Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 150,031 : : Positions : : 46,652 29,711 2,155 28,641 8,116 14,032 17,590 18,016 46,859 33,612 13,150 : : : : Changes from: October 13, 2015 : : 59 -258 795 530 87 -1,630 -696 -180 736 249 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.1 19.8 1.4 19.1 5.4 9.4 11.7 12.0 31.2 22.4 8.8 : : : : Number of Traders in Each Category Total Traders: 58 : : 16 16 . . 5 4 . 5 13 15 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 39,546 : : Positions : : 8,848 10,794 622 11,606 549 5,838 6,494 3,017 16,851 3,260 3,246 : : : : Changes from: October 13, 2015 : : 305 165 180 -375 124 0 505 -155 154 129 198 : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.4 27.3 1.6 29.3 1.4 14.8 16.4 7.6 42.6 8.2 8.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 13 9 . . . . 4 4 13 8 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 14,266 : : Positions : : 1,113 1,729 2,417 300 3,276 846 2,397 4,002 1,243 1,198 1,361 : : : : Changes from: October 13, 2015 : : 45 130 37 28 123 -3 86 220 174 11 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.8 12.1 16.9 2.1 23.0 5.9 16.8 28.1 8.7 8.4 9.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 7 . . 4 . . 4 10 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465G Open Interest is 16,168 : : Positions : : 616 0 5,272 0 1,602 765 8,387 5,349 1,829 95 736 : : : : Changes from: October 13, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.8 0.0 32.6 0.0 9.9 4.7 51.9 33.1 11.3 0.6 4.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 0 4 0 4 . . . 7 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 158,748 : : Positions : : 107,751 122,908 3,294 2,156 12,944 1,376 2,552 1,529 19,433 4,886 11,453 : : : : Changes from: October 13, 2015 : : 957 958 -14 -21 322 29 569 -70 454 -1 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 77.4 2.1 1.4 8.2 0.9 1.6 1.0 12.2 3.1 7.2 : : : : Number of Traders in Each Category Total Traders: 79 : : 44 46 . . 4 4 4 8 9 11 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 56,976 : : Positions : : 46,513 51,643 8,148 0 1,703 0 339 100 129 2,831 360 : : : : Changes from: October 13, 2015 : : 270 706 308 0 -52 0 49 0 24 -153 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 90.6 14.3 0.0 3.0 0.0 0.6 0.2 0.2 5.0 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 23 . 0 . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 505,376 : : Positions : : 483,029 454,851 0 7,716 19,358 0 588 1,348 0 19,874 1,641 : : : : Changes from: October 13, 2015 : : 5,160 3,930 0 -355 0 0 0 0 0 1,585 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 90.0 0.0 1.5 3.8 0.0 0.1 0.3 0.0 3.9 0.3 : : : : 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 20, 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 1,690,418 : : Positions : :1,477,733 1,508,233 130,231 77,828 43,132 4,795 784 0 19,604 45,518 14,923 : : : : Changes from: October 13, 2015 : : 14,517 1,752 -2,001 -1,136 331 392 784 0 0 11,508 -4,680 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 89.2 7.7 4.6 2.6 0.3 0.0 0.0 1.2 2.7 0.9 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 39 . . . . . 0 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 72,553 : : Positions : : 67,639 59,963 0 6,312 2,013 0 2,069 313 1,325 620 1,263 : : : : Changes from: October 13, 2015 : : 2,684 2,220 0 85 -306 0 1,003 3 601 -24 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 82.6 0.0 8.7 2.8 0.0 2.9 0.4 1.8 0.9 1.7 : : : : 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 20, 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 582,175 : : Positions : : 385,288 570,359 191,598 0 0 0 0 0 2,041 8,568 3,248 : : : : Changes from: October 13, 2015 : : -3,550 -20,301 -17,762 0 0 0 0 0 1,011 0 -674 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 98.0 32.9 0.0 0.0 0.0 0.0 0.0 0.4 1.5 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 487,545 : : Positions : : 432,682 458,712 27,101 0 25,401 0 0 0 1,969 3,040 392 : : : : Changes from: October 13, 2015 : : 1,633 6,193 0 0 0 0 0 0 0 -4,560 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 94.1 5.6 0.0 5.2 0.0 0.0 0.0 0.4 0.6 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 20, 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 45,583 : : Positions : : 41,589 40,632 281 0 1,742 86 86 0 716 1,740 277 : : : : Changes from: October 13, 2015 : : 204 734 281 -228 -26 0 0 0 -22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 89.1 0.6 0.0 3.8 0.2 0.2 0.0 1.6 3.8 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 October 20, 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 51,342 : : Positions : : 45,185 49,684 4,210 0 1,315 0 0 0 0 40 60 : : : : Changes from: October 13, 2015 : : -45 -45 0 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 20, 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 65,583 : : Positions : : 59,685 64,086 4,495 0 740 0 0 0 0 655 0 : : : : Changes from: October 13, 2015 : : 175 185 0 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: 45 : : 33 33 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 18,709 : : Positions : : 18,284 16,209 0 2,190 190 0 0 0 100 0 0 : : : : Changes from: October 13, 2015 : : 95 -55 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 86.6 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: 29 : : 20 19 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 250,768 : : Positions : : 184,976 249,592 64,616 0 0 0 0 0 0 0 1,176 : : : : Changes from: October 13, 2015 : : -5,096 -5,096 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 99.5 25.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 . 0 0 0 0 0 0 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 9,242 : : Positions : : 7,497 8,479 0 0 0 236 0 0 1,276 400 0 : : : : Changes from: October 13, 2015 : : 401 366 0 0 0 82 0 0 0 140 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 91.7 0.0 0.0 0.0 2.6 0.0 0.0 13.8 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 18 0 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 11,650 : : Positions : : 9,400 9,850 0 900 0 0 0 0 2,250 900 0 : : : : Changes from: October 13, 2015 : : 400 0 0 0 0 0 0 0 0 400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 84.5 0.0 7.7 0.0 0.0 0.0 0.0 19.3 7.7 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 20, 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 18,700 : : Positions : : 18,455 15,110 0 2,655 245 0 0 0 0 650 0 : : : : Changes from: October 13, 2015 : : 1,090 790 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 80.8 0.0 14.2 1.3 0.0 0.0 0.0 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 17,535 : : Positions : : 15,275 15,090 50 490 1,895 0 0 0 0 0 0 : : : : Changes from: October 13, 2015 : : 520 820 0 -300 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 86.1 0.3 2.8 10.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 22 24 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 17,959 : : Positions : : 15,634 13,099 449 2,409 1,282 0 0 0 0 126 0 : : : : Changes from: October 13, 2015 : : 1,225 1,136 -6 43 6 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 72.9 2.5 13.4 7.1 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 21 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 57,401 : : Positions : : 52,980 47,190 595 3,190 2,371 25 0 50 0 3,721 674 : : : : Changes from: October 13, 2015 : : 1,096 1,512 0 -30 41 25 0 50 0 -271 450 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 82.2 1.0 5.6 4.1 0.0 0.0 0.1 0.0 6.5 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 30 28 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 69,069 : : Positions : : 63,126 52,464 703 3,582 2,512 0 12 192 50 7,789 2,450 : : : : Changes from: October 13, 2015 : : 1,930 784 17 85 -79 -76 12 53 0 1,063 -260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 76.0 1.0 5.2 3.6 0.0 0.0 0.3 0.1 11.3 3.5 : : : : Number of Traders in Each Category Total Traders: 48 : : 33 33 . . . 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 48,040 : : Positions : : 45,610 44,475 1,215 3,040 525 0 0 0 660 0 0 : : : : Changes from: October 13, 2015 : : 1,270 1,910 0 -600 350 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 92.6 2.5 6.3 1.1 0.0 0.0 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 47,865 : : Positions : : 44,615 43,835 1,845 3,505 525 0 0 0 820 0 0 : : : : Changes from: October 13, 2015 : : -65 545 0 -600 350 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 91.6 3.9 7.3 1.1 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 328,382 : : Positions : : 291,110 295,397 793 19,272 7,401 408 784 0 25,462 2,320 3,208 : : : : Changes from: October 13, 2015 : : 10,206 9,806 0 0 0 0 0 0 -400 0 816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 90.0 0.2 5.9 2.3 0.1 0.2 0.0 7.8 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 29 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 24,565 : : Positions : : 19,040 21,914 1,062 785 383 0 292 0 3,492 457 394 : : : : Changes from: October 13, 2015 : : 591 946 0 20 0 0 64 0 544 20 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 89.2 4.3 3.2 1.6 0.0 1.2 0.0 14.2 1.9 1.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 29 . . . 0 . 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 36,160 : : Positions : : 21,408 33,803 11,991 0 0 144 154 0 1,952 1,538 665 : : : : Changes from: October 13, 2015 : : 269 -24 426 0 0 0 0 0 0 719 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 93.5 33.2 0.0 0.0 0.4 0.4 0.0 5.4 4.3 1.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 15 . 0 0 . . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 436,989 : : Positions : : 372,356 429,469 59,483 0 5,150 0 0 0 0 2,370 0 : : : : Changes from: October 13, 2015 : : 1,996 1,996 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 98.3 13.6 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 20, 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 32,964 : : Positions : : 28,506 31,731 3,672 128 64 510 0 0 126 553 0 : : : : Changes from: October 13, 2015 : : 384 384 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 96.3 11.1 0.4 0.2 1.5 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 20, 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 16,575 : : Positions : : 12,114 13,423 364 656 1,201 484 0 0 1,622 46 405 : : : : Changes from: October 13, 2015 : : 39 -31 20 0 0 40 0 0 -110 -20 108 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 81.0 2.2 4.0 7.2 2.9 0.0 0.0 9.8 0.3 2.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 190,303 : : Positions : : 130,032 169,889 13,020 1,976 14,874 3,504 0 0 25,309 0 3,564 : : : : Changes from: October 13, 2015 : : -4,662 -2,692 0 1,142 -1,142 2,328 0 0 784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 89.3 6.8 1.0 7.8 1.8 0.0 0.0 13.3 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 20 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 14,560 : : Positions : : 11,167 9,476 2,651 3,549 410 0 641 82 208 0 0 : : : : Changes from: October 13, 2015 : : 679 578 -23 -172 0 0 230 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.7 65.1 18.2 24.4 2.8 0.0 4.4 0.6 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 182,870 : : Positions : : 155,794 120,710 18,467 59,824 784 4,737 0 1,552 1,536 0 0 : : : : Changes from: October 13, 2015 : : 7,432 12,160 4,696 -2,752 0 -2,720 0 1,552 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 66.0 10.1 32.7 0.4 2.6 0.0 0.8 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 17,683 : : Positions : : 10,927 13,152 2,147 0 4,531 0 0 0 78 0 0 : : : : Changes from: October 13, 2015 : : 102 50 -104 0 0 0 0 0 52 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 74.4 12.1 0.0 25.6 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 13, 2015 : : 0 0 0 0 0 0 0 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 20, 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 513,481 : : Positions : : 346,484 370,805 18,263 17,101 46,366 707 218 1,551 40,864 18,542 58,898 : : : : Changes from: October 13, 2015 : : 1,170 4,813 374 -75 -712 -83 117 -180 3,556 34 -1,443 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 72.2 3.6 3.3 9.0 0.1 0.0 0.3 8.0 3.6 11.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 : : 21,130 10,320 1,600 12,140 0 0 575 0 0 0 0 : : : : Changes from: October 13, 2015 : : -60 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 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 20, 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 13, 2015 : : 0 0 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 20, 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 24,019 : : Positions : : 23,389 18,479 50 5,160 230 0 0 0 250 50 100 : : : : Changes from: October 13, 2015 : : 475 460 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 76.9 0.2 21.5 1.0 0.0 0.0 0.0 1.0 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 20, 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 22,904 : : Positions : : 22,214 17,464 0 5,210 230 0 0 0 250 0 0 : : : : Changes from: October 13, 2015 : : 275 275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 76.2 0.0 22.7 1.0 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 11 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 19,575 : : Positions : : 18,740 18,300 175 415 0 0 700 0 0 0 0 : : : : Changes from: October 13, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 93.5 0.9 2.1 0.0 0.0 3.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 13,345 : : Positions : : 12,650 13,080 310 55 0 0 0 0 0 0 0 : : : : Changes from: October 13, 2015 : : 60 35 0 55 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 98.0 2.3 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 21 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 14,212 : : Positions : : 13,192 13,747 560 55 0 0 200 0 0 0 0 : : : : Changes from: October 13, 2015 : : 30 -195 0 55 0 0 200 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 96.7 3.9 0.4 0.0 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 22 11 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 108,000 : : Positions : : 91,710 103,710 9,700 0 2,980 1,010 150 50 2,550 990 0 : : : : Changes from: October 13, 2015 : : 2,215 2,390 175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 96.0 9.0 0.0 2.8 0.9 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 20, 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 119,221 : : Positions : : 100,316 115,151 12,430 0 2,460 2,750 400 200 950 840 100 : : : : Changes from: October 13, 2015 : : 3,735 3,910 75 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 96.6 10.4 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 20, 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 149,155 : : Positions : : 117,057 118,489 2,658 8,000 6,159 1,796 3,947 570 16,905 8,133 3,805 : : : : Changes from: October 13, 2015 : : -1,552 -2,138 198 1,251 -764 340 -118 20 70 145 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 79.4 1.8 5.4 4.1 1.2 2.6 0.4 11.3 5.5 2.6 : : : : Number of Traders in Each Category Total Traders: 69 : : 42 37 . . 4 4 . . 8 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 104,160 : : Positions : : 87,710 90,220 9,025 4,340 4,490 300 0 0 1,195 3,705 1,285 : : : : Changes from: October 13, 2015 : : 1,438 173 -185 1,030 -80 0 0 0 350 400 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 86.6 8.7 4.2 4.3 0.3 0.0 0.0 1.1 3.6 1.2 : : : : 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 20, 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 23,300 : : Positions : : 22,575 19,840 225 2,205 225 150 665 125 0 160 0 : : : : Changes from: October 13, 2015 : : 710 710 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 85.2 1.0 9.5 1.0 0.6 2.9 0.5 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 20, 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 19,490 : : Positions : : 18,885 17,060 275 2,100 125 50 0 125 0 0 0 : : : : Changes from: October 13, 2015 : : 55 135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 87.5 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: 28 : : 21 10 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 29,609 : : Positions : : 28,160 23,604 0 4,550 990 0 300 0 100 0 0 : : : : Changes from: October 13, 2015 : : 535 450 0 -15 15 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 79.7 0.0 15.4 3.3 0.0 1.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 26 24 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 10,674 : : Positions : : 9,269 10,039 770 0 635 0 0 0 0 0 0 : : : : Changes from: October 13, 2015 : : 375 375 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 94.1 7.2 0.0 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 13, 2015 : : 0 0 0 0 0 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 20, 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 158,853 : : Positions : : 137,913 99,399 294 48,541 6,587 0 0 0 10,964 1,485 2,840 : : : : Changes from: October 13, 2015 : : 6,411 6,614 0 -208 1,159 0 0 0 -5 0 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 62.6 0.2 30.6 4.1 0.0 0.0 0.0 6.9 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 18 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 3,066,289 : : Positions : :2,673,401 1,831,706 48,183 936,648 297,905 0 0 0 46,800 0 0 : : : : Changes from: October 13, 2015 : : 99,412 99,812 0 -400 -26,559 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 59.7 1.6 30.5 9.7 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 69,898 : : Positions : : 63,145 63,734 338 210 5,954 0 0 0 461 0 0 : : : : Changes from: October 13, 2015 : : -2,330 210 338 -2,202 1,166 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 91.2 0.5 0.3 8.5 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 1,630,465 : : Positions : :1,297,890 1,201,140 139,257 241,429 187,896 0 0 0 5,422 0 0 : : : : Changes from: October 13, 2015 : : 11,412 11,412 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 73.7 8.5 14.8 11.5 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 20, 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 265,890 : : Positions : : 257,158 206,306 7,930 58,782 802 0 0 0 0 0 0 : : : : Changes from: October 13, 2015 : : 0 4,010 0 -4,010 802 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 77.6 3.0 22.1 0.3 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 13, 2015 : : 0 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 20, 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 13, 2015 : : 0 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 20, 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 30,841 : : Positions : : 26,482 22,808 550 5,522 150 1,110 0 0 1,943 2,020 300 : : : : Changes from: October 13, 2015 : : 820 888 25 -3 50 360 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 74.0 1.8 17.9 0.5 3.6 0.0 0.0 6.3 6.5 1.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 24,871 : : Positions : : 21,081 18,004 0 5,778 1,089 630 0 0 1,670 0 0 : : : : Changes from: October 13, 2015 : : -20 -140 0 85 0 300 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 72.4 0.0 23.2 4.4 2.5 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 20, 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 30,391 : : Positions : : 28,533 16,515 1,214 13,363 37 0 265 120 170 25 50 : : : : Changes from: October 13, 2015 : : 276 111 -60 5 20 0 60 0 -25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 54.3 4.0 44.0 0.1 0.0 0.9 0.4 0.6 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 23,119 : : Positions : : 21,748 16,156 140 6,022 606 0 165 140 0 0 0 : : : : Changes from: October 13, 2015 : : -425 -460 0 -5 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 69.9 0.6 26.0 2.6 0.0 0.7 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 18,317 : : Positions : : 14,853 16,484 2,747 280 518 0 690 0 0 25 0 : : : : Changes from: October 13, 2015 : : 295 300 -35 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 90.0 15.0 1.5 2.8 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 20, 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 13,560 : : Positions : : 9,777 13,115 3,083 250 180 0 0 0 0 0 0 : : : : Changes from: October 13, 2015 : : 144 84 -60 0 60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 96.7 22.7 1.8 1.3 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 20, 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 35,919 : : Positions : : 31,285 29,089 1,460 5,305 540 0 300 0 2,249 600 10 : : : : Changes from: October 13, 2015 : : 370 300 0 120 -60 0 0 0 -10 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 81.0 4.1 14.8 1.5 0.0 0.8 0.0 6.3 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 23 . . . 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 13,850 : : Positions : : 12,010 10,644 320 3,075 60 0 0 0 1,120 0 0 : : : : Changes from: October 13, 2015 : : 525 730 20 0 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 76.9 2.3 22.2 0.4 0.0 0.0 0.0 8.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 14,593 : : Positions : : 12,300 11,266 60 3,012 240 0 0 0 1,903 75 0 : : : : Changes from: October 13, 2015 : : 1,015 730 0 0 0 0 0 0 5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 77.2 0.4 20.6 1.6 0.0 0.0 0.0 13.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 23 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 54,260 : : Positions : : 49,596 46,641 0 2,540 3,585 0 140 260 0 0 0 : : : : Changes from: October 13, 2015 : : -600 -600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 86.0 0.0 4.7 6.6 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 20, 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 47,007 : : Positions : : 43,247 38,839 0 4,035 2,765 260 0 0 0 0 0 : : : : Changes from: October 13, 2015 : : -600 -600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 82.6 0.0 8.6 5.9 0.6 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 20, 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 11,281 : : Positions : : 10,525 9,900 400 0 0 0 810 0 0 170 231 : : : : Changes from: October 13, 2015 : : 730 750 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 87.8 3.5 0.0 0.0 0.0 7.2 0.0 0.0 1.5 2.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 11 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 22,065 : : Positions : : 21,965 16,815 0 1,200 0 0 4,035 0 0 0 0 : : : : Changes from: October 13, 2015 : : -225 50 0 0 0 0 -275 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 76.2 0.0 5.4 0.0 0.0 18.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 13 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 21,625 : : Positions : : 21,545 15,985 0 1,200 0 0 4,410 0 0 0 0 : : : : Changes from: October 13, 2015 : : -20 -20 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 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 71,502 : : Positions : : 54,714 67,191 2,880 605 300 9,045 0 0 1,282 0 223 : : : : Changes from: October 13, 2015 : : 2,825 2,670 -1,200 0 250 1,765 0 -100 -720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 94.0 4.0 0.8 0.4 12.6 0.0 0.0 1.8 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 24 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 66,853 : : Positions : : 50,617 63,452 1,680 545 970 8,545 0 0 3,280 0 0 : : : : Changes from: October 13, 2015 : : 2,505 2,625 -1,200 0 320 2,040 0 -100 -720 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 94.9 2.5 0.8 1.5 12.8 0.0 0.0 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 21 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 23,696 : : Positions : : 21,385 20,945 0 1,185 420 0 100 350 675 0 0 : : : : Changes from: October 13, 2015 : : 600 0 0 0 0 0 0 0 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 88.4 0.0 5.0 1.8 0.0 0.4 1.5 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 16 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 22,070 : : Positions : : 21,630 19,425 0 1,755 45 250 600 0 0 0 0 : : : : Changes from: October 13, 2015 : : 600 0 0 0 0 0 0 0 -500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 88.0 0.0 8.0 0.2 1.1 2.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 15 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 13, 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 20, 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 13, 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 20, 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 27,116 : : Positions : : 21,915 20,620 0 100 3,390 200 1,200 250 420 825 61 : : : : Changes from: October 13, 2015 : : 195 1,595 0 -1,200 600 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 76.0 0.0 0.4 12.5 0.7 4.4 0.9 1.5 3.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 20, 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 25,165 : : Positions : : 20,785 19,915 0 1,040 2,625 0 725 250 510 0 40 : : : : Changes from: October 13, 2015 : : 475 1,875 0 -1,200 600 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 79.1 0.0 4.1 10.4 0.0 2.9 1.0 2.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 0 . . 0 . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 23, 2015