.6 0.3 0.4 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 29,541 : : Positions : : 25,183 22,113 560 4,778 110 750 0 0 1,958 2,170 350 : : : : Changes from: September 1, 2015 : : -1,630 -1,394 25 -296 -25 -75 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 74.9 1.9 16.2 0.4 2.5 0.0 0.0 6.6 7.3 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 23,030 : : Positions : : 18,869 18,083 0 3,545 1,342 360 0 0 1,675 0 60 : : : : Changes from: September 1, 2015 : : -802 -838 0 -142 -128 -90 0 0 -162 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 78.5 0.0 15.4 5.8 1.6 0.0 0.0 7.3 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 28,907 : : Positions : : 26,432 14,716 1,544 13,523 32 0 100 150 90 50 300 : : : : Changes from: September 1, 2015 : : -59 -1,300 -55 1,020 0 0 85 -50 -160 50 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 50.9 5.3 46.8 0.1 0.0 0.3 0.5 0.3 0.2 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 23,960 : : Positions : : 22,645 15,403 0 7,627 460 600 470 0 0 0 0 : : : : Changes from: September 1, 2015 : : -719 -193 0 -161 274 0 20 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 64.3 0.0 31.8 1.9 2.5 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 21 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 14,959 : : Positions : : 11,956 12,694 2,718 1,085 100 0 760 0 0 0 0 : : : : Changes from: September 1, 2015 : : -723 -880 -175 -205 -50 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 84.9 18.2 7.3 0.7 0.0 5.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 11,206 : : Positions : : 6,568 10,557 3,618 269 120 0 0 0 0 0 0 : : : : Changes from: September 1, 2015 : : -313 -170 -115 -18 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 94.2 32.3 2.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 33,815 : : Positions : : 29,256 25,405 1,135 4,480 1,125 0 1,745 230 1,825 600 0 : : : : Changes from: September 1, 2015 : : -1,030 -1,060 -40 35 -35 0 -35 -15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 75.1 3.4 13.2 3.3 0.0 5.2 0.7 5.4 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 22 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 12,526 : : Positions : : 10,319 9,681 0 2,825 0 975 0 0 1,062 0 0 : : : : Changes from: September 1, 2015 : : -395 -445 0 -50 0 0 0 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 77.3 0.0 22.6 0.0 7.8 0.0 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 13,404 : : Positions : : 10,304 10,167 540 3,112 0 480 0 100 1,705 0 0 : : : : Changes from: September 1, 2015 : : -700 -655 0 -100 0 0 0 -25 -140 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 75.9 4.0 23.2 0.0 3.6 0.0 0.7 12.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 18 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 53,588 : : Positions : : 48,286 45,284 0 2,805 3,465 445 295 385 0 0 0 : : : : Changes from: September 1, 2015 : : -3,505 -3,390 0 -195 0 20 45 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 84.5 0.0 5.2 6.5 0.8 0.6 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 19 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 48,242 : : Positions : : 43,867 38,897 0 4,425 2,645 445 295 385 0 0 0 : : : : Changes from: September 1, 2015 : : -3,000 -2,652 0 -320 0 20 45 -65 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 80.6 0.0 9.2 5.5 0.9 0.6 0.8 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 8, 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 22,450 : : Positions : : 22,360 16,320 0 1,200 0 0 4,890 0 0 0 0 : : : : Changes from: September 1, 2015 : : -1,130 -850 0 0 0 0 -280 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 72.7 0.0 5.3 0.0 0.0 21.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 67,439 : : Positions : : 51,706 63,360 4,095 690 50 7,445 0 0 1,005 0 296 : : : : Changes from: September 1, 2015 : : -3,121 -3,728 -15 -85 0 -550 -150 -20 -210 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 94.0 6.1 1.0 0.1 11.0 0.0 0.0 1.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 63,353 : : Positions : : 48,362 60,492 2,895 610 650 6,720 0 0 3,390 0 0 : : : : Changes from: September 1, 2015 : : -2,694 -3,059 85 -65 -85 -140 0 0 -410 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 95.5 4.6 1.0 1.0 10.6 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 25,208 : : Positions : : 22,875 19,165 0 1,320 420 0 3,550 250 900 0 0 : : : : Changes from: September 1, 2015 : : -435 -465 0 -135 0 0 -250 0 -425 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 76.0 0.0 5.2 1.7 0.0 14.1 1.0 3.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 15 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 23,250 : : Positions : : 22,630 20,140 0 1,740 60 0 750 450 0 0 0 : : : : Changes from: September 1, 2015 : : -410 -675 0 15 -15 0 75 -75 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 86.6 0.0 7.5 0.3 0.0 3.2 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 20 14 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 14,595 : : Positions : : 7,475 11,085 400 1,150 350 1,200 1,550 300 4,650 0 0 : : : : Changes from: September 1, 2015 : : 840 -975 -100 50 -50 0 -225 0 -1,875 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.2 76.0 2.7 7.9 2.4 8.2 10.6 2.1 31.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 27,439 : : Positions : : 21,150 19,815 0 1,380 2,825 1,725 1,200 250 400 1,100 69 : : : : Changes from: September 1, 2015 : : -530 105 0 -630 565 -175 0 0 -90 -275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 72.2 0.0 5.0 10.3 6.3 4.4 0.9 1.5 4.0 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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 24,355 : : Positions : : 20,070 18,260 0 2,155 2,125 200 600 650 325 0 0 : : : : Changes from: September 1, 2015 : : -330 320 0 -515 500 0 0 0 140 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 75.0 0.0 8.8 8.7 0.8 2.5 2.7 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 17 0 . . . . . . 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 11, 2015