Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 144,925 : : Positions : : 49,241 30,773 1,417 26,608 8,610 6,841 17,114 17,045 46,114 29,354 14,200 : : : : Changes from: September 15, 2015 : : 1,522 -104 622 -570 -263 -5,785 -1,808 6,222 536 -419 138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.0 21.2 1.0 18.4 5.9 4.7 11.8 11.8 31.8 20.3 9.8 : : : : Number of Traders in Each Category Total Traders: 57 : : 17 16 . . 5 . 5 5 13 14 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 35,589 : : Positions : : 8,008 13,834 480 6,532 780 6,366 6,265 1,314 15,600 3,983 2,507 : : : : Changes from: September 15, 2015 : : 585 1,000 -120 405 -23 185 225 290 400 -450 668 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.5 38.9 1.3 18.4 2.2 17.9 17.6 3.7 43.8 11.2 7.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 11 11 . 4 . . . 4 9 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 12,126 : : Positions : : 897 1,627 2,357 170 2,689 646 2,138 3,335 1,145 1,113 1,053 : : : : Changes from: September 15, 2015 : : 33 48 92 24 113 44 87 114 -27 -16 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.4 13.4 19.4 1.4 22.2 5.3 17.6 27.5 9.4 9.2 8.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 8 . . 4 . . 4 9 6 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 149,422 : : Positions : : 103,453 118,799 4,639 2,535 10,413 967 2,308 1,720 18,116 3,865 9,499 : : : : Changes from: September 15, 2015 : : 1,958 2,525 168 206 -243 298 140 78 1,758 1,322 19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 79.5 3.1 1.7 7.0 0.6 1.5 1.2 12.1 2.6 6.4 : : : : Number of Traders in Each Category Total Traders: 76 : : 43 47 . . 4 . 5 6 9 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 61,352 : : Positions : : 46,164 52,081 9,516 0 3,439 20 304 54 81 3,420 2,054 : : : : Changes from: September 15, 2015 : : 142 1,354 862 0 -572 20 19 -44 81 -268 -77 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 84.9 15.5 0.0 5.6 0.0 0.5 0.1 0.1 5.6 3.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 22 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 534,701 : : Positions : : 503,327 476,183 0 18,120 19,358 1,390 640 2,552 0 9,774 8,074 : : : : Changes from: September 15, 2015 : : 11,703 7,789 0 1,248 0 -50 0 -624 0 2,616 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 89.1 0.0 3.4 3.6 0.3 0.1 0.5 0.0 1.8 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 1,736,069 : : Positions : :1,502,503 1,546,059 131,871 79,780 50,457 0 4,608 768 26,180 30,106 24,291 : : : : Changes from: September 15, 2015 : : 30,417 27,709 -10,096 -51 -4,346 0 0 0 -3,528 -10,864 1,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 89.1 7.6 4.6 2.9 0.0 0.3 0.0 1.5 1.7 1.4 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 38 . . . 0 . . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 66,025 : : Positions : : 59,640 55,185 0 4,778 3,982 194 87 81 706 490 1,415 : : : : Changes from: September 15, 2015 : : 4,434 1,986 0 1,746 -455 -169 87 9 -419 27 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 83.6 0.0 7.2 6.0 0.3 0.1 0.1 1.1 0.7 2.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 22 0 . . . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 578,437 : : Positions : : 381,983 551,235 175,854 0 13,120 0 2,560 1,280 3,574 7,616 2,626 : : : : Changes from: September 15, 2015 : : -226 9,675 9,030 0 0 0 0 0 871 0 -640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 95.3 30.4 0.0 2.3 0.0 0.4 0.2 0.6 1.3 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . 0 . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 506,786 : : Positions : : 463,844 472,609 13,309 793 25,000 3,840 0 0 392 7,983 401 : : : : Changes from: September 15, 2015 : : 19,152 19,152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 93.3 2.6 0.2 4.9 0.8 0.0 0.0 0.1 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 26 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 46,549 : : Positions : : 43,559 41,247 0 547 1,086 338 0 21 527 2,437 277 : : : : Changes from: September 15, 2015 : : 809 -87 -324 186 217 0 0 0 82 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 88.6 0.0 1.2 2.3 0.7 0.0 0.0 1.1 5.2 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 24 23 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 56,382 : : Positions : : 49,329 54,814 4,935 0 1,435 0 25 0 35 0 25 : : : : Changes from: September 15, 2015 : : 3,880 2,200 -1,680 0 575 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 97.2 8.8 0.0 2.5 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 31 28 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 71,300 : : Positions : : 63,996 69,974 5,765 0 560 40 0 0 0 705 0 : : : : Changes from: September 15, 2015 : : 2,220 465 -1,680 0 540 0 0 0 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 98.1 8.1 0.0 0.8 0.1 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 33 29 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 19,169 : : Positions : : 18,449 16,969 0 1,600 600 0 0 0 100 0 0 : : : : Changes from: September 15, 2015 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 88.5 0.0 8.3 3.1 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 16 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 260,304 : : Positions : : 187,544 259,128 71,600 0 0 768 0 0 0 784 392 : : : : Changes from: September 15, 2015 : : 8,608 13,288 4,680 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 99.5 27.5 0.0 0.0 0.3 0.0 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . 0 0 . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 8,171 : : Positions : : 6,516 7,187 0 233 64 42 0 0 1,360 260 0 : : : : Changes from: September 15, 2015 : : 655 422 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 88.0 0.0 2.9 0.8 0.5 0.0 0.0 16.6 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643A8 Open Interest is 9,200 : : Positions : : 6,800 8,200 0 1,000 0 0 0 0 2,400 0 0 : : : : Changes from: September 15, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 89.1 0.0 10.9 0.0 0.0 0.0 0.0 26.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 11 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 7,105 : : Positions : : 6,505 7,055 300 0 0 0 0 0 50 0 50 : : : : Changes from: September 15, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 99.3 4.2 0.0 0.0 0.0 0.0 0.0 0.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 12 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 18,040 : : Positions : : 17,045 15,015 0 1,180 995 0 0 0 0 800 0 : : : : Changes from: September 15, 2015 : : 1,155 755 0 0 0 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 83.2 0.0 6.5 5.5 0.0 0.0 0.0 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 19 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 15,640 : : Positions : : 13,660 13,815 360 450 1,195 0 5 25 0 0 0 : : : : Changes from: September 15, 2015 : : 1,180 1,180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 88.3 2.3 2.9 7.6 0.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 20 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 16,960 : : Positions : : 14,448 12,233 451 2,200 1,444 0 0 0 0 0 0 : : : : Changes from: September 15, 2015 : : 241 627 -36 -19 77 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 72.1 2.7 13.0 8.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 23 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 55,590 : : Positions : : 51,330 44,819 610 2,027 2,772 0 302 40 0 5,285 115 : : : : Changes from: September 15, 2015 : : 1,435 211 -310 -306 424 0 -62 5 0 1,477 -560 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 80.6 1.1 3.6 5.0 0.0 0.5 0.1 0.0 9.5 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 26 . . . 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 66,269 : : Positions : : 61,413 51,520 701 4,483 2,107 311 293 148 0 6,076 1,541 : : : : Changes from: September 15, 2015 : : 2,184 508 0 68 351 261 -76 -53 0 1,966 -686 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 77.7 1.1 6.8 3.2 0.5 0.4 0.2 0.0 9.2 2.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 30 . . . . . . 0 7 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 50,680 : : Positions : : 48,945 46,740 760 3,765 175 50 0 0 710 0 0 : : : : Changes from: September 15, 2015 : : 2,890 2,890 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.6 92.2 1.5 7.4 0.3 0.1 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 27 14 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 48,665 : : Positions : : 46,220 44,410 1,400 4,080 175 0 0 0 800 0 0 : : : : Changes from: September 15, 2015 : : 1,775 1,835 0 0 0 0 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 91.3 2.9 8.4 0.4 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 26 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 345,019 : : Positions : : 307,523 303,460 1,177 17,721 9,705 3,072 784 0 11,729 1,536 11,813 : : : : Changes from: September 15, 2015 : : 23 32 0 0 0 0 0 0 393 384 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 88.0 0.3 5.1 2.8 0.9 0.2 0.0 3.4 0.4 3.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 30 . . . . . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 24,025 : : Positions : : 18,574 21,349 1,230 619 529 168 298 0 2,964 564 432 : : : : Changes from: September 15, 2015 : : -422 -124 43 170 -43 0 108 0 354 -91 31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 88.9 5.1 2.6 2.2 0.7 1.2 0.0 12.3 2.3 1.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 28 . . . . . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 40,052 : : Positions : : 22,863 39,012 13,867 0 400 96 0 25 2,622 436 179 : : : : Changes from: September 15, 2015 : : 163 566 214 0 0 0 -135 0 154 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 97.4 34.6 0.0 1.0 0.2 0.0 0.1 6.5 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . 0 . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 452,078 : : Positions : : 386,677 441,870 57,563 0 7,070 768 0 0 0 3,138 0 : : : : Changes from: September 15, 2015 : : 7,133 7,133 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 97.7 12.7 0.0 1.6 0.2 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 16 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 34,937 : : Positions : : 29,213 33,705 3,609 170 127 1,014 0 0 634 383 255 : : : : Changes from: September 15, 2015 : : 322 149 0 0 0 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 96.5 10.3 0.5 0.4 2.9 0.0 0.0 1.8 1.1 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 55,924 : : Positions : : 41,143 50,093 12,813 742 1,968 0 3,121 0 0 0 0 : : : : Changes from: September 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 89.6 22.9 1.3 3.5 0.0 5.6 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 22, 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 16,900 : : Positions : : 12,876 13,180 247 976 1,111 404 0 0 1,771 127 384 : : : : Changes from: September 15, 2015 : : 269 370 131 66 -172 127 0 -41 -6 0 46 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 78.0 1.5 5.8 6.6 2.4 0.0 0.0 10.5 0.8 2.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 186,163 : : Positions : : 129,059 162,996 16,498 6,312 13,683 0 0 0 23,751 0 3,172 : : : : Changes from: September 15, 2015 : : -1,568 0 0 0 0 0 0 0 1,568 0 -1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 87.6 8.9 3.4 7.4 0.0 0.0 0.0 12.8 0.0 1.7 : : : : 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 22, 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 12,287 : : Positions : : 8,494 8,896 2,547 1,684 664 0 113 230 309 0 0 : : : : Changes from: September 15, 2015 : : -198 -472 -172 -282 110 -334 113 207 41 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 72.4 20.7 13.7 5.4 0.0 0.9 1.9 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 19 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 135,520 : : Positions : : 115,107 97,103 12,268 34,920 3,497 3,112 0 0 1,536 0 0 : : : : Changes from: September 15, 2015 : : -743 -1,152 0 0 0 -793 0 0 384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 71.7 9.1 25.8 2.6 2.3 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 18 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 18,135 : : Positions : : 10,495 13,735 3,190 0 4,300 50 0 100 0 0 0 : : : : Changes from: September 15, 2015 : : 77 77 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 75.7 17.6 0.0 23.7 0.3 0.0 0.6 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 22, 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 166,803 : : Positions : : 135,221 98,189 0 37,352 31,262 320 0 0 0 0 0 : : : : Changes from: September 15, 2015 : : 0 3,864 0 -3,864 3,864 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 58.9 0.0 22.4 18.7 0.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 16 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 8,720 : : Positions : : 7,960 7,735 250 450 0 0 500 0 0 0 0 : : : : Changes from: September 15, 2015 : : 150 -50 0 0 0 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 88.7 2.9 5.2 0.0 0.0 5.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 12 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 154,021 : : Positions : : 102,429 106,341 7,037 3,087 15,999 824 0 1,197 4,343 6,082 19,314 : : : : Changes from: September 15, 2015 : : 1,613 7,887 1,222 429 389 451 0 -292 3,136 -793 -1,215 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 69.0 4.6 2.0 10.4 0.5 0.0 0.8 2.8 3.9 12.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 16 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 24,150 : : Positions : : 22,085 10,945 1,650 12,530 25 0 650 0 0 0 0 : : : : Changes from: September 15, 2015 : : -50 200 150 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 45.3 6.8 51.9 0.1 0.0 2.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 21,020 : : Positions : : 19,050 7,755 1,400 12,530 0 0 675 0 0 0 0 : : : : Changes from: September 15, 2015 : : -125 150 175 -100 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 36.9 6.7 59.6 0.0 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 24,459 : : Positions : : 23,829 18,519 0 5,710 230 50 0 0 350 0 0 : : : : Changes from: September 15, 2015 : : 400 700 0 -300 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 75.7 0.0 23.3 0.9 0.2 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 23,605 : : Positions : : 23,025 17,915 0 5,460 230 0 0 0 250 0 0 : : : : Changes from: September 15, 2015 : : 475 675 0 -200 105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 75.9 0.0 23.1 1.0 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 12,690 : : Positions : : 12,050 12,475 310 0 0 0 0 0 0 0 0 : : : : Changes from: September 15, 2015 : : -60 0 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 98.3 2.4 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 22, 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 13,342 : : Positions : : 12,442 13,147 560 0 0 0 0 0 0 0 0 : : : : Changes from: September 15, 2015 : : -115 -55 60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 98.5 4.2 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 22, 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 110,691 : : Positions : : 94,346 106,446 9,810 0 2,945 870 0 50 2,650 1,150 0 : : : : Changes from: September 15, 2015 : : 2,329 1,669 -910 0 350 50 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 96.2 8.9 0.0 2.7 0.8 0.0 0.0 2.4 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 32 29 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 120,747 : : Positions : : 102,442 116,747 12,935 0 2,460 1,545 0 350 1,000 1,100 0 : : : : Changes from: September 15, 2015 : : 2,530 1,960 -920 0 350 500 0 50 0 150 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 96.7 10.7 0.0 2.0 1.3 0.0 0.3 0.8 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 37 35 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 144,984 : : Positions : : 115,023 116,985 2,751 7,273 7,901 900 3,672 290 14,960 5,418 2,972 : : : : Changes from: September 15, 2015 : : 4,284 693 -721 -203 696 313 2,028 20 -430 646 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 80.7 1.9 5.0 5.4 0.6 2.5 0.2 10.3 3.7 2.0 : : : : Number of Traders in Each Category Total Traders: 69 : : 41 37 . . 4 . 5 . 7 6 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 103,421 : : Positions : : 86,178 89,786 9,290 3,305 5,220 330 0 20 860 3,490 1,420 : : : : Changes from: September 15, 2015 : : 2,073 2,093 -200 -100 120 300 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 86.8 9.0 3.2 5.0 0.3 0.0 0.0 0.8 3.4 1.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 35 32 . . 4 . 0 . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 22,920 : : Positions : : 22,250 19,705 225 2,225 225 0 375 200 0 100 0 : : : : Changes from: September 15, 2015 : : 305 135 0 -50 0 0 200 75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.1 86.0 1.0 9.7 1.0 0.0 1.6 0.9 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 11 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 19,860 : : Positions : : 19,220 17,395 300 2,100 125 25 0 150 0 0 0 : : : : Changes from: September 15, 2015 : : 25 75 0 0 0 25 -25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 87.6 1.5 10.6 0.6 0.1 0.0 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 22, 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 29,099 : : Positions : : 27,470 23,279 355 4,310 935 30 300 25 0 0 0 : : : : Changes from: September 15, 2015 : : 2,025 755 300 1,320 -175 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 80.0 1.2 14.8 3.2 0.1 1.0 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 26 24 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 10,679 : : Positions : : 9,299 9,954 705 0 675 0 50 0 0 0 0 : : : : Changes from: September 15, 2015 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 93.2 6.6 0.0 6.3 0.0 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 15 . 0 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 411,428 : : Positions : : 348,671 348,334 5,588 0 54,006 0 9,088 0 3,163 0 0 : : : : Changes from: September 15, 2015 : : 167,247 213,839 4,403 -42,189 42,557 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 84.7 1.4 0.0 13.1 0.0 2.2 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 146,977 : : Positions : : 125,450 88,832 448 46,094 6,429 1,925 0 2,540 8,444 1,595 1,486 : : : : Changes from: September 15, 2015 : : 6,131 11,463 0 -5,309 1,367 0 0 0 23 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 60.4 0.3 31.4 4.4 1.3 0.0 1.7 5.7 1.1 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 2,996,063 : : Positions : :2,635,538 1,523,097 60,335 1,003,186 300,190 0 169,560 0 0 0 0 : : : : Changes from: September 15, 2015 : : 33,817 102,720 0 -68,904 65,910 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 50.8 2.0 33.5 10.0 0.0 5.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 65,882 : : Positions : : 59,942 57,409 0 3,961 2,597 945 0 1,915 483 0 0 : : : : Changes from: September 15, 2015 : : 8,282 1,862 -2,779 3,641 -2,373 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 87.1 0.0 6.0 3.9 1.4 0.0 2.9 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 1,289,552 : : Positions : : 859,481 980,939 142,001 50,157 187,896 23,800 0 70,560 5,814 0 0 : : : : Changes from: September 15, 2015 : : 89,064 -4,536 -43,443 50,157 -11,469 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 76.1 11.0 3.9 14.6 1.8 0.0 5.5 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 15, 2015 : : 0 0 0 0 0 0 0 0 0 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 22, 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 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 22, 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 29,712 : : Positions : : 25,318 21,818 560 5,213 110 750 0 0 1,958 2,170 350 : : : : Changes from: September 15, 2015 : : 145 -295 0 385 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 73.4 1.9 17.5 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 22, 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 23,200 : : Positions : : 19,079 18,233 0 3,620 1,317 360 0 0 1,750 0 0 : : : : Changes from: September 15, 2015 : : -120 -180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 78.6 0.0 15.6 5.7 1.6 0.0 0.0 7.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 20 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 29,508 : : Positions : : 26,948 14,797 1,714 13,723 42 0 125 150 0 410 240 : : : : Changes from: September 15, 2015 : : -650 -830 -5 -155 10 0 75 -30 0 350 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 50.1 5.8 46.5 0.1 0.0 0.4 0.5 0.0 1.4 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 23 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C77 Open Interest is 22,458 : : Positions : : 21,582 14,505 0 7,032 501 0 420 0 0 0 0 : : : : Changes from: September 15, 2015 : : 190 -10 0 320 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 64.6 0.0 31.3 2.2 0.0 1.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 15,642 : : Positions : : 13,021 13,769 2,138 545 298 0 710 0 0 0 0 : : : : Changes from: September 15, 2015 : : 595 515 -10 120 -52 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 88.0 13.7 3.5 1.9 0.0 4.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 11,576 : : Positions : : 7,358 11,167 3,558 269 120 0 0 0 0 0 0 : : : : Changes from: September 15, 2015 : : 730 550 -60 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 96.5 30.7 2.3 1.0 0.0 0.0 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 22, 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 35,274 : : Positions : : 30,975 28,094 1,435 5,380 645 0 310 15 1,900 600 0 : : : : Changes from: September 15, 2015 : : 1,974 1,209 300 900 -480 0 300 0 75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 79.6 4.1 15.3 1.8 0.0 0.9 0.0 5.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 21 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 12,856 : : Positions : : 11,544 9,951 0 2,825 0 0 0 0 1,082 0 0 : : : : Changes from: September 15, 2015 : : 55 75 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 77.4 0.0 22.0 0.0 0.0 0.0 0.0 8.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 0 . 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 12,984 : : Positions : : 10,329 9,822 540 3,112 0 0 0 25 1,755 0 0 : : : : Changes from: September 15, 2015 : : -275 -255 0 0 0 0 0 0 20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 75.6 4.2 24.0 0.0 0.0 0.0 0.2 13.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 19 . . 0 0 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 56,458 : : Positions : : 51,036 47,864 0 2,635 3,585 445 695 385 0 0 0 : : : : Changes from: September 15, 2015 : : 750 810 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 84.8 0.0 4.7 6.3 0.8 1.2 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 20 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 48,812 : : Positions : : 44,317 39,517 0 4,255 2,765 445 295 385 0 0 0 : : : : Changes from: September 15, 2015 : : 450 450 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 81.0 0.0 8.7 5.7 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 22, 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 22,510 : : Positions : : 22,400 16,450 0 1,200 0 0 4,840 0 0 0 0 : : : : Changes from: September 15, 2015 : : 245 85 0 0 0 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 73.1 0.0 5.3 0.0 0.0 21.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 21,555 : : Positions : : 21,465 15,675 0 1,200 0 0 4,640 0 0 0 0 : : : : Changes from: September 15, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 72.7 0.0 5.6 0.0 0.0 21.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 68,952 : : Positions : : 52,469 64,883 4,095 690 50 8,205 0 0 1,019 0 286 : : : : Changes from: September 15, 2015 : : 165 275 0 0 0 110 0 0 14 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 94.1 5.9 1.0 0.1 11.9 0.0 0.0 1.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 64,718 : : Positions : : 48,742 61,432 2,895 610 650 7,280 0 0 3,390 0 0 : : : : Changes from: September 15, 2015 : : -15 -55 0 0 0 -40 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 94.9 4.5 0.9 1.0 11.2 0.0 0.0 5.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 22 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 25,708 : : Positions : : 23,375 19,665 0 1,320 420 0 3,550 250 900 0 0 : : : : Changes from: September 15, 2015 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 76.5 0.0 5.1 1.6 0.0 13.8 1.0 3.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 16 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 23,800 : : Positions : : 23,180 20,690 0 1,740 60 0 750 450 0 0 0 : : : : Changes from: September 15, 2015 : : -50 -50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 86.9 0.0 7.3 0.3 0.0 3.2 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 15 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 13,995 : : Positions : : 7,465 10,475 400 1,150 350 1,200 1,550 300 4,050 0 0 : : : : Changes from: September 15, 2015 : : -10 -610 0 0 0 0 0 0 -600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 74.8 2.9 8.2 2.5 8.6 11.1 2.1 28.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 22, 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 27,479 : : Positions : : 21,190 19,855 0 1,380 2,825 1,725 1,200 250 400 1,100 69 : : : : Changes from: September 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 72.3 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 22, 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 24,745 : : Positions : : 20,370 18,650 0 2,155 2,125 200 600 650 375 0 45 : : : : Changes from: September 15, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 75.4 0.0 8.7 8.6 0.8 2.4 2.6 1.5 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 0 . . . . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated September 25, 2015