Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 149,989 : : Positions : : 46,593 29,969 1,360 28,111 8,029 15,662 18,286 18,196 46,123 33,363 12,910 : : : : Changes from: October 6, 2015 : : -1,969 301 -481 -125 -27 3,414 -1,900 -859 -159 2,637 -872 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 20.0 0.9 18.7 5.4 10.4 12.2 12.1 30.8 22.2 8.6 : : : : Number of Traders in Each Category Total Traders: 57 : : 16 16 . . 5 4 . 5 13 14 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 38,812 : : Positions : : 8,543 10,629 442 11,981 425 5,838 5,989 3,172 16,697 3,131 3,048 : : : : Changes from: October 6, 2015 : : 130 -530 -65 1,550 -28 0 -160 710 120 -505 380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 27.4 1.1 30.9 1.1 15.0 15.4 8.2 43.0 8.1 7.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 13 9 . . . . 4 4 12 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 13,590 : : Positions : : 1,067 1,598 2,380 272 3,154 848 2,311 3,782 1,069 1,187 1,285 : : : : Changes from: October 6, 2015 : : 94 131 16 35 153 -87 -249 622 -45 61 144 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 11.8 17.5 2.0 23.2 6.2 17.0 27.8 7.9 8.7 9.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 10 7 . . 4 . . 4 8 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 156,689 : : Positions : : 106,794 121,950 3,308 2,177 12,622 1,348 1,983 1,599 18,979 4,887 11,153 : : : : Changes from: October 6, 2015 : : 5,233 5,308 739 -54 963 82 296 138 -266 427 2,235 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 77.8 2.1 1.4 8.1 0.9 1.3 1.0 12.1 3.1 7.1 : : : : Number of Traders in Each Category Total Traders: 78 : : 44 46 . . 4 4 4 8 8 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 56,451 : : Positions : : 46,243 50,937 7,839 0 1,755 0 290 100 105 2,984 385 : : : : Changes from: October 6, 2015 : : 1,993 1,662 -67 0 0 -37 260 -35 28 19 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 90.2 13.9 0.0 3.1 0.0 0.5 0.2 0.2 5.3 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 22 . 0 . 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 500,216 : : Positions : : 477,869 450,921 0 8,071 19,358 0 588 1,348 0 18,289 1,641 : : : : Changes from: October 6, 2015 : : 7,300 6,913 0 0 0 0 0 0 0 387 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 90.1 0.0 1.6 3.9 0.0 0.1 0.3 0.0 3.7 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 1,681,859 : : Positions : :1,463,216 1,506,481 132,232 78,965 42,800 4,403 0 0 19,604 34,010 19,603 : : : : Changes from: October 6, 2015 : : 25,464 22,379 4,312 1,525 -1,828 401 0 0 0 6,272 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 89.6 7.9 4.7 2.5 0.3 0.0 0.0 1.2 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 57 : : 34 38 . . . . 0 0 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 69,422 : : Positions : : 64,955 57,743 0 6,227 2,319 0 1,066 310 724 644 1,113 : : : : Changes from: October 6, 2015 : : 3,193 3,150 0 -263 5 0 281 310 23 48 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 83.2 0.0 9.0 3.3 0.0 1.5 0.4 1.0 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 0 . . 0 . . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 603,150 : : Positions : : 388,838 590,660 209,360 0 0 0 0 0 1,030 8,568 3,922 : : : : Changes from: October 6, 2015 : : 6,316 844 -4,520 0 0 0 0 0 -952 0 648 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 97.9 34.7 0.0 0.0 0.0 0.0 0.0 0.2 1.4 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 485,912 : : Positions : : 431,049 452,519 27,101 0 25,401 0 0 0 1,969 7,600 392 : : : : Changes from: October 6, 2015 : : -7,011 8,669 14,112 0 0 0 0 0 1,568 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 93.1 5.6 0.0 5.2 0.0 0.0 0.0 0.4 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 28 29 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 45,314 : : Positions : : 41,385 39,898 0 228 1,768 86 86 0 738 1,740 277 : : : : Changes from: October 6, 2015 : : -254 654 0 -765 724 0 0 0 123 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 88.0 0.0 0.5 3.9 0.2 0.2 0.0 1.6 3.8 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 22 0 . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 51,387 : : Positions : : 45,230 49,729 4,210 0 1,315 0 0 0 0 40 60 : : : : Changes from: October 6, 2015 : : 305 -55 -360 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 96.8 8.2 0.0 2.6 0.0 0.0 0.0 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 33 31 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 65,400 : : Positions : : 59,510 63,901 4,495 0 740 0 0 0 0 655 0 : : : : Changes from: October 6, 2015 : : 255 -405 -675 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 97.7 6.9 0.0 1.1 0.0 0.0 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 33 32 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 18,794 : : Positions : : 18,189 16,264 0 2,190 190 0 0 0 100 0 0 : : : : Changes from: October 6, 2015 : : -1,825 -1,670 0 -10 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 86.5 0.0 11.7 1.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 18 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 255,864 : : Positions : : 190,072 254,688 64,616 0 0 0 0 0 0 0 1,176 : : : : Changes from: October 6, 2015 : : -4,960 -8,800 -3,072 0 0 -768 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 99.5 25.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . 0 0 0 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 8,736 : : Positions : : 7,096 8,113 0 0 0 154 0 0 1,276 260 0 : : : : Changes from: October 6, 2015 : : -800 -863 0 -233 -64 -42 0 0 -84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 92.9 0.0 0.0 0.0 1.8 0.0 0.0 14.6 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 17 0 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 11,250 : : Positions : : 9,000 9,850 0 900 0 0 0 0 2,250 500 0 : : : : Changes from: October 6, 2015 : : -200 -750 0 -100 0 0 0 0 -150 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 87.6 0.0 8.0 0.0 0.0 0.0 0.0 20.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 0 . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 17,610 : : Positions : : 17,365 14,320 0 2,355 245 0 0 0 0 650 0 : : : : Changes from: October 6, 2015 : : -1,350 -1,275 0 35 -35 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.6 81.3 0.0 13.4 1.4 0.0 0.0 0.0 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 16,715 : : Positions : : 14,755 14,270 50 790 1,595 0 0 0 0 0 0 : : : : Changes from: October 6, 2015 : : 353 -287 -190 380 190 0 -5 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 85.4 0.3 4.7 9.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 23 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 16,754 : : Positions : : 14,409 11,963 455 2,366 1,276 0 0 0 0 126 0 : : : : Changes from: October 6, 2015 : : -587 -828 39 88 -39 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 71.4 2.7 14.1 7.6 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 23 21 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 55,747 : : Positions : : 51,884 45,678 595 3,220 2,330 0 0 0 0 3,992 224 : : : : Changes from: October 6, 2015 : : 3,498 3,013 0 565 -49 0 -55 -33 0 -115 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 81.9 1.1 5.8 4.2 0.0 0.0 0.0 0.0 7.2 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 29 27 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 67,469 : : Positions : : 61,196 51,680 686 3,497 2,591 76 0 139 50 6,726 2,710 : : : : Changes from: October 6, 2015 : : 2,422 2,089 0 -114 -87 60 0 -72 -5 512 513 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 76.6 1.0 5.2 3.8 0.1 0.0 0.2 0.1 10.0 4.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 31 31 . . . . 0 . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 46,410 : : Positions : : 44,340 42,565 1,215 3,640 175 0 0 0 650 0 0 : : : : Changes from: October 6, 2015 : : -280 200 480 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 91.7 2.6 7.8 0.4 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 13 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 47,570 : : Positions : : 44,680 43,290 1,845 4,105 175 0 0 0 810 0 0 : : : : Changes from: October 6, 2015 : : -235 245 480 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 91.0 3.9 8.6 0.4 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 317,760 : : Positions : : 280,904 285,591 793 19,272 7,401 408 784 0 25,862 2,320 2,392 : : : : Changes from: October 6, 2015 : : 1,589 -1,612 0 0 0 0 0 0 -3,201 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 89.9 0.2 6.1 2.3 0.1 0.2 0.0 8.1 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 29 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 23,408 : : Positions : : 18,448 20,968 1,062 765 383 0 228 0 2,948 437 373 : : : : Changes from: October 6, 2015 : : 231 341 0 23 0 0 0 0 196 46 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 89.6 4.5 3.3 1.6 0.0 1.0 0.0 12.6 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 30 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 35,414 : : Positions : : 21,139 33,827 11,565 0 0 144 154 0 1,952 819 614 : : : : Changes from: October 6, 2015 : : 1,616 792 -641 0 0 48 154 0 -48 29 -29 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 95.5 32.7 0.0 0.0 0.4 0.4 0.0 5.5 2.3 1.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 14 . 0 0 . . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 434,993 : : Positions : : 370,360 427,473 59,483 0 5,150 0 0 0 0 2,370 0 : : : : Changes from: October 6, 2015 : : 7,084 7,084 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 98.3 13.7 0.0 1.2 0.0 0.0 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 14 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 32,580 : : Positions : : 28,122 31,347 3,672 128 64 510 0 0 126 553 0 : : : : Changes from: October 6, 2015 : : 295 295 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 96.2 11.3 0.4 0.2 1.6 0.0 0.0 0.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 16,498 : : Positions : : 12,075 13,454 344 656 1,201 444 0 0 1,732 66 297 : : : : Changes from: October 6, 2015 : : 364 526 -24 0 0 83 0 0 104 -40 -3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 81.5 2.1 4.0 7.3 2.7 0.0 0.0 10.5 0.4 1.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 192,995 : : Positions : : 134,694 172,581 13,020 834 16,016 1,176 0 0 24,525 0 3,564 : : : : Changes from: October 6, 2015 : : 4,644 9,706 -2,335 -5,062 2,309 1,176 0 0 1,159 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 89.4 6.7 0.4 8.3 0.6 0.0 0.0 12.7 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 19 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,904 : : Positions : : 10,488 8,898 2,674 3,721 410 0 411 82 208 0 0 : : : : Changes from: October 6, 2015 : : 1,583 589 214 1,147 -42 0 63 -63 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 64.0 19.2 26.8 2.9 0.0 3.0 0.6 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 19 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 171,910 : : Positions : : 148,362 108,550 13,771 62,576 784 7,457 0 0 1,536 0 0 : : : : Changes from: October 6, 2015 : : 14,759 -408 392 21,056 -793 5,497 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 63.1 8.0 36.4 0.5 4.3 0.0 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 19 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 17,633 : : Positions : : 10,825 13,102 2,251 0 4,531 0 0 0 26 0 0 : : : : Changes from: October 6, 2015 : : 462 488 0 0 0 0 0 0 26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 74.3 12.8 0.0 25.7 0.0 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 8,430 : : Positions : : 7,715 7,280 250 400 0 0 700 0 0 0 0 : : : : Changes from: October 6, 2015 : : 0 -115 0 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 86.4 3.0 4.7 0.0 0.0 8.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 510,926 : : Positions : : 345,314 365,992 17,889 17,176 47,078 790 101 1,731 37,308 18,507 60,340 : : : : Changes from: October 6, 2015 : : 223,106 228,490 12,427 13,502 28,105 468 75 1,023 19,739 13,048 37,060 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 71.6 3.5 3.4 9.2 0.2 0.0 0.3 7.3 3.6 11.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 23,240 : : Positions : : 21,190 10,320 1,600 12,140 0 0 575 0 0 0 0 : : : : Changes from: October 6, 2015 : : -15 105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 44.4 6.9 52.2 0.0 0.0 2.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 14 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 20,540 : : Positions : : 18,695 7,535 1,225 12,140 0 0 600 0 0 0 0 : : : : Changes from: October 6, 2015 : : 250 370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 36.7 6.0 59.1 0.0 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 23,559 : : Positions : : 22,914 18,019 50 5,160 230 0 0 0 250 50 100 : : : : Changes from: October 6, 2015 : : 270 15 0 0 0 0 0 0 -100 50 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.3 76.5 0.2 21.9 1.0 0.0 0.0 0.0 1.1 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 19 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 22,629 : : Positions : : 21,939 17,189 0 5,210 230 0 0 0 250 0 0 : : : : Changes from: October 6, 2015 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 76.0 0.0 23.0 1.0 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 10 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 13,285 : : Positions : : 12,590 13,045 310 0 0 0 0 0 0 0 0 : : : : Changes from: October 6, 2015 : : 940 980 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 98.2 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 21 9 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 14,182 : : Positions : : 13,162 13,942 560 0 0 0 0 0 0 0 0 : : : : Changes from: October 6, 2015 : : 1,190 1,230 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 98.3 3.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 22 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 105,610 : : Positions : : 89,495 101,320 9,525 0 2,980 1,010 150 50 2,550 990 0 : : : : Changes from: October 6, 2015 : : 840 1,010 340 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 95.9 9.0 0.0 2.8 1.0 0.1 0.0 2.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 31 32 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 115,311 : : Positions : : 96,581 111,241 12,355 0 2,460 2,650 400 200 950 840 100 : : : : Changes from: October 6, 2015 : : 2,640 2,880 290 0 0 50 250 0 50 -100 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 96.5 10.7 0.0 2.1 2.3 0.3 0.2 0.8 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 October 13, 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 150,638 : : Positions : : 118,609 120,628 2,460 6,749 6,923 1,456 4,065 550 16,835 7,988 3,658 : : : : Changes from: October 6, 2015 : : 1,509 2,459 -4 -1,804 -263 0 515 0 -267 82 625 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 80.1 1.6 4.5 4.6 1.0 2.7 0.4 11.2 5.3 2.4 : : : : Number of Traders in Each Category Total Traders: 68 : : 42 37 . . 4 . . . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 102,737 : : Positions : : 86,272 90,047 9,210 3,310 4,570 300 0 0 845 3,305 1,385 : : : : Changes from: October 6, 2015 : : 587 1,312 35 -600 -105 0 0 0 -30 0 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 87.6 9.0 3.2 4.4 0.3 0.0 0.0 0.8 3.2 1.3 : : : : Number of Traders in Each Category Total Traders: 48 : : 37 31 . . 4 . 0 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 22,590 : : Positions : : 21,865 19,130 225 2,205 225 150 665 125 0 160 0 : : : : Changes from: October 6, 2015 : : 425 375 0 50 0 50 50 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.8 84.7 1.0 9.8 1.0 0.7 2.9 0.6 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 12 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 19,435 : : Positions : : 18,830 16,925 275 2,100 125 50 0 125 0 0 0 : : : : Changes from: October 6, 2015 : : 250 250 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 87.1 1.4 10.8 0.6 0.3 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 9 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 29,159 : : Positions : : 27,625 23,154 0 4,565 975 0 300 0 0 0 0 : : : : Changes from: October 6, 2015 : : 370 240 0 250 -125 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 79.4 0.0 15.7 3.3 0.0 1.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 24 0 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 10,299 : : Positions : : 8,894 9,664 770 0 635 0 0 0 0 0 0 : : : : Changes from: October 6, 2015 : : -330 -240 40 0 -40 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 93.8 7.5 0.0 6.2 0.0 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 411,171 : : Positions : : 353,118 355,572 793 326 55,273 0 0 0 1,987 0 0 : : : : Changes from: October 6, 2015 : : 4,679 3,086 -1,267 326 1,267 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 86.5 0.2 0.1 13.4 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 151,292 : : Positions : : 131,502 92,785 294 48,750 5,429 0 0 0 10,968 1,485 2,844 : : : : Changes from: October 6, 2015 : : -1,897 4,466 0 -6,369 642 0 0 0 -6 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 61.3 0.2 32.2 3.6 0.0 0.0 0.0 7.2 1.0 1.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 17 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 2,993,436 : : Positions : :2,573,989 1,731,894 48,183 937,048 324,464 0 0 0 46,800 0 0 : : : : Changes from: October 6, 2015 : : -19,576 23,554 0 -43,130 4,010 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 57.9 1.6 31.3 10.8 0.0 0.0 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 70,724 : : Positions : : 65,475 63,524 0 2,412 4,788 0 0 0 461 0 0 : : : : Changes from: October 6, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 89.8 0.0 3.4 6.8 0.0 0.0 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 15 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 1,619,053 : : Positions : :1,286,478 1,189,728 139,257 241,429 187,896 0 0 0 5,422 0 0 : : : : Changes from: October 6, 2015 : : 18,577 18,577 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 73.5 8.6 14.9 11.6 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 265,088 : : Positions : : 257,158 202,296 7,930 62,792 0 0 0 0 0 0 0 : : : : Changes from: October 6, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 76.3 3.0 23.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 18,021 : : Positions : : 9,515 17,062 7,100 0 300 0 30 0 687 0 65 : : : : Changes from: October 6, 2015 : : -100 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 94.7 39.4 0.0 1.7 0.0 0.2 0.0 3.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 20,246 : : Positions : : 8,421 19,231 10,670 0 350 0 30 0 386 0 65 : : : : Changes from: October 6, 2015 : : -100 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 95.0 52.7 0.0 1.7 0.0 0.1 0.0 1.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 12 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 29,906 : : Positions : : 25,662 21,920 525 5,525 100 750 0 0 1,918 2,020 300 : : : : Changes from: October 6, 2015 : : -89 -15 0 1 0 50 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 73.3 1.8 18.5 0.3 2.5 0.0 0.0 6.4 6.8 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 24,926 : : Positions : : 21,101 18,144 0 5,693 1,089 330 0 0 1,670 0 0 : : : : Changes from: October 6, 2015 : : 325 300 0 85 0 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 72.8 0.0 22.8 4.4 1.3 0.0 0.0 6.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 30,180 : : Positions : : 28,257 16,404 1,274 13,358 17 0 205 120 195 0 50 : : : : Changes from: October 6, 2015 : : 1,425 1,345 0 -190 0 0 0 0 -120 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 54.4 4.2 44.3 0.1 0.0 0.7 0.4 0.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 22 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 23,554 : : Positions : : 22,173 16,616 140 6,027 606 0 165 140 0 0 0 : : : : Changes from: October 6, 2015 : : 675 775 100 0 -100 0 10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 70.5 0.6 25.6 2.6 0.0 0.7 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 21 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 18,042 : : Positions : : 14,558 16,184 2,782 305 518 0 690 0 0 25 0 : : : : Changes from: October 6, 2015 : : 1,320 1,320 50 -25 0 0 50 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 89.7 15.4 1.7 2.9 0.0 3.8 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 13,416 : : Positions : : 9,633 13,031 3,143 250 120 0 0 0 0 0 0 : : : : Changes from: October 6, 2015 : : 630 630 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 97.1 23.4 1.9 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 35,549 : : Positions : : 30,915 28,789 1,460 5,185 600 0 300 0 2,259 600 0 : : : : Changes from: October 6, 2015 : : 110 550 50 0 0 0 0 0 384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 81.0 4.1 14.6 1.7 0.0 0.8 0.0 6.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 26 23 . . . 0 . 0 5 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C87 Open Interest is 13,120 : : Positions : : 11,485 9,914 300 3,075 60 0 0 0 1,115 0 0 : : : : Changes from: October 6, 2015 : : 216 -240 -480 0 60 0 0 0 24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 75.6 2.3 23.4 0.5 0.0 0.0 0.0 8.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 13,863 : : Positions : : 11,285 10,536 60 3,012 240 0 0 0 1,898 75 0 : : : : Changes from: October 6, 2015 : : 566 110 -480 0 240 0 0 0 24 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 76.0 0.4 21.7 1.7 0.0 0.0 0.0 13.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 21 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 54,860 : : Positions : : 50,196 47,241 0 2,540 3,585 0 140 260 0 0 0 : : : : Changes from: October 6, 2015 : : -250 600 0 0 0 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 86.1 0.0 4.6 6.5 0.0 0.3 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 21 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 47,607 : : Positions : : 43,847 39,439 0 4,035 2,765 260 0 0 0 0 0 : : : : Changes from: October 6, 2015 : : 0 600 0 0 0 260 -340 -260 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 82.8 0.0 8.5 5.8 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 18 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 10,551 : : Positions : : 9,795 9,150 400 0 0 0 810 0 0 170 231 : : : : Changes from: October 6, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 86.7 3.8 0.0 0.0 0.0 7.7 0.0 0.0 1.6 2.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 12 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 22,290 : : Positions : : 22,190 16,765 0 1,200 0 0 4,310 0 0 0 0 : : : : Changes from: October 6, 2015 : : 690 840 0 0 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 75.2 0.0 5.4 0.0 0.0 19.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 12 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 21,645 : : Positions : : 21,565 16,005 0 1,200 0 0 4,410 0 0 0 0 : : : : Changes from: October 6, 2015 : : 975 975 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 73.9 0.0 5.5 0.0 0.0 20.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 68,682 : : Positions : : 51,889 64,521 4,080 605 50 7,280 0 100 2,002 0 223 : : : : Changes from: October 6, 2015 : : 1,589 1,439 0 0 0 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 93.9 5.9 0.9 0.1 10.6 0.0 0.1 2.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 24 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 64,008 : : Positions : : 48,112 60,827 2,880 545 650 6,505 0 100 4,000 0 0 : : : : Changes from: October 6, 2015 : : 1,105 1,105 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 95.0 4.5 0.9 1.0 10.2 0.0 0.2 6.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 21 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 23,596 : : Positions : : 20,785 20,945 0 1,185 420 0 100 350 1,175 0 0 : : : : Changes from: October 6, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 88.8 0.0 5.0 1.8 0.0 0.4 1.5 5.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 21,970 : : Positions : : 21,030 19,425 0 1,755 45 250 600 0 500 0 0 : : : : Changes from: October 6, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 88.4 0.0 8.0 0.2 1.1 2.7 0.0 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 15 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 12,755 : : Positions : : 7,345 10,800 300 1,200 300 1,200 325 0 3,375 0 0 : : : : Changes from: October 6, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 84.7 2.4 9.4 2.4 9.4 2.5 0.0 26.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 7,635 : : Positions : : 5,810 7,200 300 150 0 1,200 125 0 0 0 0 : : : : Changes from: October 6, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 94.3 3.9 2.0 0.0 15.7 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 26,361 : : Positions : : 21,720 19,025 0 1,300 2,790 200 1,200 250 420 1,025 61 : : : : Changes from: October 6, 2015 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 72.2 0.0 4.9 10.6 0.8 4.6 0.9 1.6 3.9 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 13, 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 24,160 : : Positions : : 20,310 18,040 0 2,240 2,025 0 725 250 510 200 40 : : : : Changes from: October 6, 2015 : : 90 90 0 0 0 0 0 0 30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 74.7 0.0 9.3 8.4 0.0 3.0 1.0 2.1 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 18 0 . . 0 . . . . . : ----------------------------------------------------------------------------------------------------------------
Updated October 16, 2015