COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Futures Only, July 15, 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 : 89,268: 14,255 23,462 2,071 1,974 2,908 6,438 5,922 3,075 51,556 42,793 7,516: 1,449 1,618 Old : 89,268: 14,255 23,462 2,071 1,974 2,908 6,438 5,922 3,075 51,556 42,793 7,516: 1,449 1,618 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 854: -172 903 -15 10 301 0 -365 105 8 -562 592: 35 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 26.3 2.3 2.2 3.3 7.2 6.6 3.4 57.8 47.9 8.4: 1.6 1.8 Old : 100.0: 16.0 26.3 2.3 2.2 3.3 7.2 6.6 3.4 57.8 47.9 8.4: 1.6 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 : 54: 11 13 . . 4 . . . 17 15 21: Old : 54: 11 13 . . 4 . . . 17 15 21: 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 : 45.9 41.3 67.3 59.1 45.2 38.9 61.9 53.2 Old : 45.9 41.3 67.3 59.1 45.2 38.9 61.9 53.2 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, July 15, 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 : 31,943: 9,165 5,820 3,189 390 778 3,390 995 1,140 10,591 19,213 2,900: 790 707 Old : 31,943: 9,165 5,820 3,189 390 778 3,390 995 1,140 10,591 19,213 2,900: 790 707 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 1,076: 720 -75 175 0 -64 -575 995 345 520 -125 -5: -40 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 18.2 10.0 1.2 2.4 10.6 3.1 3.6 33.2 60.1 9.1: 2.5 2.2 Old : 100.0: 28.7 18.2 10.0 1.2 2.4 10.6 3.1 3.6 33.2 60.1 9.1: 2.5 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: 9 8 . . . . . . 8 13 13: Old : 39: 9 8 . . . . . . 8 13 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 : 47.3 54.8 69.5 70.4 46.6 49.4 65.7 62.4 Old : 47.3 54.8 69.5 70.4 46.6 49.4 65.7 62.4 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, July 15, 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 : 153,074: 94,053 99,190 305 13,755 16,676 5,834 4,037 4,835 20,906 4,115 9,718: 747 748 Old : 153,074: 94,053 99,190 305 13,755 16,676 5,834 4,037 4,835 20,906 4,115 9,718: 747 748 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 1,011: -1,004 2,823 -557 84 -920 224 -155 -189 3,937 19 -564: 84 -87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 64.8 0.2 9.0 10.9 3.8 2.6 3.2 13.7 2.7 6.3: 0.5 0.5 Old : 100.0: 61.4 64.8 0.2 9.0 10.9 3.8 2.6 3.2 13.7 2.7 6.3: 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: 43 46 . 6 6 . 4 4 7 5 9: Old : 77: 43 46 . 6 6 . 4 4 7 5 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 : 35.1 29.8 52.6 48.3 20.9 17.5 33.0 29.5 Old : 35.1 29.8 52.6 48.3 20.9 17.5 33.0 29.5 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, July 15, 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 : 50,567: 17,808 44,389 20,447 3,868 1,023 10,009 0 1,001 225 232 54: 0 0 Old : 50,567: 17,808 44,389 20,447 3,868 1,023 10,009 0 1,001 225 232 54: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -105: -591 -183 -74 0 0 560 0 0 0 78 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 87.8 40.4 7.6 2.0 19.8 0.0 2.0 0.4 0.5 0.1: 0.0 0.0 Old : 100.0: 35.2 87.8 40.4 7.6 2.0 19.8 0.0 2.0 0.4 0.5 0.1: 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 : 32: 17 20 . . . . 0 . . . .: Old : 32: 17 20 . . . . 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 : 78.3 52.7 90.4 78.7 75.1 50.7 83.9 75.9 Old : 78.3 52.7 90.4 78.7 75.1 50.7 83.9 75.9 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, July 15, 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 : 391,787: 210,127 326,784 112,649 23,270 13,462 26,622 328 27,943 984 0 0: 0 0 Old : 391,787: 210,127 326,784 112,649 23,270 13,462 26,622 328 27,943 984 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 9,253: 13,386 9,253 -6,701 0 0 2,568 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.6 83.4 28.8 5.9 3.4 6.8 0.1 7.1 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 53.6 83.4 28.8 5.9 3.4 6.8 0.1 7.1 0.3 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 : 30: 19 17 . . . . . . . 0 0: Old : 30: 19 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 : 57.6 61.6 83.5 86.4 48.3 54.6 69.6 71.9 Old : 57.6 61.6 83.5 86.4 48.3 54.6 69.6 71.9 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, July 15, 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 : 1,485,558: 1,077,281 1,256,402 176,082 31,939 108,067 0 21,002 9,876 57,921 1,941 56,331: 0 0 Old : 1,485,558: 1,077,281 1,256,402 176,082 31,939 108,067 0 21,002 9,876 57,921 1,941 56,331: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -13,097: 12,926 -3,821 -7,789 -384 -15,862 0 11,279 -4,309 2,697 760 -760: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.5 84.6 11.9 2.1 7.3 0.0 1.4 0.7 3.9 0.1 3.8: 0.0 0.0 Old : 100.0: 72.5 84.6 11.9 2.1 7.3 0.0 1.4 0.7 3.9 0.1 3.8: 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 : 58: 32 37 6 . 5 0 . . 5 . 4: Old : 58: 32 37 6 . 5 0 . . 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 : 43.3 37.2 62.3 53.4 33.2 30.7 43.2 38.9 Old : 43.3 37.2 62.3 53.4 33.2 30.7 43.2 38.9 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, July 15, 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 : 42,808: 34,999 20,722 23 11,523 1,675 642 2,842 4,461 679 1,256 329: 0 0 Old : 42,808: 34,999 20,722 23 11,523 1,675 642 2,842 4,461 679 1,256 329: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -3,705: -2,759 -1,672 23 206 -510 -26 -1,577 -257 -380 -99 204: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 48.4 0.1 26.9 3.9 1.5 6.6 10.4 1.6 2.9 0.8: 0.0 0.0 Old : 100.0: 81.8 48.4 0.1 26.9 3.9 1.5 6.6 10.4 1.6 2.9 0.8: 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: 22 17 . . . . . . . . .: Old : 36: 22 17 . . . . . . . . .: 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 : 48.4 55.1 71.3 78.7 36.0 39.6 51.0 52.8 Old : 48.4 55.1 71.3 78.7 36.0 39.6 51.0 52.8 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, July 15, 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 : 299,465: 190,432 208,699 89,699 23,170 3,848 0 48,790 13,270 1,304 776 912: 0 0 Old : 299,465: 190,432 208,699 89,699 23,170 3,848 0 48,790 13,270 1,304 776 912: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -15,360: -14,055 -13,744 -665 -640 0 0 -16 -640 0 -320 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.6 69.7 30.0 7.7 1.3 0.0 16.3 4.4 0.4 0.3 0.3: 0.0 0.0 Old : 100.0: 63.6 69.7 30.0 7.7 1.3 0.0 16.3 4.4 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 : 29: 13 13 . . . 0 . . . . .: Old : 29: 13 13 . . . 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 : 65.1 61.9 86.3 89.6 58.6 49.6 74.5 73.5 Old : 65.1 61.9 86.3 89.6 58.6 49.6 74.5 73.5 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, July 15, 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 : 621,597: 498,286 482,957 18,804 75,980 56,440 36,376 0 6,220 5,471 0 0: 0 0 Old : 621,597: 498,286 482,957 18,804 75,980 56,440 36,376 0 6,220 5,471 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 193: 720 38,370 0 -22,916 -9,408 12,840 0 -5,853 1,894 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.2 77.7 3.0 12.2 9.1 5.9 0.0 1.0 0.9 0.0 0.0: 0.0 0.0 Old : 100.0: 80.2 77.7 3.0 12.2 9.1 5.9 0.0 1.0 0.9 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 : 38: 20 25 . 4 . . 0 . . 0 0: Old : 38: 20 25 . 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 : 42.0 50.7 66.6 70.8 28.9 34.5 42.3 48.6 Old : 42.0 50.7 66.6 70.8 28.9 34.5 42.3 48.6 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, July 15, 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 : 53,533: 38,232 44,984 5,442 1,244 743 3,463 0 842 2,923 3,874 1,166: 722 680 Old : 53,533: 38,232 44,984 5,442 1,244 743 3,463 0 842 2,923 3,874 1,166: 722 680 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 591: 2,394 1,280 -169 -1,207 -510 -804 0 129 0 1,370 -471: 22 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.4 84.0 10.2 2.3 1.4 6.5 0.0 1.6 5.5 7.2 2.2: 1.3 1.3 Old : 100.0: 71.4 84.0 10.2 2.3 1.4 6.5 0.0 1.6 5.5 7.2 2.2: 1.3 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 : 40: 24 23 . . . 4 0 . . . .: Old : 40: 24 23 . . . 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 : 46.2 54.6 70.1 73.2 41.1 50.5 56.9 61.1 Old : 46.2 54.6 70.1 73.2 41.1 50.5 56.9 61.1 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, July 15, 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 : 39,210: 30,120 38,930 8,450 0 250 0 0 0 150 0 0: 240 30 Old : 39,210: 30,120 38,930 8,450 0 250 0 0 0 150 0 0: 240 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 550: 2,090 550 -1,600 0 0 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 99.3 21.6 0.0 0.6 0.0 0.0 0.0 0.4 0.0 0.0: 0.6 0.1 Old : 100.0: 76.8 99.3 21.6 0.0 0.6 0.0 0.0 0.0 0.4 0.0 0.0: 0.6 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 : 29: 18 13 . 0 . 0 0 0 . 0 0: Old : 29: 18 13 . 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 : 58.9 86.6 77.5 96.9 57.5 83.7 74.0 87.4 Old : 58.9 86.6 77.5 96.9 57.5 83.7 74.0 87.4 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, July 15, 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 : 53,980: 42,905 53,230 10,455 0 250 50 450 50 150 0 0: 120 0 Old : 53,980: 42,905 53,230 10,455 0 250 50 450 50 150 0 0: 120 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 1,130: 2,545 1,160 -1,625 0 0 0 -50 50 100 0 0: 60 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 98.6 19.4 0.0 0.5 0.1 0.8 0.1 0.3 0.0 0.0: 0.2 0.0 Old : 100.0: 79.5 98.6 19.4 0.0 0.5 0.1 0.8 0.1 0.3 0.0 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 : 38: 26 14 . 0 . . . . . 0 0: Old : 38: 26 14 . 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 : 57.7 88.4 73.6 95.0 56.8 85.6 70.0 90.5 Old : 57.7 88.4 73.6 95.0 56.8 85.6 70.0 90.5 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, July 15, 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 : 9,380: 6,980 8,280 2,100 100 300 0 0 0 0 700 0: 0 0 Old : 9,380: 6,980 8,280 2,100 100 300 0 0 0 0 700 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -2,200: -2,200 -1,050 50 -600 -50 0 0 0 0 -500 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 88.3 22.4 1.1 3.2 0.0 0.0 0.0 0.0 7.5 0.0: 0.0 0.0 Old : 100.0: 74.4 88.3 22.4 1.1 3.2 0.0 0.0 0.0 0.0 7.5 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: 15 16 . . . 0 0 0 0 . 0: Old : 31: 15 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 : 57.6 47.0 80.0 71.2 54.4 41.7 68.9 61.9 Old : 57.6 47.0 80.0 71.2 54.4 41.7 68.9 61.9 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, July 15, 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 : 265,024: 182,232 227,824 39,776 0 31,360 9,272 768 2,384 0 2,688 0: 0 0 Old : 265,024: 182,232 227,824 39,776 0 31,360 9,272 768 2,384 0 2,688 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -6,104: -3,808 536 -360 -6,640 -408 -1,568 0 808 -384 1,136 -384: 0 -1,152 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.8 86.0 15.0 0.0 11.8 3.5 0.3 0.9 0.0 1.0 0.0: 0.0 0.0 Old : 100.0: 68.8 86.0 15.0 0.0 11.8 3.5 0.3 0.9 0.0 1.0 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 : 34: 18 18 4 0 . . . . 0 . 0: Old : 34: 18 18 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 : 41.4 65.7 64.9 83.0 31.1 52.5 45.9 58.4 Old : 41.4 65.7 64.9 83.0 31.1 52.5 45.9 58.4 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, July 15, 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 : 11,161: 8,004 6,105 0 2,886 657 0 63 86 1,878 1,002 234: 302 128 Old : 11,161: 8,004 6,105 0 2,886 657 0 63 86 1,878 1,002 234: 302 128 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -1,323: -883 29 0 -719 0 -42 -63 -21 -355 -315 21: -43 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.7 54.7 0.0 25.9 5.9 0.0 0.6 0.8 16.8 9.0 2.1: 2.7 1.1 Old : 100.0: 71.7 54.7 0.0 25.9 5.9 0.0 0.6 0.8 16.8 9.0 2.1: 2.7 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 : 26: 14 12 0 4 . 0 . . . . .: Old : 26: 14 12 0 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 : 46.3 53.9 74.8 79.1 42.8 49.9 67.1 70.7 Old : 46.3 53.9 74.8 79.1 42.8 49.9 67.1 70.7 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, July 15, 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 : 18,550: 14,450 12,850 0 4,300 750 500 0 150 2,450 250 250: 0 0 Old : 18,550: 14,450 12,850 0 4,300 750 500 0 150 2,450 250 250: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -1,300: -100 -350 -250 -300 -350 300 0 -300 -600 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.9 69.3 0.0 23.2 4.0 2.7 0.0 0.8 13.2 1.3 1.3: 0.0 0.0 Old : 100.0: 77.9 69.3 0.0 23.2 4.0 2.7 0.0 0.8 13.2 1.3 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 8 0 4 . . 0 . . . .: Old : 23: 13 8 0 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 : 52.3 66.0 78.4 90.6 50.9 62.0 72.8 78.7 Old : 52.3 66.0 78.4 90.6 50.9 62.0 72.8 78.7 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, July 15, 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 : 16,760: 13,700 14,825 1,075 200 675 760 0 0 550 1,000 0: 0 60 Old : 16,760: 13,700 14,825 1,075 200 675 760 0 0 550 1,000 0: 0 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -3,105: -2,805 -1,305 -250 -1,200 0 0 0 0 -50 -650 0: 0 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.7 88.5 6.4 1.2 4.0 4.5 0.0 0.0 3.3 6.0 0.0: 0.0 0.4 Old : 100.0: 81.7 88.5 6.4 1.2 4.0 4.5 0.0 0.0 3.3 6.0 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 : 33: 15 18 . . . . 0 0 . . 0: Old : 33: 15 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 : 54.4 52.2 79.5 70.1 44.4 41.2 61.5 57.7 Old : 54.4 52.2 79.5 70.1 44.4 41.2 61.5 57.7 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, July 15, 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 : 11,387: 9,992 7,347 600 2,930 180 0 535 375 0 0 0: 240 20 Old : 11,387: 9,992 7,347 600 2,930 180 0 535 375 0 0 0: 240 20 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 103: 533 -12 0 -115 0 0 350 0 0 0 0: -430 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.7 64.5 5.3 25.7 1.6 0.0 4.7 3.3 0.0 0.0 0.0: 2.1 0.2 Old : 100.0: 87.7 64.5 5.3 25.7 1.6 0.0 4.7 3.3 0.0 0.0 0.0: 2.1 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 : 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 : 45.4 51.9 68.7 79.1 42.8 45.8 61.0 64.7 Old : 45.4 51.9 68.7 79.1 42.8 45.8 61.0 64.7 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, July 15, 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 : 20,246: 14,567 14,999 153 754 2,570 1,331 0 620 387 152 0: 618 1,151 Old : 20,246: 14,567 14,999 153 754 2,570 1,331 0 620 387 152 0: 618 1,151 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -1,268: -712 -340 -210 -655 -255 157 0 3 -187 86 -44: -20 -63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 74.1 0.8 3.7 12.7 6.6 0.0 3.1 1.9 0.8 0.0: 3.1 5.7 Old : 100.0: 72.0 74.1 0.8 3.7 12.7 6.6 0.0 3.1 1.9 0.8 0.0: 3.1 5.7 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 : 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 : 34.2 55.7 54.5 71.4 23.3 40.8 36.6 46.7 Old : 34.2 55.7 54.5 71.4 23.3 40.8 36.6 46.7 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, July 15, 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 : 32,775: 27,593 22,226 1,304 1,240 2,109 0 3,781 1,154 0 1,705 450: 165 110 Old : 32,775: 27,593 22,226 1,304 1,240 2,109 0 3,781 1,154 0 1,705 450: 165 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -1,340: -720 668 -30 -1,678 -600 0 245 10 0 15 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.2 67.8 4.0 3.8 6.4 0.0 11.5 3.5 0.0 5.2 1.4: 0.5 0.3 Old : 100.0: 84.2 67.8 4.0 3.8 6.4 0.0 11.5 3.5 0.0 5.2 1.4: 0.5 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 : 41: 29 25 4 . . 0 . . 0 . .: Old : 41: 29 25 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 : 33.5 50.2 54.7 68.4 29.4 36.9 46.3 52.4 Old : 33.5 50.2 54.7 68.4 29.4 36.9 46.3 52.4 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, July 15, 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 : 40,854: 34,294 27,547 741 5,393 804 150 2,221 2,595 650 789 1,490: 130 15 Old : 40,854: 34,294 27,547 741 5,393 804 150 2,221 2,595 650 789 1,490: 130 15 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -403: 1,282 830 -87 160 -1,803 0 355 10 0 -150 195: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 83.9 67.4 1.8 13.2 2.0 0.4 5.4 6.4 1.6 1.9 3.6: 0.3 0.0 Old : 100.0: 83.9 67.4 1.8 13.2 2.0 0.4 5.4 6.4 1.6 1.9 3.6: 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: 31 30 . 6 5 . . . . . .: Old : 48: 31 30 . 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 : 38.6 38.7 63.7 60.1 33.9 29.4 54.1 47.7 Old : 38.6 38.7 63.7 60.1 33.9 29.4 54.1 47.7 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, July 15, 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 : 34,160: 31,970 30,110 100 2,800 1,250 0 0 0 600 0 0: 240 0 Old : 34,160: 31,970 30,110 100 2,800 1,250 0 0 0 600 0 0: 240 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 550: 2,010 550 -1,700 0 0 0 0 0 0 0 0: 240 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.6 88.1 0.3 8.2 3.7 0.0 0.0 0.0 1.8 0.0 0.0: 0.7 0.0 Old : 100.0: 93.6 88.1 0.3 8.2 3.7 0.0 0.0 0.0 1.8 0.0 0.0: 0.7 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 : 26: 20 9 . . . 0 0 0 . 0 0: Old : 26: 20 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 : 57.8 91.8 74.6 99.2 57.8 83.1 73.5 86.2 Old : 57.8 91.8 74.6 99.2 57.8 83.1 73.5 86.2 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, July 15, 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 : 39,114: 36,654 34,754 400 2,810 1,550 0 0 0 450 0 0: 60 0 Old : 39,114: 36,654 34,754 400 2,810 1,550 0 0 0 450 0 0: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 40: 1,740 40 -1,700 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.7 88.9 1.0 7.2 4.0 0.0 0.0 0.0 1.2 0.0 0.0: 0.2 0.0 Old : 100.0: 93.7 88.9 1.0 7.2 4.0 0.0 0.0 0.0 1.2 0.0 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 : 33: 24 14 . . . 0 0 0 . 0 0: Old : 33: 24 14 . . . 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 : 52.3 89.5 70.6 95.8 52.3 82.0 69.3 86.1 Old : 52.3 89.5 70.6 95.8 52.3 82.0 69.3 86.1 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, July 15, 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 : 440,503: 267,846 386,907 81,488 19,460 4,737 41,620 0 22,879 18,700 3,287 3,233: 0 0 Old : 440,503: 267,846 386,907 81,488 19,460 4,737 41,620 0 22,879 18,700 3,287 3,233: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 2,656: 19,145 6,991 -12,546 376 -5,087 0 0 0 1,144 376 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 87.8 18.5 4.4 1.1 9.4 0.0 5.2 4.2 0.7 0.7: 0.0 0.0 Old : 100.0: 60.8 87.8 18.5 4.4 1.1 9.4 0.0 5.2 4.2 0.7 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 : 40: 23 25 4 . . . 0 . . . .: Old : 40: 23 25 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 : 47.0 47.5 68.4 68.6 41.0 44.0 57.1 57.5 Old : 47.0 47.5 68.4 68.6 41.0 44.0 57.1 57.5 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, July 15, 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 : 31,722: 18,965 27,444 4,202 1,465 302 4,118 256 901 1,717 961 306: 1,211 87 Old : 31,722: 18,965 27,444 4,202 1,465 302 4,118 256 901 1,717 961 306: 1,211 87 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -1: 1,310 2,710 241 -1,132 -1,206 -90 0 0 -118 0 -118: -20 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.8 86.5 13.2 4.6 1.0 13.0 0.8 2.8 5.4 3.0 1.0: 3.8 0.3 Old : 100.0: 59.8 86.5 13.2 4.6 1.0 13.0 0.8 2.8 5.4 3.0 1.0: 3.8 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 : 43: 25 29 4 . . . . . . . .: Old : 43: 25 29 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 : 42.8 35.7 68.6 57.6 37.4 31.4 53.0 49.3 Old : 42.8 35.7 68.6 57.6 37.4 31.4 53.0 49.3 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, July 15, 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 : 14,936: 9,187 11,996 1,982 127 586 1,030 0 1,842 179 255 130: 0 0 Old : 14,936: 9,187 11,996 1,982 127 586 1,030 0 1,842 179 255 130: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -3,032: -1,432 -2,145 -825 -1,014 0 -827 0 77 0 50 0: -25 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.5 80.3 13.3 0.9 3.9 6.9 0.0 12.3 1.2 1.7 0.9: 0.0 0.0 Old : 100.0: 61.5 80.3 13.3 0.9 3.9 6.9 0.0 12.3 1.2 1.7 0.9: 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: 15 7 . . . . 0 . . . .: Old : 25: 15 7 . . . . 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 : 55.4 89.0 75.5 98.8 43.0 77.0 62.3 80.1 Old : 55.4 89.0 75.5 98.8 43.0 77.0 62.3 80.1 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, July 15, 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 : 245,872: 100,727 222,640 49,835 0 15,520 69,148 0 7,712 2,930 0 0: 0 0 Old : 245,872: 100,727 222,640 49,835 0 15,520 69,148 0 7,712 2,930 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -22,400: -10,880 -21,120 -960 0 -1,280 -8,960 0 0 -320 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.0 90.6 20.3 0.0 6.3 28.1 0.0 3.1 1.2 0.0 0.0: 0.0 0.0 Old : 100.0: 41.0 90.6 20.3 0.0 6.3 28.1 0.0 3.1 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 : 20: 10 4 . 0 . . 0 . . 0 0: Old : 20: 10 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 : 77.4 98.9 92.1 100.0 68.0 90.6 82.6 90.6 Old : 77.4 98.9 92.1 100.0 68.0 90.6 82.6 90.6 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, July 15, 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 : 509,864: 351,568 481,969 140,695 0 2,400 0 10,753 12,832 2,369 1,910 0: 0 0 Old : 509,864: 351,568 481,969 140,695 0 2,400 0 10,753 12,832 2,369 1,910 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -2,192: 11,025 -2,141 -10,888 0 -1,569 0 760 -760 0 1,518 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 94.5 27.6 0.0 0.5 0.0 2.1 2.5 0.5 0.4 0.0: 0.0 0.0 Old : 100.0: 69.0 94.5 27.6 0.0 0.5 0.0 2.1 2.5 0.5 0.4 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 : 32: 19 16 4 0 . 0 . . . . 0: Old : 32: 19 16 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 : 54.9 78.8 74.3 93.7 53.2 69.4 70.3 80.2 Old : 54.9 78.8 74.3 93.7 53.2 69.4 70.3 80.2 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, July 15, 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 : 43,857: 29,011 40,936 4,429 1,324 0 2,548 132 1,018 6,212 0 0: 639 447 Old : 43,857: 29,011 40,936 4,429 1,324 0 2,548 132 1,018 6,212 0 0: 639 447 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 1,519: 788 2,006 -108 44 -489 727 0 -63 685 0 0: -21 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.1 93.3 10.1 3.0 0.0 5.8 0.3 2.3 14.2 0.0 0.0: 1.5 1.0 Old : 100.0: 66.1 93.3 10.1 3.0 0.0 5.8 0.3 2.3 14.2 0.0 0.0: 1.5 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 : 29: 18 15 . . 0 . . . . 0 0: Old : 29: 18 15 . . 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 : 53.3 86.9 76.7 93.2 52.8 79.8 72.9 84.2 Old : 53.3 86.9 76.7 93.2 52.8 79.8 72.9 84.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW Disaggregated Commitments of Traders - Futures Only, July 15, 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 : 5,953: 4,569 4,439 710 106 127 0 832 0 123 256 0: 424 193 Old : 5,953: 4,569 4,439 710 106 127 0 832 0 123 256 0: 424 193 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.8 74.6 11.9 1.8 2.1 0.0 14.0 0.0 2.1 4.3 0.0: 7.1 3.2 Old : 100.0: 76.8 74.6 11.9 1.8 2.1 0.0 14.0 0.0 2.1 4.3 0.0: 7.1 3.2 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 : 20: 9 9 4 . . 0 . 0 . . 0: Old : 20: 9 9 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 : 57.2 77.5 77.8 90.0 56.1 75.4 73.9 85.0 Old : 57.2 77.5 77.8 90.0 56.1 75.4 73.9 85.0 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, July 15, 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 : 75,754: 73,402 67,218 2,352 4,632 0 0 3,904 0 0 0 0: 0 0 Old : 75,754: 73,402 67,218 2,352 4,632 0 0 3,904 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: July 8, 2014 : : -440: 18,373 -440 -18,813 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 96.9 88.7 3.1 6.1 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 96.9 88.7 3.1 6.1 0.0 0.0 5.2 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 0: Old : 21: 11 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 : 64.5 74.4 90.2 92.8 59.4 74.3 84.5 87.7 Old : 64.5 74.4 90.2 92.8 59.4 74.3 84.5 87.7 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, July 15, 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 : 15,546: 10,607 13,913 1,073 0 240 148 0 0 2,085 379 329: 1,064 685 Old : 15,546: 10,607 13,913 1,073 0 240 148 0 0 2,085 379 329: 1,064 685 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -136: 1,043 -184 -1,651 0 23 0 0 0 428 44 0: 21 -19 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 89.5 6.9 0.0 1.5 1.0 0.0 0.0 13.4 2.4 2.1: 6.8 4.4 Old : 100.0: 68.2 89.5 6.9 0.0 1.5 1.0 0.0 0.0 13.4 2.4 2.1: 6.8 4.4 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 : 27: 15 17 . 0 . . 0 0 . . .: Old : 27: 15 17 . 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 : 39.2 48.2 61.3 71.2 29.0 39.0 48.2 51.4 Old : 39.2 48.2 61.3 71.2 29.0 39.0 48.2 51.4 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, July 15, 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 : 206,420: 124,769 201,323 43,110 2,753 0 0 0 0 36,522 325 2,019: 0 0 Old : 206,420: 124,769 201,323 43,110 2,753 0 0 0 0 36,522 325 2,019: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -8,553: 39,073 -7,425 -48,043 0 0 0 0 0 0 -1,545 417: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.4 97.5 20.9 1.3 0.0 0.0 0.0 0.0 17.7 0.2 1.0: 0.0 0.0 Old : 100.0: 60.4 97.5 20.9 1.3 0.0 0.0 0.0 0.0 17.7 0.2 1.0: 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 : 32: 13 20 4 . 0 0 0 0 . . .: Old : 32: 13 20 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 : 61.5 62.1 83.2 79.8 56.6 58.5 71.6 68.0 Old : 61.5 62.1 83.2 79.8 56.6 58.5 71.6 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, July 15, 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 : 11,586: 6,773 6,376 2,134 3,816 513 1,249 0 21 256 223 466: 174 171 Old : 11,586: 6,773 6,376 2,134 3,816 513 1,249 0 21 256 223 466: 174 171 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -474: 278 -234 -940 -86 -42 -65 0 21 0 -300 231: 43 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.5 55.0 18.4 32.9 4.4 10.8 0.0 0.2 2.2 1.9 4.0: 1.5 1.5 Old : 100.0: 58.5 55.0 18.4 32.9 4.4 10.8 0.0 0.2 2.2 1.9 4.0: 1.5 1.5 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 : 31: 14 19 . . . . 0 . . . .: Old : 31: 14 19 . . . . 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 54.6 67.8 75.8 39.1 53.0 58.7 68.9 Old : 44.0 54.6 67.8 75.8 39.1 53.0 58.7 68.9 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, July 15, 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 : 131,089: 85,113 51,771 31,334 76,182 784 4,280 0 0 7,226 0 2,352: 0 0 Old : 131,089: 85,113 51,771 31,334 76,182 784 4,280 0 0 7,226 0 2,352: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -753: 28,615 488 -28,208 1,143 -1,568 0 0 0 1,224 0 -816: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 39.5 23.9 58.1 0.6 3.3 0.0 0.0 5.5 0.0 1.8: 0.0 0.0 Old : 100.0: 64.9 39.5 23.9 58.1 0.6 3.3 0.0 0.0 5.5 0.0 1.8: 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: 16 14 4 . . . 0 0 . 0 .: Old : 29: 16 14 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 : 52.9 69.8 78.3 84.5 50.6 66.2 67.5 76.4 Old : 52.9 69.8 78.3 84.5 50.6 66.2 67.5 76.4 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, July 15, 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 : 20,520: 14,199 15,309 4,072 769 385 0 2,245 1,812 52 0 0: 0 0 Old : 20,520: 14,199 15,309 4,072 769 385 0 2,245 1,812 52 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 78: 154 78 -76 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 74.6 19.8 3.7 1.9 0.0 10.9 8.8 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 69.2 74.6 19.8 3.7 1.9 0.0 10.9 8.8 0.3 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 : 25: 16 12 . . . 0 . . . 0 0: Old : 25: 16 12 . . . 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 : 59.8 63.9 82.9 85.7 54.3 46.9 68.8 68.6 Old : 59.8 63.9 82.9 85.7 54.3 46.9 68.8 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, July 15, 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 : 148,596: 120,613 80,866 0 39,091 24,127 0 656 3,856 0 0 0: 0 0 Old : 148,596: 120,613 80,866 0 39,091 24,127 0 656 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: July 8, 2014 : : 328: 328 984 0 -984 0 0 328 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.2 54.4 0.0 26.3 16.2 0.0 0.4 2.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 81.2 54.4 0.0 26.3 16.2 0.0 0.4 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 : 24: 14 9 0 . . 0 . . 0 0 0: Old : 24: 14 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 : 54.6 65.1 85.2 90.9 39.5 53.1 61.0 68.8 Old : 54.6 65.1 85.2 90.9 39.5 53.1 61.0 68.8 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, July 15, 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 : 23,170: 15,040 15,365 7,650 6,805 50 0 825 75 0 50 0: 355 0 Old : 23,170: 15,040 15,365 7,650 6,805 50 0 825 75 0 50 0: 355 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -600: 0 -550 -550 0 -50 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 66.3 33.0 29.4 0.2 0.0 3.6 0.3 0.0 0.2 0.0: 1.5 0.0 Old : 100.0: 64.9 66.3 33.0 29.4 0.2 0.0 3.6 0.3 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 : 29: 14 10 5 . . 0 . . 0 . 0: Old : 29: 14 10 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 : 52.7 73.1 80.4 92.1 52.4 70.9 75.0 83.5 Old : 52.7 73.1 80.4 92.1 52.4 70.9 75.0 83.5 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, July 15, 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 : 19,265: 14,500 11,560 4,270 6,805 0 0 900 0 0 0 0: 495 0 Old : 19,265: 14,500 11,560 4,270 6,805 0 0 900 0 0 0 0: 495 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -1,320: 0 -1,320 -1,340 0 0 0 0 0 0 0 0: 20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 75.3 60.0 22.2 35.3 0.0 0.0 4.7 0.0 0.0 0.0 0.0: 2.6 0.0 Old : 100.0: 75.3 60.0 22.2 35.3 0.0 0.0 4.7 0.0 0.0 0.0 0.0: 2.6 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 : 22: 11 7 4 . 0 0 . 0 0 0 0: Old : 22: 11 7 4 . 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 : 49.8 79.0 77.9 96.7 46.3 75.8 69.0 86.4 Old : 49.8 79.0 77.9 96.7 46.3 75.8 69.0 86.4 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, July 15, 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 : 9,840: 8,765 8,460 580 1,080 240 0 0 0 0 0 0: 255 60 Old : 9,840: 8,765 8,460 580 1,080 240 0 0 0 0 0 0: 255 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 100: 100 425 0 -325 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 86.0 5.9 11.0 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 0.6 Old : 100.0: 89.1 86.0 5.9 11.0 2.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 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 : 26: 18 12 . . . 0 0 0 0 0 0: Old : 26: 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 : 50.2 73.7 70.3 94.1 49.6 67.7 65.5 78.7 Old : 50.2 73.7 70.3 94.1 49.6 67.7 65.5 78.7 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, July 15, 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 : 21,935: 20,800 19,985 385 1,155 495 0 0 0 0 300 0: 255 0 Old : 21,935: 20,800 19,985 385 1,155 495 0 0 0 0 300 0: 255 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -40: -15 200 0 -215 -25 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.8 91.1 1.8 5.3 2.3 0.0 0.0 0.0 0.0 1.4 0.0: 1.2 0.0 Old : 100.0: 94.8 91.1 1.8 5.3 2.3 0.0 0.0 0.0 0.0 1.4 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 : 21: 12 7 . . . 0 0 0 0 . 0: Old : 21: 12 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 : 75.7 84.7 89.7 98.6 62.3 76.6 75.7 83.3 Old : 75.7 84.7 89.7 98.6 62.3 76.6 75.7 83.3 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, July 15, 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 : 20,685: 19,715 20,685 485 0 0 0 0 0 0 0 0: 485 0 Old : 20,685: 19,715 20,685 485 0 0 0 0 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: July 8, 2014 : : -400: 260 -160 -420 0 -240 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.3 100.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.0 Old : 100.0: 95.3 100.0 2.3 0.0 0.0 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: 16 8 . 0 0 0 0 0 0 0 0: Old : 20: 16 8 . 0 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 : 75.7 96.1 88.2 100.0 72.1 93.9 84.6 93.9 Old : 75.7 96.1 88.2 100.0 72.1 93.9 84.6 93.9 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, July 15, 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 : 23,680: 22,170 23,675 950 0 5 0 0 0 0 0 0: 555 0 Old : 23,680: 22,170 23,675 950 0 5 0 0 0 0 0 0: 555 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -275: 185 -35 -220 0 -240 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.6 100.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.3 0.0 Old : 100.0: 93.6 100.0 4.0 0.0 0.0 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 : 24: 19 11 . 0 . 0 0 0 0 0 0: Old : 24: 19 11 . 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 : 71.4 91.2 84.9 99.3 68.2 89.5 81.6 94.1 Old : 71.4 91.2 84.9 99.3 68.2 89.5 81.6 94.1 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, July 15, 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 : 122,035: 105,850 110,605 4,740 1,850 9,355 1,510 0 0 400 225 0: 180 0 Old : 122,035: 105,850 110,605 4,740 1,850 9,355 1,510 0 0 400 225 0: 180 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 150: 5,505 230 -5,355 -80 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.7 90.6 3.9 1.5 7.7 1.2 0.0 0.0 0.3 0.2 0.0: 0.1 0.0 Old : 100.0: 86.7 90.6 3.9 1.5 7.7 1.2 0.0 0.0 0.3 0.2 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 : 45: 28 25 4 . 5 . 0 0 . . 0: Old : 45: 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 : 42.3 64.3 62.3 80.7 36.0 64.0 52.4 73.3 Old : 42.3 64.3 62.3 80.7 36.0 64.0 52.4 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Disaggregated Commitments of Traders - Futures Only, July 15, 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 : 157,001: 139,945 148,601 6,991 1,140 7,210 2,370 50 0 425 0 0: 60 0 Old : 157,001: 139,945 148,601 6,991 1,140 7,210 2,370 50 0 425 0 0: 60 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -35: 8,825 -175 -8,975 25 115 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 89.1 94.6 4.5 0.7 4.6 1.5 0.0 0.0 0.3 0.0 0.0: 0.0 0.0 Old : 100.0: 89.1 94.6 4.5 0.7 4.6 1.5 0.0 0.0 0.3 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 : 52: 32 28 5 . 5 . . 0 . 0 0: Old : 52: 32 28 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 : 41.1 64.4 61.0 83.7 34.6 62.9 53.5 77.0 Old : 41.1 64.4 61.0 83.7 34.6 62.9 53.5 77.0 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, July 15, 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 : 150,515: 107,314 120,097 11,052 15,777 3,185 404 100 3,596 19,179 1,855 5,335: 450 570 Old : 150,515: 107,314 120,097 11,052 15,777 3,185 404 100 3,596 19,179 1,855 5,335: 450 570 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 1,110: 3,297 2,867 1,145 2,370 -3,398 -210 -25 15 245 -735 -209: 225 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.3 79.8 7.3 10.5 2.1 0.3 0.1 2.4 12.7 1.2 3.5: 0.3 0.4 Old : 100.0: 71.3 79.8 7.3 10.5 2.1 0.3 0.1 2.4 12.7 1.2 3.5: 0.3 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 : 63: 35 31 5 4 5 . . . 4 4 7: Old : 63: 35 31 5 4 5 . . . 4 4 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 : 45.1 63.6 63.4 74.5 44.4 60.9 61.6 69.5 Old : 45.1 63.6 63.4 74.5 44.4 60.9 61.6 69.5 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, July 15, 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 : 95,100: 77,830 79,675 7,330 5,915 5,530 750 0 1,000 1,600 1,870 930: 130 180 Old : 95,100: 77,830 79,675 7,330 5,915 5,530 750 0 1,000 1,600 1,870 930: 130 180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -100: 1,220 215 -1,035 365 -700 0 0 0 280 -100 120: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 81.8 83.8 7.7 6.2 5.8 0.8 0.0 1.1 1.7 2.0 1.0: 0.1 0.2 Old : 100.0: 81.8 83.8 7.7 6.2 5.8 0.8 0.0 1.1 1.7 2.0 1.0: 0.1 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 : 47: 28 25 . 5 5 . 0 . 4 . .: Old : 47: 28 25 . 5 5 . 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 : 50.0 72.2 66.9 81.6 45.0 71.2 60.4 78.3 Old : 50.0 72.2 66.9 81.6 45.0 71.2 60.4 78.3 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, July 15, 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 : 23,520: 21,230 18,575 1,115 3,760 535 0 525 0 0 125 0: 640 0 Old : 23,520: 21,230 18,575 1,115 3,760 535 0 525 0 0 125 0: 640 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -525: 0 -345 -345 0 -180 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 90.3 79.0 4.7 16.0 2.3 0.0 2.2 0.0 0.0 0.5 0.0: 2.7 0.0 Old : 100.0: 90.3 79.0 4.7 16.0 2.3 0.0 2.2 0.0 0.0 0.5 0.0: 2.7 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 : 58.7 75.3 77.3 95.3 58.7 72.6 77.0 90.3 Old : 58.7 75.3 77.3 95.3 58.7 72.6 77.0 90.3 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, July 15, 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 : 21,045: 18,030 17,655 1,430 1,825 1,260 0 300 0 0 0 0: 325 5 Old : 21,045: 18,030 17,655 1,430 1,825 1,260 0 300 0 0 0 0: 325 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 0: 0 280 0 0 0 0 0 0 0 0 0: 0 -280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.7 83.9 6.8 8.7 6.0 0.0 1.4 0.0 0.0 0.0 0.0: 1.5 0.0 Old : 100.0: 85.7 83.9 6.8 8.7 6.0 0.0 1.4 0.0 0.0 0.0 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 : 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 : 52.9 83.1 74.4 98.4 52.9 77.1 73.0 91.1 Old : 52.9 83.1 74.4 98.4 52.9 77.1 73.0 91.1 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, July 15, 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 : 19,900: 14,033 16,405 2,554 220 1,679 0 76 280 220 64 374: 760 802 Old : 19,900: 14,033 16,405 2,554 220 1,679 0 76 280 220 64 374: 760 802 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 3: 23 -3 0 26 -20 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.5 82.4 12.8 1.1 8.4 0.0 0.4 1.4 1.1 0.3 1.9: 3.8 4.0 Old : 100.0: 70.5 82.4 12.8 1.1 8.4 0.0 0.4 1.4 1.1 0.3 1.9: 3.8 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 17 4 . 7 0 . . . . .: Old : 32: 19 17 4 . 7 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 : 54.7 56.1 69.5 75.3 34.3 44.5 43.8 50.4 Old : 54.7 56.1 69.5 75.3 34.3 44.5 43.8 50.4 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, July 15, 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 : 10,262: 4,378 5,864 848 0 1,614 0 168 792 0 210 240: 2,390 1,374 Old : 10,262: 4,378 5,864 848 0 1,614 0 168 792 0 210 240: 2,390 1,374 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 80: 80 0 -80 0 80 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.7 57.1 8.3 0.0 15.7 0.0 1.6 7.7 0.0 2.0 2.3: 23.3 13.4 Old : 100.0: 42.7 57.1 8.3 0.0 15.7 0.0 1.6 7.7 0.0 2.0 2.3: 23.3 13.4 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 : 20: 10 9 4 0 4 0 . . 0 . .: Old : 20: 10 9 4 0 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 : 38.4 50.9 57.4 70.5 18.0 39.1 29.3 46.2 Old : 38.4 50.9 57.4 70.5 18.0 39.1 29.3 46.2 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, July 15, 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 : 18,133: 10,993 14,737 6,052 1,221 0 0 1,600 0 576 0 0: 512 575 Old : 18,133: 10,993 14,737 6,052 1,221 0 0 1,600 0 576 0 0: 512 575 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 45: 86 -19 -41 0 0 0 0 0 0 0 0: 0 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.6 81.3 33.4 6.7 0.0 0.0 8.8 0.0 3.2 0.0 0.0: 2.8 3.2 Old : 100.0: 60.6 81.3 33.4 6.7 0.0 0.0 8.8 0.0 3.2 0.0 0.0: 2.8 3.2 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: 9 8 . . 0 0 . 0 . 0 0: Old : 21: 9 8 . . 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 79.9 86.2 92.1 60.6 79.9 84.4 90.5 Old : 60.6 79.9 86.2 92.1 60.6 79.9 84.4 90.5 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, July 15, 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 : 375,577: 246,693 341,728 118,355 0 4,206 0 29,643 0 6,323 0 0: 0 0 Old : 375,577: 246,693 341,728 118,355 0 4,206 0 29,643 0 6,323 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 1,160: 1,528 1,160 -368 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 91.0 31.5 0.0 1.1 0.0 7.9 0.0 1.7 0.0 0.0: 0.0 0.0 Old : 100.0: 65.7 91.0 31.5 0.0 1.1 0.0 7.9 0.0 1.7 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 : 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 : 59.3 86.8 82.7 94.6 58.1 86.8 80.5 94.2 Old : 59.3 86.8 82.7 94.6 58.1 86.8 80.5 94.2 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, July 15, 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 : 332,289: 78,364 329,568 220,629 0 2,721 0 0 0 30,575 0 0: 0 0 Old : 332,289: 78,364 329,568 220,629 0 2,721 0 0 0 30,575 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 23.6 99.2 66.4 0.0 0.8 0.0 0.0 0.0 9.2 0.0 0.0: 0.0 0.0 Old : 100.0: 23.6 99.2 66.4 0.0 0.8 0.0 0.0 0.0 9.2 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 : 20: 7 9 . 0 . 0 0 0 . 0 0: Old : 20: 7 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 : 83.0 90.8 97.4 98.5 83.0 90.8 96.6 98.5 Old : 83.0 90.8 97.4 98.5 83.0 90.8 96.6 98.5 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, July 15, 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 : 43,115: 32,146 40,607 8,311 0 2,275 0 0 0 0 0 0: 383 233 Old : 43,115: 32,146 40,607 8,311 0 2,275 0 0 0 0 0 0: 383 233 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 74.6 94.2 19.3 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.5 Old : 100.0: 74.6 94.2 19.3 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 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 : 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 : 70.9 64.3 96.4 85.4 61.1 56.1 73.3 70.8 Old : 70.9 64.3 96.4 85.4 61.1 56.1 73.3 70.8 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, July 15, 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 : 706,665: 556,102 665,000 108,898 0 41,665 0 0 0 0 0 0: 0 0 Old : 706,665: 556,102 665,000 108,898 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: July 8, 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: 78.7 94.1 15.4 0.0 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 78.7 94.1 15.4 0.0 5.9 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 : 65.3 61.7 92.5 84.2 55.1 54.3 72.5 70.3 Old : 65.3 61.7 92.5 84.2 55.1 54.3 72.5 70.3 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, July 15, 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 : 153,100: 105,838 94,833 9,613 15,995 28,962 3,950 7,680 4,355 0 1,147 128: 254 0 Old : 153,100: 105,838 94,833 9,613 15,995 28,962 3,950 7,680 4,355 0 1,147 128: 254 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 69.1 61.9 6.3 10.4 18.9 2.6 5.0 2.8 0.0 0.7 0.1: 0.2 0.0 Old : 100.0: 69.1 61.9 6.3 10.4 18.9 2.6 5.0 2.8 0.0 0.7 0.1: 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 : 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 : 48.6 55.2 70.0 73.5 25.6 25.7 37.3 38.6 Old : 48.6 55.2 70.0 73.5 25.6 25.7 37.3 38.6 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, July 15, 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 : 2,784,887: 2,185,121 1,418,984 47,136 509,291 547,892 0 308,720 0 4,738 0 0: 0 0 Old : 2,784,887: 2,185,121 1,418,984 47,136 509,291 547,892 0 308,720 0 4,738 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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 51.0 1.7 18.3 19.7 0.0 11.1 0.0 0.2 0.0 0.0: 0.0 0.0 Old : 100.0: 78.5 51.0 1.7 18.3 19.7 0.0 11.1 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 : 66.9 69.4 87.4 85.8 33.9 34.1 47.1 45.0 Old : 66.9 69.4 87.4 85.8 33.9 34.1 47.1 45.0 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, July 15, 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 : 20,206: 13,143 12,287 4,485 640 1,275 0 629 1,280 0 3,840 0: 23 255 Old : 20,206: 13,143 12,287 4,485 640 1,275 0 629 1,280 0 3,840 0: 23 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 520: 520 520 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 60.8 22.2 3.2 6.3 0.0 3.1 6.3 0.0 19.0 0.0: 0.1 1.3 Old : 100.0: 65.0 60.8 22.2 3.2 6.3 0.0 3.1 6.3 0.0 19.0 0.0: 0.1 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 : 21: 11 10 . . . 0 . . 0 . 0: Old : 21: 11 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 : 61.5 67.6 84.9 88.8 57.3 60.7 72.9 72.4 Old : 61.5 67.6 84.9 88.8 57.3 60.7 72.9 72.4 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, July 15, 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 : 49,708: 37,321 42,102 7,101 850 4,006 0 1,470 1,280 0 0 0: 0 0 Old : 49,708: 37,321 42,102 7,101 850 4,006 0 1,470 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: July 8, 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: 75.1 84.7 14.3 1.7 8.1 0.0 3.0 2.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 75.1 84.7 14.3 1.7 8.1 0.0 3.0 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 : 23: 13 10 . . . 0 . . 0 0 0: Old : 23: 13 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 : 46.4 66.3 73.2 88.6 40.9 49.9 58.4 64.4 Old : 46.4 66.3 73.2 88.6 40.9 49.9 58.4 64.4 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, July 15, 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 : 74,862: 59,256 48,302 0 14,468 8,892 1,905 0 3,200 1,353 0 0: 256 0 Old : 74,862: 59,256 48,302 0 14,468 8,892 1,905 0 3,200 1,353 0 0: 256 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 79.2 64.5 0.0 19.3 11.9 2.5 0.0 4.3 1.8 0.0 0.0: 0.3 0.0 Old : 100.0: 79.2 64.5 0.0 19.3 11.9 2.5 0.0 4.3 1.8 0.0 0.0: 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 : 32: 22 15 0 4 . . 0 . . 0 0: Old : 32: 22 15 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 : 46.7 63.6 72.7 85.0 33.8 42.5 45.3 51.4 Old : 46.7 63.6 72.7 85.0 33.8 42.5 45.3 51.4 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, July 15, 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 : 41,620: 25,447 34,173 10,755 3,711 1,340 0 0 0 1,682 0 2,268: 128 128 Old : 41,620: 25,447 34,173 10,755 3,711 1,340 0 0 0 1,682 0 2,268: 128 128 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 61.1 82.1 25.8 8.9 3.2 0.0 0.0 0.0 4.0 0.0 5.4: 0.3 0.3 Old : 100.0: 61.1 82.1 25.8 8.9 3.2 0.0 0.0 0.0 4.0 0.0 5.4: 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 : 55.3 51.0 78.5 72.9 46.9 46.4 62.5 64.1 Old : 55.3 51.0 78.5 72.9 46.9 46.4 62.5 64.1 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, July 15, 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 : 38,536: 33,324 20,824 2,450 14,047 2,657 0 0 0 105 880 0: 0 128 Old : 38,536: 33,324 20,824 2,450 14,047 2,657 0 0 0 105 880 0: 0 128 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 86.5 54.0 6.4 36.5 6.9 0.0 0.0 0.0 0.3 2.3 0.0: 0.0 0.3 Old : 100.0: 86.5 54.0 6.4 36.5 6.9 0.0 0.0 0.0 0.3 2.3 0.0: 0.0 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 : 29: 17 10 . . . 0 0 0 . . 0: Old : 29: 17 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 : 46.2 62.0 67.7 88.1 46.2 56.4 66.6 79.5 Old : 46.2 62.0 67.7 88.1 46.2 56.4 66.6 79.5 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, July 15, 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 : 321,571: 240,504 286,241 35,239 0 0 22,348 0 23,480 0 11,850 0: 0 0 Old : 321,571: 240,504 286,241 35,239 0 0 22,348 0 23,480 0 11,850 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 15,269: 15,269 15,269 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.8 89.0 11.0 0.0 0.0 6.9 0.0 7.3 0.0 3.7 0.0: 0.0 0.0 Old : 100.0: 74.8 89.0 11.0 0.0 0.0 6.9 0.0 7.3 0.0 3.7 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 : 23: 12 13 . 0 0 . 0 . 0 . 0: Old : 23: 12 13 . 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 : 58.8 65.3 88.2 82.9 51.5 61.0 70.0 74.6 Old : 58.8 65.3 88.2 82.9 51.5 61.0 70.0 74.6 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, July 15, 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 : 921,617: 568,909 636,669 121,385 148,311 112,947 94,686 0 23,690 0 0 0: 0 0 Old : 921,617: 568,909 636,669 121,385 148,311 112,947 94,686 0 23,690 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 61.7 69.1 13.2 16.1 12.3 10.3 0.0 2.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 61.7 69.1 13.2 16.1 12.3 10.3 0.0 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 : 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 : 63.0 56.3 84.6 74.8 38.3 32.1 46.4 45.8 Old : 63.0 56.3 84.6 74.8 38.3 32.1 46.4 45.8 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, July 15, 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 : 1,744,419: 1,017,330 1,191,030 143,180 239,851 313,538 253,250 0 0 17,121 0 0: 0 0 Old : 1,744,419: 1,017,330 1,191,030 143,180 239,851 313,538 253,250 0 0 17,121 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 58.3 68.3 8.2 13.7 18.0 14.5 0.0 0.0 1.0 0.0 0.0: 0.0 0.0 Old : 100.0: 58.3 68.3 8.2 13.7 18.0 14.5 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 : 53.0 78.1 78.2 92.9 42.8 61.4 55.5 66.0 Old : 53.0 78.1 78.2 92.9 42.8 61.4 55.5 66.0 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, July 15, 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 : 646,374: 315,403 497,268 2,369 55,186 93,920 0 0 0 234,682 0 0: 0 0 Old : 646,374: 315,403 497,268 2,369 55,186 93,920 0 0 0 234,682 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 48.8 76.9 0.4 8.5 14.5 0.0 0.0 0.0 36.3 0.0 0.0: 0.0 0.0 Old : 100.0: 48.8 76.9 0.4 8.5 14.5 0.0 0.0 0.0 36.3 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 : 22: 12 11 . 4 . 0 0 0 . 0 0: Old : 22: 12 11 . 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 : 70.0 57.8 89.1 83.2 65.3 50.7 73.1 65.0 Old : 70.0 57.8 89.1 83.2 65.3 50.7 73.1 65.0 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, July 15, 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 : 455,455: 346,141 233,371 54,934 167,704 54,380 0 0 0 0 0 0: 0 0 Old : 455,455: 346,141 233,371 54,934 167,704 54,380 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: July 8, 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: 76.0 51.2 12.1 36.8 11.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 76.0 51.2 12.1 36.8 11.9 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 : 52.6 62.1 83.3 85.9 42.6 51.0 68.5 69.0 Old : 52.6 62.1 83.3 85.9 42.6 51.0 68.5 69.0 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, July 15, 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 : 20,069: 8,754 18,308 6,450 776 120 0 0 0 3,785 0 0: 960 865 Old : 20,069: 8,754 18,308 6,450 776 120 0 0 0 3,785 0 0: 960 865 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 150: 0 0 0 0 0 0 0 0 0 0 0: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 91.2 32.1 3.9 0.6 0.0 0.0 0.0 18.9 0.0 0.0: 4.8 4.3 Old : 100.0: 43.6 91.2 32.1 3.9 0.6 0.0 0.0 0.0 18.9 0.0 0.0: 4.8 4.3 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 : 25: 11 16 . . . 0 0 0 . 0 0: Old : 25: 11 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 : 71.5 44.9 89.3 76.0 69.2 44.9 86.3 75.4 Old : 71.5 44.9 89.3 76.0 69.2 44.9 86.3 75.4 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, July 15, 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 : 18,625: 8,815 17,080 5,340 480 420 0 0 0 3,351 0 0: 699 645 Old : 18,625: 8,815 17,080 5,340 480 420 0 0 0 3,351 0 0: 699 645 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 47.3 91.7 28.7 2.6 2.3 0.0 0.0 0.0 18.0 0.0 0.0: 3.8 3.5 Old : 100.0: 47.3 91.7 28.7 2.6 2.3 0.0 0.0 0.0 18.0 0.0 0.0: 3.8 3.5 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 : 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 : 79.3 47.2 93.9 74.1 73.0 47.2 84.4 69.7 Old : 79.3 47.2 93.9 74.1 73.0 47.2 84.4 69.7 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, July 15, 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 : 14,293: 11,414 10,994 95 2,254 270 125 300 0 1,613 0 415: 361 60 Old : 14,293: 11,414 10,994 95 2,254 270 125 300 0 1,613 0 415: 361 60 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -50: 180 1,235 40 -1,015 -330 0 0 0 0 0 0: 60 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 76.9 0.7 15.8 1.9 0.9 2.1 0.0 11.3 0.0 2.9: 2.5 0.4 Old : 100.0: 79.9 76.9 0.7 15.8 1.9 0.9 2.1 0.0 11.3 0.0 2.9: 2.5 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 : 32: 19 18 . . 4 . . 0 . 0 .: Old : 32: 19 18 . . 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 : 57.6 57.0 75.1 75.9 48.7 52.0 59.4 64.6 Old : 57.6 57.0 75.1 75.9 48.7 52.0 59.4 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, July 15, 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 : 12,078: 7,569 8,461 1,285 3,270 50 0 0 0 2,015 0 225: 934 72 Old : 12,078: 7,569 8,461 1,285 3,270 50 0 0 0 2,015 0 225: 934 72 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 282: 440 330 -60 -60 -60 0 0 0 0 0 0: -38 72 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 70.1 10.6 27.1 0.4 0.0 0.0 0.0 16.7 0.0 1.9: 7.7 0.6 Old : 100.0: 62.7 70.1 10.6 27.1 0.4 0.0 0.0 0.0 16.7 0.0 1.9: 7.7 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: 12 14 . . . 0 0 0 . 0 .: Old : 22: 12 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 : 59.5 57.0 80.7 78.3 43.7 39.2 58.6 58.7 Old : 59.5 57.0 80.7 78.3 43.7 39.2 58.6 58.7 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, July 15, 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 : 12,997: 11,183 5,809 519 5,169 319 0 350 0 0 720 600: 376 30 Old : 12,997: 11,183 5,809 519 5,169 319 0 350 0 0 720 600: 376 30 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 275: 700 1,050 375 -280 -740 0 0 0 0 275 0: -60 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.0 44.7 4.0 39.8 2.5 0.0 2.7 0.0 0.0 5.5 4.6: 2.9 0.2 Old : 100.0: 86.0 44.7 4.0 39.8 2.5 0.0 2.7 0.0 0.0 5.5 4.6: 2.9 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 : 30: 18 14 . . . 0 . 0 0 . .: Old : 30: 18 14 . . . 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 : 49.2 61.0 70.5 84.6 38.7 57.8 57.3 71.4 Old : 49.2 61.0 70.5 84.6 38.7 57.8 57.3 71.4 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, July 15, 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 : 9,379: 8,300 6,090 260 2,724 285 0 0 0 165 0 75: 294 205 Old : 9,379: 8,300 6,090 260 2,724 285 0 0 0 165 0 75: 294 205 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -110: 475 1,970 -50 -1,740 -480 0 0 0 -50 0 0: -5 140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.5 64.9 2.8 29.0 3.0 0.0 0.0 0.0 1.8 0.0 0.8: 3.1 2.2 Old : 100.0: 88.5 64.9 2.8 29.0 3.0 0.0 0.0 0.0 1.8 0.0 0.8: 3.1 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 : 26: 15 15 . 4 . 0 0 0 . 0 .: Old : 26: 15 15 . 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 : 57.2 68.1 81.8 83.5 50.3 60.2 67.5 70.2 Old : 57.2 68.1 81.8 83.5 50.3 60.2 67.5 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Disaggregated Commitments of Traders - Futures Only, July 15, 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 : 4,515: 3,560 2,970 275 390 195 310 0 75 0 0 0: 100 885 Old : 4,515: 3,560 2,970 275 390 195 310 0 75 0 0 0: 100 885 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.8 65.8 6.1 8.6 4.3 6.9 0.0 1.7 0.0 0.0 0.0: 2.2 19.6 Old : 100.0: 78.8 65.8 6.1 8.6 4.3 6.9 0.0 1.7 0.0 0.0 0.0: 2.2 19.6 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: 12 14 . . . . 0 . 0 0 0: Old : 20: 12 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 : 50.8 44.3 76.9 64.9 42.5 30.8 55.8 39.2 Old : 50.8 44.3 76.9 64.9 42.5 30.8 55.8 39.2 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, July 15, 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 : 59,635: 56,006 56,216 1,165 615 775 0 0 0 525 1,050 0: 1,164 979 Old : 59,635: 56,006 56,216 1,165 615 775 0 0 0 525 1,050 0: 1,164 979 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 270: 285 285 0 0 0 0 0 0 0 0 0: -15 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.9 94.3 2.0 1.0 1.3 0.0 0.0 0.0 0.9 1.8 0.0: 2.0 1.6 Old : 100.0: 93.9 94.3 2.0 1.0 1.3 0.0 0.0 0.0 0.9 1.8 0.0: 2.0 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 15 . . . 0 0 0 . . 0: Old : 26: 15 15 . . . 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 : 81.5 82.2 92.4 92.3 81.5 80.4 90.3 88.2 Old : 81.5 82.2 92.4 92.3 81.5 80.4 90.3 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, July 15, 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 : 55,552: 53,082 52,112 890 450 940 0 0 0 25 950 0: 615 1,100 Old : 55,552: 53,082 52,112 890 450 940 0 0 0 25 950 0: 615 1,100 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 305: 305 305 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 95.6 93.8 1.6 0.8 1.7 0.0 0.0 0.0 0.0 1.7 0.0: 1.1 2.0 Old : 100.0: 95.6 93.8 1.6 0.8 1.7 0.0 0.0 0.0 0.0 1.7 0.0: 1.1 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 : 25: 15 15 . . . 0 0 0 . . 0: Old : 25: 15 15 . . . 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 : 85.5 84.3 94.3 93.1 85.4 82.5 91.7 89.1 Old : 85.5 84.3 94.3 93.1 85.4 82.5 91.7 89.1 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, July 15, 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 : 14,166: 10,390 13,620 2,020 0 40 0 350 0 1,150 0 156: 410 0 Old : 14,166: 10,390 13,620 2,020 0 40 0 350 0 1,150 0 156: 410 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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 96.1 14.3 0.0 0.3 0.0 2.5 0.0 8.1 0.0 1.1: 2.9 0.0 Old : 100.0: 73.3 96.1 14.3 0.0 0.3 0.0 2.5 0.0 8.1 0.0 1.1: 2.9 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: 12 6 . 0 . 0 . 0 . 0 .: Old : 20: 12 6 . 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 : 60.9 94.5 80.2 99.7 59.5 93.9 76.6 94.9 Old : 60.9 94.5 80.2 99.7 59.5 93.9 76.6 94.9 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, July 15, 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 : 11,190: 10,350 8,395 440 1,730 65 0 500 0 0 250 0: 335 250 Old : 11,190: 10,350 8,395 440 1,730 65 0 500 0 0 250 0: 335 250 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 92.5 75.0 3.9 15.5 0.6 0.0 4.5 0.0 0.0 2.2 0.0: 3.0 2.2 Old : 100.0: 92.5 75.0 3.9 15.5 0.6 0.0 4.5 0.0 0.0 2.2 0.0: 3.0 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 : 22: 11 9 . . . 0 . 0 0 . 0: Old : 22: 11 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 : 68.0 56.5 90.2 85.3 49.0 42.3 60.4 56.8 Old : 68.0 56.5 90.2 85.3 49.0 42.3 60.4 56.8 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, July 15, 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 : 17,950: 16,775 12,495 100 0 600 0 1,700 0 0 3,045 0: 475 110 Old : 17,950: 16,775 12,495 100 0 600 0 1,700 0 0 3,045 0: 475 110 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 93.5 69.6 0.6 0.0 3.3 0.0 9.5 0.0 0.0 17.0 0.0: 2.6 0.6 Old : 100.0: 93.5 69.6 0.6 0.0 3.3 0.0 9.5 0.0 0.0 17.0 0.0: 2.6 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 : 21: 13 10 . 0 . 0 . 0 0 . 0: Old : 21: 13 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 : 67.3 56.2 85.0 88.1 62.0 53.7 71.5 75.6 Old : 67.3 56.2 85.0 88.1 62.0 53.7 71.5 75.6 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, July 15, 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 : 22,665: 21,645 21,075 175 0 185 0 1,000 0 0 300 0: 660 105 Old : 22,665: 21,645 21,075 175 0 185 0 1,000 0 0 300 0: 660 105 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 95.5 93.0 0.8 0.0 0.8 0.0 4.4 0.0 0.0 1.3 0.0: 2.9 0.5 Old : 100.0: 95.5 93.0 0.8 0.0 0.8 0.0 4.4 0.0 0.0 1.3 0.0: 2.9 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 : 21: 12 10 . 0 . 0 . 0 0 . 0: Old : 21: 12 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 : 69.4 88.5 87.5 97.4 68.1 80.2 82.7 88.6 Old : 69.4 88.5 87.5 97.4 68.1 80.2 82.7 88.6 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, July 15, 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 : 59,393: 44,027 50,714 385 2,300 1,295 3,650 0 0 4,907 0 736: 4,393 4,348 Old : 59,393: 44,027 50,714 385 2,300 1,295 3,650 0 0 4,907 0 736: 4,393 4,348 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -750: -950 -950 -45 0 0 0 0 0 0 0 0: 245 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.1 85.4 0.6 3.9 2.2 6.1 0.0 0.0 8.3 0.0 1.2: 7.4 7.3 Old : 100.0: 74.1 85.4 0.6 3.9 2.2 6.1 0.0 0.0 8.3 0.0 1.2: 7.4 7.3 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 : 33: 20 21 . . . . 0 0 . 0 .: Old : 33: 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 : 51.2 47.9 73.5 70.0 46.9 47.9 66.5 65.9 Old : 51.2 47.9 73.5 70.0 46.9 47.9 66.5 65.9 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, July 15, 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 : 53,500: 41,985 44,990 65 2,710 1,135 2,550 0 0 3,365 250 454: 3,946 3,961 Old : 53,500: 41,985 44,990 65 2,710 1,135 2,550 0 0 3,365 250 454: 3,946 3,961 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : -900: -855 -900 -45 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 84.1 0.1 5.1 2.1 4.8 0.0 0.0 6.3 0.5 0.8: 7.4 7.4 Old : 100.0: 78.5 84.1 0.1 5.1 2.1 4.8 0.0 0.0 6.3 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 19 . . . . 0 0 . . .: Old : 32: 18 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 : 54.4 46.5 77.3 68.9 46.6 46.5 66.3 67.6 Old : 54.4 46.5 77.3 68.9 46.6 46.5 66.3 67.6 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, July 15, 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 : 39,660: 29,515 28,871 2,385 770 1,090 0 4,725 250 4,125 1,850 220: 2,075 1,884 Old : 39,660: 29,515 28,871 2,385 770 1,090 0 4,725 250 4,125 1,850 220: 2,075 1,884 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 625: 875 450 0 0 0 0 325 -75 0 100 -100: -75 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 72.8 6.0 1.9 2.7 0.0 11.9 0.6 10.4 4.7 0.6: 5.2 4.8 Old : 100.0: 74.4 72.8 6.0 1.9 2.7 0.0 11.9 0.6 10.4 4.7 0.6: 5.2 4.8 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 : 30: 19 18 . . . 0 . . . . .: Old : 30: 19 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 : 54.7 51.0 76.6 72.6 50.2 40.4 61.0 58.6 Old : 54.7 51.0 76.6 72.6 50.2 40.4 61.0 58.6 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, July 15, 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 : 35,460: 27,040 32,645 4,820 170 600 0 300 1,050 1,300 0 330: 320 365 Old : 35,460: 27,040 32,645 4,820 170 600 0 300 1,050 1,300 0 330: 320 365 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 600: 600 420 -10 170 10 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.3 92.1 13.6 0.5 1.7 0.0 0.8 3.0 3.7 0.0 0.9: 0.9 1.0 Old : 100.0: 76.3 92.1 13.6 0.5 1.7 0.0 0.8 3.0 3.7 0.0 0.9: 0.9 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 : 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 : 46.9 62.5 66.9 80.4 43.2 58.8 61.3 69.6 Old : 46.9 62.5 66.9 80.4 43.2 58.8 61.3 69.6 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, July 15, 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 : 27,555: 10,505 20,905 1,200 1,000 900 0 2,585 735 13,700 1,200 0: 515 230 Old : 27,555: 10,505 20,905 1,200 1,000 900 0 2,585 735 13,700 1,200 0: 515 230 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 160: -200 200 0 0 0 0 -400 400 0 0 0: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 75.9 4.4 3.6 3.3 0.0 9.4 2.7 49.7 4.4 0.0: 1.9 0.8 Old : 100.0: 38.1 75.9 4.4 3.6 3.3 0.0 9.4 2.7 49.7 4.4 0.0: 1.9 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 : 24: 14 12 . . . 0 . . . . 0: Old : 24: 14 12 . . . 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 58.4 83.0 87.3 64.1 47.3 71.5 68.2 Old : 68.6 58.4 83.0 87.3 64.1 47.3 71.5 68.2 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, July 15, 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 : 20,935: 18,925 15,905 300 3,600 300 0 0 300 0 200 0: 1,110 630 Old : 20,935: 18,925 15,905 300 3,600 300 0 0 300 0 200 0: 1,110 630 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 90.4 76.0 1.4 17.2 1.4 0.0 0.0 1.4 0.0 1.0 0.0: 5.3 3.0 Old : 100.0: 90.4 76.0 1.4 17.2 1.4 0.0 0.0 1.4 0.0 1.0 0.0: 5.3 3.0 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: 12 10 . . . 0 0 . 0 . 0: Old : 20: 12 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 : 75.2 67.2 88.2 86.8 71.8 65.3 83.0 83.5 Old : 75.2 67.2 88.2 86.8 71.8 65.3 83.0 83.5 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, July 15, 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 : 32,620: 21,960 22,285 180 1,710 1,055 1,750 0 675 4,780 5,125 55: 2,165 1,715 Old : 32,620: 21,960 22,285 180 1,710 1,055 1,750 0 675 4,780 5,125 55: 2,165 1,715 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2014 : : 0: -100 0 0 0 0 0 0 0 100 0 -100: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.3 68.3 0.6 5.2 3.2 5.4 0.0 2.1 14.7 15.7 0.2: 6.6 5.3 Old : 100.0: 67.3 68.3 0.6 5.2 3.2 5.4 0.0 2.1 14.7 15.7 0.2: 6.6 5.3 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 : 31: 18 17 . . . . 0 . . . .: Old : 31: 18 17 . . . . 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 70.2 63.2 42.5 38.9 59.5 56.0 Old : 49.2 44.3 70.2 63.2 42.5 38.9 59.5 56.0 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, July 15, 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 : 25,315: 21,790 20,970 0 1,265 235 250 0 725 85 0 940: 1,290 1,180 Old : 25,315: 21,790 20,970 0 1,265 235 250 0 725 85 0 940: 1,290 1,180 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 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: 86.1 82.8 0.0 5.0 0.9 1.0 0.0 2.9 0.3 0.0 3.7: 5.1 4.7 Old : 100.0: 86.1 82.8 0.0 5.0 0.9 1.0 0.0 2.9 0.3 0.0 3.7: 5.1 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 : 26: 19 17 0 . . . 0 . . 0 .: Old : 26: 19 17 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 : 44.7 47.5 66.8 68.7 34.0 33.3 49.5 46.3 Old : 44.7 47.5 66.8 68.7 34.0 33.3 49.5 46.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2014