Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 151,544 : : Positions : : 48,046 29,512 1,180 29,887 7,939 14,371 18,267 17,691 46,988 32,965 14,438 : : : : Changes from: October 20, 2015 : : 1,394 -199 -975 1,246 -177 339 677 -325 129 -647 1,288 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.7 19.5 0.8 19.7 5.2 9.5 12.1 11.7 31.0 21.8 9.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 15 16 . . 5 4 . 5 14 16 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 39,662 : : Positions : : 9,173 10,119 622 11,941 499 5,838 6,474 2,843 16,552 3,846 3,510 : : : : Changes from: October 20, 2015 : : 325 -675 0 335 -50 0 -20 -174 -299 586 264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 25.5 1.6 30.1 1.3 14.7 16.3 7.2 41.7 9.7 8.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 13 8 . . . . 4 4 11 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 14,308 : : Positions : : 1,098 1,741 2,383 268 3,347 875 2,503 3,933 1,301 1,151 1,363 : : : : Changes from: October 20, 2015 : : -14 13 -34 -32 71 29 105 -70 58 -47 2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.7 12.2 16.7 1.9 23.4 6.1 17.5 27.5 9.1 8.0 9.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 10 7 . . 4 . . 4 10 7 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 16,377 : : Positions : : 578 0 5,602 0 1,492 1,002 8,857 5,230 1,731 57 741 : : : : Changes from: October 20, 2015 : : -38 0 331 0 -110 237 470 -119 -98 -38 6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.5 0.0 34.2 0.0 9.1 6.1 54.1 31.9 10.6 0.3 4.5 : : : : Number of Traders in Each Category Total Traders: 20 : : 4 0 4 0 4 . . . 6 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 161,413 : : Positions : : 109,407 124,175 3,506 2,208 12,917 1,226 2,315 1,933 19,636 5,490 11,757 : : : : Changes from: October 20, 2015 : : 1,656 1,267 211 52 -27 -151 -237 404 203 604 305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 76.9 2.2 1.4 8.0 0.8 1.4 1.2 12.2 3.4 7.3 : : : : Number of Traders in Each Category Total Traders: 79 : : 43 46 . . 4 . 4 8 8 12 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 56,646 : : Positions : : 46,083 51,245 8,295 0 1,703 0 435 100 77 2,774 364 : : : : Changes from: October 20, 2015 : : -430 -398 148 0 0 0 96 0 -52 -57 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 90.5 14.6 0.0 3.0 0.0 0.8 0.2 0.1 4.9 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 . 0 . 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 508,251 : : Positions : : 486,578 457,234 0 7,775 19,358 0 925 1,011 0 20,644 1,304 : : : : Changes from: October 20, 2015 : : 3,549 2,383 0 59 0 0 337 -337 0 770 -337 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 90.0 0.0 1.5 3.8 0.0 0.2 0.2 0.0 4.1 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 19 0 . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 1,690,634 : : Positions : :1,472,690 1,502,712 139,248 83,466 39,374 4,795 784 0 18,419 48,190 16,108 : : : : Changes from: October 20, 2015 : : -5,043 -5,520 9,017 5,638 -3,758 0 0 0 -1,185 2,672 1,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 88.9 8.2 4.9 2.3 0.3 0.0 0.0 1.1 2.9 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 39 . . . . . 0 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 74,452 : : Positions : : 68,437 61,912 0 5,284 2,835 0 2,273 280 1,687 655 1,189 : : : : Changes from: October 20, 2015 : : 798 1,949 0 -1,028 822 0 204 -33 362 35 -74 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 83.2 0.0 7.1 3.8 0.0 3.1 0.4 2.3 0.9 1.6 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 0 . . 0 . . . 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 586,649 : : Positions : : 408,041 573,241 173,630 0 0 0 0 0 1,090 9,520 3,888 : : : : Changes from: October 20, 2015 : : 22,753 2,882 -17,968 0 0 0 0 0 -951 952 640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 97.7 29.6 0.0 0.0 0.0 0.0 0.0 0.2 1.6 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 . 0 0 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 486,849 : : Positions : : 432,770 460,296 27,101 0 25,401 0 0 0 1,185 760 392 : : : : Changes from: October 20, 2015 : : 88 1,584 0 0 0 0 0 0 -784 -2,280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 94.5 5.6 0.0 5.2 0.0 0.0 0.0 0.2 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 29 29 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 45,053 : : Positions : : 41,145 39,997 26 339 1,890 86 0 0 716 1,699 277 : : : : Changes from: October 20, 2015 : : -444 -635 -255 339 148 0 -86 0 0 -41 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 88.8 0.1 0.8 4.2 0.2 0.0 0.0 1.6 3.8 0.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 52,035 : : Positions : : 46,128 50,447 4,210 0 1,315 0 0 0 0 40 60 : : : : Changes from: October 20, 2015 : : 943 763 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 96.9 8.1 0.0 2.5 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 27, 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 66,833 : : Positions : : 60,620 65,336 4,795 0 740 0 0 0 0 655 0 : : : : Changes from: October 20, 2015 : : 935 1,250 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 97.8 7.2 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 27, 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 18,609 : : Positions : : 18,184 16,109 0 2,190 190 0 0 0 100 0 0 : : : : Changes from: October 20, 2015 : : -100 -100 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 11.8 1.0 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 19 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 248,416 : : Positions : : 181,840 247,240 64,616 0 0 0 0 0 784 0 1,176 : : : : Changes from: October 20, 2015 : : -3,136 -2,352 0 0 0 0 0 0 784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 99.5 26.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 20 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 PK FIX - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 9,368 : : Positions : : 7,520 8,887 0 0 0 317 0 0 1,316 140 0 : : : : Changes from: October 20, 2015 : : 23 408 0 0 0 81 0 0 40 -260 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 94.9 0.0 0.0 0.0 3.4 0.0 0.0 14.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 0 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 18,835 : : Positions : : 18,590 15,245 0 2,655 245 0 0 0 0 650 0 : : : : Changes from: October 20, 2015 : : 135 135 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 80.9 0.0 14.1 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 27, 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 18,140 : : Positions : : 15,540 15,695 50 150 2,235 0 0 0 0 0 0 : : : : Changes from: October 20, 2015 : : 265 605 0 -340 340 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 86.5 0.3 0.8 12.3 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 27, 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 17,925 : : Positions : : 15,495 13,085 426 2,368 1,346 0 0 0 0 126 0 : : : : Changes from: October 20, 2015 : : -138 -14 -23 -41 64 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 73.0 2.4 13.2 7.5 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 59,447 : : Positions : : 55,532 47,640 595 3,135 2,486 25 185 56 0 5,446 294 : : : : Changes from: October 20, 2015 : : 2,552 450 0 -55 115 0 185 6 0 1,725 -380 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 80.1 1.0 5.3 4.2 0.0 0.3 0.1 0.0 9.2 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 31 28 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 71,903 : : Positions : : 66,009 53,915 707 3,848 2,360 0 213 143 349 9,052 2,312 : : : : Changes from: October 20, 2015 : : 2,883 1,451 4 266 -152 0 201 -49 299 1,263 -138 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 75.0 1.0 5.4 3.3 0.0 0.3 0.2 0.5 12.6 3.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 33 . . . 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 48,390 : : Positions : : 45,660 44,825 1,215 3,040 525 0 0 0 960 0 0 : : : : Changes from: October 20, 2015 : : 50 350 0 0 0 0 0 0 300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 92.6 2.5 6.3 1.1 0.0 0.0 0.0 2.0 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 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 48,140 : : Positions : : 44,890 44,110 1,845 3,505 525 0 0 0 820 0 0 : : : : Changes from: October 20, 2015 : : 275 275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 91.6 3.8 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 : : 29 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 336,259 : : Positions : : 297,404 303,242 793 19,696 7,401 408 392 0 27,045 2,320 3,208 : : : : Changes from: October 20, 2015 : : 6,294 7,845 0 424 0 0 -392 0 1,583 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 90.2 0.2 5.9 2.2 0.1 0.1 0.0 8.0 0.7 1.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 29 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 25,128 : : Positions : : 18,583 21,933 1,102 785 383 0 252 0 4,358 529 481 : : : : Changes from: October 20, 2015 : : -456 19 40 0 0 0 -40 0 866 72 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 87.3 4.4 3.1 1.5 0.0 1.0 0.0 17.3 2.1 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 28 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 36,012 : : Positions : : 21,482 33,552 12,561 0 0 48 154 0 1,280 1,665 641 : : : : Changes from: October 20, 2015 : : 74 -251 570 0 0 -96 0 0 -672 127 -24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 93.2 34.9 0.0 0.0 0.1 0.4 0.0 3.6 4.6 1.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 14 15 . 0 0 . . 0 . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 451,137 : : Positions : : 386,504 443,617 59,483 0 5,150 0 0 0 0 2,370 0 : : : : Changes from: October 20, 2015 : : 14,148 14,148 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 98.3 13.2 0.0 1.1 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 27, 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 33,243 : : Positions : : 28,530 32,051 3,927 128 64 510 0 0 126 553 0 : : : : Changes from: October 20, 2015 : : 24 320 255 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 96.4 11.8 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 18 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 16,865 : : Positions : : 12,613 13,667 298 656 1,247 484 0 0 1,708 66 385 : : : : Changes from: October 20, 2015 : : 499 244 -66 0 46 0 0 0 86 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 81.0 1.8 3.9 7.4 2.9 0.0 0.0 10.1 0.4 2.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 189,893 : : Positions : : 129,230 169,479 13,020 1,976 14,874 3,896 0 0 25,309 0 3,564 : : : : Changes from: October 20, 2015 : : -802 -410 0 0 0 392 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 89.2 6.9 1.0 7.8 2.1 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 27, 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 14,135 : : Positions : : 10,682 9,094 2,651 3,552 430 0 514 123 187 0 0 : : : : Changes from: October 20, 2015 : : -485 -382 0 3 20 0 -127 41 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 64.3 18.8 25.1 3.0 0.0 3.6 0.9 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 20 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 184,404 : : Positions : : 156,936 122,244 18,467 58,648 1,176 3,953 0 2,336 1,536 0 0 : : : : Changes from: October 20, 2015 : : 1,142 1,534 0 -1,176 392 -784 0 784 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 66.3 10.0 31.8 0.6 2.1 0.0 1.3 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 27, 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 17,349 : : Positions : : 10,593 12,587 1,916 0 4,762 0 0 0 78 0 0 : : : : Changes from: October 20, 2015 : : -334 -565 -231 0 231 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 72.6 11.0 0.0 27.4 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 8,810 : : Positions : : 8,415 7,680 250 400 0 0 700 0 0 0 0 : : : : Changes from: October 20, 2015 : : 700 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 87.2 2.8 4.5 0.0 0.0 7.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 565,254 : : Positions : : 390,364 415,148 16,023 19,816 49,169 623 7,579 287 53,566 18,785 54,471 : : : : Changes from: October 20, 2015 : : 43,880 44,343 -2,240 2,714 2,803 -84 7,361 -1,264 12,702 243 -4,427 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 73.4 2.8 3.5 8.7 0.1 1.3 0.1 9.5 3.3 9.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 : : 21,090 10,275 1,600 12,140 0 0 575 0 0 0 0 : : : : Changes from: October 20, 2015 : : -40 -45 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 44.2 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 13 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 7,550 1,225 12,140 0 0 600 0 0 0 0 : : : : Changes from: October 20, 2015 : : 0 15 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 36.8 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 27, 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 24,819 : : Positions : : 24,189 19,279 50 5,160 230 0 0 0 250 50 100 : : : : Changes from: October 20, 2015 : : 800 800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 77.7 0.2 20.8 0.9 0.0 0.0 0.0 1.0 0.2 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 20 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 23,774 : : Positions : : 23,204 18,334 0 5,210 230 0 0 0 250 0 0 : : : : Changes from: October 20, 2015 : : 990 870 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.6 77.1 0.0 21.9 1.0 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 14 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 19,475 : : Positions : : 18,640 18,200 175 415 0 0 700 0 0 0 0 : : : : Changes from: October 20, 2015 : : -100 -100 0 0 0 0 0 0 0 0 0 : : : : 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 27, 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 16,445 : : Positions : : 15,750 16,220 310 55 0 0 0 0 0 0 0 : : : : Changes from: October 20, 2015 : : 3,100 3,140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 98.6 1.9 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 22 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 17,697 : : Positions : : 16,652 17,197 560 130 0 0 200 0 25 0 0 : : : : Changes from: October 20, 2015 : : 3,460 3,450 0 75 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 97.2 3.2 0.7 0.0 0.0 1.1 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 14 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 112,495 : : Positions : : 95,300 108,290 10,520 0 3,015 1,010 150 50 2,600 990 0 : : : : Changes from: October 20, 2015 : : 3,590 4,580 820 0 35 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 96.3 9.4 0.0 2.7 0.9 0.1 0.0 2.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 33 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 121,386 : : Positions : : 101,276 117,341 13,635 0 2,460 2,700 350 200 1,000 865 100 : : : : Changes from: October 20, 2015 : : 960 2,190 1,205 0 0 -50 -50 0 50 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 96.7 11.2 0.0 2.0 2.2 0.3 0.2 0.8 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 36 34 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 152,921 : : Positions : : 120,470 119,406 2,246 8,419 6,828 1,686 5,092 660 16,926 8,536 3,908 : : : : Changes from: October 20, 2015 : : 3,413 917 -412 419 669 -110 1,145 90 21 402 103 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 78.1 1.5 5.5 4.5 1.1 3.3 0.4 11.1 5.6 2.6 : : : : Number of Traders in Each Category Total Traders: 71 : : 42 37 . . 4 . 4 . 7 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 106,093 : : Positions : : 89,828 92,313 8,875 4,250 4,515 300 0 0 1,195 3,730 1,285 : : : : Changes from: October 20, 2015 : : 2,118 2,093 -150 -90 25 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 87.0 8.4 4.0 4.3 0.3 0.0 0.0 1.1 3.5 1.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 37 31 . . 4 . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 23,405 : : Positions : : 22,630 19,945 225 2,205 225 200 665 125 0 160 0 : : : : Changes from: October 20, 2015 : : 55 105 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 85.2 1.0 9.4 1.0 0.9 2.8 0.5 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 13 . . . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 19,550 : : Positions : : 18,945 17,120 275 2,100 125 50 0 125 0 0 0 : : : : Changes from: October 20, 2015 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 87.6 1.4 10.7 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 27, 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 29,524 : : Positions : : 28,135 23,579 0 4,550 990 0 300 0 324 0 0 : : : : Changes from: October 20, 2015 : : -25 -25 0 0 0 0 0 0 224 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 79.9 0.0 15.4 3.4 0.0 1.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 27 24 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 11,839 : : Positions : : 10,434 11,204 770 0 635 0 0 0 0 0 0 : : : : Changes from: October 20, 2015 : : 1,165 1,165 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 94.6 6.5 0.0 5.4 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 27, 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 20, 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 27, 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 162,619 : : Positions : : 141,657 104,418 294 47,281 6,580 0 0 0 10,978 1,485 2,855 : : : : Changes from: October 20, 2015 : : 3,744 5,019 0 -1,260 -7 0 0 0 14 0 15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 64.2 0.2 29.1 4.0 0.0 0.0 0.0 6.8 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 27, 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 3,150,817 : : Positions : :2,757,929 1,822,314 48,183 1,030,568 297,905 0 0 0 46,800 0 0 : : : : Changes from: October 20, 2015 : : 84,528 -9,392 0 93,920 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 57.8 1.5 32.7 9.5 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 27, 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 70,113 : : Positions : : 63,360 63,949 338 210 5,954 0 0 0 461 0 0 : : : : Changes from: October 20, 2015 : : 215 215 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 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 27, 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 1,673,625 : : Positions : :1,341,050 1,244,300 139,257 241,429 187,896 0 0 0 5,422 0 0 : : : : Changes from: October 20, 2015 : : 43,160 43,160 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 74.3 8.3 14.4 11.2 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 27, 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 265,230 : : Positions : : 256,516 209,424 7,930 55,022 784 0 0 0 0 0 0 : : : : Changes from: October 20, 2015 : : -642 3,118 0 -3,760 -18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 79.0 3.0 20.7 0.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 17,991 : : Positions : : 9,485 17,062 7,100 0 300 0 30 0 687 0 65 : : : : Changes from: October 20, 2015 : : -30 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 94.8 39.5 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 27, 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 20,216 : : Positions : : 8,391 19,231 10,670 0 350 0 30 0 386 0 65 : : : : Changes from: October 20, 2015 : : -30 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 95.1 52.8 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 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C74 Open Interest is 31,016 : : Positions : : 26,582 22,960 550 5,542 150 1,185 0 0 1,943 2,020 300 : : : : Changes from: October 20, 2015 : : 100 152 0 20 0 75 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 74.0 1.8 17.9 0.5 3.8 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 27, 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 25,481 : : Positions : : 21,566 18,614 0 5,778 1,089 705 0 0 1,720 0 0 : : : : Changes from: October 20, 2015 : : 485 610 0 0 0 75 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 73.1 0.0 22.7 4.3 2.8 0.0 0.0 6.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 19 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 28,725 : : Positions : : 27,397 15,437 914 12,513 37 0 565 0 175 95 50 : : : : Changes from: October 20, 2015 : : -1,136 -1,078 -300 -850 0 0 300 -120 5 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 53.7 3.2 43.6 0.1 0.0 2.0 0.0 0.6 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 23,487 : : Positions : : 22,166 16,399 140 6,147 556 0 215 140 0 0 0 : : : : Changes from: October 20, 2015 : : 418 243 0 125 -50 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 69.8 0.6 26.2 2.4 0.0 0.9 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 27, 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 16,464 2,747 290 518 0 690 0 0 35 0 : : : : Changes from: October 20, 2015 : : 0 -20 0 10 0 0 0 0 0 10 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 89.9 15.0 1.6 2.8 0.0 3.8 0.0 0.0 0.2 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 27, 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 20, 2015 : : 0 0 0 0 0 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 27, 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 36,109 : : Positions : : 32,020 29,274 1,160 5,425 425 0 300 0 2,299 600 10 : : : : Changes from: October 20, 2015 : : 735 185 -300 120 -115 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 81.1 3.2 15.0 1.2 0.0 0.8 0.0 6.4 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 27 25 . . . 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 13,693 : : Positions : : 12,000 10,479 320 3,075 60 0 0 0 965 0 8 : : : : Changes from: October 20, 2015 : : -10 -165 0 0 0 0 0 0 -155 0 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 76.5 2.3 22.5 0.4 0.0 0.0 0.0 7.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 14,788 : : Positions : : 12,410 11,461 60 3,012 240 0 0 0 1,988 75 0 : : : : Changes from: October 20, 2015 : : 110 195 0 0 0 0 0 0 85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 77.5 0.4 20.4 1.6 0.0 0.0 0.0 13.4 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 27, 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 54,085 : : Positions : : 49,321 46,366 0 2,540 3,585 0 140 260 0 0 0 : : : : Changes from: October 20, 2015 : : -275 -275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 85.7 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 27, 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 46,832 : : Positions : : 42,972 38,564 0 4,035 2,765 260 0 0 0 0 0 : : : : Changes from: October 20, 2015 : : -275 -275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 82.3 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 27, 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 17,176 : : Positions : : 16,470 15,005 400 0 0 0 1,650 0 0 170 231 : : : : Changes from: October 20, 2015 : : 5,945 5,105 0 0 0 0 840 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 87.4 2.3 0.0 0.0 0.0 9.6 0.0 0.0 1.0 1.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 12 . 0 0 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 22,285 : : Positions : : 22,185 17,185 0 1,200 0 0 3,885 0 0 0 0 : : : : Changes from: October 20, 2015 : : 220 370 0 0 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 77.1 0.0 5.4 0.0 0.0 17.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 21,995 : : Positions : : 21,915 16,355 0 1,200 0 0 4,410 0 0 0 0 : : : : Changes from: October 20, 2015 : : 370 370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 74.4 0.0 5.5 0.0 0.0 20.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 72,332 : : Positions : : 54,863 68,005 2,880 605 300 9,735 0 0 1,257 0 223 : : : : Changes from: October 20, 2015 : : 149 814 0 0 0 690 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 94.0 4.0 0.8 0.4 13.5 0.0 0.0 1.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 25 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 68,023 : : Positions : : 50,997 64,622 1,680 545 970 9,385 0 0 3,230 0 0 : : : : Changes from: October 20, 2015 : : 380 1,170 0 0 0 840 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 95.0 2.5 0.8 1.4 13.8 0.0 0.0 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 21 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 21,045 0 1,185 420 0 100 350 675 0 0 : : : : Changes from: October 20, 2015 : : 0 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 88.8 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 27, 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 21,680 : : Positions : : 21,240 19,135 0 1,755 45 250 600 0 0 0 0 : : : : Changes from: October 20, 2015 : : -390 -290 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 88.3 0.0 8.1 0.2 1.2 2.8 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 27, 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 12,090 : : Positions : : 6,680 10,135 300 1,200 300 1,200 325 0 3,375 0 0 : : : : Changes from: October 20, 2015 : : -665 -665 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 83.8 2.5 9.9 2.5 9.9 2.7 0.0 27.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 20, 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 27, 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 27,081 : : Positions : : 22,065 20,545 0 100 3,390 200 1,200 250 420 825 61 : : : : Changes from: October 20, 2015 : : 150 -75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 75.9 0.0 0.4 12.5 0.7 4.4 0.9 1.6 3.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of October 27, 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 26,245 : : Positions : : 21,535 20,620 0 1,040 2,625 0 725 250 510 0 40 : : : : Changes from: October 20, 2015 : : 750 705 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 78.6 0.0 4.0 10.0 0.0 2.8 1.0 1.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 19 0 . . 0 . . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated October 30, 2015