COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 89,875: 15,503 24,516 2,195 2,500 2,333 5,711 13,192 3,922 51,697 34,738 6,941: 1,573 1,733 Old : 89,875: 15,503 24,516 2,195 2,500 2,333 5,711 13,192 3,922 51,697 34,738 6,941: 1,573 1,733 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 2,065: 115 1,095 120 -697 20 1,230 -850 -545 1,433 3,284 -390: 82 148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 27.3 2.4 2.8 2.6 6.4 14.7 4.4 57.5 38.7 7.7: 1.8 1.9 Old : 100.0: 17.2 27.3 2.4 2.8 2.6 6.4 14.7 4.4 57.5 38.7 7.7: 1.8 1.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 52: 13 13 . . 4 . 4 . 17 12 22: Old : 52: 13 13 . . 4 . 4 . 17 12 22: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 43.6 67.7 63.1 44.7 41.2 61.8 55.8 Old : 46.0 43.6 67.7 63.1 44.7 41.2 61.8 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(CONTRACTS OF 1,000 METRIC TONS) : : : Positions : All : 31,448: 8,910 5,670 1,735 450 1,101 4,790 900 605 10,752 19,108 2,915: 640 699 Old : 31,448: 8,910 5,670 1,735 450 1,101 4,790 900 605 10,752 19,108 2,915: 640 699 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 965: 510 245 -45 0 60 -535 0 50 -110 -430 990: 45 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 18.0 5.5 1.4 3.5 15.2 2.9 1.9 34.2 60.8 9.3: 2.0 2.2 Old : 100.0: 28.3 18.0 5.5 1.4 3.5 15.2 2.9 1.9 34.2 60.8 9.3: 2.0 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 39: 10 10 . . 4 . . . 8 11 13: Old : 39: 10 10 . . 4 . . . 8 11 13: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 54.1 67.4 70.8 46.4 50.6 63.8 62.9 Old : 48.3 54.1 67.4 70.8 46.4 50.6 63.8 62.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 800 MWh) : : : Positions : All : 155,786: 99,976 99,907 2,582 13,496 16,301 10,393 3,703 10,425 8,618 4,527 6,697: 794 730 Old : 155,786: 99,976 99,907 2,582 13,496 16,301 10,393 3,703 10,425 8,618 4,527 6,697: 794 730 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 3,019: 2,098 651 -89 231 1,010 539 1,116 -347 185 416 68: -445 -126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.2 64.1 1.7 8.7 10.5 6.7 2.4 6.7 5.5 2.9 4.3: 0.5 0.5 Old : 100.0: 64.2 64.1 1.7 8.7 10.5 6.7 2.4 6.7 5.5 2.9 4.3: 0.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 77: 44 47 . 7 7 5 . 5 7 4 9: Old : 77: 44 47 . 7 7 5 . 5 7 4 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.9 28.3 52.2 45.7 19.8 17.6 32.2 28.5 Old : 33.9 28.3 52.2 45.7 19.8 17.6 32.2 28.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 MWh) : : : Positions : All : 52,508: 20,196 46,110 20,956 3,616 1,350 8,501 0 1,126 227 154 152: 0 0 Old : 52,508: 20,196 46,110 20,956 3,616 1,350 8,501 0 1,126 227 154 152: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -234: -83 -388 -333 0 0 54 0 154 -26 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 87.8 39.9 6.9 2.6 16.2 0.0 2.1 0.4 0.3 0.3: 0.0 0.0 Old : 100.0: 38.5 87.8 39.9 6.9 2.6 16.2 0.0 2.1 0.4 0.3 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 16 21 . . . . 0 . . . .: Old : 34: 16 21 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.8 51.0 89.6 77.3 75.3 48.1 81.8 72.8 Old : 77.8 51.0 89.6 77.3 75.3 48.1 81.8 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 MWh) : : : Positions : All : 413,031: 212,660 336,876 115,672 24,870 24,678 29,230 0 26,279 4,512 328 0: 0 0 Old : 413,031: 212,660 336,876 115,672 24,870 24,678 29,230 0 26,279 4,512 328 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -976: 4,118 -976 -4,766 0 -328 -992 -992 992 0 328 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 81.6 28.0 6.0 6.0 7.1 0.0 6.4 1.1 0.1 0.0: 0.0 0.0 Old : 100.0: 51.5 81.6 28.0 6.0 6.0 7.1 0.0 6.4 1.1 0.1 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 20 19 . . . . 0 . . . 0: Old : 34: 20 19 . . . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 59.3 81.2 81.7 46.0 51.3 65.7 68.4 Old : 58.4 59.3 81.2 81.7 46.0 51.3 65.7 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 50 Megawatt Hours) : : : Positions : All : 1,559,662: 1,113,290 1,324,418 200,905 33,547 116,536 19,629 9,707 62,009 36,189 2,341 10,345: 759 759 Old : 1,559,662: 1,113,290 1,324,418 200,905 33,547 116,536 19,629 9,707 62,009 36,189 2,341 10,345: 759 759 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -474: -6,763 4,790 4,048 -1,985 -118 0 -4,328 0 -592 -1,784 2,192: 759 759 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 84.9 12.9 2.2 7.5 1.3 0.6 4.0 2.3 0.2 0.7: 0.0 0.0 Old : 100.0: 71.4 84.9 12.9 2.2 7.5 1.3 0.6 4.0 2.3 0.2 0.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 33 37 6 . 6 . . . 5 . .: Old : 60: 33 37 6 . 6 . . . 5 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.3 35.5 62.0 52.9 32.9 29.4 44.5 40.7 Old : 42.3 35.5 62.0 52.9 32.9 29.4 44.5 40.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 400 Megawatt Hours) : : : Positions : All : 45,442: 36,924 21,187 0 11,494 2,323 565 4,621 4,669 809 1,048 100: 52 0 Old : 45,442: 36,924 21,187 0 11,494 2,323 565 4,621 4,669 809 1,048 100: 52 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -671: -775 -1,069 0 336 -256 52 575 154 206 -307 -104: 52 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 46.6 0.0 25.3 5.1 1.2 10.2 10.3 1.8 2.3 0.2: 0.1 0.0 Old : 100.0: 81.3 46.6 0.0 25.3 5.1 1.2 10.2 10.3 1.8 2.3 0.2: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 38: 23 18 0 . . . . . . . .: Old : 38: 23 18 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 56.5 71.2 78.8 37.4 41.2 56.6 57.9 Old : 46.9 56.5 71.2 78.8 37.4 41.2 56.6 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 314,170: 203,455 224,076 91,717 23,810 3,848 0 47,174 13,910 328 440 912: 0 0 Old : 314,170: 203,455 224,076 91,717 23,810 3,848 0 47,174 13,910 328 440 912: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 3,608: 7,792 3,608 -2,544 0 0 0 1,640 -1,640 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.8 71.3 29.2 7.6 1.2 0.0 15.0 4.4 0.1 0.1 0.3: 0.0 0.0 Old : 100.0: 64.8 71.3 29.2 7.6 1.2 0.0 15.0 4.4 0.1 0.1 0.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 14 12 . . . 0 . . . . .: Old : 28: 14 12 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 62.7 87.5 90.4 59.2 50.8 74.9 74.4 Old : 66.2 62.7 87.5 90.4 59.2 50.8 74.9 74.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 647,458: 518,268 449,500 20,340 120,037 65,848 27,425 0 12,073 3,504 0 0: 0 0 Old : 647,458: 518,268 449,500 20,340 120,037 65,848 27,425 0 12,073 3,504 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 7,891: 8,275 11,059 0 -7,872 4,704 -5,088 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.0 69.4 3.1 18.5 10.2 4.2 0.0 1.9 0.5 0.0 0.0: 0.0 0.0 Old : 100.0: 80.0 69.4 3.1 18.5 10.2 4.2 0.0 1.9 0.5 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 20 23 . 4 . . 0 . . 0 0: Old : 36: 20 23 . 4 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 47.8 68.0 67.9 30.8 32.9 43.2 47.4 Old : 45.3 47.8 68.0 67.9 30.8 32.9 43.2 47.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 56,023: 38,377 47,212 5,505 2,640 1,274 4,444 1,610 1,455 2,989 150 1,258: 721 424 Old : 56,023: 38,377 47,212 5,505 2,640 1,274 4,444 1,610 1,455 2,989 150 1,258: 721 424 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,163: 97 1,916 1,343 0 -556 1,089 508 -747 65 106 -64: -64 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.5 84.3 9.8 4.7 2.3 7.9 2.9 2.6 5.3 0.3 2.2: 1.3 0.8 Old : 100.0: 68.5 84.3 9.8 4.7 2.3 7.9 2.9 2.6 5.3 0.3 2.2: 1.3 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 40: 24 23 . . 5 4 . . . . .: Old : 40: 24 23 . . 5 4 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.6 51.6 67.3 67.9 37.2 43.3 53.7 54.5 Old : 42.6 51.6 67.3 67.9 37.2 43.3 53.7 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 39,400: 28,570 39,085 10,225 0 275 0 0 0 150 0 0: 180 40 Old : 39,400: 28,570 39,085 10,225 0 275 0 0 0 150 0 0: 180 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 2,900: 2,900 2,700 -200 0 200 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 99.2 26.0 0.0 0.7 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 0.1 Old : 100.0: 72.5 99.2 26.0 0.0 0.7 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 18 15 . 0 . 0 0 0 . 0 0: Old : 30: 18 15 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.0 85.9 79.3 96.9 58.6 82.8 75.4 86.5 Old : 60.0 85.9 79.3 96.9 58.6 82.8 75.4 86.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 54,300: 41,510 53,510 12,180 0 250 0 400 100 200 0 0: 60 40 Old : 54,300: 41,510 53,510 12,180 0 250 0 400 100 200 0 0: 60 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 495: 545 495 -50 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.4 98.5 22.4 0.0 0.5 0.0 0.7 0.2 0.4 0.0 0.0: 0.1 0.1 Old : 100.0: 76.4 98.5 22.4 0.0 0.5 0.0 0.7 0.2 0.4 0.0 0.0: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 24 12 . 0 . 0 . . . 0 0: Old : 32: 24 12 . 0 . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 89.5 75.7 96.0 57.2 85.7 72.5 90.7 Old : 58.0 89.5 75.7 96.0 57.2 85.7 72.5 90.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 11,180: 8,780 8,930 2,050 700 350 0 0 0 0 1,200 0: 0 0 Old : 11,180: 8,780 8,930 2,050 700 350 0 0 0 0 1,200 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 79.9 18.3 6.3 3.1 0.0 0.0 0.0 0.0 10.7 0.0: 0.0 0.0 Old : 100.0: 78.5 79.9 18.3 6.3 3.1 0.0 0.0 0.0 0.0 10.7 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 17 16 . . . 0 0 0 0 . 0: Old : 31: 17 16 . . . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 44.1 82.4 71.6 55.9 42.3 71.6 65.4 Old : 60.4 44.1 82.4 71.6 55.9 42.3 71.6 65.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 252,664: 180,848 211,488 26,008 6,640 31,808 11,656 384 1,576 768 768 0: 0 0 Old : 252,664: 180,848 211,488 26,008 6,640 31,808 11,656 384 1,576 768 768 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 3,920: -768 5,072 4,688 0 0 1,152 0 -1,152 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.6 83.7 10.3 2.6 12.6 4.6 0.2 0.6 0.3 0.3 0.0: 0.0 0.0 Old : 100.0: 71.6 83.7 10.3 2.6 12.6 4.6 0.2 0.6 0.3 0.3 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 18 16 4 . . . . . . . 0: Old : 34: 18 16 4 . . . . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.8 60.0 65.2 80.5 27.7 47.9 44.6 60.0 Old : 38.8 60.0 65.2 80.5 27.7 47.9 44.6 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 12,080: 8,524 6,074 0 3,605 657 449 84 107 1,784 1,021 192: 367 340 Old : 12,080: 8,524 6,074 0 3,605 657 449 84 107 1,784 1,021 192: 367 340 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 488: 360 554 0 -128 128 0 22 0 66 0 -66: 0 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.6 50.3 0.0 29.8 5.4 3.7 0.7 0.9 14.8 8.5 1.6: 3.0 2.8 Old : 100.0: 70.6 50.3 0.0 29.8 5.4 3.7 0.7 0.9 14.8 8.5 1.6: 3.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 14 14 0 4 . . . . . . .: Old : 27: 14 14 0 4 . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 50.4 74.6 75.8 46.7 47.3 67.5 69.3 Old : 49.5 50.4 74.6 75.8 46.7 47.3 67.5 69.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 19,800: 14,500 13,300 250 4,700 1,100 200 0 450 3,050 0 250: 0 0 Old : 19,800: 14,500 13,300 250 4,700 1,100 200 0 450 3,050 0 250: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 550: -50 450 0 -300 300 -150 0 150 350 0 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.2 67.2 1.3 23.7 5.6 1.0 0.0 2.3 15.4 0.0 1.3: 0.0 0.0 Old : 100.0: 73.2 67.2 1.3 23.7 5.6 1.0 0.0 2.3 15.4 0.0 1.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 9 . . . . 0 . . 0 .: Old : 23: 13 9 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 64.9 76.3 88.4 48.5 61.1 70.5 77.5 Old : 49.7 64.9 76.3 88.4 48.5 61.1 70.5 77.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 18,885: 15,635 15,150 1,325 1,400 675 750 0 0 500 1,650 0: 0 10 Old : 18,885: 15,635 15,150 1,325 1,400 675 750 0 0 500 1,650 0: 0 10 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,100: 1,100 1,100 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 80.2 7.0 7.4 3.6 4.0 0.0 0.0 2.6 8.7 0.0: 0.0 0.1 Old : 100.0: 82.8 80.2 7.0 7.4 3.6 4.0 0.0 0.0 2.6 8.7 0.0: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 19 20 . . . . 0 0 . . 0: Old : 35: 19 20 . . . . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 51.6 79.5 73.3 45.0 44.7 62.0 60.9 Old : 54.1 51.6 79.5 73.3 45.0 44.7 62.0 60.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 10,649: 8,324 6,729 600 2,590 680 0 135 375 0 0 0: 670 140 Old : 10,649: 8,324 6,729 600 2,590 680 0 135 375 0 0 0: 670 140 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 245: 125 245 0 0 120 0 60 0 0 0 0: 0 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 63.2 5.6 24.3 6.4 0.0 1.3 3.5 0.0 0.0 0.0: 6.3 1.3 Old : 100.0: 78.2 63.2 5.6 24.3 6.4 0.0 1.3 3.5 0.0 0.0 0.0: 6.3 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 20 14 . . . 0 . . 0 0 0: Old : 28: 20 14 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.5 53.7 63.9 79.5 41.0 43.9 55.7 58.9 Old : 41.5 53.7 63.9 79.5 41.0 43.9 55.7 58.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 Mwh : : : Positions : All : 21,251: 15,255 15,272 360 1,409 2,825 1,067 0 552 618 44 0: 574 1,149 Old : 21,251: 15,255 15,272 360 1,409 2,825 1,067 0 552 618 44 0: 574 1,149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -173: 275 -406 -920 -86 236 153 0 83 0 44 0: 0 -44 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.8 71.9 1.7 6.6 13.3 5.0 0.0 2.6 2.9 0.2 0.0: 2.7 5.4 Old : 100.0: 71.8 71.9 1.7 6.6 13.3 5.0 0.0 2.6 2.9 0.2 0.0: 2.7 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 35: 23 19 . . . . 0 . . . 0: Old : 35: 23 19 . . . . 0 . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.4 52.3 54.5 71.3 22.4 40.6 37.9 49.5 Old : 32.4 52.3 54.5 71.3 22.4 40.6 37.9 49.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 35,613: 29,488 22,321 1,447 2,988 2,749 0 4,101 1,344 0 1,530 450: 135 130 Old : 35,613: 29,488 22,321 1,447 2,988 2,749 0 4,101 1,344 0 1,530 450: 135 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -747: -582 -977 145 0 -125 0 775 -255 0 -250 65: 5 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.8 62.7 4.1 8.4 7.7 0.0 11.5 3.8 0.0 4.3 1.3: 0.4 0.4 Old : 100.0: 82.8 62.7 4.1 8.4 7.7 0.0 11.5 3.8 0.0 4.3 1.3: 0.4 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 26 23 4 . 4 0 . . 0 . .: Old : 42: 26 23 4 . 4 0 . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.3 46.9 55.6 66.5 33.0 34.0 48.9 50.1 Old : 35.3 46.9 55.6 66.5 33.0 34.0 48.9 50.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 42,467: 34,461 26,892 898 5,493 2,583 400 2,493 2,660 300 1,321 1,020: 145 5 Old : 42,467: 34,461 26,892 898 5,493 2,583 400 2,493 2,660 300 1,321 1,020: 145 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -981: -988 -651 0 135 -130 0 93 -18 0 -585 175: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.1 63.3 2.1 12.9 6.1 0.9 5.9 6.3 0.7 3.1 2.4: 0.3 0.0 Old : 100.0: 81.1 63.3 2.1 12.9 6.1 0.9 5.9 6.3 0.7 3.1 2.4: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 30 28 . 5 5 . . . . . .: Old : 48: 30 28 . 5 5 . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.7 38.7 59.5 59.4 33.7 29.1 52.5 46.0 Old : 35.7 38.7 59.5 59.4 33.7 29.1 52.5 46.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 35,505: 30,755 35,055 3,600 0 450 0 0 0 700 0 0: 0 0 Old : 35,505: 30,755 35,055 3,600 0 450 0 0 0 700 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 150 0 -150 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 98.7 10.1 0.0 1.3 0.0 0.0 0.0 2.0 0.0 0.0: 0.0 0.0 Old : 100.0: 86.6 98.7 10.1 0.0 1.3 0.0 0.0 0.0 2.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 19 9 . 0 . 0 0 0 . 0 0: Old : 27: 19 9 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 93.3 78.7 99.6 60.0 90.0 76.8 92.1 Old : 60.6 93.3 78.7 99.6 60.0 90.0 76.8 92.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 41,715: 36,470 40,955 3,970 0 760 0 0 0 500 0 0: 15 0 Old : 41,715: 36,470 40,955 3,970 0 760 0 0 0 500 0 0: 15 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 125: 125 125 -50 0 0 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.4 98.2 9.5 0.0 1.8 0.0 0.0 0.0 1.2 0.0 0.0: 0.0 0.0 Old : 100.0: 87.4 98.2 9.5 0.0 1.8 0.0 0.0 0.0 1.2 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 23 14 . 0 . 0 0 0 . 0 0: Old : 33: 23 14 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 90.3 72.8 96.3 54.1 88.7 69.9 91.9 Old : 54.1 90.3 72.8 96.3 54.1 88.7 69.9 91.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 466,190: 266,340 398,323 102,826 16,332 10,976 35,541 384 33,247 12,067 1,735 5,193: 0 0 Old : 466,190: 266,340 398,323 102,826 16,332 10,976 35,541 384 33,247 12,067 1,735 5,193: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -328: 2,832 448 -3,504 -736 1,144 -1,208 0 -392 1,168 -424 -368: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 85.4 22.1 3.5 2.4 7.6 0.1 7.1 2.6 0.4 1.1: 0.0 0.0 Old : 100.0: 57.1 85.4 22.1 3.5 2.4 7.6 0.1 7.1 2.6 0.4 1.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 42: 24 26 4 . . . . . . . .: Old : 42: 24 26 4 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 47.1 66.9 69.2 38.5 42.7 53.5 54.9 Old : 46.6 47.1 66.9 69.2 38.5 42.7 53.5 54.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 33,216: 19,179 26,138 4,212 2,089 1,906 3,714 1,406 1,178 1,531 148 329: 1,167 22 Old : 33,216: 19,179 26,138 4,212 2,089 1,906 3,714 1,406 1,178 1,531 148 329: 1,167 22 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 96: 420 306 -123 -1 0 -188 0 80 -36 0 -57: 0 -232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 78.7 12.7 6.3 5.7 11.2 4.2 3.5 4.6 0.4 1.0: 3.5 0.1 Old : 100.0: 57.7 78.7 12.7 6.3 5.7 11.2 4.2 3.5 4.6 0.4 1.0: 3.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 47: 26 32 . . . . . . . . .: Old : 47: 26 32 . . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 35.1 64.7 57.0 36.1 30.5 53.6 47.0 Old : 42.4 35.1 64.7 57.0 36.1 30.5 53.6 47.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 17,943: 10,465 14,392 2,807 1,218 586 2,472 0 1,458 25 159 130: 0 0 Old : 17,943: 10,465 14,392 2,807 1,218 586 2,472 0 1,458 25 159 130: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 51: -52 128 26 -179 102 104 0 0 -77 52 -52: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 80.2 15.6 6.8 3.3 13.8 0.0 8.1 0.1 0.9 0.7: 0.0 0.0 Old : 100.0: 58.3 80.2 15.6 6.8 3.3 13.8 0.0 8.1 0.1 0.9 0.7: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 9 . . . . 0 . . . .: Old : 25: 17 9 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 90.0 76.5 97.9 44.6 80.6 67.1 83.8 Old : 53.6 90.0 76.5 97.9 44.6 80.6 67.1 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25MWh : : : Positions : All : 256,013: 110,664 231,501 39,479 0 16,800 78,108 0 7,712 3,250 0 0: 0 0 Old : 256,013: 110,664 231,501 39,479 0 16,800 78,108 0 7,712 3,250 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 976 0 -1,954 0 0 0 0 0 978 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 90.4 15.4 0.0 6.6 30.5 0.0 3.0 1.3 0.0 0.0: 0.0 0.0 Old : 100.0: 43.2 90.4 15.4 0.0 6.6 30.5 0.0 3.0 1.3 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 8 . 0 . . 0 . . 0 0: Old : 24: 13 8 . 0 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 95.6 90.0 99.8 64.6 89.3 80.3 89.4 Old : 74.3 95.6 90.0 99.8 64.6 89.3 80.3 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 541,352: 362,126 507,140 153,022 0 9,475 2,753 10,761 13,976 0 0 0: 0 0 Old : 541,352: 362,126 507,140 153,022 0 9,475 2,753 10,761 13,976 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,486: 9,681 1,486 -8,195 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 93.7 28.3 0.0 1.8 0.5 2.0 2.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 66.9 93.7 28.3 0.0 1.8 0.5 2.0 2.6 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 16 4 0 . . . . 0 0 0: Old : 29: 18 16 4 0 . . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 76.6 73.3 92.6 50.5 66.7 66.9 78.6 Old : 53.1 76.6 73.3 92.6 50.5 66.7 66.9 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800 MWh : : : Positions : All : 43,108: 29,337 39,365 4,472 1,406 635 3,092 132 1,081 3,830 0 0: 661 489 Old : 43,108: 29,337 39,365 4,472 1,406 635 3,092 132 1,081 3,830 0 0: 661 489 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,003: 791 281 -255 0 0 -169 0 722 -86 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.1 91.3 10.4 3.3 1.5 7.2 0.3 2.5 8.9 0.0 0.0: 1.5 1.1 Old : 100.0: 68.1 91.3 10.4 3.3 1.5 7.2 0.3 2.5 8.9 0.0 0.0: 1.5 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 13 . . . . . . . 0 0: Old : 30: 19 13 . . . . . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 85.4 73.2 92.5 50.3 75.6 67.7 80.2 Old : 51.0 85.4 73.2 92.5 50.3 75.6 67.7 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 80,002: 56,917 71,082 22,701 4,248 384 0 4,288 0 0 0 0: 0 0 Old : 80,002: 56,917 71,082 22,701 4,248 384 0 4,288 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.1 88.9 28.4 5.3 0.5 0.0 5.4 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 71.1 88.9 28.4 5.3 0.5 0.0 5.4 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 9 . . . 0 . 0 0 0 0: Old : 21: 11 9 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 72.8 87.8 90.3 53.1 72.3 79.0 84.4 Old : 60.1 72.8 87.8 90.3 53.1 72.3 79.0 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 16,962: 10,655 15,548 3,081 0 217 529 0 0 1,617 356 308: 555 533 Old : 16,962: 10,655 15,548 3,081 0 217 529 0 0 1,617 356 308: 555 533 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 301: 319 322 87 0 0 150 0 -43 -64 -23 87: -235 -42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 91.7 18.2 0.0 1.3 3.1 0.0 0.0 9.5 2.1 1.8: 3.3 3.1 Old : 100.0: 62.8 91.7 18.2 0.0 1.3 3.1 0.0 0.0 9.5 2.1 1.8: 3.3 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 18 . 0 . . 0 0 . . .: Old : 30: 16 18 . 0 . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 47.8 62.6 71.1 33.8 40.3 53.0 52.0 Old : 39.8 47.8 62.6 71.1 33.8 40.3 53.0 52.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50 Mwh : : : Positions : All : 230,618: 97,625 221,305 91,529 3,137 2,688 5,856 0 0 31,735 2,303 1,185: 0 0 Old : 230,618: 97,625 221,305 91,529 3,137 2,688 5,856 0 0 31,735 2,303 1,185: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,969: 784 2,769 1,185 0 0 0 0 0 0 -800 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.3 96.0 39.7 1.4 1.2 2.5 0.0 0.0 13.8 1.0 0.5: 0.0 0.0 Old : 100.0: 42.3 96.0 39.7 1.4 1.2 2.5 0.0 0.0 13.8 1.0 0.5: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 33: 13 19 4 . . . 0 0 . . .: Old : 33: 13 19 4 . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 61.8 81.3 79.5 57.8 56.8 71.8 68.0 Old : 61.0 61.8 81.3 79.5 57.8 56.8 71.8 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :800MWh : : : Positions : All : 13,046: 6,997 7,253 3,032 4,090 702 1,546 0 0 298 405 340: 131 256 Old : 13,046: 6,997 7,253 3,032 4,090 702 1,546 0 0 298 405 340: 131 256 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 547: 613 292 -148 44 21 81 0 0 0 169 42: -62 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 55.6 23.2 31.4 5.4 11.9 0.0 0.0 2.3 3.1 2.6: 1.0 2.0 Old : 100.0: 53.6 55.6 23.2 31.4 5.4 11.9 0.0 0.0 2.3 3.1 2.6: 1.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 14 18 4 . 4 . 0 0 . . .: Old : 31: 14 18 4 . 4 . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.9 51.7 65.4 74.6 39.0 50.0 58.5 67.0 Old : 40.9 51.7 65.4 74.6 39.0 50.0 58.5 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :50MWh : : : Positions : All : 147,586: 61,106 60,523 64,158 78,871 3,120 10,424 0 0 3,706 0 5,072: 0 0 Old : 147,586: 61,106 60,523 64,158 78,871 3,120 10,424 0 0 3,706 0 5,072: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 3,544: 3,152 2,744 392 0 0 0 0 0 -800 0 800: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.4 41.0 43.5 53.4 2.1 7.1 0.0 0.0 2.5 0.0 3.4: 0.0 0.0 Old : 100.0: 41.4 41.0 43.5 53.4 2.1 7.1 0.0 0.0 2.5 0.0 3.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 16 15 4 . . . 0 0 . 0 .: Old : 30: 16 15 4 . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 65.4 73.6 79.4 46.3 63.3 61.6 72.3 Old : 49.7 65.4 73.6 79.4 46.3 63.3 61.6 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :400MWh : : : Positions : All : 20,928: 13,111 15,391 5,132 794 410 0 2,058 2,275 0 0 0: 0 0 Old : 20,928: 13,111 15,391 5,132 794 410 0 2,058 2,275 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 309: 385 386 1 0 -77 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.6 73.5 24.5 3.8 2.0 0.0 9.8 10.9 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 62.6 73.5 24.5 3.8 2.0 0.0 9.8 10.9 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 15 12 . . . 0 . . 0 0 0: Old : 24: 15 12 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 61.3 87.8 84.7 58.4 45.4 72.2 68.6 Old : 65.6 61.3 87.8 84.7 58.4 45.4 72.2 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :25 MWh : : : Positions : All : 153,439: 120,925 84,421 0 36,176 28,658 0 328 3,856 0 0 0: 0 0 Old : 153,439: 120,925 84,421 0 36,176 28,658 0 328 3,856 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 2,214: 0 2,214 0 -2,214 2,214 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 55.0 0.0 23.6 18.7 0.0 0.2 2.5 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.8 55.0 0.0 23.6 18.7 0.0 0.2 2.5 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 9 0 . . 0 . . 0 0 0: Old : 22: 12 9 0 . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 65.6 87.8 90.5 40.2 53.5 61.3 66.6 Old : 58.1 65.6 87.8 90.5 40.2 53.5 61.3 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 24,830: 15,865 16,715 8,500 7,065 100 0 900 0 0 50 0: 365 0 Old : 24,830: 15,865 16,715 8,500 7,065 100 0 900 0 0 50 0: 365 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 125: 50 75 -150 0 50 0 0 0 0 0 0: 175 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 67.3 34.2 28.5 0.4 0.0 3.6 0.0 0.0 0.2 0.0: 1.5 0.0 Old : 100.0: 63.9 67.3 34.2 28.5 0.4 0.0 3.6 0.0 0.0 0.2 0.0: 1.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 14 11 5 . . 0 . 0 0 . 0: Old : 30: 14 11 5 . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 74.2 76.7 92.4 49.3 72.5 73.3 84.7 Old : 49.5 74.2 76.7 92.4 49.3 72.5 73.3 84.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 21,475: 15,130 13,510 5,860 7,065 0 0 900 0 0 0 0: 485 0 Old : 21,475: 15,130 13,510 5,860 7,065 0 0 900 0 0 0 0: 485 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 175: 0 175 0 0 0 0 0 0 0 0 0: 175 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 62.9 27.3 32.9 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 2.3 0.0 Old : 100.0: 70.5 62.9 27.3 32.9 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 2.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 7 5 . 0 0 . 0 0 0 0: Old : 23: 11 7 5 . 0 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 80.6 72.7 96.9 43.2 77.8 66.4 87.8 Old : 46.3 80.6 72.7 96.9 43.2 77.8 66.4 87.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 10,420: 9,220 8,705 635 1,365 280 0 0 0 0 0 0: 285 70 Old : 10,420: 9,220 8,705 635 1,365 280 0 0 0 0 0 0: 285 70 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 140: 140 140 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.5 83.5 6.1 13.1 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 0.7 Old : 100.0: 88.5 83.5 6.1 13.1 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 18 12 . . . 0 0 0 0 0 0: Old : 27: 18 12 . . . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.1 74.7 69.9 93.5 49.7 68.6 66.0 83.3 Old : 50.1 74.7 69.9 93.5 49.7 68.6 66.0 83.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 23,715: 22,365 20,910 460 1,890 615 0 0 0 0 300 0: 275 0 Old : 23,715: 22,365 20,910 460 1,890 615 0 0 0 0 300 0: 275 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 88.2 1.9 8.0 2.6 0.0 0.0 0.0 0.0 1.3 0.0: 1.2 0.0 Old : 100.0: 94.3 88.2 1.9 8.0 2.6 0.0 0.0 0.0 0.0 1.3 0.0: 1.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 7 . 4 . 0 0 0 0 . 0: Old : 22: 13 7 . 4 . 0 0 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.8 80.7 86.9 97.6 60.3 72.1 73.2 81.3 Old : 72.8 80.7 86.9 97.6 60.3 72.1 73.2 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 23,120: 21,360 22,880 980 0 240 0 0 0 0 0 0: 540 0 Old : 23,120: 21,360 22,880 980 0 240 0 0 0 0 0 0: 540 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 475: 475 475 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.4 99.0 4.2 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.0 Old : 100.0: 92.4 99.0 4.2 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 15 7 . 0 . 0 0 0 0 0 0: Old : 20: 15 7 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.7 96.2 87.0 100.0 71.3 95.2 83.8 95.2 Old : 73.7 96.2 87.0 100.0 71.3 95.2 83.8 95.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 25,200: 23,190 24,955 1,185 0 245 0 0 0 0 0 0: 580 0 Old : 25,200: 23,190 24,955 1,185 0 245 0 0 0 0 0 0: 580 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 200: 200 200 50 0 0 0 0 0 0 0 0: -50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 99.0 4.7 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.0 Old : 100.0: 92.0 99.0 4.7 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 19 10 . 0 . 0 0 0 0 0 0: Old : 25: 19 10 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.3 92.9 84.2 99.3 69.0 91.7 81.6 95.0 Old : 71.3 92.9 84.2 99.3 69.0 91.7 81.6 95.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 126,530: 104,355 114,800 10,960 2,700 8,830 1,595 0 0 600 200 0: 190 0 Old : 126,530: 104,355 114,800 10,960 2,700 8,830 1,595 0 0 600 200 0: 190 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,360: 1,065 1,295 230 100 -35 0 0 0 100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.5 90.7 8.7 2.1 7.0 1.3 0.0 0.0 0.5 0.2 0.0: 0.2 0.0 Old : 100.0: 82.5 90.7 8.7 2.1 7.0 1.3 0.0 0.0 0.5 0.2 0.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 44: 28 25 4 . 5 . 0 0 . . 0: Old : 44: 28 25 4 . 5 . 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.5 62.8 57.9 80.2 30.7 62.4 47.0 72.3 Old : 37.5 62.8 57.9 80.2 30.7 62.4 47.0 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 166,144: 139,565 157,519 17,224 1,930 6,545 2,315 0 100 275 0 0: 120 50 Old : 166,144: 139,565 157,519 17,224 1,930 6,545 2,315 0 100 275 0 0: 120 50 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,730: 1,885 1,800 200 -100 0 0 0 0 -150 0 0: -205 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.0 94.8 10.4 1.2 3.9 1.4 0.0 0.1 0.2 0.0 0.0: 0.1 0.0 Old : 100.0: 84.0 94.8 10.4 1.2 3.9 1.4 0.0 0.1 0.2 0.0 0.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 51: 33 27 5 . 5 . 0 . . 0 0: Old : 51: 33 27 5 . 5 . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.2 64.5 55.2 83.8 30.1 62.9 48.2 75.8 Old : 35.2 64.5 55.2 83.8 30.1 62.9 48.2 75.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 154,164: 105,383 118,321 10,103 15,026 6,759 1,392 2,858 5,680 20,493 995 4,104: 250 421 Old : 154,164: 105,383 118,321 10,103 15,026 6,759 1,392 2,858 5,680 20,493 995 4,104: 250 421 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,204: 1,840 845 323 1,060 -826 -73 -10 50 245 420 -335: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.4 76.8 6.6 9.7 4.4 0.9 1.9 3.7 13.3 0.6 2.7: 0.2 0.3 Old : 100.0: 68.4 76.8 6.6 9.7 4.4 0.9 1.9 3.7 13.3 0.6 2.7: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 63: 33 31 5 4 7 . . . 7 . 7: Old : 63: 33 31 5 4 7 . . . 7 . 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.7 61.2 61.1 72.7 44.7 58.4 60.0 67.5 Old : 44.7 61.2 61.1 72.7 44.7 58.4 60.0 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 99,405: 80,835 82,970 8,275 5,845 6,280 865 1,895 1,035 1,265 450 685: 165 245 Old : 99,405: 80,835 82,970 8,275 5,845 6,280 865 1,895 1,035 1,265 450 685: 165 245 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,935: 1,825 1,485 100 420 10 0 0 0 -20 0 20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.3 83.5 8.3 5.9 6.3 0.9 1.9 1.0 1.3 0.5 0.7: 0.2 0.2 Old : 100.0: 81.3 83.5 8.3 5.9 6.3 0.9 1.9 1.0 1.3 0.5 0.7: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 48: 28 23 . 4 6 . . . 4 . .: Old : 48: 28 23 . 4 6 . . . 4 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 72.1 64.6 82.1 42.5 70.8 58.1 78.0 Old : 47.0 72.1 64.6 82.1 42.5 70.8 58.1 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 25,815: 22,755 20,205 1,525 4,065 920 0 450 0 0 175 0: 615 0 Old : 25,815: 22,755 20,205 1,525 4,065 920 0 450 0 0 175 0: 615 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 175: 135 325 0 0 0 0 0 0 0 -150 0: 40 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.1 78.3 5.9 15.7 3.6 0.0 1.7 0.0 0.0 0.7 0.0: 2.4 0.0 Old : 100.0: 88.1 78.3 5.9 15.7 3.6 0.0 1.7 0.0 0.0 0.7 0.0: 2.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 17 9 . . 4 0 . 0 0 . 0: Old : 29: 17 9 . . 4 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 73.8 75.3 93.4 56.5 71.2 75.0 88.5 Old : 56.5 73.8 75.3 93.4 56.5 71.2 75.0 88.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 22,190: 18,980 18,500 1,630 1,835 1,260 0 300 0 0 0 0: 320 295 Old : 22,190: 18,980 18,500 1,630 1,835 1,260 0 300 0 0 0 0: 320 295 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 100: 0 160 100 0 -60 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 83.4 7.3 8.3 5.7 0.0 1.4 0.0 0.0 0.0 0.0: 1.4 1.3 Old : 100.0: 85.5 83.4 7.3 8.3 5.7 0.0 1.4 0.0 0.0 0.0 0.0: 1.4 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 17 7 . . . 0 . 0 0 0 0: Old : 27: 17 7 . . . 0 . 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.6 81.5 73.8 97.0 52.6 76.3 72.9 90.0 Old : 52.6 81.5 73.8 97.0 52.6 76.3 72.9 90.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(40 MEGAWATT HOURS PER PEAK DAY) : : : Positions : All : 21,033: 15,249 17,122 2,466 161 1,863 0 509 534 220 0 0: 701 844 Old : 21,033: 15,249 17,122 2,466 161 1,863 0 509 534 220 0 0: 701 844 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 552: 552 480 -72 0 72 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 81.4 11.7 0.8 8.9 0.0 2.4 2.5 1.0 0.0 0.0: 3.3 4.0 Old : 100.0: 72.5 81.4 11.7 0.8 8.9 0.0 2.4 2.5 1.0 0.0 0.0: 3.3 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 16 5 . 7 0 . . . 0 0: Old : 32: 19 16 5 . 7 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 56.4 69.9 74.4 35.0 43.8 44.7 50.2 Old : 54.3 56.4 69.9 74.4 35.0 43.8 44.7 50.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(2.5 MEGAWATTS PER OFF PEAK HRS) : : : Positions : All : 10,585: 4,520 6,096 908 0 1,580 0 408 1,052 0 0 0: 2,525 1,449 Old : 10,585: 4,520 6,096 908 0 1,580 0 408 1,052 0 0 0: 2,525 1,449 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 120: 120 -120 -144 0 120 0 -24 24 0 0 0: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.7 57.6 8.6 0.0 14.9 0.0 3.9 9.9 0.0 0.0 0.0: 23.9 13.7 Old : 100.0: 42.7 57.6 8.6 0.0 14.9 0.0 3.9 9.9 0.0 0.0 0.0: 23.9 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 10 9 4 0 4 0 . . 0 0 0: Old : 20: 10 9 4 0 4 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.7 49.6 56.5 69.7 18.9 38.6 29.8 45.9 Old : 36.7 49.6 56.5 69.7 18.9 38.6 29.8 45.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 19,954: 12,546 16,244 6,599 1,494 0 0 1,705 0 681 0 0: 128 511 Old : 19,954: 12,546 16,244 6,599 1,494 0 0 1,705 0 681 0 0: 128 511 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.9 81.4 33.1 7.5 0.0 0.0 8.5 0.0 3.4 0.0 0.0: 0.6 2.6 Old : 100.0: 62.9 81.4 33.1 7.5 0.0 0.0 8.5 0.0 3.4 0.0 0.0: 0.6 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 11 9 . . 0 0 . 0 . 0 0: Old : 22: 11 9 . . 0 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 80.1 85.2 92.9 59.2 80.1 84.1 90.6 Old : 59.2 80.1 85.2 92.9 59.2 80.1 84.1 90.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 413,218: 272,814 378,217 128,723 0 4,206 0 30,795 0 7,475 0 0: 0 0 Old : 413,218: 272,814 378,217 128,723 0 4,206 0 30,795 0 7,475 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.0 91.5 31.2 0.0 1.0 0.0 7.5 0.0 1.8 0.0 0.0: 0.0 0.0 Old : 100.0: 66.0 91.5 31.2 0.0 1.0 0.0 7.5 0.0 1.8 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 11 11 . 0 . 0 . 0 . 0 0: Old : 23: 11 11 . 0 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 88.0 82.9 95.3 57.5 88.0 80.6 94.4 Old : 58.6 88.0 82.9 95.3 57.5 88.0 80.6 94.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 346,497: 85,660 343,776 224,469 0 2,721 0 0 0 33,647 0 0: 0 0 Old : 346,497: 85,660 343,776 224,469 0 2,721 0 0 0 33,647 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 99.2 64.8 0.0 0.8 0.0 0.0 0.0 9.7 0.0 0.0: 0.0 0.0 Old : 100.0: 24.7 99.2 64.8 0.0 0.8 0.0 0.0 0.0 9.7 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 7 10 . 0 . 0 0 0 . 0 0: Old : 21: 7 10 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.7 89.0 97.1 97.9 81.7 89.0 96.3 97.9 Old : 81.7 89.0 97.1 97.9 81.7 89.0 96.3 97.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 45,971: 33,700 43,442 9,592 0 2,275 0 0 0 0 0 0: 404 254 Old : 45,971: 33,700 43,442 9,592 0 2,275 0 0 0 0 0 0: 404 254 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.3 94.5 20.9 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.6 Old : 100.0: 73.3 94.5 20.9 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 8 13 . 0 . 0 0 0 0 0 0: Old : 20: 8 13 . 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 64.8 96.4 85.2 62.4 54.4 73.9 69.8 Old : 71.1 64.8 96.4 85.2 62.4 54.4 73.9 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 MEGAWATT HOURS) : : : Positions : All : 745,065: 578,374 703,400 125,026 0 41,665 0 0 0 0 0 0: 0 0 Old : 745,065: 578,374 703,400 125,026 0 41,665 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.6 94.4 16.8 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 77.6 94.4 16.8 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 10 14 4 0 . 0 0 0 0 0 0: Old : 23: 10 14 4 0 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 61.5 92.3 83.9 55.6 53.4 71.8 69.9 Old : 65.6 61.5 92.3 83.9 55.6 53.4 71.8 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 150,997: 104,448 96,640 9,949 17,402 29,067 2,565 1,792 4,565 0 1,126 149: 254 256 Old : 150,997: 104,448 96,640 9,949 17,402 29,067 2,565 1,792 4,565 0 1,126 149: 254 256 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -2,530: 2,550 -2,530 0 5,080 -5,080 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 64.0 6.6 11.5 19.3 1.7 1.2 3.0 0.0 0.7 0.1: 0.2 0.2 Old : 100.0: 69.2 64.0 6.6 11.5 19.3 1.7 1.2 3.0 0.0 0.7 0.1: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 19 22 4 4 . . . . 0 . .: Old : 37: 19 22 4 4 . . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 56.9 71.6 75.1 26.6 25.3 38.0 37.3 Old : 50.7 56.9 71.6 75.1 26.6 25.3 38.0 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 2,843,255: 2,233,505 1,471,592 50,208 508,907 554,036 0 308,720 0 5,506 0 0: 0 0 Old : 2,843,255: 2,233,505 1,471,592 50,208 508,907 554,036 0 308,720 0 5,506 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -93,920: 0 -93,920 0 93,920 -93,920 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.6 51.8 1.8 17.9 19.5 0.0 10.9 0.0 0.2 0.0 0.0: 0.0 0.0 Old : 100.0: 78.6 51.8 1.8 17.9 19.5 0.0 10.9 0.0 0.2 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 21 19 . 5 . 0 . 0 . 0 0: Old : 36: 21 19 . 5 . 0 . 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.5 69.2 86.9 85.4 33.6 33.8 46.6 44.5 Old : 66.5 69.2 86.9 85.4 33.6 33.8 46.6 44.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 21,261: 13,463 12,796 5,220 745 1,275 0 4,910 1,280 0 0 0: 23 255 Old : 21,261: 13,463 12,796 5,220 745 1,275 0 4,910 1,280 0 0 0: 23 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 60.2 24.6 3.5 6.0 0.0 23.1 6.0 0.0 0.0 0.0: 0.1 1.2 Old : 100.0: 63.3 60.2 24.6 3.5 6.0 0.0 23.1 6.0 0.0 0.0 0.0: 0.1 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 11 10 . . . 0 . . 0 0 0: Old : 21: 11 10 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 68.7 82.4 90.6 54.8 62.8 69.8 75.1 Old : 59.7 68.7 82.4 90.6 54.8 62.8 69.8 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 53,446: 40,093 45,336 7,920 745 4,153 0 1,932 1,280 0 0 0: 0 0 Old : 53,446: 40,093 45,336 7,920 745 4,153 0 1,932 1,280 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 84.8 14.8 1.4 7.8 0.0 3.6 2.4 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 75.0 84.8 14.8 1.4 7.8 0.0 3.6 2.4 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 13 11 . . . 0 . . 0 0 0: Old : 24: 13 11 . . . 0 . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 65.3 73.9 87.9 41.0 48.1 58.8 64.5 Old : 47.8 65.3 73.9 87.9 41.0 48.1 58.8 64.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 77,041: 59,992 49,457 0 16,132 8,892 3,925 0 2,560 1,374 0 0: 298 0 Old : 77,041: 59,992 49,457 0 16,132 8,892 3,925 0 2,560 1,374 0 0: 298 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 4,064: 762 5,842 0 -5,080 3,302 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 64.2 0.0 20.9 11.5 5.1 0.0 3.3 1.8 0.0 0.0: 0.4 0.0 Old : 100.0: 77.9 64.2 0.0 20.9 11.5 5.1 0.0 3.3 1.8 0.0 0.0: 0.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 22 16 0 4 . . 0 . . 0 0: Old : 32: 22 16 0 4 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 64.1 71.5 84.5 35.4 45.3 48.1 53.7 Old : 46.2 64.1 71.5 84.5 35.4 45.3 48.1 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 43,111: 26,518 35,223 10,566 3,858 1,613 0 0 0 1,997 0 2,268: 149 149 Old : 43,111: 26,518 35,223 10,566 3,858 1,613 0 0 0 1,997 0 2,268: 149 149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.5 81.7 24.5 8.9 3.7 0.0 0.0 0.0 4.6 0.0 5.3: 0.3 0.3 Old : 100.0: 61.5 81.7 24.5 8.9 3.7 0.0 0.0 0.0 4.6 0.0 5.3: 0.3 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 14 . . . 0 0 0 . 0 .: Old : 24: 14 14 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 50.4 77.4 71.9 45.4 45.6 62.3 63.3 Old : 54.6 50.4 77.4 71.9 45.4 45.6 62.3 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 40,763: 35,320 23,175 2,198 14,299 3,140 0 0 0 105 0 0: 0 149 Old : 40,763: 35,320 23,175 2,198 14,299 3,140 0 0 0 105 0 0: 0 149 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 56.9 5.4 35.1 7.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.4 Old : 100.0: 86.6 56.9 5.4 35.1 7.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 17 10 . . . 0 0 0 . 0 0: Old : 28: 17 10 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 62.7 68.0 88.8 46.1 58.0 66.6 80.6 Old : 46.1 62.7 68.0 88.8 46.1 58.0 66.6 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 332,798: 242,515 297,468 41,767 0 0 25,036 11,850 23,480 0 0 0: 0 0 Old : 332,798: 242,515 297,468 41,767 0 0 25,036 11,850 23,480 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.9 89.4 12.6 0.0 0.0 7.5 3.6 7.1 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 72.9 89.4 12.6 0.0 0.0 7.5 3.6 7.1 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 12 12 . 0 0 . . . 0 0 0: Old : 22: 12 12 . 0 0 . . . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 68.4 88.7 85.1 50.7 62.7 71.8 74.4 Old : 58.4 68.4 88.7 85.1 50.7 62.7 71.8 74.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 972,305: 615,373 670,077 117,929 154,071 120,627 90,846 0 27,530 0 0 0: 0 0 Old : 972,305: 615,373 670,077 117,929 154,071 120,627 90,846 0 27,530 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.3 68.9 12.1 15.8 12.4 9.3 0.0 2.8 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 63.3 68.9 12.1 15.8 12.4 9.3 0.0 2.8 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 14 . . . . 0 . 0 0 0: Old : 24: 14 14 . . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 54.7 83.8 74.3 35.5 29.1 43.3 43.4 Old : 62.7 54.7 83.8 74.3 35.5 29.1 43.3 43.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 1,793,856: 1,048,818 1,224,822 141,644 250,120 318,914 266,975 0 0 17,505 0 0: 0 0 Old : 1,793,856: 1,048,818 1,224,822 141,644 250,120 318,914 266,975 0 0 17,505 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 51,656: 14,088 131,488 0 -117,400 37,568 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 68.3 7.9 13.9 17.8 14.9 0.0 0.0 1.0 0.0 0.0: 0.0 0.0 Old : 100.0: 58.5 68.3 7.9 13.9 17.8 14.9 0.0 0.0 1.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 15 11 4 . 5 . 0 0 . 0 0: Old : 28: 15 11 4 . 5 . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.8 77.4 77.7 92.7 42.9 61.2 55.1 65.8 Old : 52.8 77.4 77.7 92.7 42.9 61.2 55.1 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 673,254: 334,987 516,084 2,753 63,250 93,920 0 0 0 241,594 0 0: 0 0 Old : 673,254: 334,987 516,084 2,753 63,250 93,920 0 0 0 241,594 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.8 76.7 0.4 9.4 14.0 0.0 0.0 0.0 35.9 0.0 0.0: 0.0 0.0 Old : 100.0: 49.8 76.7 0.4 9.4 14.0 0.0 0.0 0.0 35.9 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 12 12 . 4 . 0 0 0 . 0 0: Old : 23: 12 12 . 4 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.1 57.2 89.1 80.9 65.5 49.4 72.6 61.8 Old : 69.1 57.2 89.1 80.9 65.5 49.4 72.6 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 5 Megawatt Hours) : : : Positions : All : 481,183: 363,037 247,195 53,398 169,240 64,748 0 0 0 0 0 0: 0 0 Old : 481,183: 363,037 247,195 53,398 169,240 64,748 0 0 0 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.4 51.4 11.1 35.2 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 75.4 51.4 11.1 35.2 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 12 11 . 5 . 0 0 0 0 0 0: Old : 25: 12 11 . 5 . 0 0 0 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.5 59.4 82.2 84.3 40.4 47.4 65.6 66.0 Old : 50.5 59.4 82.2 84.3 40.4 47.4 65.6 66.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 20,847: 9,069 19,108 6,535 819 120 0 0 0 4,228 0 0: 895 800 Old : 20,847: 9,069 19,108 6,535 819 120 0 0 0 4,228 0 0: 895 800 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 24: 24 24 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.5 91.7 31.3 3.9 0.6 0.0 0.0 0.0 20.3 0.0 0.0: 4.3 3.8 Old : 100.0: 43.5 91.7 31.3 3.9 0.6 0.0 0.0 0.0 20.3 0.0 0.0: 4.3 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 10 15 . . . 0 0 0 . 0 0: Old : 25: 10 15 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.9 44.1 91.8 75.6 71.5 44.1 89.4 75.3 Old : 73.9 44.1 91.8 75.6 71.5 44.1 89.4 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 19,242: 9,060 17,562 5,290 480 470 0 0 0 3,643 0 0: 779 730 Old : 19,242: 9,060 17,562 5,290 480 470 0 0 0 3,643 0 0: 779 730 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.1 91.3 27.5 2.5 2.4 0.0 0.0 0.0 18.9 0.0 0.0: 4.0 3.8 Old : 100.0: 47.1 91.3 27.5 2.5 2.4 0.0 0.0 0.0 18.9 0.0 0.0: 4.0 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 8 16 . . . 0 0 0 . 0 0: Old : 25: 8 16 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.2 46.7 93.5 72.7 72.9 46.7 84.3 69.0 Old : 79.2 46.7 93.5 72.7 72.9 46.7 84.3 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 12,865: 10,134 8,849 55 2,629 637 175 350 0 1,278 0 400: 186 0 Old : 12,865: 10,134 8,849 55 2,629 637 175 350 0 1,278 0 400: 186 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 947: 1,133 881 -57 154 117 0 0 0 25 0 -25: -246 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 68.8 0.4 20.4 5.0 1.4 2.7 0.0 9.9 0.0 3.1: 1.4 0.0 Old : 100.0: 78.8 68.8 0.4 20.4 5.0 1.4 2.7 0.0 9.9 0.0 3.1: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 34: 19 18 . 5 5 . . 0 . 0 .: Old : 34: 19 18 . 5 5 . . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.5 52.2 71.5 71.5 46.7 48.7 59.8 64.6 Old : 54.5 52.2 71.5 71.5 46.7 48.7 59.8 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 11,589: 7,009 8,131 1,342 3,270 113 0 0 0 2,165 0 75: 885 0 Old : 11,589: 7,009 8,131 1,342 3,270 113 0 0 0 2,165 0 75: 885 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 860: 860 630 0 230 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.5 70.2 11.6 28.2 1.0 0.0 0.0 0.0 18.7 0.0 0.6: 7.6 0.0 Old : 100.0: 60.5 70.2 11.6 28.2 1.0 0.0 0.0 0.0 18.7 0.0 0.6: 7.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 23: 13 14 . . . 0 0 0 . 0 .: Old : 23: 13 14 . . . 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 55.4 77.7 78.1 41.7 34.9 56.4 55.9 Old : 59.2 55.4 77.7 78.1 41.7 34.9 56.4 55.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 13,674: 11,294 4,996 164 5,334 1,099 75 325 25 0 1,250 600: 417 45 Old : 13,674: 11,294 4,996 164 5,334 1,099 75 325 25 0 1,250 600: 417 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 386: 386 76 0 360 0 0 0 0 0 -50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.6 36.5 1.2 39.0 8.0 0.5 2.4 0.2 0.0 9.1 4.4: 3.0 0.3 Old : 100.0: 82.6 36.5 1.2 39.0 8.0 0.5 2.4 0.2 0.0 9.1 4.4: 3.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 15 . 4 5 . . . 0 . .: Old : 32: 19 15 . 4 5 . . . 0 . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 59.4 65.2 85.3 34.9 52.9 57.0 71.6 Old : 41.3 59.4 65.2 85.3 34.9 52.9 57.0 71.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 9,674: 7,950 4,150 310 4,559 815 0 0 0 195 0 95: 309 55 Old : 9,674: 7,950 4,150 310 4,559 815 0 0 0 195 0 95: 309 55 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -104: -179 -284 -150 0 150 0 0 0 25 0 -25: 75 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.2 42.9 3.2 47.1 8.4 0.0 0.0 0.0 2.0 0.0 1.0: 3.2 0.6 Old : 100.0: 82.2 42.9 3.2 47.1 8.4 0.0 0.0 0.0 2.0 0.0 1.0: 3.2 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 14 14 . 4 4 0 0 0 . 0 .: Old : 25: 14 14 . 4 4 0 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 66.0 80.4 85.0 48.9 60.1 69.1 71.3 Old : 55.9 66.0 80.4 85.0 48.9 60.1 69.1 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 61,882: 58,196 58,515 1,235 655 775 0 0 0 575 950 0: 1,101 987 Old : 61,882: 58,196 58,515 1,235 655 775 0 0 0 575 950 0: 1,101 987 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 100: 100 0 0 0 0 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.0 94.6 2.0 1.1 1.3 0.0 0.0 0.0 0.9 1.5 0.0: 1.8 1.6 Old : 100.0: 94.0 94.6 2.0 1.1 1.3 0.0 0.0 0.0 0.9 1.5 0.0: 1.8 1.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 14 . . . 0 0 0 . . 0: Old : 26: 15 14 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.2 82.6 92.3 92.5 81.2 81.0 90.2 88.2 Old : 81.2 82.6 92.3 92.5 81.2 81.0 90.2 88.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 57,597: 55,142 54,170 960 475 940 0 0 0 25 1,000 0: 530 1,012 Old : 57,597: 55,142 54,170 960 475 940 0 0 0 25 1,000 0: 530 1,012 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -240: -240 -340 0 0 0 0 0 0 0 100 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.7 94.1 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.7 0.0: 0.9 1.8 Old : 100.0: 95.7 94.1 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.7 0.0: 0.9 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 16 14 . . . 0 0 0 . . 0: Old : 26: 16 14 . . . 0 0 0 . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 85.1 84.5 94.0 93.4 84.9 82.7 91.4 89.3 Old : 85.1 84.5 94.0 93.4 84.9 82.7 91.4 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 15,640: 11,730 14,825 2,005 0 140 0 400 0 1,250 0 250: 265 25 Old : 15,640: 11,730 14,825 2,005 0 140 0 400 0 1,250 0 250: 265 25 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.0 94.8 12.8 0.0 0.9 0.0 2.6 0.0 8.0 0.0 1.6: 1.7 0.2 Old : 100.0: 75.0 94.8 12.8 0.0 0.9 0.0 2.6 0.0 8.0 0.0 1.6: 1.7 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 14 7 . 0 . 0 . 0 . 0 .: Old : 22: 14 7 . 0 . 0 . 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 92.0 79.6 98.5 57.6 91.5 75.4 92.8 Old : 60.1 92.0 79.6 98.5 57.6 91.5 75.4 92.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 11,420: 10,510 8,285 410 1,830 95 0 550 0 0 350 0: 405 310 Old : 11,420: 10,510 8,285 410 1,830 95 0 550 0 0 350 0: 405 310 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.0 72.5 3.6 16.0 0.8 0.0 4.8 0.0 0.0 3.1 0.0: 3.5 2.7 Old : 100.0: 92.0 72.5 3.6 16.0 0.8 0.0 4.8 0.0 0.0 3.1 0.0: 3.5 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 21: 12 9 . . . 0 . 0 0 . 0: Old : 21: 12 9 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.3 55.6 89.2 84.8 47.4 42.2 59.7 58.0 Old : 68.3 55.6 89.2 84.8 47.4 42.2 59.7 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 18,465: 17,775 12,850 0 450 200 0 1,800 0 0 3,045 0: 490 120 Old : 18,465: 17,775 12,850 0 450 200 0 1,800 0 0 3,045 0: 490 120 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.3 69.6 0.0 2.4 1.1 0.0 9.7 0.0 0.0 16.5 0.0: 2.7 0.6 Old : 100.0: 96.3 69.6 0.0 2.4 1.1 0.0 9.7 0.0 0.0 16.5 0.0: 2.7 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 12 0 . . 0 . 0 0 . 0: Old : 22: 13 12 0 . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.0 54.9 86.4 86.8 62.2 54.9 72.3 74.2 Old : 69.0 54.9 86.4 86.8 62.2 54.9 72.3 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 23,978: 22,968 22,338 205 20 270 0 1,050 0 0 300 0: 535 0 Old : 23,978: 22,968 22,338 205 20 270 0 1,050 0 0 300 0: 535 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 600: 600 300 0 0 0 0 0 0 0 300 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.8 93.2 0.9 0.1 1.1 0.0 4.4 0.0 0.0 1.3 0.0: 2.2 0.0 Old : 100.0: 95.8 93.2 0.9 0.1 1.1 0.0 4.4 0.0 0.0 1.3 0.0: 2.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 11 . . . 0 . 0 0 . 0: Old : 24: 14 11 . . . 0 . 0 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 88.4 87.0 97.4 67.1 80.8 82.0 88.4 Old : 68.6 88.4 87.0 97.4 67.1 80.8 82.0 88.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 63,837: 47,035 55,086 1,350 2,395 710 3,950 0 0 5,146 0 850: 4,796 4,796 Old : 63,837: 47,035 55,086 1,350 2,395 710 3,950 0 0 5,146 0 850: 4,796 4,796 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 1,057: 517 967 50 0 40 0 0 0 400 0 0: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.7 86.3 2.1 3.8 1.1 6.2 0.0 0.0 8.1 0.0 1.3: 7.5 7.5 Old : 100.0: 73.7 86.3 2.1 3.8 1.1 6.2 0.0 0.0 8.1 0.0 1.3: 7.5 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 20 21 . . . . 0 0 . 0 .: Old : 32: 20 21 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 48.1 73.2 70.9 48.2 47.3 66.0 66.3 Old : 53.0 48.1 73.2 70.9 48.2 47.3 66.0 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 58,103: 45,634 49,639 790 2,840 550 2,750 0 0 3,625 300 454: 4,300 4,320 Old : 58,103: 45,634 49,639 790 2,840 550 2,750 0 0 3,625 300 454: 4,300 4,320 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 710: 160 610 150 0 0 0 0 0 0 -300 300: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.5 85.4 1.4 4.9 0.9 4.7 0.0 0.0 6.2 0.5 0.8: 7.4 7.4 Old : 100.0: 78.5 85.4 1.4 4.9 0.9 4.7 0.0 0.0 6.2 0.5 0.8: 7.4 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 18 20 . . . . 0 0 . . .: Old : 32: 18 20 . . . . 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 46.4 77.1 69.9 47.5 45.4 65.0 66.8 Old : 56.2 46.4 77.1 69.9 47.5 45.4 65.0 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 40,405: 30,545 30,566 2,420 965 695 0 3,325 575 3,850 2,075 320: 2,000 1,884 Old : 40,405: 30,545 30,566 2,420 965 695 0 3,325 575 3,850 2,075 320: 2,000 1,884 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 360: 860 -240 0 0 0 0 600 0 0 500 -500: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.6 75.6 6.0 2.4 1.7 0.0 8.2 1.4 9.5 5.1 0.8: 4.9 4.7 Old : 100.0: 75.6 75.6 6.0 2.4 1.7 0.0 8.2 1.4 9.5 5.1 0.8: 4.9 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 18 . . . 0 . . . . .: Old : 29: 18 18 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 50.0 76.7 73.4 50.5 38.1 62.5 58.4 Old : 54.6 50.0 76.7 73.4 50.5 38.1 62.5 58.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 36,775: 27,640 33,745 5,245 115 600 0 350 1,050 1,450 0 430: 360 485 Old : 36,775: 27,640 33,745 5,245 115 600 0 350 1,050 1,450 0 430: 360 485 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 540: 240 540 0 -600 600 0 0 0 -300 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.2 91.8 14.3 0.3 1.6 0.0 1.0 2.9 3.9 0.0 1.2: 1.0 1.3 Old : 100.0: 75.2 91.8 14.3 0.3 1.6 0.0 1.0 2.9 3.9 0.0 1.2: 1.0 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 29: 18 15 . . . 0 . . . 0 .: Old : 29: 18 15 . . . 0 . . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 63.8 65.4 81.5 40.8 60.1 59.1 71.3 Old : 44.0 63.8 65.4 81.5 40.8 60.1 59.1 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 28,185: 11,320 22,180 1,200 325 975 0 2,595 425 13,700 1,400 0: 565 285 Old : 28,185: 11,320 22,180 1,200 325 975 0 2,595 425 13,700 1,400 0: 565 285 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 715: 115 715 0 0 0 0 0 0 600 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 78.7 4.3 1.2 3.5 0.0 9.2 1.5 48.6 5.0 0.0: 2.0 1.0 Old : 100.0: 40.2 78.7 4.3 1.2 3.5 0.0 9.2 1.5 48.6 5.0 0.0: 2.0 1.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 14 11 . . . 0 . . . . 0: Old : 24: 14 11 . . . 0 . . . . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 58.8 83.8 88.8 62.6 51.9 71.0 72.7 Old : 70.4 58.8 83.8 88.8 62.6 51.9 71.0 72.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 22,510: 20,400 16,865 300 4,050 300 50 0 300 0 300 0: 1,160 695 Old : 22,510: 20,400 16,865 300 4,050 300 50 0 300 0 300 0: 1,160 695 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -5: -5 -5 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.6 74.9 1.3 18.0 1.3 0.2 0.0 1.3 0.0 1.3 0.0: 5.2 3.1 Old : 100.0: 90.6 74.9 1.3 18.0 1.3 0.2 0.0 1.3 0.0 1.3 0.0: 5.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 12 10 . . . . 0 . 0 . 0: Old : 20: 12 10 . . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 67.4 88.6 86.9 70.7 65.7 83.5 83.8 Old : 74.5 67.4 88.6 86.9 70.7 65.7 83.5 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 33,460: 23,705 22,900 0 2,185 935 575 0 925 5,170 4,825 155: 1,995 1,535 Old : 33,460: 23,705 22,900 0 2,185 935 575 0 925 5,170 4,825 155: 1,995 1,535 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : 261: -230 270 0 0 0 575 -25 -100 500 600 -484: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.8 68.4 0.0 6.5 2.8 1.7 0.0 2.8 15.5 14.4 0.5: 6.0 4.6 Old : 100.0: 70.8 68.4 0.0 6.5 2.8 1.7 0.0 2.8 15.5 14.4 0.5: 6.0 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 18 17 0 . . . 0 . . . .: Old : 31: 18 17 0 . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 44.3 69.8 63.6 44.0 38.8 60.5 55.1 Old : 49.2 44.3 69.8 63.6 44.0 38.8 60.5 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Disaggregated Commitments of Traders - Futures Only, June 24, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 27,585: 23,970 23,110 0 1,140 360 225 0 750 55 0 1,055: 1,170 1,170 Old : 27,585: 23,970 23,110 0 1,140 360 225 0 750 55 0 1,055: 1,170 1,170 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 17, 2014 : : -455: 75 -225 -10 590 -590 0 0 0 55 -245 -20: 35 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.9 83.8 0.0 4.1 1.3 0.8 0.0 2.7 0.2 0.0 3.8: 4.2 4.2 Old : 100.0: 86.9 83.8 0.0 4.1 1.3 0.8 0.0 2.7 0.2 0.0 3.8: 4.2 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 20 18 0 . . . 0 . . 0 .: Old : 27: 20 18 0 . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.3 49.2 67.0 69.8 36.6 36.6 52.9 50.3 Old : 45.3 49.2 67.0 69.8 36.6 36.6 52.9 50.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2014