COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 87,936: 11,905 28,051 2,577 1,354 2,620 6,492 8,143 3,660 51,599 35,077 7,421: 1,662 1,610
Old : 87,936: 11,905 28,051 2,577 1,354 2,620 6,492 8,143 3,660 51,599 35,077 7,421: 1,662 1,610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 4,381: -42 2,857 1,139 -81 118 765 1,180 125 1,905 -124 221: 150 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 31.9 2.9 1.5 3.0 7.4 9.3 4.2 58.7 39.9 8.4: 1.9 1.8
Old : 100.0: 13.5 31.9 2.9 1.5 3.0 7.4 9.3 4.2 58.7 39.9 8.4: 1.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 13 15 4 . . . 5 4 16 12 19:
Old : 57: 13 15 4 . . . 5 4 16 12 19:
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 : 43.0 35.0 64.5 53.9 41.7 31.8 60.0 47.3
Old : 43.0 35.0 64.5 53.9 41.7 31.8 60.0 47.3
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, October 7, 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 : 38,592: 13,085 3,445 1,732 2,577 1,073 5,029 0 2,195 11,888 25,712 2,890: 700 700
Old : 38,592: 13,085 3,445 1,732 2,577 1,073 5,029 0 2,195 11,888 25,712 2,890: 700 700
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 4,545: 2,950 140 -480 1,635 510 880 -35 104 540 2,050 71: -30 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 8.9 4.5 6.7 2.8 13.0 0.0 5.7 30.8 66.6 7.5: 1.8 1.8
Old : 100.0: 33.9 8.9 4.5 6.7 2.8 13.0 0.0 5.7 30.8 66.6 7.5: 1.8 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 : 43: 9 10 . . . 5 0 . 10 12 15:
Old : 43: 9 10 . . . 5 0 . 10 12 15:
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 : 43.6 47.6 66.2 70.3 42.7 46.6 60.0 66.9
Old : 43.6 47.6 66.2 70.3 42.7 46.6 60.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 141,854: 85,404 99,840 3,548 2,721 13,709 6,875 4,548 4,662 15,459 3,981 11,795: 402 598
Old : 141,854: 85,404 99,840 3,548 2,721 13,709 6,875 4,548 4,662 15,459 3,981 11,795: 402 598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -8,552: -4,609 -818 -402 -6,362 -1,053 636 431 -683 -1,671 196 -494: -276 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.2 70.4 2.5 1.9 9.7 4.8 3.2 3.3 10.9 2.8 8.3: 0.3 0.4
Old : 100.0: 60.2 70.4 2.5 1.9 9.7 4.8 3.2 3.3 10.9 2.8 8.3: 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 : 75: 42 44 . . 4 4 . 4 7 6 10:
Old : 75: 42 44 . . 4 4 . 4 7 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 25.7 54.8 44.3 21.5 17.1 34.4 29.3
Old : 36.2 25.7 54.8 44.3 21.5 17.1 34.4 29.3
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, October 7, 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 : 45,608: 22,348 39,939 17,946 2,302 308 2,908 0 1,876 0 961 222: 0 0
Old : 45,608: 22,348 39,939 17,946 2,302 308 2,908 0 1,876 0 961 222: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,167: -887 -1,154 -368 -1,474 -717 -1,172 0 77 0 201 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 87.6 39.3 5.0 0.7 6.4 0.0 4.1 0.0 2.1 0.5: 0.0 0.0
Old : 100.0: 49.0 87.6 39.3 5.0 0.7 6.4 0.0 4.1 0.0 2.1 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 17 . . . . 0 . 0 . .:
Old : 33: 22 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 : 65.6 54.5 83.0 76.5 60.1 50.6 73.9 68.3
Old : 65.6 54.5 83.0 76.5 60.1 50.6 73.9 68.3
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, October 7, 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 : 362,533: 229,072 311,472 73,623 18,390 12,334 27,167 0 20,337 0 0 0: 0 0
Old : 362,533: 229,072 311,472 73,623 18,390 12,334 27,167 0 20,337 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -8,242: 48,174 262 -45,032 -1,600 -6,904 -4,480 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 85.9 20.3 5.1 3.4 7.5 0.0 5.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 63.2 85.9 20.3 5.1 3.4 7.5 0.0 5.6 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 : 26: 13 18 . . . . 0 . 0 0 0:
Old : 26: 13 18 . . . . 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 : 66.2 62.1 93.1 87.3 58.5 57.7 79.5 78.0
Old : 66.2 62.1 93.1 87.3 58.5 57.7 79.5 78.0
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, October 7, 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 : 1,441,980: 1,094,286 1,264,515 173,749 28,563 71,007 1,177 13,975 24,566 44,511 6,670 32,684: 0 0
Old : 1,441,980: 1,094,286 1,264,515 173,749 28,563 71,007 1,177 13,975 24,566 44,511 6,670 32,684: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -53,555: -27,737 -8,763 -993 -28,863 -13,577 760 -4,681 3,497 -11,196 3,141 -4,309: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 87.7 12.0 2.0 4.9 0.1 1.0 1.7 3.1 0.5 2.3: 0.0 0.0
Old : 100.0: 75.9 87.7 12.0 2.0 4.9 0.1 1.0 1.7 3.1 0.5 2.3: 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 : 59: 34 38 4 . 4 . . . 5 . 6:
Old : 59: 34 38 4 . 4 . . . 5 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 41.1 57.6 57.7 27.5 35.3 37.7 44.0
Old : 36.9 41.1 57.6 57.7 27.5 35.3 37.7 44.0
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, October 7, 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 : 46,564: 36,536 26,834 0 8,687 2,731 487 2,964 3,853 2,402 940 554: 1 1
Old : 46,564: 36,536 26,834 0 8,687 2,731 487 2,964 3,853 2,402 940 554: 1 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 671: 514 2,670 -130 -1,036 -192 308 -925 232 83 66 -144: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 57.6 0.0 18.7 5.9 1.0 6.4 8.3 5.2 2.0 1.2: 0.0 0.0
Old : 100.0: 78.5 57.6 0.0 18.7 5.9 1.0 6.4 8.3 5.2 2.0 1.2: 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 : 35: 21 19 0 . . . . . . 4 .:
Old : 35: 21 19 0 . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 50.3 73.4 80.4 44.6 40.8 59.5 58.7
Old : 49.5 50.3 73.4 80.4 44.6 40.8 59.5 58.7
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, October 7, 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 : 292,905: 206,769 197,770 74,218 21,850 0 0 59,032 10,678 8 2,343 1,232: 0 0
Old : 292,905: 206,769 197,770 74,218 21,850 0 0 59,032 10,678 8 2,343 1,232: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 3,864: 5,752 7,720 1,960 -8 -3,848 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 67.5 25.3 7.5 0.0 0.0 20.2 3.6 0.0 0.8 0.4: 0.0 0.0
Old : 100.0: 70.6 67.5 25.3 7.5 0.0 0.0 20.2 3.6 0.0 0.8 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 . . 0 0 . . . . .:
Old : 28: 14 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 : 65.5 62.3 87.2 88.7 57.0 49.4 74.0 70.5
Old : 65.5 62.3 87.2 88.7 57.0 49.4 74.0 70.5
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, October 7, 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 : 616,716: 487,810 500,613 1,763 29,949 67,909 35,037 0 10,405 5,952 0 7,840: 0 0
Old : 616,716: 487,810 500,613 1,763 29,949 67,909 35,037 0 10,405 5,952 0 7,840: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -26,150: -3,832 -15,797 -14,595 -3,072 -7,281 -450 0 0 8 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 81.2 0.3 4.9 11.0 5.7 0.0 1.7 1.0 0.0 1.3: 0.0 0.0
Old : 100.0: 79.1 81.2 0.3 4.9 11.0 5.7 0.0 1.7 1.0 0.0 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 27 . . . . 0 . . 0 .:
Old : 40: 24 27 . . . . 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 : 44.2 49.3 69.3 70.4 25.1 36.8 40.8 49.3
Old : 44.2 49.3 69.3 70.4 25.1 36.8 40.8 49.3
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, October 7, 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 : 50,091: 36,119 40,131 4,900 1,196 671 2,496 0 1,276 2,372 4,809 1,411: 846 597
Old : 50,091: 36,119 40,131 4,900 1,196 671 2,496 0 1,276 2,372 4,809 1,411: 846 597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,235: -2,089 -1,708 -187 -83 0 107 0 -87 168 -106 -146: -1 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 80.1 9.8 2.4 1.3 5.0 0.0 2.5 4.7 9.6 2.8: 1.7 1.2
Old : 100.0: 72.1 80.1 9.8 2.4 1.3 5.0 0.0 2.5 4.7 9.6 2.8: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 21 . . . . 0 . . . .:
Old : 32: 20 21 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 55.4 67.2 72.7 39.7 53.0 54.9 64.3
Old : 45.0 55.4 67.2 72.7 39.7 53.0 54.9 64.3
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,755: 34,225 42,100 7,705 0 105 0 300 0 100 0 0: 620 250
Old : 42,755: 34,225 42,100 7,705 0 105 0 300 0 100 0 0: 620 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,665: -2,455 -2,615 -65 0 -35 0 0 0 -100 0 0: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 98.5 18.0 0.0 0.2 0.0 0.7 0.0 0.2 0.0 0.0: 1.5 0.6
Old : 100.0: 80.0 98.5 18.0 0.0 0.2 0.0 0.7 0.0 0.2 0.0 0.0: 1.5 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 : 35: 24 17 . 0 . 0 . 0 . 0 0:
Old : 35: 24 17 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 83.6 76.3 93.0 59.8 79.3 74.1 85.3
Old : 60.0 83.6 76.3 93.0 59.8 79.3 74.1 85.3
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, October 7, 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 : 53,961: 42,691 53,121 10,910 0 0 0 600 0 0 0 0: 360 240
Old : 53,961: 42,691 53,121 10,910 0 0 0 600 0 0 0 0: 360 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -4,955: -4,675 -5,135 -130 0 0 0 0 0 -150 0 0: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 98.4 20.2 0.0 0.0 0.0 1.1 0.0 0.0 0.0 0.0: 0.7 0.4
Old : 100.0: 79.1 98.4 20.2 0.0 0.0 0.0 1.1 0.0 0.0 0.0 0.0: 0.7 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 : 35: 27 17 . 0 0 0 . 0 0 0 0:
Old : 35: 27 17 . 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 : 54.8 80.1 73.8 93.2 53.3 77.0 69.3 84.2
Old : 54.8 80.1 73.8 93.2 53.3 77.0 69.3 84.2
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,345: 10,825 10,685 170 0 2,350 0 110 0 0 200 0: 0 0
Old : 13,345: 10,825 10,685 170 0 2,350 0 110 0 0 200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 0: 2,100 0 -2,100 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 80.1 1.3 0.0 17.6 0.0 0.8 0.0 0.0 1.5 0.0: 0.0 0.0
Old : 100.0: 81.1 80.1 1.3 0.0 17.6 0.0 0.8 0.0 0.0 1.5 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 : 35: 20 20 . 0 . 0 . 0 0 . 0:
Old : 35: 20 20 . 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 : 59.0 49.8 80.9 74.7 47.6 37.2 60.7 57.8
Old : 59.0 49.8 80.9 74.7 47.6 37.2 60.7 57.8
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, October 7, 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 : 287,688: 215,464 268,464 45,264 1,184 14,504 8,496 0 2,000 808 0 1,152: 0 384
Old : 287,688: 215,464 268,464 45,264 1,184 14,504 8,496 0 2,000 808 0 1,152: 0 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 5,840: 19,880 22,976 3,904 1,184 -18,704 0 0 0 760 0 0: 0 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 93.3 15.7 0.4 5.0 3.0 0.0 0.7 0.3 0.0 0.4: 0.0 0.1
Old : 100.0: 74.9 93.3 15.7 0.4 5.0 3.0 0.0 0.7 0.3 0.0 0.4: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 16 . . . . 0 . . 0 .:
Old : 33: 22 16 . . . . 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 : 42.2 62.9 62.0 84.6 32.7 52.6 47.4 60.2
Old : 42.2 62.9 62.0 84.6 32.7 52.6 47.4 60.2
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, October 7, 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 : 9,393: 5,773 7,711 0 933 490 42 106 44 2,958 42 0: 86 67
Old : 9,393: 5,773 7,711 0 933 490 42 106 44 2,958 42 0: 86 67
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 41: 337 1,769 0 -1,410 -318 0 0 0 0 0 0: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 82.1 0.0 9.9 5.2 0.4 1.1 0.5 31.5 0.4 0.0: 0.9 0.7
Old : 100.0: 61.5 82.1 0.0 9.9 5.2 0.4 1.1 0.5 31.5 0.4 0.0: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 13 16 0 . . . . . . . 0:
Old : 28: 13 16 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 : 52.2 51.7 77.4 79.5 50.0 48.4 69.7 67.1
Old : 52.2 51.7 77.4 79.5 50.0 48.4 69.7 67.1
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, October 7, 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 : 17,800: 12,850 14,400 0 2,350 450 500 0 50 3,800 400 150: 0 0
Old : 17,800: 12,850 14,400 0 2,350 450 500 0 50 3,800 400 150: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 0: 300 1,800 0 -1,500 -300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 80.9 0.0 13.2 2.5 2.8 0.0 0.3 21.3 2.2 0.8: 0.0 0.0
Old : 100.0: 72.2 80.9 0.0 13.2 2.5 2.8 0.0 0.3 21.3 2.2 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 : 25: 15 9 0 . . . 0 . . . .:
Old : 25: 15 9 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 60.7 80.6 89.9 56.2 55.9 75.6 76.1
Old : 57.0 60.7 80.6 89.9 56.2 55.9 75.6 76.1
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, October 7, 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 : 19,300: 16,485 16,515 0 50 2,425 90 0 60 0 250 0: 240 0
Old : 19,300: 16,485 16,515 0 50 2,425 90 0 60 0 250 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 30: 2,130 230 -2,100 0 0 90 -110 -90 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 85.6 0.0 0.3 12.6 0.5 0.0 0.3 0.0 1.3 0.0: 1.2 0.0
Old : 100.0: 85.4 85.6 0.0 0.3 12.6 0.5 0.0 0.3 0.0 1.3 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 24 0 . . . 0 . 0 . 0:
Old : 38: 23 24 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 : 46.6 54.7 68.1 70.9 39.2 42.4 52.0 53.7
Old : 46.6 54.7 68.1 70.9 39.2 42.4 52.0 53.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,913: 12,858 9,533 0 2,620 420 0 685 375 0 0 0: 260 280
Old : 13,913: 12,858 9,533 0 2,620 420 0 685 375 0 0 0: 260 280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 0: 90 1,440 0 -1,340 -100 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 68.5 0.0 18.8 3.0 0.0 4.9 2.7 0.0 0.0 0.0: 1.9 2.0
Old : 100.0: 92.4 68.5 0.0 18.8 3.0 0.0 4.9 2.7 0.0 0.0 0.0: 1.9 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: 19 18 0 . . 0 . . 0 0 0:
Old : 25: 19 18 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 : 43.4 53.0 69.5 78.9 41.5 43.7 61.1 60.5
Old : 43.4 53.0 69.5 78.9 41.5 43.7 61.1 60.5
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, October 7, 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 : 18,294: 13,586 13,008 0 1,632 1,516 1,462 0 559 64 0 0: 1,107 1,579
Old : 18,294: 13,586 13,008 0 1,632 1,516 1,462 0 559 64 0 0: 1,107 1,579
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 211: 127 190 0 -194 -255 19 0 22 0 0 0: 298 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 71.1 0.0 8.9 8.3 8.0 0.0 3.1 0.3 0.0 0.0: 6.1 8.6
Old : 100.0: 74.3 71.1 0.0 8.9 8.3 8.0 0.0 3.1 0.3 0.0 0.0: 6.1 8.6
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 : 32: 22 22 0 . . . 0 . . 0 0:
Old : 32: 22 22 0 . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 55.1 59.4 71.9 31.0 39.6 45.9 50.1
Old : 36.3 55.1 59.4 71.9 31.0 39.6 45.9 50.1
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, October 7, 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 : 39,871: 35,659 28,266 952 0 1,273 0 5,570 1,064 430 3,570 120: 373 8
Old : 39,871: 35,659 28,266 952 0 1,273 0 5,570 1,064 430 3,570 120: 373 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -397: 118 517 72 -1,245 -17 0 519 -349 75 290 -75: -221 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 70.9 2.4 0.0 3.2 0.0 14.0 2.7 1.1 9.0 0.3: 0.9 0.0
Old : 100.0: 89.4 70.9 2.4 0.0 3.2 0.0 14.0 2.7 1.1 9.0 0.3: 0.9 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 : 39: 29 26 . 0 . 0 . . . . .:
Old : 39: 29 26 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 54.1 60.5 74.0 32.7 47.9 51.6 65.3
Old : 35.3 54.1 60.5 74.0 32.7 47.9 51.6 65.3
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, October 7, 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 : 47,625: 42,242 34,230 878 1,533 1,204 200 4,172 1,800 100 3,583 1,085: 116 18
Old : 47,625: 42,242 34,230 878 1,533 1,204 200 4,172 1,800 100 3,583 1,085: 116 18
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,428: -513 -85 17 -1,707 -83 0 919 -580 -50 286 -195: -24 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 71.9 1.8 3.2 2.5 0.4 8.8 3.8 0.2 7.5 2.3: 0.2 0.0
Old : 100.0: 88.7 71.9 1.8 3.2 2.5 0.4 8.8 3.8 0.2 7.5 2.3: 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 : 46: 30 31 . . 4 . . . . . .:
Old : 46: 30 31 . . 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 : 38.8 42.0 63.5 63.7 34.0 36.8 57.0 56.0
Old : 38.8 42.0 63.5 63.7 34.0 36.8 57.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 29,580: 26,635 22,675 2,300 4,785 525 0 0 0 0 1,535 0: 120 60
Old : 29,580: 26,635 22,675 2,300 4,785 525 0 0 0 0 1,535 0: 120 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,420: -3,245 -2,820 0 -425 -175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 76.7 7.8 16.2 1.8 0.0 0.0 0.0 0.0 5.2 0.0: 0.4 0.2
Old : 100.0: 90.0 76.7 7.8 16.2 1.8 0.0 0.0 0.0 0.0 5.2 0.0: 0.4 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: 25 13 . . . 0 0 0 0 . 0:
Old : 30: 25 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 : 39.8 83.8 63.3 95.5 39.5 73.3 62.6 82.2
Old : 39.8 83.8 63.3 95.5 39.5 73.3 62.6 82.2
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 41,810: 39,845 35,685 1,250 4,105 475 0 0 0 0 1,545 0: 240 0
Old : 41,810: 39,845 35,685 1,250 4,105 475 0 0 0 0 1,545 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -4,545: -4,235 -3,345 -50 -940 -260 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 85.4 3.0 9.8 1.1 0.0 0.0 0.0 0.0 3.7 0.0: 0.6 0.0
Old : 100.0: 95.3 85.4 3.0 9.8 1.1 0.0 0.0 0.0 0.0 3.7 0.0: 0.6 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 : 34: 28 15 . . . 0 0 0 0 . 0:
Old : 34: 28 15 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 88.8 61.1 96.6 41.3 83.0 61.0 89.6
Old : 41.5 88.8 61.1 96.6 41.3 83.0 61.0 89.6
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, October 7, 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 : 385,538: 242,082 349,409 43,031 5,785 2,303 41,858 0 25,777 28,936 713 1,551: 0 0
Old : 385,538: 242,082 349,409 43,031 5,785 2,303 41,858 0 25,777 28,936 713 1,551: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -43,061: -18,258 -33,753 -17,408 -1,159 -1,152 3,091 0 -6,163 -2,041 296 -1,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.8 90.6 11.2 1.5 0.6 10.9 0.0 6.7 7.5 0.2 0.4: 0.0 0.0
Old : 100.0: 62.8 90.6 11.2 1.5 0.6 10.9 0.0 6.7 7.5 0.2 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 27 . . . . 0 . . . .:
Old : 36: 22 27 . . . . 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 : 49.4 49.8 72.6 73.4 41.4 47.9 56.9 57.2
Old : 49.4 49.8 72.6 73.4 41.4 47.9 56.9 57.2
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, October 7, 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 : 27,208: 15,820 25,123 2,947 45 300 4,452 0 586 2,342 156 594: 167 404
Old : 27,208: 15,820 25,123 2,947 45 300 4,452 0 586 2,342 156 594: 167 404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,538: -1,699 -1,912 -210 -273 0 30 0 -121 38 -190 -43: -533 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 92.3 10.8 0.2 1.1 16.4 0.0 2.2 8.6 0.6 2.2: 0.6 1.5
Old : 100.0: 58.1 92.3 10.8 0.2 1.1 16.4 0.0 2.2 8.6 0.6 2.2: 0.6 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 : 41: 21 29 . . . . 0 . . . .:
Old : 41: 21 29 . . . . 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 : 42.8 39.3 66.6 64.0 40.5 36.4 59.9 53.2
Old : 42.8 39.3 66.6 64.0 40.5 36.4 59.9 53.2
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, October 7, 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 : 18,034: 11,936 15,279 2,636 0 1,028 54 178 1,472 831 0 77: 0 0
Old : 18,034: 11,936 15,279 2,636 0 1,028 54 178 1,472 831 0 77: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -206: 280 -302 -428 0 120 0 178 -178 24 0 -24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 84.7 14.6 0.0 5.7 0.3 1.0 8.2 4.6 0.0 0.4: 0.0 0.0
Old : 100.0: 66.2 84.7 14.6 0.0 5.7 0.3 1.0 8.2 4.6 0.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 10 . 0 . . . . . 0 .:
Old : 31: 19 10 . 0 . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 89.1 71.4 96.9 42.0 78.8 57.8 79.8
Old : 50.5 89.1 71.4 96.9 42.0 78.8 57.8 79.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 230,596: 97,176 212,629 61,073 0 9,312 53,117 0 8,655 1,263 0 0: 0 0
Old : 230,596: 97,176 212,629 61,073 0 9,312 53,117 0 8,655 1,263 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 1,928: 1,953 1,928 -25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 92.2 26.5 0.0 4.0 23.0 0.0 3.8 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 42.1 92.2 26.5 0.0 4.0 23.0 0.0 3.8 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 5 . 0 . . 0 . . 0 0:
Old : 21: 11 5 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 99.2 93.4 100.0 73.0 91.7 85.7 91.7
Old : 80.8 99.2 93.4 100.0 73.0 91.7 85.7 91.7
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, October 7, 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 : 469,166: 344,431 425,234 74,999 0 20,476 6,513 0 21,562 1,185 1,894 0: 0 0
Old : 469,166: 344,431 425,234 74,999 0 20,476 6,513 0 21,562 1,185 1,894 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -22,763: -10,348 -21,611 -14,434 0 -768 3,555 0 -384 -384 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 90.6 16.0 0.0 4.4 1.4 0.0 4.6 0.3 0.4 0.0: 0.0 0.0
Old : 100.0: 73.4 90.6 16.0 0.0 4.4 1.4 0.0 4.6 0.3 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 : 30: 21 15 . 0 . . 0 . . . 0:
Old : 30: 21 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 : 51.0 74.3 70.4 92.4 49.4 66.1 65.1 73.7
Old : 51.0 74.3 70.4 92.4 49.4 66.1 65.1 73.7
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, October 7, 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 : 47,638: 31,020 44,253 3,110 1,044 40 3,766 0 1,398 7,827 0 0: 477 903
Old : 47,638: 31,020 44,253 3,110 1,044 40 3,766 0 1,398 7,827 0 0: 477 903
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,650: -1,266 -1,533 -614 -126 40 25 0 -42 211 0 0: -4 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 92.9 6.5 2.2 0.1 7.9 0.0 2.9 16.4 0.0 0.0: 1.0 1.9
Old : 100.0: 65.1 92.9 6.5 2.2 0.1 7.9 0.0 2.9 16.4 0.0 0.0: 1.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 16 . . . . 0 . . 0 0:
Old : 27: 18 16 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 88.0 73.3 95.2 44.2 81.3 69.4 84.4
Old : 47.9 88.0 73.3 95.2 44.2 81.3 69.4 84.4
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, October 7, 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 : 5,439: 4,239 2,720 382 595 105 0 1,786 0 287 128 0: 426 105
Old : 5,439: 4,239 2,720 382 595 105 0 1,786 0 287 128 0: 426 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -970: -865 -1,142 -42 0 0 0 256 0 0 -42 0: -63 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.9 50.0 7.0 10.9 1.9 0.0 32.8 0.0 5.3 2.4 0.0: 7.8 1.9
Old : 100.0: 77.9 50.0 7.0 10.9 1.9 0.0 32.8 0.0 5.3 2.4 0.0: 7.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 7 . . . 0 . 0 . . 0:
Old : 20: 9 7 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 69.4 82.4 90.3 52.9 69.0 71.0 84.0
Old : 59.8 69.4 82.4 90.3 52.9 69.0 71.0 84.0
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, October 7, 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 : 60,835: 60,835 52,707 0 4,224 0 0 3,904 0 0 0 0: 0 0
Old : 60,835: 60,835 52,707 0 4,224 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: September 30, 2014 :
: -5,792: -5,792 -5,792 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 86.6 0.0 6.9 0.0 0.0 6.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 100.0 86.6 0.0 6.9 0.0 0.0 6.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 0 . 0 0 . 0 0 0 0:
Old : 20: 11 9 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 : 74.6 70.8 97.5 92.4 71.3 69.5 82.9 82.1
Old : 74.6 70.8 97.5 92.4 71.3 69.5 82.9 82.1
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,563: 9,496 12,720 66 939 385 504 0 87 4,923 1,218 637: 465 577
Old : 16,563: 9,496 12,720 66 939 385 504 0 87 4,923 1,218 637: 465 577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -239: -341 77 -194 661 -124 -62 0 -41 1,054 -560 -210: -321 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 76.8 0.4 5.7 2.3 3.0 0.0 0.5 29.7 7.4 3.8: 2.8 3.5
Old : 100.0: 57.3 76.8 0.4 5.7 2.3 3.0 0.0 0.5 29.7 7.4 3.8: 2.8 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 : 30: 15 19 . . . . 0 . 4 . .:
Old : 30: 15 19 . . . . 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 : 41.1 43.9 59.2 67.7 39.8 36.8 54.2 51.0
Old : 41.1 43.9 59.2 67.7 39.8 36.8 54.2 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 190,176: 115,097 186,229 27,317 0 0 392 0 0 43,423 0 3,947: 0 0
Old : 190,176: 115,097 186,229 27,317 0 0 392 0 0 43,423 0 3,947: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -7,631: -9,999 -2,630 1,144 -1,953 -1,536 0 0 0 4,272 0 -1,512: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 97.9 14.4 0.0 0.0 0.2 0.0 0.0 22.8 0.0 2.1: 0.0 0.0
Old : 100.0: 60.5 97.9 14.4 0.0 0.0 0.2 0.0 0.0 22.8 0.0 2.1: 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 : 29: 14 18 . 0 0 . 0 0 . 0 .:
Old : 29: 14 18 . 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 : 64.8 63.3 83.3 82.4 56.8 61.6 71.8 71.3
Old : 64.8 63.3 83.3 82.4 56.8 61.6 71.8 71.3
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, October 7, 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 : 11,656: 6,015 10,351 2,343 23 407 2,222 46 19 224 346 295: 131 169
Old : 11,656: 6,015 10,351 2,343 23 407 2,222 46 19 224 346 295: 131 169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,358: -1,033 -728 -263 -318 3 276 0 -42 -61 -118 -198: -40 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 88.8 20.1 0.2 3.5 19.1 0.4 0.2 1.9 3.0 2.5: 1.1 1.4
Old : 100.0: 51.6 88.8 20.1 0.2 3.5 19.1 0.4 0.2 1.9 3.0 2.5: 1.1 1.4
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 19 . . . . . . . . .:
Old : 33: 15 19 . . . . . . . . .:
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 : 51.4 54.3 77.4 74.9 48.9 51.4 67.6 66.7
Old : 51.4 54.3 77.4 74.9 48.9 51.4 67.6 66.7
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, October 7, 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 : 116,862: 85,346 108,259 13,627 3,423 2,728 6,611 0 392 6,098 0 2,060: 0 0
Old : 116,862: 85,346 108,259 13,627 3,423 2,728 6,611 0 392 6,098 0 2,060: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -13,979: -10,508 -9,166 -6,227 -4,354 792 2,723 0 0 492 0 -1,251: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 92.6 11.7 2.9 2.3 5.7 0.0 0.3 5.2 0.0 1.8: 0.0 0.0
Old : 100.0: 73.0 92.6 11.7 2.9 2.3 5.7 0.0 0.3 5.2 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 : 25: 12 14 . . . . 0 . . 0 .:
Old : 25: 12 14 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 65.6 79.2 81.6 52.7 58.0 67.7 67.4
Old : 56.5 65.6 79.2 81.6 52.7 58.0 67.7 67.4
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, October 7, 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 : 21,132: 15,658 12,384 307 2,096 3,282 0 1,509 1,861 0 0 0: 24 0
Old : 21,132: 15,658 12,384 307 2,096 3,282 0 1,509 1,861 0 0 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,123: -1,752 -1,102 0 -451 -395 0 -175 0 0 0 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 58.6 1.5 9.9 15.5 0.0 7.1 8.8 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 74.1 58.6 1.5 9.9 15.5 0.0 7.1 8.8 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 13 . . . 0 . . 0 0 0:
Old : 23: 14 13 . . . 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 : 69.3 64.4 88.2 89.2 53.2 33.1 58.6 56.7
Old : 69.3 64.4 88.2 89.2 53.2 33.1 58.6 56.7
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, October 7, 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 : 202,711: 170,326 97,232 0 76,630 24,681 3,536 0 4,168 0 0 0: 0 0
Old : 202,711: 170,326 97,232 0 76,630 24,681 3,536 0 4,168 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -13,419: -13,743 10,678 0 -24,741 644 -320 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 48.0 0.0 37.8 12.2 1.7 0.0 2.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.0 48.0 0.0 37.8 12.2 1.7 0.0 2.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 7 0 . . . 0 . 0 0 0:
Old : 21: 13 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 : 72.1 76.6 92.0 97.5 61.8 64.4 72.7 76.3
Old : 72.1 76.6 92.0 97.5 61.8 64.4 72.7 76.3
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, October 7, 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 : 21,580: 17,945 14,530 3,025 6,025 0 0 925 50 0 50 0: 560 0
Old : 21,580: 17,945 14,530 3,025 6,025 0 0 925 50 0 50 0: 560 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -970: 2,890 -660 -3,795 -260 -50 0 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 67.3 14.0 27.9 0.0 0.0 4.3 0.2 0.0 0.2 0.0: 2.6 0.0
Old : 100.0: 83.2 67.3 14.0 27.9 0.0 0.0 4.3 0.2 0.0 0.2 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 : 26: 16 12 . . 0 0 . . 0 . 0:
Old : 26: 16 12 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 74.2 79.4 91.1 46.8 70.3 69.0 77.7
Old : 48.6 74.2 79.4 91.1 46.8 70.3 69.0 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 18,600: 15,850 11,325 2,200 6,275 0 0 1,000 0 0 0 0: 550 0
Old : 18,600: 15,850 11,325 2,200 6,275 0 0 1,000 0 0 0 0: 550 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -375: 1,035 -265 -1,395 -110 0 0 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 60.9 11.8 33.7 0.0 0.0 5.4 0.0 0.0 0.0 0.0: 3.0 0.0
Old : 100.0: 85.2 60.9 11.8 33.7 0.0 0.0 5.4 0.0 0.0 0.0 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 10 . . 0 0 . 0 0 0 0:
Old : 24: 15 10 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 76.9 77.2 94.7 44.0 74.2 65.4 80.9
Old : 49.4 76.9 77.2 94.7 44.0 74.2 65.4 80.9
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, October 7, 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 : 16,070: 16,070 15,980 0 0 0 0 0 0 0 0 0: 0 90
Old : 16,070: 16,070 15,980 0 0 0 0 0 0 0 0 0: 0 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -730: -185 -775 -545 0 0 0 0 0 0 0 0: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 99.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.6
Old : 100.0: 100.0 99.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 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 : 24: 21 10 0 0 0 0 0 0 0 0 0:
Old : 24: 21 10 0 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 : 56.4 88.6 73.2 98.7 56.0 86.3 72.5 91.0
Old : 56.4 88.6 73.2 98.7 56.0 86.3 72.5 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 11,770: 11,770 11,740 0 0 0 0 0 0 0 0 0: 0 30
Old : 11,770: 11,770 11,740 0 0 0 0 0 0 0 0 0: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -775: 35 -765 -510 0 0 0 0 0 0 0 0: -300 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 99.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.3
Old : 100.0: 100.0 99.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 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 : 21: 16 9 0 0 0 0 0 0 0 0 0:
Old : 21: 16 9 0 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 : 62.0 83.3 79.5 99.3 60.6 80.5 75.1 89.5
Old : 62.0 83.3 79.5 99.3 60.6 80.5 75.1 89.5
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, October 7, 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 : 19,475: 18,405 17,670 0 1,160 595 50 50 0 150 0 0: 275 0
Old : 19,475: 18,405 17,670 0 1,160 595 50 50 0 150 0 0: 275 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -415: -190 -350 -245 -25 -40 0 0 0 100 0 0: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 90.7 0.0 6.0 3.1 0.3 0.3 0.0 0.8 0.0 0.0: 1.4 0.0
Old : 100.0: 94.5 90.7 0.0 6.0 3.1 0.3 0.3 0.0 0.8 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 8 0 . . . . 0 . 0 0:
Old : 23: 15 8 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 79.2 87.7 99.2 56.2 71.8 69.0 78.0
Old : 69.4 79.2 87.7 99.2 56.2 71.8 69.0 78.0
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, October 7, 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 : 18,660: 17,185 18,660 350 0 0 0 0 0 300 0 0: 825 0
Old : 18,660: 17,185 18,660 350 0 0 0 0 0 300 0 0: 825 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,810: -1,720 -1,810 -35 0 0 0 0 0 0 0 0: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 100.0 1.9 0.0 0.0 0.0 0.0 0.0 1.6 0.0 0.0: 4.4 0.0
Old : 100.0: 92.1 100.0 1.9 0.0 0.0 0.0 0.0 0.0 1.6 0.0 0.0: 4.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 17 7 . 0 0 0 0 0 . 0 0:
Old : 21: 17 7 . 0 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 96.6 78.8 100.0 62.9 91.4 73.5 91.4
Old : 67.7 96.6 78.8 100.0 62.9 91.4 73.5 91.4
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, October 7, 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 : 19,908: 17,943 19,903 520 0 5 0 0 0 300 0 0: 1,140 0
Old : 19,908: 17,943 19,903 520 0 5 0 0 0 300 0 0: 1,140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,180: -2,070 -2,180 -60 0 0 0 0 0 0 0 0: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 100.0 2.6 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.0: 5.7 0.0
Old : 100.0: 90.1 100.0 2.6 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.0: 5.7 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 : 21: 18 8 . 0 . 0 0 0 . 0 0:
Old : 21: 18 8 . 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 : 66.7 94.3 78.1 100.0 62.7 89.0 73.4 89.9
Old : 66.7 94.3 78.1 100.0 62.7 89.0 73.4 89.9
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, October 7, 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 : 110,560: 99,855 103,485 2,310 185 5,620 1,595 0 250 900 1,020 0: 30 0
Old : 110,560: 99,855 103,485 2,310 185 5,620 1,595 0 250 900 1,020 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -5,655: -5,030 -4,395 -5 -995 -415 -235 0 150 -150 0 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 93.6 2.1 0.2 5.1 1.4 0.0 0.2 0.8 0.9 0.0: 0.0 0.0
Old : 100.0: 90.3 93.6 2.1 0.2 5.1 1.4 0.0 0.2 0.8 0.9 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 : 43: 29 28 . . . . 0 . . . 0:
Old : 43: 29 28 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 66.6 67.3 81.3 46.4 65.6 61.3 75.4
Old : 50.5 66.6 67.3 81.3 46.4 65.6 61.3 75.4
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, October 7, 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 : 132,576: 119,760 125,566 2,830 90 5,565 3,845 50 225 300 1,030 50: 1 0
Old : 132,576: 119,760 125,566 2,830 90 5,565 3,845 50 225 300 1,030 50: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -9,100: -8,260 -8,080 -160 -545 -475 -155 50 0 -100 -100 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 94.7 2.1 0.1 4.2 2.9 0.0 0.2 0.2 0.8 0.0: 0.0 0.0
Old : 100.0: 90.3 94.7 2.1 0.1 4.2 2.9 0.0 0.2 0.2 0.8 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 : 55: 36 30 . . . 4 . . . . .:
Old : 55: 36 30 . . . 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 : 45.1 65.5 63.6 84.2 39.8 62.2 58.2 76.0
Old : 45.1 65.5 63.6 84.2 39.8 62.2 58.2 76.0
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, October 7, 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 : 158,178: 114,330 128,537 6,599 9,175 5,403 5,668 0 2,626 17,816 6,589 5,180: 556 668
Old : 158,178: 114,330 128,537 6,599 9,175 5,403 5,668 0 2,626 17,816 6,589 5,180: 556 668
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,711: 289 -1,288 -1,886 282 -747 915 -25 -547 -594 38 -193: 52 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 81.3 4.2 5.8 3.4 3.6 0.0 1.7 11.3 4.2 3.3: 0.4 0.4
Old : 100.0: 72.3 81.3 4.2 5.8 3.4 3.6 0.0 1.7 11.3 4.2 3.3: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 35 28 5 . 4 . 0 . 6 4 7:
Old : 58: 35 28 5 . 4 . 0 . 6 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 : 42.2 66.4 60.4 76.7 41.2 62.8 58.7 71.1
Old : 42.2 66.4 60.4 76.7 41.2 62.8 58.7 71.1
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, October 7, 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 : 95,735: 75,195 84,575 10,180 2,530 4,815 1,420 0 970 2,375 2,220 625: 155 0
Old : 95,735: 75,195 84,575 10,180 2,530 4,815 1,420 0 970 2,375 2,220 625: 155 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,910: -2,305 490 -100 -2,180 -750 -65 0 -35 495 -50 -145: -5 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 88.3 10.6 2.6 5.0 1.5 0.0 1.0 2.5 2.3 0.7: 0.2 0.0
Old : 100.0: 78.5 88.3 10.6 2.6 5.0 1.5 0.0 1.0 2.5 2.3 0.7: 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 : 48: 30 27 . . 4 . 0 . 5 . .:
Old : 48: 30 27 . . 4 . 0 . 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 : 48.7 73.3 65.9 82.7 46.4 72.1 61.6 80.0
Old : 48.7 73.3 65.9 82.7 46.4 72.1 61.6 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 21,135: 19,145 18,480 50 345 690 525 1,520 0 0 50 50: 675 0
Old : 21,135: 19,145 18,480 50 345 690 525 1,520 0 0 50 50: 675 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,865: -1,675 -965 0 -725 -155 0 -70 0 0 50 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 87.4 0.2 1.6 3.3 2.5 7.2 0.0 0.0 0.2 0.2: 3.2 0.0
Old : 100.0: 90.6 87.4 0.2 1.6 3.3 2.5 7.2 0.0 0.0 0.2 0.2: 3.2 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 : 30: 21 12 . . . . . 0 0 . .:
Old : 30: 21 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 : 52.8 71.5 71.9 93.6 52.8 64.3 71.7 83.4
Old : 52.8 71.5 71.9 93.6 52.8 64.3 71.7 83.4
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, October 7, 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 : 19,330: 17,345 17,900 200 180 735 550 465 0 0 50 0: 500 0
Old : 19,330: 17,345 17,900 200 180 735 550 465 0 0 50 0: 500 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,645: -1,565 -970 -120 -540 -135 200 0 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 92.6 1.0 0.9 3.8 2.8 2.4 0.0 0.0 0.3 0.0: 2.6 0.0
Old : 100.0: 89.7 92.6 1.0 0.9 3.8 2.8 2.4 0.0 0.0 0.3 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 : 28: 20 11 . . . . . 0 0 . 0:
Old : 28: 20 11 . . . . . 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 : 46.9 77.1 69.4 95.2 46.9 66.7 68.1 81.1
Old : 46.9 77.1 69.4 95.2 46.9 66.7 68.1 81.1
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, October 7, 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 : 17,815: 13,538 15,570 818 194 1,074 140 0 180 1,059 0 219: 787 578
Old : 17,815: 13,538 15,570 818 194 1,074 140 0 180 1,059 0 219: 787 578
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,308: 1,644 -26 -1,670 0 0 0 0 0 0 0 0: -1,282 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 87.4 4.6 1.1 6.0 0.8 0.0 1.0 5.9 0.0 1.2: 4.4 3.2
Old : 100.0: 76.0 87.4 4.6 1.1 6.0 0.8 0.0 1.0 5.9 0.0 1.2: 4.4 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 : 32: 23 19 . . . . 0 . . 0 .:
Old : 32: 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 : 43.6 55.7 66.0 79.8 22.1 35.8 32.1 44.2
Old : 43.6 55.7 66.0 79.8 22.1 35.8 32.1 44.2
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, October 7, 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 : 13,328: 7,428 11,408 4,684 0 0 0 1,920 0 768 0 0: 448 0
Old : 13,328: 7,428 11,408 4,684 0 0 0 1,920 0 768 0 0: 448 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,848: -1,366 -1,659 -399 -105 0 0 -63 0 -105 0 0: 22 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 85.6 35.1 0.0 0.0 0.0 14.4 0.0 5.8 0.0 0.0: 3.4 0.0
Old : 100.0: 55.7 85.6 35.1 0.0 0.0 0.0 14.4 0.0 5.8 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 10 . 0 0 0 . 0 . 0 0:
Old : 20: 8 10 . 0 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 79.5 87.5 96.8 66.2 79.5 86.9 94.2
Old : 66.2 79.5 87.5 96.8 66.2 79.5 86.9 94.2
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, October 7, 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 : 261,629: 166,163 229,282 86,439 0 1,592 0 30,755 0 7,435 0 0: 0 0
Old : 261,629: 166,163 229,282 86,439 0 1,592 0 30,755 0 7,435 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -40,704: -30,793 -39,552 -8,759 0 0 0 -1,152 0 -1,152 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 87.6 33.0 0.0 0.6 0.0 11.8 0.0 2.8 0.0 0.0: 0.0 0.0
Old : 100.0: 63.5 87.6 33.0 0.0 0.6 0.0 11.8 0.0 2.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 . 0 . 0 . 0 . 0 0:
Old : 23: 11 12 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 84.5 84.1 94.8 60.8 84.5 81.5 94.8
Old : 63.2 84.5 84.1 94.8 60.8 84.5 81.5 94.8
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, October 7, 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 : 87,158: 32,756 85,499 52,339 0 1,490 0 0 0 0 0 0: 573 169
Old : 87,158: 32,756 85,499 52,339 0 1,490 0 0 0 0 0 0: 573 169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,625: -1,386 -2,604 -1,218 0 0 0 0 0 0 0 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 98.1 60.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.2
Old : 100.0: 37.6 98.1 60.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 14 . 0 . 0 0 0 0 0 0:
Old : 20: 11 14 . 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 : 84.6 83.8 97.4 92.6 81.0 77.6 86.3 84.2
Old : 84.6 83.8 97.4 92.6 81.0 77.6 86.3 84.2
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, October 7, 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 : 1,485,540: 513,199 1,458,334 945,135 0 27,206 0 0 0 0 0 0: 0 0
Old : 1,485,540: 513,199 1,458,334 945,135 0 27,206 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: September 30, 2014 :
: -34,944: -19,968 -34,944 -14,976 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 98.2 63.6 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 34.5 98.2 63.6 0.0 1.8 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: 12 15 . 0 . 0 0 0 0 0 0:
Old : 23: 12 15 . 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 : 87.0 83.7 97.9 92.1 83.2 77.0 88.2 84.1
Old : 87.0 83.7 97.9 92.1 83.2 77.0 88.2 84.1
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, October 7, 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 : 154,864: 140,868 87,614 1,536 58,064 4,411 4,485 0 3,500 0 1,211 64: 0 0
Old : 154,864: 140,868 87,614 1,536 58,064 4,411 4,485 0 3,500 0 1,211 64: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 3,508: 2,034 3,200 -399 -1,481 1,999 105 0 -210 0 21 -21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 56.6 1.0 37.5 2.8 2.9 0.0 2.3 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 91.0 56.6 1.0 37.5 2.8 2.9 0.0 2.3 0.0 0.8 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 : 35: 20 22 . . . . 0 . 0 . .:
Old : 35: 20 22 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 66.0 77.7 80.4 33.1 43.6 48.9 50.9
Old : 56.9 66.0 77.7 80.4 33.1 43.6 48.9 50.9
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, October 7, 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 : 3,139,776: 2,697,597 1,376,400 177,664 1,192,511 262,145 0 308,720 0 2,370 0 0: 0 0
Old : 3,139,776: 2,697,597 1,376,400 177,664 1,192,511 262,145 0 308,720 0 2,370 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -79,968: -69,984 -47,984 -3,072 -25,840 -6,144 0 0 0 -768 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 43.8 5.7 38.0 8.3 0.0 9.8 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 85.9 43.8 5.7 38.0 8.3 0.0 9.8 0.0 0.1 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 : 35: 22 20 . . . 0 . 0 . 0 0:
Old : 35: 22 20 . . . 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 : 70.4 80.7 88.4 93.1 47.6 56.4 61.0 64.2
Old : 70.4 80.7 88.4 93.1 47.6 56.4 61.0 64.2
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 40,175: 32,948 35,508 72 0 3,325 2,488 0 1,342 0 0 0: 0 0
Old : 40,175: 32,948 35,508 72 0 3,325 2,488 0 1,342 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,409: 258 -2,777 -3,497 0 -170 462 0 -462 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 88.4 0.2 0.0 8.3 6.2 0.0 3.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.0 88.4 0.2 0.0 8.3 6.2 0.0 3.3 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: 15 10 . 0 . . 0 . 0 0 0:
Old : 21: 15 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 : 44.6 77.4 71.4 94.0 40.8 61.4 62.1 67.9
Old : 44.6 77.4 71.4 94.0 40.8 61.4 62.1 67.9
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, October 7, 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 : 70,049: 57,962 48,607 0 8,265 6,362 0 1,422 4,328 1,351 0 0: 46 1,065
Old : 70,049: 57,962 48,607 0 8,265 6,362 0 1,422 4,328 1,351 0 0: 46 1,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,037: -1,890 -1,029 0 -1,008 0 0 105 -105 0 0 0: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 69.4 0.0 11.8 9.1 0.0 2.0 6.2 1.9 0.0 0.0: 0.1 1.5
Old : 100.0: 82.7 69.4 0.0 11.8 9.1 0.0 2.0 6.2 1.9 0.0 0.0: 0.1 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 : 28: 19 15 0 . . 0 . . . 0 0:
Old : 28: 19 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 : 49.7 72.5 76.6 91.1 43.6 52.4 53.9 61.6
Old : 49.7 72.5 76.6 91.1 43.6 52.4 53.9 61.6
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 40,948: 30,496 35,163 3,181 832 2,621 0 0 0 2,382 0 2,268: 0 64
Old : 40,948: 30,496 35,163 3,181 832 2,621 0 0 0 2,382 0 2,268: 0 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,344: -1,070 -1,050 126 -63 -210 0 0 0 -105 0 0: -85 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 85.9 7.8 2.0 6.4 0.0 0.0 0.0 5.8 0.0 5.5: 0.0 0.2
Old : 100.0: 74.5 85.9 7.8 2.0 6.4 0.0 0.0 0.0 5.8 0.0 5.5: 0.0 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 : 23: 15 14 . . . 0 0 0 . 0 .:
Old : 23: 15 14 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 58.0 81.3 81.3 44.8 39.2 57.3 55.6
Old : 55.9 58.0 81.3 81.3 44.8 39.2 57.3 55.6
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, October 7, 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 : 27,360: 23,784 22,596 2,555 2,299 1,021 0 0 0 0 1,380 0: 0 64
Old : 27,360: 23,784 22,596 2,555 2,299 1,021 0 0 0 0 1,380 0: 0 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,457: -2,182 -1,911 19 -336 -189 0 0 0 -105 0 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 82.6 9.3 8.4 3.7 0.0 0.0 0.0 0.0 5.0 0.0: 0.0 0.2
Old : 100.0: 86.9 82.6 9.3 8.4 3.7 0.0 0.0 0.0 0.0 5.0 0.0: 0.0 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 : 25: 16 10 . . . 0 0 0 0 . 0:
Old : 25: 16 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 : 52.8 62.4 73.8 94.4 52.8 53.9 70.1 81.7
Old : 52.8 62.4 73.8 94.4 52.8 53.9 70.1 81.7
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, October 7, 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 : 304,907: 267,367 256,689 0 12,888 0 14,060 0 23,480 0 11,850 0: 0 0
Old : 304,907: 267,367 256,689 0 12,888 0 14,060 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: September 30, 2014 :
: -12,840: -7,014 -25,728 -3,138 12,888 0 -2,688 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 84.2 0.0 4.2 0.0 4.6 0.0 7.7 0.0 3.9 0.0: 0.0 0.0
Old : 100.0: 87.7 84.2 0.0 4.2 0.0 4.6 0.0 7.7 0.0 3.9 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: 13 12 0 . 0 . 0 . 0 . 0:
Old : 22: 13 12 0 . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 71.2 92.1 85.5 60.5 63.9 76.3 75.8
Old : 69.4 71.2 92.1 85.5 60.5 63.9 76.3 75.8
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, October 7, 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 : 749,995: 419,679 551,952 131,337 105,590 80,603 106,526 0 11,850 0 0 0: 0 0
Old : 749,995: 419,679 551,952 131,337 105,590 80,603 106,526 0 11,850 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -48,000: -39,112 -8,940 3,456 -22,876 -12,344 3,840 0 -3,840 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.0 73.6 17.5 14.1 10.7 14.2 0.0 1.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 56.0 73.6 17.5 14.1 10.7 14.2 0.0 1.6 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 : 22: 15 15 . . . . 0 . 0 0 0:
Old : 22: 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 : 66.4 63.7 90.5 79.0 51.7 46.9 62.5 58.9
Old : 66.4 63.7 90.5 79.0 51.7 46.9 62.5 58.9
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, October 7, 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 : 1,654,473: 1,035,056 1,057,952 131,376 300,056 225,145 174,810 0 70,560 16,766 0 760: 0 0
Old : 1,654,473: 1,035,056 1,057,952 131,376 300,056 225,145 174,810 0 70,560 16,766 0 760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -37,248: -28,360 -34,944 -4,664 -384 -1,920 -1,920 0 0 -384 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 63.9 7.9 18.1 13.6 10.6 0.0 4.3 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.6 63.9 7.9 18.1 13.6 10.6 0.0 4.3 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 : 27: 17 12 . . . . 0 . . 0 .:
Old : 27: 17 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 : 57.1 80.8 82.7 95.0 48.1 66.2 62.0 71.4
Old : 57.1 80.8 82.7 95.0 48.1 66.2 62.0 71.4
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, October 7, 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 : 614,530: 352,383 544,948 5,697 25,734 18,888 0 0 0 212,602 0 0: 24,960 24,960
Old : 614,530: 352,383 544,948 5,697 25,734 18,888 0 0 0 212,602 0 0: 24,960 24,960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 0: -16,896 -19,584 2,688 -2,304 -3,072 0 0 0 -7,680 0 0: 24,960 24,960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 88.7 0.9 4.2 3.1 0.0 0.0 0.0 34.6 0.0 0.0: 4.1 4.1
Old : 100.0: 57.3 88.7 0.9 4.2 3.1 0.0 0.0 0.0 34.6 0.0 0.0: 4.1 4.1
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 : 22: 13 12 . . . 0 0 0 . 0 0:
Old : 22: 13 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 61.8 87.1 83.8 62.6 57.9 74.2 70.6
Old : 72.4 61.8 87.1 83.8 62.6 57.9 74.2 70.6
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, October 7, 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 : 386,286: 327,796 326,531 53,750 55,015 4,740 0 0 0 0 0 0: 0 0
Old : 386,286: 327,796 326,531 53,750 55,015 4,740 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: September 30, 2014 :
: -31,488: -27,648 -17,148 -384 -10,884 -3,456 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 84.5 13.9 14.2 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.9 84.5 13.9 14.2 1.2 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 : 21: 11 11 . . . 0 0 0 0 0 0:
Old : 21: 11 11 . . . 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 : 61.8 73.5 91.1 91.8 55.8 64.1 80.5 80.2
Old : 61.8 73.5 91.1 91.8 55.8 64.1 80.5 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 14,917: 14,537 14,282 0 0 0 0 150 0 270 0 0: 110 485
Old : 14,917: 14,537 14,282 0 0 0 0 150 0 270 0 0: 110 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 95.7 0.0 0.0 0.0 0.0 1.0 0.0 1.8 0.0 0.0: 0.7 3.3
Old : 100.0: 97.5 95.7 0.0 0.0 0.0 0.0 1.0 0.0 1.8 0.0 0.0: 0.7 3.3
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 : 20: 12 9 0 0 0 0 . 0 . 0 0:
Old : 20: 12 9 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 : 74.4 67.7 90.4 95.4 71.1 64.1 84.4 85.4
Old : 74.4 67.7 90.4 95.4 71.1 64.1 84.4 85.4
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, October 7, 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 : 21,411: 12,699 18,401 3,075 0 1,800 220 0 0 2,432 0 0: 1,185 1,210
Old : 21,411: 12,699 18,401 3,075 0 1,800 220 0 0 2,432 0 0: 1,185 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -726: -824 -721 395 0 0 0 0 0 -292 0 0: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 85.9 14.4 0.0 8.4 1.0 0.0 0.0 11.4 0.0 0.0: 5.5 5.7
Old : 100.0: 59.3 85.9 14.4 0.0 8.4 1.0 0.0 0.0 11.4 0.0 0.0: 5.5 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 : 24: 11 15 . 0 . . 0 0 . 0 0:
Old : 24: 11 15 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 51.4 86.8 78.9 57.3 51.4 75.7 74.4
Old : 66.3 51.4 86.8 78.9 57.3 51.4 75.7 74.4
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,304: 11,155 16,664 2,970 0 1,650 220 0 0 2,400 0 0: 909 990
Old : 19,304: 11,155 16,664 2,970 0 1,650 220 0 0 2,400 0 0: 909 990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -437: -575 -362 530 0 -50 0 0 0 -292 0 0: -50 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 86.3 15.4 0.0 8.5 1.1 0.0 0.0 12.4 0.0 0.0: 4.7 5.1
Old : 100.0: 57.8 86.3 15.4 0.0 8.5 1.1 0.0 0.0 12.4 0.0 0.0: 4.7 5.1
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 : 24: 9 16 . 0 . . 0 0 . 0 0:
Old : 24: 9 16 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 52.8 92.8 79.1 68.4 52.8 79.4 72.8
Old : 79.2 52.8 92.8 79.1 68.4 52.8 79.4 72.8
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, October 7, 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 : 20,530: 13,249 15,072 0 2,070 840 1,050 130 20 3,523 1,200 1,030: 818 168
Old : 20,530: 13,249 15,072 0 2,070 840 1,050 130 20 3,523 1,200 1,030: 818 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -129: -576 -394 0 529 -249 -125 -50 0 590 0 35: 196 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 73.4 0.0 10.1 4.1 5.1 0.6 0.1 17.2 5.8 5.0: 4.0 0.8
Old : 100.0: 64.5 73.4 0.0 10.1 4.1 5.1 0.6 0.1 17.2 5.8 5.0: 4.0 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 : 31: 20 16 0 . . . . . . . .:
Old : 31: 20 16 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 : 60.8 58.7 76.2 78.0 51.4 53.8 64.4 69.4
Old : 60.8 58.7 76.2 78.0 51.4 53.8 64.4 69.4
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,542: 7,436 9,528 653 3,240 85 555 0 0 3,945 470 115: 753 104
Old : 13,542: 7,436 9,528 653 3,240 85 555 0 0 3,945 470 115: 753 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -235: -203 -205 -40 -5 0 0 0 0 25 -20 -5: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 70.4 4.8 23.9 0.6 4.1 0.0 0.0 29.1 3.5 0.8: 5.6 0.8
Old : 100.0: 54.9 70.4 4.8 23.9 0.6 4.1 0.0 0.0 29.1 3.5 0.8: 5.6 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 : 25: 14 15 . . . . 0 0 . . .:
Old : 25: 14 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 : 59.5 50.8 82.3 73.6 55.2 39.4 72.4 60.3
Old : 59.5 50.8 82.3 73.6 55.2 39.4 72.4 60.3
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, October 7, 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 : 18,023: 16,128 9,692 681 4,408 218 125 1,220 25 0 1,720 650: 196 90
Old : 18,023: 16,128 9,692 681 4,408 218 125 1,220 25 0 1,720 650: 196 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,008: -658 -236 -650 -718 141 0 -150 0 0 -235 100: 59 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 53.8 3.8 24.5 1.2 0.7 6.8 0.1 0.0 9.5 3.6: 1.1 0.5
Old : 100.0: 89.5 53.8 3.8 24.5 1.2 0.7 6.8 0.1 0.0 9.5 3.6: 1.1 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 : 33: 23 17 . . . . . . 0 . .:
Old : 33: 23 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 : 47.5 52.4 67.8 78.5 45.9 47.6 62.5 71.7
Old : 47.5 52.4 67.8 78.5 45.9 47.6 62.5 71.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,337: 12,060 9,844 0 1,942 389 210 555 25 0 572 0: 653 10
Old : 13,337: 12,060 9,844 0 1,942 389 210 555 25 0 572 0: 653 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -313: -487 193 0 -661 180 75 0 0 0 95 -100: 19 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 73.8 0.0 14.6 2.9 1.6 4.2 0.2 0.0 4.3 0.0: 4.9 0.1
Old : 100.0: 90.4 73.8 0.0 14.6 2.9 1.6 4.2 0.2 0.0 4.3 0.0: 4.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 17 0 . . . . . 0 . 0:
Old : 30: 20 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 : 48.4 51.2 69.2 72.0 43.4 42.1 58.6 62.3
Old : 48.4 51.2 69.2 72.0 43.4 42.1 58.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,287: 8,332 8,292 1,280 910 365 0 75 0 0 625 0: 310 20
Old : 10,287: 8,332 8,292 1,280 910 365 0 75 0 0 625 0: 310 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 80.6 12.4 8.8 3.5 0.0 0.7 0.0 0.0 6.1 0.0: 3.0 0.2
Old : 100.0: 81.0 80.6 12.4 8.8 3.5 0.0 0.7 0.0 0.0 6.1 0.0: 3.0 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 : 20: 10 10 . . . 0 . 0 0 . 0:
Old : 20: 10 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 : 58.3 71.0 84.3 94.1 57.5 70.5 82.2 90.4
Old : 58.3 71.0 84.3 94.1 57.5 70.5 82.2 90.4
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, October 7, 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 : 9,800: 7,205 6,625 890 0 960 0 1,635 340 350 225 0: 55 15
Old : 9,800: 7,205 6,625 890 0 960 0 1,635 340 350 225 0: 55 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 150: 220 -200 -55 0 0 0 350 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 67.6 9.1 0.0 9.8 0.0 16.7 3.5 3.6 2.3 0.0: 0.6 0.2
Old : 100.0: 73.5 67.6 9.1 0.0 9.8 0.0 16.7 3.5 3.6 2.3 0.0: 0.6 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: 18 19 . 0 . 0 . . . . 0:
Old : 28: 18 19 . 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 : 44.9 48.8 63.3 74.6 37.9 39.1 51.2 54.6
Old : 44.9 48.8 63.3 74.6 37.9 39.1 51.2 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 7,999: 5,464 7,059 235 0 240 520 0 430 600 200 0: 510 70
Old : 7,999: 5,464 7,059 235 0 240 520 0 430 600 200 0: 510 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 88.2 2.9 0.0 3.0 6.5 0.0 5.4 7.5 2.5 0.0: 6.4 0.9
Old : 100.0: 68.3 88.2 2.9 0.0 3.0 6.5 0.0 5.4 7.5 2.5 0.0: 6.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 13 . 0 . . 0 . . . 0:
Old : 20: 14 13 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 71.0 75.9 92.2 39.5 65.0 65.6 77.3
Old : 47.7 71.0 75.9 92.2 39.5 65.0 65.6 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 60,654: 57,736 52,027 0 4,370 1,835 100 0 0 0 1,500 0: 983 922
Old : 60,654: 57,736 52,027 0 4,370 1,835 100 0 0 0 1,500 0: 983 922
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,392: -3,420 -3,214 0 -5 0 100 0 0 0 -100 0: -72 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 85.8 0.0 7.2 3.0 0.2 0.0 0.0 0.0 2.5 0.0: 1.6 1.5
Old : 100.0: 95.2 85.8 0.0 7.2 3.0 0.2 0.0 0.0 0.0 2.5 0.0: 1.6 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 : 26: 14 18 0 . . . 0 0 0 . 0:
Old : 26: 14 18 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 : 86.9 73.5 94.7 91.3 86.9 71.6 90.7 86.5
Old : 86.9 73.5 94.7 91.3 86.9 71.6 90.7 86.5
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,492: 55,272 48,695 0 4,645 1,710 0 0 0 0 1,500 0: 510 942
Old : 57,492: 55,272 48,695 0 4,645 1,710 0 0 0 0 1,500 0: 510 942
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,725: -2,675 -2,593 0 -5 0 0 0 0 0 -50 0: -50 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.1 84.7 0.0 8.1 3.0 0.0 0.0 0.0 0.0 2.6 0.0: 0.9 1.6
Old : 100.0: 96.1 84.7 0.0 8.1 3.0 0.0 0.0 0.0 0.0 2.6 0.0: 0.9 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 : 24: 15 17 0 . . 0 0 0 0 . 0:
Old : 24: 15 17 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 : 89.5 75.3 95.8 92.2 88.4 72.4 91.7 87.0
Old : 89.5 75.3 95.8 92.2 88.4 72.4 91.7 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,290: 14,390 10,805 0 0 600 100 1,160 0 0 2,645 0: 200 80
Old : 15,290: 14,390 10,805 0 0 600 100 1,160 0 0 2,645 0: 200 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,140: -1,025 -830 0 -50 0 0 -250 0 0 100 -100: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 70.7 0.0 0.0 3.9 0.7 7.6 0.0 0.0 17.3 0.0: 1.3 0.5
Old : 100.0: 94.1 70.7 0.0 0.0 3.9 0.7 7.6 0.0 0.0 17.3 0.0: 1.3 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 : 24: 15 9 0 0 . . . 0 0 . 0:
Old : 24: 15 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 : 61.6 54.9 84.0 84.5 53.7 52.3 65.1 68.0
Old : 61.6 54.9 84.0 84.5 53.7 52.3 65.1 68.0
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, October 7, 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 : 22,495: 21,380 18,740 0 0 0 400 3,570 0 0 0 100: 615 85
Old : 22,495: 21,380 18,740 0 0 0 400 3,570 0 0 0 100: 615 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,018: -973 -1,098 0 0 0 0 100 0 0 0 0: -45 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 83.3 0.0 0.0 0.0 1.8 15.9 0.0 0.0 0.0 0.4: 2.7 0.4
Old : 100.0: 95.0 83.3 0.0 0.0 0.0 1.8 15.9 0.0 0.0 0.0 0.4: 2.7 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 : 22: 14 11 0 0 0 . . 0 0 0 .:
Old : 22: 14 11 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 : 69.6 87.2 88.5 97.0 68.6 82.4 84.6 89.9
Old : 69.6 87.2 88.5 97.0 68.6 82.4 84.6 89.9
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, October 7, 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 : 55,527: 40,173 48,728 2,130 175 1,365 5,080 500 0 2,590 600 944: 3,245 3,215
Old : 55,527: 40,173 48,728 2,130 175 1,365 5,080 500 0 2,590 600 944: 3,245 3,215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -4,287: -3,119 -3,733 0 110 -110 -500 0 0 -89 -100 -64: -405 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 87.8 3.8 0.3 2.5 9.1 0.9 0.0 4.7 1.1 1.7: 5.8 5.8
Old : 100.0: 72.3 87.8 3.8 0.3 2.5 9.1 0.9 0.0 4.7 1.1 1.7: 5.8 5.8
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 : 32: 18 20 . . . . . 0 . . .:
Old : 32: 18 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 : 48.1 50.2 71.3 70.3 43.6 50.1 61.3 67.5
Old : 48.1 50.2 71.3 70.3 43.6 50.1 61.3 67.5
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, October 7, 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 : 47,128: 33,038 42,348 2,280 100 1,150 4,870 0 0 3,210 950 300: 2,280 2,280
Old : 47,128: 33,038 42,348 2,280 100 1,150 4,870 0 0 3,210 950 300: 2,280 2,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,743: -2,789 -3,139 0 70 -70 -400 0 0 15 -100 -68: -431 -436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 89.9 4.8 0.2 2.4 10.3 0.0 0.0 6.8 2.0 0.6: 4.8 4.8
Old : 100.0: 70.1 89.9 4.8 0.2 2.4 10.3 0.0 0.0 6.8 2.0 0.6: 4.8 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 : 32: 16 19 . . . . 0 0 . . .:
Old : 32: 16 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 : 50.0 49.9 76.7 74.0 47.1 49.9 65.5 69.0
Old : 50.0 49.9 76.7 74.0 47.1 49.9 65.5 69.0
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, October 7, 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 : 34,225: 27,010 24,945 300 685 885 0 5,000 0 3,600 1,105 0: 2,430 1,605
Old : 34,225: 27,010 24,945 300 685 885 0 5,000 0 3,600 1,105 0: 2,430 1,605
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,040: -1,895 -1,355 0 5 -5 0 -250 0 -25 -195 -130: 15 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 72.9 0.9 2.0 2.6 0.0 14.6 0.0 10.5 3.2 0.0: 7.1 4.7
Old : 100.0: 78.9 72.9 0.9 2.0 2.6 0.0 14.6 0.0 10.5 3.2 0.0: 7.1 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 : 28: 17 19 . . . 0 . 0 . . 0:
Old : 28: 17 19 . . . 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 48.7 77.5 69.3 55.8 39.4 61.1 52.8
Old : 57.2 48.7 77.5 69.3 55.8 39.4 61.1 52.8
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, October 7, 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 : 31,140: 26,780 28,860 1,380 0 495 0 0 1,050 800 600 0: 635 135
Old : 31,140: 26,780 28,860 1,380 0 495 0 0 1,050 800 600 0: 635 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,040: -1,315 -1,815 -300 0 -25 -100 0 0 100 200 -300: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 92.7 4.4 0.0 1.6 0.0 0.0 3.4 2.6 1.9 0.0: 2.0 0.4
Old : 100.0: 86.0 92.7 4.4 0.0 1.6 0.0 0.0 3.4 2.6 1.9 0.0: 2.0 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 : 29: 19 17 . 0 . 0 0 . . . 0:
Old : 29: 19 17 . 0 . 0 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 56.2 73.0 74.8 49.6 53.5 63.3 66.2
Old : 58.0 56.2 73.0 74.8 49.6 53.5 63.3 66.2
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, October 7, 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 : 24,825: 8,340 19,110 1,200 600 600 0 3,030 870 13,500 600 0: 315 15
Old : 24,825: 8,340 19,110 1,200 600 600 0 3,030 870 13,500 600 0: 315 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,055: -890 -850 0 0 0 0 165 -165 0 -200 0: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 77.0 4.8 2.4 2.4 0.0 12.2 3.5 54.4 2.4 0.0: 1.3 0.1
Old : 100.0: 33.6 77.0 4.8 2.4 2.4 0.0 12.2 3.5 54.4 2.4 0.0: 1.3 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 : 22: 11 14 . . . 0 . . . . 0:
Old : 22: 11 14 . . . 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 : 71.0 66.1 86.5 90.0 70.6 54.6 78.7 72.6
Old : 71.0 66.1 86.5 90.0 70.6 54.6 78.7 72.6
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, October 7, 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 : 31,098: 20,010 18,875 0 2,440 2,765 2,500 0 450 3,310 4,925 23: 2,040 1,620
Old : 31,098: 20,010 18,875 0 2,440 2,765 2,500 0 450 3,310 4,925 23: 2,040 1,620
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,665: -1,315 -1,510 0 -55 0 -25 0 0 -525 0 0: 200 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 60.7 0.0 7.8 8.9 8.0 0.0 1.4 10.6 15.8 0.1: 6.6 5.2
Old : 100.0: 64.3 60.7 0.0 7.8 8.9 8.0 0.0 1.4 10.6 15.8 0.1: 6.6 5.2
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 : 31: 19 18 0 . . . 0 . . . .:
Old : 31: 19 18 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 49.2 73.9 67.8 48.4 41.0 65.3 57.8
Old : 52.7 49.2 73.9 67.8 48.4 41.0 65.3 57.8
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,715: 19,200 16,750 450 2,600 790 175 0 650 0 724 336: 2,114 1,865
Old : 23,715: 19,200 16,750 450 2,600 790 175 0 650 0 724 336: 2,114 1,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,670: -1,605 -1,280 -75 -300 0 175 0 -175 0 100 -100: 110 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 70.6 1.9 11.0 3.3 0.7 0.0 2.7 0.0 3.1 1.4: 8.9 7.9
Old : 100.0: 81.0 70.6 1.9 11.0 3.3 0.7 0.0 2.7 0.0 3.1 1.4: 8.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 17 . . . . 0 . 0 . .:
Old : 27: 18 17 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 39.2 68.7 64.1 33.9 32.2 44.7 47.2
Old : 48.6 39.2 68.7 64.1 33.9 32.2 44.7 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Futures Only, October 7, 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 : 25,885: 24,025 23,985 0 1,430 370 0 100 0 600 0 0: 890 0
Old : 25,885: 24,025 23,985 0 1,430 370 0 100 0 600 0 0: 890 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 92.7 0.0 5.5 1.4 0.0 0.4 0.0 2.3 0.0 0.0: 3.4 0.0
Old : 100.0: 92.8 92.7 0.0 5.5 1.4 0.0 0.4 0.0 2.3 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 7 0 . . 0 . 0 . 0 0:
Old : 20: 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 : 69.1 83.4 87.4 99.6 69.1 82.7 87.4 96.8
Old : 69.1 83.4 87.4 99.6 69.1 82.7 87.4 96.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2014