Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 144,135 : : Positions : : 42,039 29,847 1,480 28,558 8,071 16,947 18,229 13,648 47,819 31,554 13,357 : : : : Changes from: October 27, 2015 : : -6,007 335 300 -1,329 132 2,576 -38 -4,043 831 -1,411 -1,081 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 20.7 1.0 19.8 5.6 11.8 12.6 9.5 33.2 21.9 9.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 16 16 . . 5 4 . 4 15 14 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 37,700 : : Positions : : 10,133 7,290 270 14,023 352 5,560 6,613 2,478 15,948 4,010 2,579 : : : : Changes from: October 27, 2015 : : 960 -2,829 -352 2,082 -147 -278 139 -365 -604 164 -931 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.9 19.3 0.7 37.2 0.9 14.7 17.5 6.6 42.3 10.6 6.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 15 9 . 4 . . 4 4 10 9 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 TONS) : CFTC Code #02465E Open Interest is 13,798 : : Positions : : 1,092 1,647 2,257 248 3,315 783 2,559 3,670 1,466 1,149 1,208 : : : : Changes from: October 27, 2015 : : -6 -94 -126 -19 -32 -92 57 -263 166 -3 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 7.9 11.9 16.4 1.8 24.0 5.7 18.5 26.6 10.6 8.3 8.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 10 7 . . 4 . . 4 11 6 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 16,522 : : Positions : : 536 0 5,429 0 1,455 1,157 8,311 5,371 1,663 474 911 : : : : Changes from: October 27, 2015 : : -42 0 -173 0 -38 155 -546 142 -68 417 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 3.2 0.0 32.9 0.0 8.8 7.0 50.3 32.5 10.1 2.9 5.5 : : : : 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 November 3, 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 163,662 : : Positions : : 110,904 125,758 3,643 1,904 13,125 1,379 2,080 1,974 19,962 6,605 11,766 : : : : Changes from: October 27, 2015 : : 1,497 1,583 137 -303 208 153 -235 41 326 1,115 9 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 76.8 2.2 1.2 8.0 0.8 1.3 1.2 12.2 4.0 7.2 : : : : Number of Traders in Each Category Total Traders: 82 : : 44 45 . . 4 . 5 7 8 13 16 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 51,177 : : Positions : : 40,643 47,662 8,205 0 1,628 131 280 77 77 1,113 392 : : : : Changes from: October 27, 2015 : : -5,440 -3,583 -90 0 -75 131 -155 -23 0 -1,661 28 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 93.1 16.0 0.0 3.2 0.3 0.5 0.2 0.2 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 19 . 0 . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 444,034 : : Positions : : 421,066 405,598 532 0 18,826 0 602 1,330 0 15,398 2,280 : : : : Changes from: October 27, 2015 : : -65,512 -51,636 532 -7,775 -532 0 -323 319 0 -5,246 976 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 91.3 0.1 0.0 4.2 0.0 0.1 0.3 0.0 3.5 0.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 0 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 1,686,006 : : Positions : :1,478,506 1,497,888 125,937 81,238 41,840 4,795 784 0 18,419 47,747 16,509 : : : : Changes from: October 27, 2015 : : 5,816 -4,825 -13,311 -2,228 2,466 0 0 0 0 -443 401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 88.8 7.5 4.8 2.5 0.3 0.0 0.0 1.1 2.8 1.0 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 37 . . . . . 0 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 73,684 : : Positions : : 68,443 62,771 0 3,804 2,912 0 2,137 272 1,292 999 765 : : : : Changes from: October 27, 2015 : : 6 859 0 -1,480 77 0 -136 -9 -395 344 -424 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 85.2 0.0 5.2 4.0 0.0 2.9 0.4 1.8 1.4 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 20 0 . . 0 . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 593,076 : : Positions : : 419,070 576,396 167,716 0 1,312 0 0 0 114 10,504 4,864 : : : : Changes from: October 27, 2015 : : 11,029 3,155 -5,914 0 1,312 0 0 0 -976 984 976 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 97.2 28.3 0.0 0.2 0.0 0.0 0.0 0.0 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 477,773 : : Positions : : 424,861 451,220 26,718 0 25,401 0 0 0 401 760 392 : : : : Changes from: October 27, 2015 : : -7,909 -9,076 -383 0 0 0 0 0 -784 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 94.4 5.6 0.0 5.3 0.0 0.0 0.0 0.1 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 27 29 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 45,066 : : Positions : : 41,180 39,988 26 339 1,890 86 0 0 757 1,699 277 : : : : Changes from: October 27, 2015 : : 35 -9 0 0 0 0 0 0 41 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 88.7 0.1 0.8 4.2 0.2 0.0 0.0 1.7 3.8 0.6 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 23 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 54,172 : : Positions : : 48,063 52,637 4,395 0 1,365 0 0 0 0 40 60 : : : : Changes from: October 27, 2015 : : 1,935 2,190 185 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 97.2 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: 46 : : 34 32 . 0 . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 71,065 : : Positions : : 64,495 69,356 5,250 0 765 50 0 0 0 655 0 : : : : Changes from: October 27, 2015 : : 3,875 4,020 455 0 25 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 97.6 7.4 0.0 1.1 0.1 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 33 33 . 0 . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 18,779 : : Positions : : 18,354 16,279 0 2,190 190 0 0 0 100 0 0 : : : : Changes from: October 27, 2015 : : 170 170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.7 86.7 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: 30 : : 21 19 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 249,984 : : Positions : : 183,016 248,808 65,008 0 0 0 0 0 784 0 1,176 : : : : Changes from: October 27, 2015 : : 1,176 1,568 392 0 0 0 0 0 0 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: 33 : : 23 20 . 0 0 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 9,370 : : Positions : : 7,522 8,846 0 0 0 317 0 0 1,316 140 0 : : : : Changes from: October 27, 2015 : : 2 -41 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 94.4 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 : : 18 20 0 0 0 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 6,855 : : Positions : : 6,080 6,510 300 0 0 0 150 0 50 25 50 : : : : Changes from: October 27, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 95.0 4.4 0.0 0.0 0.0 2.2 0.0 0.7 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 27, 2015 : : 0 0 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 : : 24 20 0 . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 19,565 : : Positions : : 17,120 17,120 50 170 2,215 0 0 0 0 0 0 : : : : Changes from: October 27, 2015 : : 1,580 1,425 0 20 -20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 87.5 0.3 0.9 11.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 25 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 18,221 : : Positions : : 15,644 13,285 414 2,411 1,358 0 0 0 0 126 0 : : : : Changes from: October 27, 2015 : : 149 200 -11 43 11 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 72.9 2.3 13.2 7.5 0.0 0.0 0.0 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 22 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 60,438 : : Positions : : 56,727 48,884 595 3,587 2,255 25 54 82 75 5,156 215 : : : : Changes from: October 27, 2015 : : 1,195 1,244 0 452 -231 0 -131 26 75 -290 -79 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 80.9 1.0 5.9 3.7 0.0 0.1 0.1 0.1 8.5 0.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 31 27 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 72,285 : : Positions : : 66,673 53,929 707 4,222 2,005 5 154 200 404 9,467 2,263 : : : : Changes from: October 27, 2015 : : 664 14 0 374 -355 5 -59 57 55 415 -49 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 74.6 1.0 5.8 2.8 0.0 0.2 0.3 0.6 13.1 3.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 32 32 . . . . . . . 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 48,660 : : Positions : : 45,860 45,095 1,265 3,040 525 0 0 0 880 0 0 : : : : Changes from: October 27, 2015 : : 200 270 50 0 0 0 0 0 -80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 92.7 2.6 6.2 1.1 0.0 0.0 0.0 1.8 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 November 3, 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 48,350 : : Positions : : 45,065 44,320 1,845 3,505 525 0 0 0 735 0 0 : : : : Changes from: October 27, 2015 : : 175 210 0 0 0 0 0 0 -85 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 91.7 3.8 7.2 1.1 0.0 0.0 0.0 1.5 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 November 3, 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 331,105 : : Positions : : 288,755 296,201 793 21,200 6,617 408 392 0 31,725 3,888 2,807 : : : : Changes from: October 27, 2015 : : -8,649 -7,041 0 1,504 -784 0 0 0 4,680 1,568 -401 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.2 89.5 0.2 6.4 2.0 0.1 0.1 0.0 9.6 1.2 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 28 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 24,904 : : Positions : : 18,175 21,589 1,059 895 383 0 252 0 4,555 532 488 : : : : Changes from: October 27, 2015 : : -409 -345 -43 110 0 0 0 0 197 3 7 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 86.7 4.3 3.6 1.5 0.0 1.0 0.0 18.3 2.1 2.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 28 . . . 0 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 35,527 : : Positions : : 20,893 33,086 12,737 0 0 72 154 0 1,184 1,646 641 : : : : Changes from: October 27, 2015 : : -589 -466 176 0 0 24 0 0 -96 -19 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 93.1 35.9 0.0 0.0 0.2 0.4 0.0 3.3 4.6 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 14 16 . 0 0 . . 0 . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 456,586 : : Positions : : 391,953 449,066 59,483 0 5,150 0 0 0 0 1,586 0 : : : : Changes from: October 27, 2015 : : 5,449 5,449 0 0 0 0 0 0 0 -784 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 98.4 13.0 0.0 1.1 0.0 0.0 0.0 0.0 0.3 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 November 3, 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 33,898 : : Positions : : 29,185 32,664 3,927 128 64 510 0 0 126 509 0 : : : : Changes from: October 27, 2015 : : 655 613 0 0 0 0 0 0 0 -44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 96.4 11.6 0.4 0.2 1.5 0.0 0.0 0.4 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 16,985 : : Positions : : 12,629 13,810 505 656 1,204 444 0 0 1,708 86 365 : : : : Changes from: October 27, 2015 : : 16 143 207 0 -43 -40 0 0 0 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 81.3 3.0 3.9 7.1 2.6 0.0 0.0 10.1 0.5 2.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 17 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 195,373 : : Positions : : 134,710 174,959 13,020 1,976 14,874 3,896 0 0 25,309 0 3,564 : : : : Changes from: October 27, 2015 : : 5,480 5,480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 89.6 6.7 1.0 7.6 2.0 0.0 0.0 13.0 0.0 1.8 : : : : 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 November 3, 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 14,279 : : Positions : : 10,763 9,320 2,651 3,552 430 0 454 163 168 0 22 : : : : Changes from: October 27, 2015 : : 81 226 0 0 0 0 -60 40 -19 0 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 65.3 18.6 24.9 3.0 0.0 3.2 1.1 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 21 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 176,991 : : Positions : : 149,122 124,239 18,868 49,240 1,176 3,953 0 2,336 1,536 0 0 : : : : Changes from: October 27, 2015 : : -7,814 1,995 401 -9,408 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 70.2 10.7 27.8 0.7 2.2 0.0 1.3 0.9 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 November 3, 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 F PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643C8 Open Interest is 9,255 : : Positions : : 8,640 8,925 300 0 0 0 165 135 0 0 0 : : : : Changes from: October 27, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 96.4 3.2 0.0 0.0 0.0 1.8 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 12 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 16,076 : : Positions : : 9,785 11,314 1,451 0 4,762 0 0 0 78 0 0 : : : : Changes from: October 27, 2015 : : -808 -1,273 -465 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 70.4 9.0 0.0 29.6 0.0 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 18 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 8,825 : : Positions : : 8,450 7,715 250 350 0 0 700 0 0 0 0 : : : : Changes from: October 27, 2015 : : 35 35 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 87.4 2.8 4.0 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 November 3, 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 634,059 : : Positions : : 445,983 478,109 16,264 21,413 50,547 333 7,549 157 63,946 19,455 56,829 : : : : Changes from: October 27, 2015 : : 55,619 62,960 240 1,598 1,379 -290 -30 -130 10,380 670 2,358 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 75.4 2.6 3.4 8.0 0.1 1.2 0.0 10.1 3.1 9.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 : : 21,105 10,275 1,600 12,140 0 0 575 0 0 0 0 : : : : Changes from: October 27, 2015 : : 15 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.8 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 November 3, 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 : : 18,710 7,550 1,225 12,140 0 0 600 0 0 0 0 : : : : Changes from: October 27, 2015 : : 15 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 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 November 3, 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 24,939 : : Positions : : 24,309 19,299 0 5,160 280 0 0 0 250 100 100 : : : : Changes from: October 27, 2015 : : 120 20 -50 0 50 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 77.4 0.0 20.7 1.1 0.0 0.0 0.0 1.0 0.4 0.4 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 19 0 . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 27, 2015 : : 0 0 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 November 3, 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 20,105 : : Positions : : 19,210 18,830 175 415 0 0 700 0 0 0 0 : : : : Changes from: October 27, 2015 : : 570 630 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 93.7 0.9 2.1 0.0 0.0 3.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 16,505 : : Positions : : 15,770 16,315 330 0 20 0 0 0 0 0 0 : : : : Changes from: October 27, 2015 : : 20 95 20 -55 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 98.8 2.0 0.0 0.1 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 November 3, 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 17,742 : : Positions : : 16,697 17,242 560 130 0 0 200 0 25 0 0 : : : : Changes from: October 27, 2015 : : 45 45 0 0 0 0 0 0 0 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 November 3, 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 113,035 : : Positions : : 95,825 108,905 10,610 0 2,940 1,010 150 50 2,600 990 0 : : : : Changes from: October 27, 2015 : : 525 615 90 0 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 96.3 9.4 0.0 2.6 0.9 0.1 0.0 2.3 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 33 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 122,577 : : Positions : : 102,027 118,102 14,020 0 2,385 2,780 600 200 1,050 1,115 100 : : : : Changes from: October 27, 2015 : : 751 761 385 0 -75 80 250 0 50 250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 96.3 11.4 0.0 1.9 2.3 0.5 0.2 0.9 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 35 34 4 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 155,662 : : Positions : : 124,049 120,641 2,463 10,045 6,205 1,250 3,698 1,186 16,184 9,605 4,138 : : : : Changes from: October 27, 2015 : : 3,580 1,235 217 1,626 -623 -436 -1,394 526 -742 1,069 230 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 77.5 1.6 6.5 4.0 0.8 2.4 0.8 10.4 6.2 2.7 : : : : Number of Traders in Each Category Total Traders: 72 : : 41 37 . . 4 . 4 . 8 8 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 108,558 : : Positions : : 92,158 93,968 8,875 4,880 4,650 300 0 0 1,150 3,730 1,330 : : : : Changes from: October 27, 2015 : : 2,330 1,655 0 630 135 0 0 0 -45 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 86.6 8.2 4.5 4.3 0.3 0.0 0.0 1.1 3.4 1.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 37 32 . . 4 . 0 0 . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 23,620 : : Positions : : 22,840 20,200 225 2,280 150 320 665 85 0 160 0 : : : : Changes from: October 27, 2015 : : 210 255 0 75 -75 120 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 85.5 1.0 9.7 0.6 1.4 2.8 0.4 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 November 3, 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 19,575 : : Positions : : 19,035 17,145 275 2,175 50 50 0 125 0 0 0 : : : : Changes from: October 27, 2015 : : 90 25 0 75 -75 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 87.6 1.4 11.1 0.3 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 November 3, 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 30,658 : : Positions : : 29,044 24,953 0 4,110 1,190 0 300 0 349 0 0 : : : : Changes from: October 27, 2015 : : 909 1,374 0 -440 200 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 81.4 0.0 13.4 3.9 0.0 1.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 27 25 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 12,069 : : Positions : : 11,084 11,434 350 0 635 0 0 0 0 0 0 : : : : Changes from: October 27, 2015 : : 650 230 -420 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 94.7 2.9 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 16 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 401,068 : : Positions : : 348,228 345,469 392 3,935 51,664 0 0 0 784 0 0 : : : : Changes from: October 27, 2015 : : -4,890 -10,103 -401 3,609 -3,609 0 0 0 -1,203 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 86.1 0.1 1.0 12.9 0.0 0.0 0.0 0.2 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 November 3, 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 157,347 : : Positions : : 135,402 99,724 154 45,700 7,663 0 0 0 10,998 1,385 2,875 : : : : Changes from: October 27, 2015 : : -6,255 -4,694 -140 -1,582 1,083 0 0 0 20 -100 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 63.4 0.1 29.0 4.9 0.0 0.0 0.0 7.0 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 November 3, 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 3,068,612 : : Positions : :2,695,373 1,742,916 35,752 1,034,979 290,687 0 0 0 46,800 0 0 : : : : Changes from: October 27, 2015 : : -62,556 -79,398 -12,431 4,411 -7,218 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 56.8 1.2 33.7 9.5 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 71,303 : : Positions : : 64,570 65,379 478 110 5,814 0 0 0 441 0 0 : : : : Changes from: October 27, 2015 : : 1,210 1,430 140 -100 -140 0 0 0 -20 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 91.7 0.7 0.2 8.2 0.0 0.0 0.0 0.6 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 November 3, 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 1,574,356 : : Positions : :1,244,989 1,188,740 136,450 197,720 187,896 0 0 0 5,021 0 0 : : : : Changes from: October 27, 2015 : : -96,061 -55,560 -2,807 -43,709 0 0 0 0 -401 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 75.5 8.7 12.6 11.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 239,566 : : Positions : : 234,862 186,968 3,920 51,814 784 0 0 0 0 0 0 : : : : Changes from: October 27, 2015 : : -21,654 -22,456 -4,010 -3,208 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 78.0 1.6 21.6 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 November 3, 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 18,216 : : Positions : : 10,310 17,287 6,500 0 300 0 30 0 687 0 65 : : : : Changes from: October 27, 2015 : : 825 225 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 94.9 35.7 0.0 1.6 0.0 0.2 0.0 3.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 20,396 : : Positions : : 8,571 19,411 10,670 0 350 0 30 0 386 0 65 : : : : Changes from: October 27, 2015 : : 180 180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 95.2 52.3 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 : : 9 12 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C52 Open Interest is 75,440 : : Positions : : 56,672 72,128 18,032 2,576 0 0 0 0 0 0 0 : : : : Changes from: October 27, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 95.6 23.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 31,218 : : Positions : : 26,724 23,077 550 5,542 150 1,185 0 0 2,003 2,045 300 : : : : Changes from: October 27, 2015 : : 142 117 0 0 0 0 0 0 60 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 73.9 1.8 17.8 0.5 3.8 0.0 0.0 6.4 6.6 1.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 22 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 25,946 : : Positions : : 22,031 19,054 0 5,778 1,089 705 0 0 1,720 0 0 : : : : Changes from: October 27, 2015 : : 465 440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 73.4 0.0 22.3 4.2 2.7 0.0 0.0 6.6 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 November 3, 2015 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C76 Open Interest is 29,708 : : Positions : : 28,255 16,065 1,056 12,878 50 0 565 0 150 90 45 : : : : Changes from: October 27, 2015 : : 858 628 142 365 13 0 0 0 -25 -5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 54.1 3.6 43.3 0.2 0.0 1.9 0.0 0.5 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 25 23 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 24,600 : : Positions : : 23,420 17,227 215 6,478 510 0 215 140 0 0 0 : : : : Changes from: October 27, 2015 : : 1,254 828 75 331 -46 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 70.0 0.9 26.3 2.1 0.0 0.9 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 22 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 18,854 : : Positions : : 15,400 16,944 2,752 320 518 0 690 0 0 62 0 : : : : Changes from: October 27, 2015 : : 547 480 5 30 0 0 0 0 0 27 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 89.9 14.6 1.7 2.7 0.0 3.7 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 13,605 : : Positions : : 9,807 13,160 3,083 250 180 0 0 0 0 0 0 : : : : Changes from: October 27, 2015 : : 30 45 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 November 3, 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 38,367 : : Positions : : 34,253 32,697 1,160 4,260 425 0 300 0 2,324 600 10 : : : : Changes from: October 27, 2015 : : 2,233 3,423 0 -1,165 0 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 85.2 3.0 11.1 1.1 0.0 0.8 0.0 6.1 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 26 . . . 0 . 0 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 14,190 : : Positions : : 12,295 10,964 270 3,075 80 0 0 0 1,005 0 0 : : : : Changes from: October 27, 2015 : : 295 485 -50 0 20 0 0 0 40 0 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 77.3 1.9 21.7 0.6 0.0 0.0 0.0 7.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 15,068 : : Positions : : 12,645 11,741 60 3,012 240 0 0 0 1,938 75 0 : : : : Changes from: October 27, 2015 : : 235 280 0 0 0 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 77.9 0.4 20.0 1.6 0.0 0.0 0.0 12.9 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 November 3, 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 54,565 : : Positions : : 49,341 47,046 0 1,880 4,145 0 140 260 0 0 0 : : : : Changes from: October 27, 2015 : : 20 680 0 -660 560 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 86.2 0.0 3.4 7.6 0.0 0.3 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 21 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 47,047 : : Positions : : 43,042 39,054 0 3,615 3,010 260 0 0 0 0 0 : : : : Changes from: October 27, 2015 : : 70 490 0 -420 245 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 83.0 0.0 7.7 6.4 0.6 0.0 0.0 0.0 0.0 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 November 3, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 17,190 : : Positions : : 16,130 12,360 420 0 0 0 4,000 150 0 600 0 : : : : Changes from: October 27, 2015 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 71.9 2.4 0.0 0.0 0.0 23.3 0.9 0.0 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 17,896 : : Positions : : 17,130 15,545 400 0 0 0 1,830 0 0 170 231 : : : : Changes from: October 27, 2015 : : 660 540 0 0 0 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 86.9 2.2 0.0 0.0 0.0 10.2 0.0 0.0 0.9 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 November 3, 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 : : 22,170 17,320 0 1,200 0 0 3,735 15 0 0 0 : : : : Changes from: October 27, 2015 : : -15 135 0 0 0 0 -150 15 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.5 77.7 0.0 5.4 0.0 0.0 16.8 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 14 0 . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 27, 2015 : : 0 0 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 November 3, 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 74,527 : : Positions : : 54,224 70,146 2,880 605 300 11,865 0 0 1,907 0 223 : : : : Changes from: October 27, 2015 : : -639 2,141 0 0 0 2,130 0 0 650 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 94.1 3.9 0.8 0.4 15.9 0.0 0.0 2.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 26 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 70,378 : : Positions : : 50,472 66,977 1,680 545 970 11,665 0 0 3,830 0 0 : : : : Changes from: October 27, 2015 : : -525 2,355 0 0 0 2,280 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 95.2 2.4 0.8 1.4 16.6 0.0 0.0 5.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 23 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of November 3, 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 27, 2015 : : 0 0 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 November 3, 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 27, 2015 : : 0 0 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 November 3, 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 27, 2015 : : 0 0 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 November 3, 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 27, 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 November 3, 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 27, 2015 : : 0 0 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 November 3, 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 27, 2015 : : 0 0 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 November 6, 2015