COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,281: 16,184 28,323 1,051 5,785 1,921 4,184 8,277 1,910 53,425 32,217 7,758: 848 1,090
Old : 87,281: 16,184 28,323 1,051 5,785 1,921 4,184 8,277 1,910 53,425 32,217 7,758: 848 1,090
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 694: -123 -938 -20 92 0 405 820 -15 159 273 364: -76 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 32.5 1.2 6.6 2.2 4.8 9.5 2.2 61.2 36.9 8.9: 1.0 1.2
Old : 100.0: 18.5 32.5 1.2 6.6 2.2 4.8 9.5 2.2 61.2 36.9 8.9: 1.0 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 : 57: 15 14 . . 4 . . . 18 14 21:
Old : 57: 15 14 . . 4 . . . 18 14 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 35.5 65.0 54.5 46.7 33.6 60.6 49.5
Old : 48.9 35.5 65.0 54.5 46.7 33.6 60.6 49.5
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,402: 10,915 6,275 1,458 1,581 876 7,809 150 431 10,101 22,147 2,147: 665 795
Old : 34,402: 10,915 6,275 1,458 1,581 876 7,809 150 431 10,101 22,147 2,147: 665 795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 110: -295 150 -15 120 -90 120 0 55 350 85 -40: 25 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 18.2 4.2 4.6 2.5 22.7 0.4 1.3 29.4 64.4 6.2: 1.9 2.3
Old : 100.0: 31.7 18.2 4.2 4.6 2.5 22.7 0.4 1.3 29.4 64.4 6.2: 1.9 2.3
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 : 42: 8 9 . . . 4 . . 8 15 11:
Old : 42: 8 9 . . . 4 . . 8 15 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 44.7 71.8 68.5 52.1 42.5 69.0 64.4
Old : 52.8 44.7 71.8 68.5 52.1 42.5 69.0 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 134,303: 89,609 98,564 2,252 1,590 12,447 6,919 5,300 4,078 10,395 4,294 7,665: 938 365
Old : 134,303: 89,609 98,564 2,252 1,590 12,447 6,919 5,300 4,078 10,395 4,294 7,665: 938 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -6,944: -6,065 -5,223 -603 -611 452 33 146 -571 484 -399 -575: -99 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.7 73.4 1.7 1.2 9.3 5.2 3.9 3.0 7.7 3.2 5.7: 0.7 0.3
Old : 100.0: 66.7 73.4 1.7 1.2 9.3 5.2 3.9 3.0 7.7 3.2 5.7: 0.7 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 : 77: 46 47 . 4 4 . 5 4 6 5 8:
Old : 77: 46 47 . 4 4 . 5 4 6 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 27.6 61.6 46.9 28.1 16.5 39.8 31.1
Old : 40.8 27.6 61.6 46.9 28.1 16.5 39.8 31.1
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,830: 25,566 33,753 9,050 0 1,108 1,807 0 1,663 0 2,670 636: 0 0
Old : 39,830: 25,566 33,753 9,050 0 1,108 1,807 0 1,663 0 2,670 636: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 458: 1,326 130 -432 0 124 -689 0 177 -16 59 -32: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 84.7 22.7 0.0 2.8 4.5 0.0 4.2 0.0 6.7 1.6: 0.0 0.0
Old : 100.0: 64.2 84.7 22.7 0.0 2.8 4.5 0.0 4.2 0.0 6.7 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 18 . 0 . . 0 . 0 . .:
Old : 32: 22 18 . 0 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 54.1 79.8 75.5 48.0 46.2 62.5 63.5
Old : 56.7 54.1 79.8 75.5 48.0 46.2 62.5 63.5
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 329,679: 232,152 273,287 50,569 0 7,574 13,251 1,597 26,133 0 21,088 0: 0 0
Old : 329,679: 232,152 273,287 50,569 0 7,574 13,251 1,597 26,133 0 21,088 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 265: 8,799 -3,532 -5,636 0 912 -5,433 1,597 1,623 0 -335 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 82.9 15.3 0.0 2.3 4.0 0.5 7.9 0.0 6.4 0.0: 0.0 0.0
Old : 100.0: 70.4 82.9 15.3 0.0 2.3 4.0 0.5 7.9 0.0 6.4 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: 17 20 . 0 . . . . 0 . 0:
Old : 30: 17 20 . 0 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 58.3 84.7 82.1 52.4 52.6 68.9 69.0
Old : 57.6 58.3 84.7 82.1 52.4 52.6 68.9 69.0
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,434,071: 1,144,899 1,239,985 130,336 36,581 87,652 5,096 10,245 22,626 14,590 8,110 28,872: 0 0
Old : 1,434,071: 1,144,899 1,239,985 130,336 36,581 87,652 5,096 10,245 22,626 14,590 8,110 28,872: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -47,749: -37,432 -55,959 -15,052 6,089 4,836 4,312 125 -808 -466 1,107 -3,139: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 86.5 9.1 2.6 6.1 0.4 0.7 1.6 1.0 0.6 2.0: 0.0 0.0
Old : 100.0: 79.8 86.5 9.1 2.6 6.1 0.4 0.7 1.6 1.0 0.6 2.0: 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 : 61: 36 38 . . 4 . . . 4 . 5:
Old : 61: 36 38 . . 4 . . . 4 . 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 : 52.2 40.6 70.1 58.8 30.5 25.2 39.1 34.2
Old : 52.2 40.6 70.1 58.8 30.5 25.2 39.1 34.2
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,345: 39,682 36,725 1,935 0 2,267 0 279 5,249 1,193 5,782 0: 19 43
Old : 50,345: 39,682 36,725 1,935 0 2,267 0 279 5,249 1,193 5,782 0: 19 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 918: 1,043 -364 366 0 23 -1,903 253 1,314 383 0 -308: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 72.9 3.8 0.0 4.5 0.0 0.6 10.4 2.4 11.5 0.0: 0.0 0.1
Old : 100.0: 78.8 72.9 3.8 0.0 4.5 0.0 0.6 10.4 2.4 11.5 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . 0 . 0 . . . . 0:
Old : 31: 18 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 : 54.5 53.7 79.6 82.2 47.4 51.2 61.8 64.7
Old : 54.5 53.7 79.6 82.2 47.4 51.2 61.8 64.7
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 292,780: 207,739 212,288 49,809 0 5,667 2,560 29,138 24,149 2,241 20,923 615: 0 0
Old : 292,780: 207,739 212,288 49,809 0 5,667 2,560 29,138 24,149 2,241 20,923 615: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 6,745: 3,915 5,760 -2,882 0 952 1,904 -1,871 1,904 952 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 72.5 17.0 0.0 1.9 0.9 10.0 8.2 0.8 7.1 0.2: 0.0 0.0
Old : 100.0: 71.0 72.5 17.0 0.0 1.9 0.9 10.0 8.2 0.8 7.1 0.2: 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 : 27: 14 14 . 0 . . . . . . .:
Old : 27: 14 14 . 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 : 57.5 59.7 83.7 88.0 42.1 43.0 60.7 62.0
Old : 57.5 59.7 83.7 88.0 42.1 43.0 60.7 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 600,961: 509,841 487,928 11,304 48,437 33,991 25,132 0 10,413 1,528 11,440 8,752: 0 0
Old : 600,961: 509,841 487,928 11,304 48,437 33,991 25,132 0 10,413 1,528 11,440 8,752: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -23,714: -13,879 -14,540 2,919 -5,838 -3,336 -8,584 0 0 -417 417 -417: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 81.2 1.9 8.1 5.7 4.2 0.0 1.7 0.3 1.9 1.5: 0.0 0.0
Old : 100.0: 84.8 81.2 1.9 8.1 5.7 4.2 0.0 1.7 0.3 1.9 1.5: 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 : 41: 26 24 . . . . 0 . . . .:
Old : 41: 26 24 . . . . 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 : 51.4 50.7 74.1 68.3 33.9 41.8 53.4 54.8
Old : 51.4 50.7 74.1 68.3 33.9 41.8 53.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,003: 41,513 42,466 1,439 984 1,012 3,600 0 1,107 1,185 5,081 1,141: 1,006 212
Old : 52,003: 41,513 42,466 1,439 984 1,012 3,600 0 1,107 1,185 5,081 1,141: 1,006 212
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,983: -1,453 -1,442 -228 -120 0 -390 0 75 114 -512 -7: -94 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 81.7 2.8 1.9 1.9 6.9 0.0 2.1 2.3 9.8 2.2: 1.9 0.4
Old : 100.0: 79.8 81.7 2.8 1.9 1.9 6.9 0.0 2.1 2.3 9.8 2.2: 1.9 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 : 36: 24 26 . . . . 0 . . . .:
Old : 36: 24 26 . . . . 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 : 46.8 61.1 69.2 72.4 38.4 59.3 55.9 67.5
Old : 46.8 61.1 69.2 72.4 38.4 59.3 55.9 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,291: 39,152 51,415 11,415 0 35 0 100 270 0 0 0: 1,419 471
Old : 52,291: 39,152 51,415 11,415 0 35 0 100 270 0 0 0: 1,419 471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -515: -855 -850 405 0 -35 -470 100 270 0 0 0: 170 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 98.3 21.8 0.0 0.1 0.0 0.2 0.5 0.0 0.0 0.0: 2.7 0.9
Old : 100.0: 74.9 98.3 21.8 0.0 0.1 0.0 0.2 0.5 0.0 0.0 0.0: 2.7 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 : 31: 22 19 . 0 . 0 . . 0 0 0:
Old : 31: 22 19 . 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 : 54.0 79.8 75.9 91.4 44.6 71.4 63.3 79.1
Old : 54.0 79.8 75.9 91.4 44.6 71.4 63.3 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,945: 51,890 66,125 14,290 0 0 0 5 455 0 0 0: 310 360
Old : 66,945: 51,890 66,125 14,290 0 0 0 5 455 0 0 0: 310 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 1,410: 1,630 1,250 90 0 0 -465 5 155 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 98.8 21.3 0.0 0.0 0.0 0.0 0.7 0.0 0.0 0.0: 0.5 0.5
Old : 100.0: 77.5 98.8 21.3 0.0 0.0 0.0 0.0 0.7 0.0 0.0 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 31 22 . 0 0 0 . . 0 0 0:
Old : 38: 31 22 . 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 : 53.2 78.5 71.4 90.7 40.8 71.0 58.0 78.8
Old : 53.2 78.5 71.4 90.7 40.8 71.0 58.0 78.8
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,485: 13,180 11,000 0 2,180 195 0 110 0 50 0 0: 60 0
Old : 13,485: 13,180 11,000 0 2,180 195 0 110 0 50 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 850: 900 1,150 0 -300 0 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.7 81.6 0.0 16.2 1.4 0.0 0.8 0.0 0.4 0.0 0.0: 0.4 0.0
Old : 100.0: 97.7 81.6 0.0 16.2 1.4 0.0 0.8 0.0 0.4 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 0 . . 0 . 0 . 0 0:
Old : 31: 19 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 : 67.7 66.4 84.7 89.1 49.5 52.1 64.0 67.8
Old : 67.7 66.4 84.7 89.1 49.5 52.1 64.0 67.8
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 255,592: 170,624 241,920 62,432 392 10,144 8,864 0 3,136 392 0 0: 0 0
Old : 255,592: 170,624 241,920 62,432 392 10,144 8,864 0 3,136 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -16,808: -13,896 -15,976 -2,424 -416 0 296 0 -416 -368 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 94.7 24.4 0.2 4.0 3.5 0.0 1.2 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 66.8 94.7 24.4 0.2 4.0 3.5 0.0 1.2 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 18 . . . . 0 . . 0 0:
Old : 32: 20 18 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 73.3 69.8 91.6 40.5 61.5 56.5 66.4
Old : 48.9 73.3 69.8 91.6 40.5 61.5 56.5 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,250: 4,798 6,605 0 457 220 22 0 22 2,866 604 22: 300 320
Old : 8,250: 4,798 6,605 0 457 220 22 0 22 2,866 604 22: 300 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -629: -318 -382 0 114 -114 19 0 -19 -285 38 -114: 202 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 80.1 0.0 5.5 2.7 0.3 0.0 0.3 34.7 7.3 0.3: 3.6 3.9
Old : 100.0: 58.2 80.1 0.0 5.5 2.7 0.3 0.0 0.3 34.7 7.3 0.3: 3.6 3.9
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: 16 13 0 . . . 0 . . . .:
Old : 27: 16 13 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 49.0 79.0 74.6 53.3 42.8 72.1 62.6
Old : 54.1 49.0 79.0 74.6 53.3 42.8 72.1 62.6
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,700: 10,250 12,150 0 1,550 250 250 0 0 3,950 750 0: 0 0
Old : 14,700: 10,250 12,150 0 1,550 250 250 0 0 3,950 750 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 82.7 0.0 10.5 1.7 1.7 0.0 0.0 26.9 5.1 0.0: 0.0 0.0
Old : 100.0: 69.7 82.7 0.0 10.5 1.7 1.7 0.0 0.0 26.9 5.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 0 . . . 0 0 . . 0:
Old : 20: 11 10 0 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 62.2 92.5 94.9 73.1 59.9 91.5 88.8
Old : 73.5 62.2 92.5 94.9 73.1 59.9 91.5 88.8
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,700: 15,795 15,100 0 725 1,665 0 210 0 0 0 0: 240 0
Old : 17,700: 15,795 15,100 0 725 1,665 0 210 0 0 0 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -660: -525 -725 0 175 -135 0 75 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 85.3 0.0 4.1 9.4 0.0 1.2 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 89.2 85.3 0.0 4.1 9.4 0.0 1.2 0.0 0.0 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 : 33: 18 20 0 . . 0 . 0 0 0 0:
Old : 33: 18 20 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 : 57.5 64.4 77.0 81.1 50.5 51.1 67.8 64.5
Old : 57.5 64.4 77.0 81.1 50.5 51.1 67.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,212: 12,057 9,152 50 2,355 420 0 685 360 0 0 0: 325 240
Old : 13,212: 12,057 9,152 50 2,355 420 0 685 360 0 0 0: 325 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -287: -262 -342 0 -65 0 0 120 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 69.3 0.4 17.8 3.2 0.0 5.2 2.7 0.0 0.0 0.0: 2.5 1.8
Old : 100.0: 91.3 69.3 0.4 17.8 3.2 0.0 5.2 2.7 0.0 0.0 0.0: 2.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 16 . . . 0 . . 0 0 0:
Old : 26: 19 16 . . . 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 : 44.5 58.7 72.1 84.1 41.4 47.6 65.2 64.4
Old : 44.5 58.7 72.1 84.1 41.4 47.6 65.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,203: 12,746 11,928 0 1,507 1,302 1,173 79 431 0 0 0: 551 956
Old : 16,203: 12,746 11,928 0 1,507 1,302 1,173 79 431 0 0 0: 551 956
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -719: -467 -527 0 155 -54 -95 0 -84 0 0 0: -19 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 73.6 0.0 9.3 8.0 7.2 0.5 2.7 0.0 0.0 0.0: 3.4 5.9
Old : 100.0: 78.7 73.6 0.0 9.3 8.0 7.2 0.5 2.7 0.0 0.0 0.0: 3.4 5.9
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 : 28: 21 21 0 . . . . . 0 0 0:
Old : 28: 21 21 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 58.4 62.0 72.6 29.4 39.8 44.7 50.1
Old : 39.8 58.4 62.0 72.6 29.4 39.8 44.7 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,290: 42,587 32,565 1,885 954 1,419 0 6,029 1,138 0 5,177 0: 261 8
Old : 47,290: 42,587 32,565 1,885 954 1,419 0 6,029 1,138 0 5,177 0: 261 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -361: -378 522 -96 5 -127 0 -818 260 0 -198 0: -20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 68.9 4.0 2.0 3.0 0.0 12.7 2.4 0.0 10.9 0.0: 0.6 0.0
Old : 100.0: 90.1 68.9 4.0 2.0 3.0 0.0 12.7 2.4 0.0 10.9 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 : 41: 30 29 . . 4 0 . . 0 . 0:
Old : 41: 30 29 . . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 48.5 71.4 69.5 50.5 44.6 62.6 64.8
Old : 54.3 48.5 71.4 69.5 50.5 44.6 62.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,433: 51,118 37,025 632 5,144 816 0 6,044 1,387 0 3,763 150: 330 104
Old : 54,433: 51,118 37,025 632 5,144 816 0 6,044 1,387 0 3,763 150: 330 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,293: -669 -1,304 0 1,446 -388 -180 -170 -45 0 -829 -50: 39 47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 68.0 1.2 9.5 1.5 0.0 11.1 2.5 0.0 6.9 0.3: 0.6 0.2
Old : 100.0: 93.9 68.0 1.2 9.5 1.5 0.0 11.1 2.5 0.0 6.9 0.3: 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 : 43: 30 31 . . 4 0 . . 0 4 .:
Old : 43: 30 31 . . 4 0 . . 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 : 58.0 39.1 73.8 57.7 53.4 35.8 67.2 53.4
Old : 58.0 39.1 73.8 57.7 53.4 35.8 67.2 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,705: 30,780 27,560 2,300 4,435 275 200 0 0 0 1,375 0: 150 60
Old : 33,705: 30,780 27,560 2,300 4,435 275 200 0 0 0 1,375 0: 150 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,730: -1,435 -1,640 0 175 -175 0 0 0 0 -80 0: -120 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 81.8 6.8 13.2 0.8 0.6 0.0 0.0 0.0 4.1 0.0: 0.4 0.2
Old : 100.0: 91.3 81.8 6.8 13.2 0.8 0.6 0.0 0.0 0.0 4.1 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 : 31: 25 10 . . . . 0 0 0 . 0:
Old : 31: 25 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 : 34.8 86.9 58.9 97.2 33.1 74.0 54.4 81.2
Old : 34.8 86.9 58.9 97.2 33.1 74.0 54.4 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,015: 40,320 35,980 1,250 4,355 225 20 0 80 0 1,375 0: 120 0
Old : 42,015: 40,320 35,980 1,250 4,355 225 20 0 80 0 1,375 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,980: -1,855 -1,895 0 125 -125 0 0 0 0 -85 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 85.6 3.0 10.4 0.5 0.0 0.0 0.2 0.0 3.3 0.0: 0.3 0.0
Old : 100.0: 96.0 85.6 3.0 10.4 0.5 0.0 0.0 0.2 0.0 3.3 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 29 14 . . . . 0 . 0 . 0:
Old : 36: 29 14 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 90.0 62.3 97.0 38.1 80.7 60.2 85.3
Old : 40.2 90.0 62.3 97.0 38.1 80.7 60.2 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 378,229: 242,797 339,115 25,588 16,425 4,590 42,767 0 18,099 44,388 0 0: 0 0
Old : 378,229: 242,797 339,115 25,588 16,425 4,590 42,767 0 18,099 44,388 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -21,352: -20,918 -15,782 -1,649 2,720 -784 4,139 0 -7,506 5,366 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 89.7 6.8 4.3 1.2 11.3 0.0 4.8 11.7 0.0 0.0: 0.0 0.0
Old : 100.0: 64.2 89.7 6.8 4.3 1.2 11.3 0.0 4.8 11.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 27 . . . . 0 . . 0 0:
Old : 37: 22 27 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 46.4 76.2 68.0 42.7 44.2 57.5 54.5
Old : 52.9 46.4 76.2 68.0 42.7 44.2 57.5 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,759: 15,662 23,933 2,586 44 644 4,057 0 380 1,978 26 326: 126 406
Old : 25,759: 15,662 23,933 2,586 44 644 4,057 0 380 1,978 26 326: 126 406
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,509: -1,877 -1,441 58 -113 242 18 0 -152 289 -43 -71: -16 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.8 92.9 10.0 0.2 2.5 15.7 0.0 1.5 7.7 0.1 1.3: 0.5 1.6
Old : 100.0: 60.8 92.9 10.0 0.2 2.5 15.7 0.0 1.5 7.7 0.1 1.3: 0.5 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 : 41: 20 27 . . . . 0 . . . .:
Old : 41: 20 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 : 47.6 40.1 72.9 62.7 43.8 38.1 63.6 53.2
Old : 47.6 40.1 72.9 62.7 43.8 38.1 63.6 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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,412: 11,028 12,922 677 0 1,236 519 0 1,078 874 152 0: 0 24
Old : 15,412: 11,028 12,922 677 0 1,236 519 0 1,078 874 152 0: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 839: 307 841 302 0 154 384 0 -308 0 152 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 83.8 4.4 0.0 8.0 3.4 0.0 7.0 5.7 1.0 0.0: 0.0 0.2
Old : 100.0: 71.6 83.8 4.4 0.0 8.0 3.4 0.0 7.0 5.7 1.0 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: 17 9 . 0 . . 0 . . . 0:
Old : 25: 17 9 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 83.1 76.3 97.2 30.1 69.7 50.5 69.7
Old : 50.2 83.1 76.3 97.2 30.1 69.7 50.5 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 557,310: 449,407 519,098 71,499 5,332 12,136 3,132 0 20,744 392 0 0: 0 0
Old : 557,310: 449,407 519,098 71,499 5,332 12,136 3,132 0 20,744 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -18,241: -14,905 -16,981 417 2,919 -3,336 843 0 -843 -417 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 93.1 12.8 1.0 2.2 0.6 0.0 3.7 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 80.6 93.1 12.8 1.0 2.2 0.6 0.0 3.7 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 : 30: 23 18 . . . . 0 . . 0 0:
Old : 30: 23 18 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 89.1 76.3 95.4 57.7 80.3 71.1 81.4
Old : 59.6 89.1 76.3 95.4 57.7 80.3 71.1 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,956: 36,578 47,908 3,156 1,044 122 3,704 0 1,823 5,551 0 636: 386 423
Old : 51,956: 36,578 47,908 3,156 1,044 122 3,704 0 1,823 5,551 0 636: 386 423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -449: -314 -484 19 0 -19 452 0 -56 -641 0 129: -19 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 92.2 6.1 2.0 0.2 7.1 0.0 3.5 10.7 0.0 1.2: 0.7 0.8
Old : 100.0: 70.4 92.2 6.1 2.0 0.2 7.1 0.0 3.5 10.7 0.0 1.2: 0.7 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 : 30: 21 17 . . . . 0 . . 0 .:
Old : 30: 21 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 : 53.4 87.4 75.9 94.0 49.6 79.1 66.7 82.1
Old : 53.4 87.4 75.9 94.0 49.6 79.1 66.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,431: 52,431 44,704 0 3,431 0 0 4,296 0 0 0 0: 0 0
Old : 52,431: 52,431 44,704 0 3,431 0 0 4,296 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: December 2, 2014 :
: -5,028: -5,028 -4,611 0 -417 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 85.3 0.0 6.5 0.0 0.0 8.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 100.0 85.3 0.0 6.5 0.0 0.0 8.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 0 . 0 0 . 0 0 0 0:
Old : 21: 12 11 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 70.0 95.6 90.5 68.4 67.7 80.8 80.1
Old : 74.1 70.0 95.6 90.5 68.4 67.7 80.8 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,118: 10,289 13,365 24 1,062 879 842 0 0 3,465 0 490: 129 322
Old : 16,118: 10,289 13,365 24 1,062 879 842 0 0 3,465 0 490: 129 322
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -344: -74 -682 -41 389 -19 169 0 0 -404 -38 41: -16 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 82.9 0.1 6.6 5.5 5.2 0.0 0.0 21.5 0.0 3.0: 0.8 2.0
Old : 100.0: 63.8 82.9 0.1 6.6 5.5 5.2 0.0 0.0 21.5 0.0 3.0: 0.8 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 : 28: 16 18 . . . . 0 0 4 0 .:
Old : 28: 16 18 . . . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 54.9 65.4 74.6 38.3 51.8 57.2 63.6
Old : 45.8 54.9 65.4 74.6 38.3 51.8 57.2 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 170,898: 112,364 167,858 22,528 0 0 784 0 0 32,182 0 3,040: 0 0
Old : 170,898: 112,364 167,858 22,528 0 0 784 0 0 32,182 0 3,040: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -13,627: -6,955 -14,313 -417 0 -834 0 0 0 -6,941 0 1,520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 98.2 13.2 0.0 0.0 0.5 0.0 0.0 18.8 0.0 1.8: 0.0 0.0
Old : 100.0: 65.7 98.2 13.2 0.0 0.0 0.5 0.0 0.0 18.8 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 : 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 : 67.2 62.9 86.0 82.0 43.3 48.6 58.4 60.2
Old : 67.2 62.9 86.0 82.0 43.3 48.6 58.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,355: 5,907 9,373 2,273 0 322 1,356 0 242 44 224 22: 189 172
Old : 10,355: 5,907 9,373 2,273 0 322 1,356 0 242 44 224 22: 189 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,245: -622 -1,056 -168 0 0 -413 0 9 -76 60 22: 3 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 90.5 22.0 0.0 3.1 13.1 0.0 2.3 0.4 2.2 0.2: 1.8 1.7
Old : 100.0: 57.0 90.5 22.0 0.0 3.1 13.1 0.0 2.3 0.4 2.2 0.2: 1.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 18 4 0 . . 0 . . . .:
Old : 29: 13 18 4 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 57.5 81.4 74.4 51.9 56.5 71.5 71.9
Old : 59.2 57.5 81.4 74.4 51.9 56.5 71.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,013: 89,143 101,983 11,240 2,601 3,102 3,441 0 2,327 760 0 0: 0 0
Old : 110,013: 89,143 101,983 11,240 2,601 3,102 3,441 0 2,327 760 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -9,789: -4,760 -7,461 -1,291 -1,926 -402 -3,336 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 92.7 10.2 2.4 2.8 3.1 0.0 2.1 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 81.0 92.7 10.2 2.4 2.8 3.1 0.0 2.1 0.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 15 . . . . 0 . . 0 0:
Old : 28: 16 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 : 59.5 62.6 82.5 80.7 55.6 57.4 74.4 71.8
Old : 59.5 62.6 82.5 80.7 55.6 57.4 74.4 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,186: 15,650 12,093 0 1,866 3,742 0 1,998 1,487 307 0 0: 0 0
Old : 21,186: 15,650 12,093 0 1,866 3,742 0 1,998 1,487 307 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 410: 331 179 0 -103 103 0 231 0 0 0 0: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 57.1 0.0 8.8 17.7 0.0 9.4 7.0 1.4 0.0 0.0: 0.0 0.0
Old : 100.0: 73.9 57.1 0.0 8.8 17.7 0.0 9.4 7.0 1.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 13 0 . . 0 . . . 0 0:
Old : 24: 17 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 : 72.4 64.9 89.9 88.1 53.3 34.7 56.5 55.9
Old : 72.4 64.9 89.9 88.1 53.3 34.7 56.5 55.9
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,920: 16,655 13,490 2,675 5,505 0 0 925 0 0 0 0: 590 0
Old : 19,920: 16,655 13,490 2,675 5,505 0 0 925 0 0 0 0: 590 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -770: -530 -510 -200 -260 0 0 25 -25 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 67.7 13.4 27.6 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 3.0 0.0
Old : 100.0: 83.6 67.7 13.4 27.6 0.0 0.0 4.6 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 : 25: 17 12 . . 0 0 . 0 0 0 0:
Old : 25: 17 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 78.2 79.3 94.5 45.9 74.0 67.7 78.5
Old : 47.8 78.2 79.3 94.5 45.9 74.0 67.7 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,040: 14,610 10,185 1,850 5,855 0 0 1,000 0 0 0 0: 580 0
Old : 17,040: 14,610 10,185 1,850 5,855 0 0 1,000 0 0 0 0: 580 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -880: -690 -620 -175 -260 0 0 0 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 59.8 10.9 34.4 0.0 0.0 5.9 0.0 0.0 0.0 0.0: 3.4 0.0
Old : 100.0: 85.7 59.8 10.9 34.4 0.0 0.0 5.9 0.0 0.0 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 : 23: 15 9 . . 0 0 . 0 0 0 0:
Old : 23: 15 9 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 79.0 77.5 96.4 42.3 76.1 63.9 79.2
Old : 50.5 79.0 77.5 96.4 42.3 76.1 63.9 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,455: 24,355 17,465 0 1,320 0 100 0 0 0 5,600 0: 0 70
Old : 24,455: 24,355 17,465 0 1,320 0 100 0 0 0 5,600 0: 0 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -260: -260 150 0 0 0 0 0 0 0 -400 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 71.4 0.0 5.4 0.0 0.4 0.0 0.0 0.0 22.9 0.0: 0.0 0.3
Old : 100.0: 99.6 71.4 0.0 5.4 0.0 0.4 0.0 0.0 0.0 22.9 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 22 10 0 . 0 . 0 0 0 . 0:
Old : 29: 22 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 : 55.2 78.0 78.5 97.6 51.3 73.0 68.5 84.6
Old : 55.2 78.0 78.5 97.6 51.3 73.0 68.5 84.6
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,475: 15,475 11,745 0 1,320 0 0 0 0 0 2,400 0: 0 10
Old : 15,475: 15,475 11,745 0 1,320 0 0 0 0 0 2,400 0: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -520: -520 -1,110 0 0 0 0 0 0 0 600 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 75.9 0.0 8.5 0.0 0.0 0.0 0.0 0.0 15.5 0.0: 0.0 0.1
Old : 100.0: 100.0 75.9 0.0 8.5 0.0 0.0 0.0 0.0 0.0 15.5 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 18 7 0 . 0 0 0 0 0 . 0:
Old : 23: 18 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 : 55.7 81.9 76.7 99.6 54.8 79.9 75.8 93.8
Old : 55.7 81.9 76.7 99.6 54.8 79.9 75.8 93.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,965: 16,705 16,290 0 1,130 495 50 50 0 0 0 0: 715 0
Old : 17,965: 16,705 16,290 0 1,130 495 50 50 0 0 0 0: 715 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,565: -1,495 -1,500 0 -15 -50 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 90.7 0.0 6.3 2.8 0.3 0.3 0.0 0.0 0.0 0.0: 4.0 0.0
Old : 100.0: 93.0 90.7 0.0 6.3 2.8 0.3 0.3 0.0 0.0 0.0 0.0: 4.0 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: 16 9 0 . . . . 0 0 0 0:
Old : 24: 16 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 : 69.8 82.7 87.0 97.9 64.6 82.4 80.5 89.6
Old : 69.8 82.7 87.0 97.9 64.6 82.4 80.5 89.6
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,075: 17,920 19,075 300 0 0 200 0 0 0 0 0: 655 0
Old : 19,075: 17,920 19,075 300 0 0 200 0 0 0 0 0: 655 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,895: -1,840 -1,895 -25 0 0 0 0 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 100.0 1.6 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0: 3.4 0.0
Old : 100.0: 93.9 100.0 1.6 0.0 0.0 1.0 0.0 0.0 0.0 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 : 24: 20 10 . 0 0 . 0 0 0 0 0:
Old : 24: 20 10 . 0 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 94.5 68.3 99.2 44.0 83.6 58.8 83.6
Old : 50.4 94.5 68.3 99.2 44.0 83.6 58.8 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,860: 18,580 19,830 390 0 5 250 25 0 0 0 0: 635 0
Old : 19,860: 18,580 19,830 390 0 5 250 25 0 0 0 0: 635 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -2,020: -1,935 -2,045 -65 0 0 0 25 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 99.8 2.0 0.0 0.0 1.3 0.1 0.0 0.0 0.0 0.0: 3.2 0.0
Old : 100.0: 93.6 99.8 2.0 0.0 0.0 1.3 0.1 0.0 0.0 0.0 0.0: 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 : 28: 23 10 . 0 . . . 0 0 0 0:
Old : 28: 23 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 : 49.4 94.8 67.0 99.0 45.0 85.2 60.4 85.5
Old : 49.4 94.8 67.0 99.0 45.0 85.2 60.4 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 104,625: 92,037 98,769 4,872 0 4,756 1,610 0 570 550 480 50: 180 0
Old : 104,625: 92,037 98,769 4,872 0 4,756 1,610 0 570 550 480 50: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -3,964: -4,545 -3,675 1,375 0 -334 -335 0 100 -200 -45 0: -25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 94.4 4.7 0.0 4.5 1.5 0.0 0.5 0.5 0.5 0.0: 0.2 0.0
Old : 100.0: 88.0 94.4 4.7 0.0 4.5 1.5 0.0 0.5 0.5 0.5 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 30 29 4 0 . . 0 . . . .:
Old : 46: 30 29 4 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 62.3 60.5 82.4 32.7 59.1 47.6 67.4
Old : 42.7 62.3 60.5 82.4 32.7 59.1 47.6 67.4
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,040: 115,782 124,779 5,607 0 4,651 3,510 0 220 200 380 0: 70 10
Old : 130,040: 115,782 124,779 5,607 0 4,651 3,510 0 220 200 380 0: 70 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -7,110: -6,955 -6,200 980 0 -385 -210 -275 -200 -350 -50 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 96.0 4.3 0.0 3.6 2.7 0.0 0.2 0.2 0.3 0.0: 0.1 0.0
Old : 100.0: 89.0 96.0 4.3 0.0 3.6 2.7 0.0 0.2 0.2 0.3 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 35 33 4 0 . . 0 . . . 0:
Old : 51: 35 33 4 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 59.9 55.0 81.8 27.8 54.1 45.1 68.5
Old : 36.2 59.9 55.0 81.8 27.8 54.1 45.1 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,882: 116,151 121,586 1,782 12,704 6,326 3,503 652 2,117 17,433 3,917 4,450: 120 130
Old : 151,882: 116,151 121,586 1,782 12,704 6,326 3,503 652 2,117 17,433 3,917 4,450: 120 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -11,803: -9,786 -10,693 -558 324 -778 262 131 -387 41 207 -595: -2 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 80.1 1.2 8.4 4.2 2.3 0.4 1.4 11.5 2.6 2.9: 0.1 0.1
Old : 100.0: 76.5 80.1 1.2 8.4 4.2 2.3 0.4 1.4 11.5 2.6 2.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 65: 37 34 4 . 4 . . . 8 . 5:
Old : 65: 37 34 4 . 4 . . . 8 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 67.9 59.9 77.2 37.9 62.6 59.1 70.9
Old : 38.7 67.9 59.9 77.2 37.9 62.6 59.1 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,726: 75,653 81,865 8,193 2,925 4,650 1,379 50 866 1,000 1,620 750: 235 0
Old : 92,726: 75,653 81,865 8,193 2,925 4,650 1,379 50 866 1,000 1,620 750: 235 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -5,790: -4,965 -5,270 -370 -125 -290 -90 50 -60 45 -50 -45: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 88.3 8.8 3.2 5.0 1.5 0.1 0.9 1.1 1.7 0.8: 0.3 0.0
Old : 100.0: 81.6 88.3 8.8 3.2 5.0 1.5 0.1 0.9 1.1 1.7 0.8: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 31 29 . . 4 . . . . . .:
Old : 50: 31 29 . . 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 77.5 62.6 86.4 41.1 73.4 59.3 79.5
Old : 43.2 77.5 62.6 86.4 41.1 73.4 59.3 79.5
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,775: 15,730 15,630 315 480 545 570 1,120 0 0 0 0: 615 0
Old : 17,775: 15,730 15,630 315 480 545 570 1,120 0 0 0 0: 615 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,920: -1,750 -1,640 5 90 -95 -50 -275 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 87.9 1.8 2.7 3.1 3.2 6.3 0.0 0.0 0.0 0.0: 3.5 0.0
Old : 100.0: 88.5 87.9 1.8 2.7 3.1 3.2 6.3 0.0 0.0 0.0 0.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 13 . . . . . 0 0 0 0:
Old : 29: 21 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 : 52.5 75.7 72.5 95.5 52.5 72.4 71.8 84.2
Old : 52.5 75.7 72.5 95.5 52.5 72.4 71.8 84.2
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,835: 14,495 15,530 450 360 555 850 365 25 0 0 0: 460 0
Old : 16,835: 14,495 15,530 450 360 555 850 365 25 0 0 0: 460 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,235: -1,450 -1,185 0 90 -90 325 -50 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 92.2 2.7 2.1 3.3 5.0 2.2 0.1 0.0 0.0 0.0: 2.7 0.0
Old : 100.0: 86.1 92.2 2.7 2.1 3.3 5.0 2.2 0.1 0.0 0.0 0.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 12 . . . . . . 0 0 0:
Old : 27: 18 12 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 79.4 69.3 97.4 46.7 69.7 69.1 83.0
Old : 46.7 79.4 69.3 97.4 46.7 69.7 69.1 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 mwh :
: : Positions :
All : 12,360: 10,530 10,350 0 90 1,200 150 0 150 0 0 0: 330 570
Old : 12,360: 10,530 10,350 0 90 1,200 150 0 150 0 0 0: 330 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 450: 485 460 -145 20 -20 0 0 0 0 0 0: 130 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 83.7 0.0 0.7 9.7 1.2 0.0 1.2 0.0 0.0 0.0: 2.7 4.6
Old : 100.0: 85.2 83.7 0.0 0.7 9.7 1.2 0.0 1.2 0.0 0.0 0.0: 2.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 19 0 . . . 0 . 0 0 0:
Old : 28: 17 19 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 : 51.9 47.1 78.0 76.8 48.9 39.1 66.9 59.8
Old : 51.9 47.1 78.0 76.8 48.9 39.1 66.9 59.8
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,507: 11,138 12,440 364 200 1,112 172 0 148 805 0 73: 695 534
Old : 14,507: 11,138 12,440 364 200 1,112 172 0 148 805 0 73: 695 534
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 12: 72 0 -72 0 12 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 85.8 2.5 1.4 7.7 1.2 0.0 1.0 5.5 0.0 0.5: 4.8 3.7
Old : 100.0: 76.8 85.8 2.5 1.4 7.7 1.2 0.0 1.0 5.5 0.0 0.5: 4.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 16 . . . . 0 . . 0 .:
Old : 29: 21 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 : 45.4 64.2 67.0 84.1 20.8 37.0 30.4 41.8
Old : 45.4 64.2 67.0 84.1 20.8 37.0 30.4 41.8
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,024: 5,615 8,529 3,850 0 20 0 2,475 0 1,239 0 0: 300 0
Old : 11,024: 5,615 8,529 3,850 0 20 0 2,475 0 1,239 0 0: 300 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 42: 42 42 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 77.4 34.9 0.0 0.2 0.0 22.5 0.0 11.2 0.0 0.0: 2.7 0.0
Old : 100.0: 50.9 77.4 34.9 0.0 0.2 0.0 22.5 0.0 11.2 0.0 0.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . 0 . 0 . 0 . 0 0:
Old : 22: 10 11 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 77.9 91.7 94.7 76.8 77.9 89.4 93.9
Old : 77.0 77.9 91.7 94.7 76.8 77.9 89.4 93.9
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 197,822: 110,230 155,464 68,554 0 2,735 0 39,623 0 16,303 0 0: 0 0
Old : 197,822: 110,230 155,464 68,554 0 2,735 0 39,623 0 16,303 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 2,719: 2,719 2,719 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 78.6 34.7 0.0 1.4 0.0 20.0 0.0 8.2 0.0 0.0: 0.0 0.0
Old : 100.0: 55.7 78.6 34.7 0.0 1.4 0.0 20.0 0.0 8.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . 0 . 0 . 0 . 0 0:
Old : 22: 11 11 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 81.7 90.3 94.5 69.2 81.7 86.4 93.5
Old : 70.8 81.7 90.3 94.5 69.2 81.7 86.4 93.5
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,413,377: 466,412 1,386,171 919,759 0 27,206 0 0 0 0 0 0: 0 0
Old : 1,413,377: 466,412 1,386,171 919,759 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: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 98.1 65.1 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 33.0 98.1 65.1 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 15 . 0 . 0 0 0 0 0 0:
Old : 22: 11 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 : 91.1 85.1 99.1 93.0 83.3 74.6 84.8 80.3
Old : 91.1 85.1 99.1 93.0 83.3 74.6 84.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 145,930: 133,488 80,449 1,074 55,645 4,411 4,065 0 2,870 0 2,533 22: 0 0
Old : 145,930: 133,488 80,449 1,074 55,645 4,411 4,065 0 2,870 0 2,533 22: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 55.1 0.7 38.1 3.0 2.8 0.0 2.0 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 91.5 55.1 0.7 38.1 3.0 2.8 0.0 2.0 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 21 . . . . 0 . 0 . .:
Old : 34: 20 21 . . . . 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 70.9 82.4 83.5 32.6 44.5 48.7 51.1
Old : 61.6 70.9 82.4 83.5 32.6 44.5 48.7 51.1
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,022,460: 2,600,899 1,259,084 171,320 1,205,199 249,457 0 308,720 0 784 0 0: 0 0
Old : 3,022,460: 2,600,899 1,259,084 171,320 1,205,199 249,457 0 308,720 0 784 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 41.7 5.7 39.9 8.3 0.0 10.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.1 41.7 5.7 39.9 8.3 0.0 10.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 19 . . . 0 . 0 . 0 0:
Old : 34: 21 19 . . . 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 82.3 90.1 94.7 47.1 57.7 59.2 63.0
Old : 72.4 82.3 90.1 94.7 47.1 57.7 59.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 20,598: 19,938 15,683 0 1,757 220 0 1,363 440 0 880 0: 0 255
Old : 20,598: 19,938 15,683 0 1,757 220 0 1,363 440 0 880 0: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 254: 254 254 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 76.1 0.0 8.5 1.1 0.0 6.6 2.1 0.0 4.3 0.0: 0.0 1.2
Old : 100.0: 96.8 76.1 0.0 8.5 1.1 0.0 6.6 2.1 0.0 4.3 0.0: 0.0 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 : 20: 11 9 0 . . 0 . . 0 . 0:
Old : 20: 11 9 0 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 82.6 91.7 94.8 62.9 78.9 88.1 89.9
Old : 65.6 82.6 91.7 94.8 62.9 78.9 88.1 89.9
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,951: 27,236 29,208 0 1,440 1,885 3,412 0 418 0 0 0: 0 0
Old : 32,951: 27,236 29,208 0 1,440 1,885 3,412 0 418 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 88.6 0.0 4.4 5.7 10.4 0.0 1.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.7 88.6 0.0 4.4 5.7 10.4 0.0 1.3 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 : 20: 14 10 0 . . . 0 . 0 0 0:
Old : 20: 14 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 : 50.2 84.4 77.7 97.6 48.8 68.0 69.3 75.8
Old : 50.2 84.4 77.7 97.6 48.8 68.0 69.3 75.8
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,880: 49,844 46,361 0 3,015 6,362 0 147 3,908 725 0 41: 0 1,046
Old : 60,880: 49,844 46,361 0 3,015 6,362 0 147 3,908 725 0 41: 0 1,046
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 76.2 0.0 5.0 10.5 0.0 0.2 6.4 1.2 0.0 0.1: 0.0 1.7
Old : 100.0: 81.9 76.2 0.0 5.0 10.5 0.0 0.2 6.4 1.2 0.0 0.1: 0.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 15 0 . . 0 . . . 0 .:
Old : 27: 17 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 : 60.4 74.3 83.2 91.8 53.1 58.6 64.5 67.0
Old : 60.4 74.3 83.2 91.8 53.1 58.6 64.5 67.0
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 37,987: 27,871 33,168 3,433 286 2,243 0 0 0 2,172 0 2,268: 0 22
Old : 37,987: 27,871 33,168 3,433 286 2,243 0 0 0 2,172 0 2,268: 0 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 87.3 9.0 0.8 5.9 0.0 0.0 0.0 5.7 0.0 6.0: 0.0 0.1
Old : 100.0: 73.4 87.3 9.0 0.8 5.9 0.0 0.0 0.0 5.7 0.0 6.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 13 . . . 0 0 0 . 0 .:
Old : 22: 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 : 60.6 60.4 87.7 84.1 49.8 41.6 56.2 54.3
Old : 60.6 60.4 87.7 84.1 49.8 41.6 56.2 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,198: 18,622 19,402 2,723 1,921 853 0 0 0 0 0 0: 0 22
Old : 22,198: 18,622 19,402 2,723 1,921 853 0 0 0 0 0 0: 0 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 87.4 12.3 8.7 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.1
Old : 100.0: 83.9 87.4 12.3 8.7 3.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 10 . . . 0 0 0 0 0 0:
Old : 23: 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 : 60.7 71.4 82.6 98.2 60.1 68.0 80.8 91.4
Old : 60.7 71.4 82.6 98.2 60.1 68.0 80.8 91.4
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 358,925: 330,901 318,637 0 12,888 0 4,544 0 23,480 0 3,920 0: 0 0
Old : 358,925: 330,901 318,637 0 12,888 0 4,544 0 23,480 0 3,920 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 4,696: 4,696 4,696 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 88.8 0.0 3.6 0.0 1.3 0.0 6.5 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 92.2 88.8 0.0 3.6 0.0 1.3 0.0 6.5 0.0 1.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 0 . 0 . 0 . 0 . 0:
Old : 21: 12 11 0 . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 84.9 94.8 95.7 61.8 80.6 85.8 86.2
Old : 63.7 84.9 94.8 95.7 61.8 80.6 85.8 86.2
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 650,870: 329,277 468,687 138,474 113,520 64,743 114,456 0 3,920 0 0 0: 0 0
Old : 650,870: 329,277 468,687 138,474 113,520 64,743 114,456 0 3,920 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 72.0 21.3 17.4 9.9 17.6 0.0 0.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 50.6 72.0 21.3 17.4 9.9 17.6 0.0 0.6 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 : 21: 15 14 . . . . 0 . 0 0 0:
Old : 21: 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 : 74.5 73.2 93.5 87.7 62.2 62.6 75.6 73.3
Old : 74.5 73.2 93.5 87.7 62.2 62.6 75.6 73.3
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,573,587: 962,893 981,824 135,341 299,263 221,180 166,880 0 70,560 15,973 0 760: 0 0
Old : 1,573,587: 962,893 981,824 135,341 299,263 221,180 166,880 0 70,560 15,973 0 760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 62.4 8.6 19.0 14.1 10.6 0.0 4.5 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.2 62.4 8.6 19.0 14.1 10.6 0.0 4.5 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 : 26: 17 11 . . . . 0 . . 0 .:
Old : 26: 17 11 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 83.8 84.5 97.5 50.4 68.7 64.6 73.1
Old : 59.1 83.8 84.5 97.5 50.4 68.7 64.6 73.1
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 547,659: 316,281 514,139 11,248 20,976 12,544 0 0 0 207,586 0 0: 0 0
Old : 547,659: 316,281 514,139 11,248 20,976 12,544 0 0 0 207,586 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 93.9 2.1 3.8 2.3 0.0 0.0 0.0 37.9 0.0 0.0: 0.0 0.0
Old : 100.0: 57.8 93.9 2.1 3.8 2.3 0.0 0.0 0.0 37.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 11 . . . 0 0 0 . 0 0:
Old : 21: 13 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 68.5 93.8 92.0 68.1 63.5 80.4 78.8
Old : 79.2 68.5 93.8 92.0 68.1 63.5 80.4 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 338,800: 288,240 287,768 48,992 49,464 1,568 0 0 0 0 0 0: 0 0
Old : 338,800: 288,240 287,768 48,992 49,464 1,568 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: December 2, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 84.9 14.5 14.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.1 84.9 14.5 14.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 11 . . . 0 0 0 0 0 0:
Old : 20: 10 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 : 68.4 82.2 94.7 96.6 66.2 76.4 90.0 90.3
Old : 68.4 82.2 94.7 96.6 66.2 76.4 90.0 90.3
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,968: 13,270 19,083 4,105 0 1,800 70 25 50 1,848 0 0: 825 1,010
Old : 21,968: 13,270 19,083 4,105 0 1,800 70 25 50 1,848 0 0: 825 1,010
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -362: -425 -202 635 0 0 -100 0 0 -292 0 0: -180 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 86.9 18.7 0.0 8.2 0.3 0.1 0.2 8.4 0.0 0.0: 3.8 4.6
Old : 100.0: 60.4 86.9 18.7 0.0 8.2 0.3 0.1 0.2 8.4 0.0 0.0: 3.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 14 . 0 . . . . . 0 0:
Old : 25: 11 14 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 54.4 89.2 81.7 61.4 54.4 80.7 79.2
Old : 69.9 54.4 89.2 81.7 61.4 54.4 80.7 79.2
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,696: 10,741 16,131 3,790 0 1,550 20 25 100 1,816 0 0: 679 890
Old : 18,696: 10,741 16,131 3,790 0 1,550 20 25 100 1,816 0 0: 679 890
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -287: -500 -127 770 0 -50 -100 0 0 -292 0 0: -115 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 86.3 20.3 0.0 8.3 0.1 0.1 0.5 9.7 0.0 0.0: 3.6 4.8
Old : 100.0: 57.5 86.3 20.3 0.0 8.3 0.1 0.1 0.5 9.7 0.0 0.0: 3.6 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 : 23: 9 14 . 0 . . . . . 0 0:
Old : 23: 9 14 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 51.2 94.1 81.7 70.9 51.2 81.8 76.8
Old : 80.9 51.2 94.1 81.7 70.9 51.2 81.8 76.8
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,784: 23,253 22,653 0 1,091 1,770 1,100 30 20 1,523 2,570 650: 468 0
Old : 28,784: 23,253 22,653 0 1,091 1,770 1,100 30 20 1,523 2,570 650: 468 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -305: -133 -155 0 -55 -20 -50 -50 0 -35 0 -15: -52 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 78.7 0.0 3.8 6.1 3.8 0.1 0.1 5.3 8.9 2.3: 1.6 0.0
Old : 100.0: 80.8 78.7 0.0 3.8 6.1 3.8 0.1 0.1 5.3 8.9 2.3: 1.6 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 : 33: 23 21 0 . . . . . . . .:
Old : 33: 23 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 : 63.2 50.6 78.2 74.2 53.1 47.0 65.3 64.2
Old : 63.2 50.6 78.2 74.2 53.1 47.0 65.3 64.2
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,142: 11,695 15,514 2,191 2,770 225 805 0 0 3,655 0 35: 536 598
Old : 19,142: 11,695 15,514 2,191 2,770 225 805 0 0 3,655 0 35: 536 598
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 173: 493 -403 15 275 -265 -50 0 0 -15 0 0: -5 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 81.0 11.4 14.5 1.2 4.2 0.0 0.0 19.1 0.0 0.2: 2.8 3.1
Old : 100.0: 61.1 81.0 11.4 14.5 1.2 4.2 0.0 0.0 19.1 0.0 0.2: 2.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 16 . . . . 0 0 . 0 .:
Old : 26: 16 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 : 68.4 47.6 84.6 75.0 54.0 39.9 66.6 58.3
Old : 68.4 47.6 84.6 75.0 54.0 39.9 66.6 58.3
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,729: 20,461 13,355 457 6,469 135 0 1,510 65 0 100 0: 611 95
Old : 21,729: 20,461 13,355 457 6,469 135 0 1,510 65 0 100 0: 611 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -78: 29 29 -60 -42 50 0 -40 -60 0 -15 0: -37 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 61.5 2.1 29.8 0.6 0.0 6.9 0.3 0.0 0.5 0.0: 2.8 0.4
Old : 100.0: 94.2 61.5 2.1 29.8 0.6 0.0 6.9 0.3 0.0 0.5 0.0: 2.8 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: 24 21 . . . 0 . . 0 . 0:
Old : 35: 24 21 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 51.8 72.7 78.9 50.9 48.2 64.2 69.0
Old : 52.5 51.8 72.7 78.9 50.9 48.2 64.2 69.0
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,794: 17,670 11,808 290 5,618 200 0 883 185 0 0 0: 449 100
Old : 18,794: 17,670 11,808 290 5,618 200 0 883 185 0 0 0: 449 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -386: -395 -255 290 -31 -40 -27 28 -78 0 0 0: -136 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 62.8 1.5 29.9 1.1 0.0 4.7 1.0 0.0 0.0 0.0: 2.4 0.5
Old : 100.0: 94.0 62.8 1.5 29.9 1.1 0.0 4.7 1.0 0.0 0.0 0.0: 2.4 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 : 31: 21 16 . . . 0 . . 0 0 0:
Old : 31: 21 16 . . . 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 50.6 75.2 75.5 59.8 44.7 68.2 65.1
Old : 62.0 50.6 75.2 75.5 59.8 44.7 68.2 65.1
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,455: 11,140 11,510 1,155 1,230 615 0 100 0 100 0 0: 445 0
Old : 13,455: 11,140 11,510 1,155 1,230 615 0 100 0 100 0 0: 445 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -216: 27 -162 -65 0 0 0 0 0 -15 0 0: -163 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 85.5 8.6 9.1 4.6 0.0 0.7 0.0 0.7 0.0 0.0: 3.3 0.0
Old : 100.0: 82.8 85.5 8.6 9.1 4.6 0.0 0.7 0.0 0.7 0.0 0.0: 3.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . 0 . 0 . 0 0:
Old : 23: 12 11 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 67.9 79.7 90.0 49.8 60.2 72.9 79.6
Old : 49.8 67.9 79.7 90.0 49.8 60.2 72.9 79.6
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,135: 12,730 9,445 635 1,410 100 0 1,980 315 50 775 0: 305 110
Old : 14,135: 12,730 9,445 635 1,410 100 0 1,980 315 50 775 0: 305 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: 280: 265 335 50 95 -95 0 50 -50 0 -75 0: 110 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 66.8 4.5 10.0 0.7 0.0 14.0 2.2 0.4 5.5 0.0: 2.2 0.8
Old : 100.0: 90.1 66.8 4.5 10.0 0.7 0.0 14.0 2.2 0.4 5.5 0.0: 2.2 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 : 33: 21 21 . . . 0 . . . . 0:
Old : 33: 21 21 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 47.0 67.1 67.5 48.9 42.9 64.8 60.6
Old : 49.8 47.0 67.1 67.5 48.9 42.9 64.8 60.6
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,292: 6,612 6,977 0 665 0 750 0 450 0 200 0: 480 0
Old : 8,292: 6,612 6,977 0 665 0 750 0 450 0 200 0: 480 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -220: -340 -205 0 0 0 15 0 -15 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 84.1 0.0 8.0 0.0 9.0 0.0 5.4 0.0 2.4 0.0: 5.8 0.0
Old : 100.0: 79.7 84.1 0.0 8.0 0.0 9.0 0.0 5.4 0.0 2.4 0.0: 5.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 13 0 . 0 . 0 . 0 . 0:
Old : 20: 15 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 : 57.4 65.1 82.5 90.3 48.1 58.8 69.1 77.7
Old : 57.4 65.1 82.5 90.3 48.1 58.8 69.1 77.7
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,295: 59,306 56,050 0 3,315 2,295 290 0 0 0 0 0: 2,404 2,635
Old : 64,295: 59,306 56,050 0 3,315 2,295 290 0 0 0 0 0: 2,404 2,635
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -3,057: -2,965 -2,946 0 -30 0 0 0 0 0 0 0: -92 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 87.2 0.0 5.2 3.6 0.5 0.0 0.0 0.0 0.0 0.0: 3.7 4.1
Old : 100.0: 92.2 87.2 0.0 5.2 3.6 0.5 0.0 0.0 0.0 0.0 0.0: 3.7 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 : 27: 15 20 0 . . . 0 0 0 0 0:
Old : 27: 15 20 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 : 82.4 75.2 91.4 88.0 81.3 70.8 84.7 79.9
Old : 82.4 75.2 91.4 88.0 81.3 70.8 84.7 79.9
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,957: 56,507 52,462 0 3,615 2,170 0 0 0 0 0 0: 2,280 2,710
Old : 60,957: 56,507 52,462 0 3,615 2,170 0 0 0 0 0 0: 2,280 2,710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -2,640: -2,590 -2,569 0 -5 0 0 0 0 0 0 0: -50 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 86.1 0.0 5.9 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.4
Old : 100.0: 92.7 86.1 0.0 5.9 3.6 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 19 0 . . 0 0 0 0 0 0:
Old : 25: 16 19 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 : 83.8 76.9 92.2 88.8 81.3 71.6 84.6 79.6
Old : 83.8 76.9 92.2 88.8 81.3 71.6 84.6 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,151: 11,595 14,095 1,510 0 0 0 50 0 800 0 6: 240 0
Old : 14,151: 11,595 14,095 1,510 0 0 0 50 0 800 0 6: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -890: -600 -890 -80 0 0 0 0 0 -200 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 99.6 10.7 0.0 0.0 0.0 0.4 0.0 5.7 0.0 0.0: 1.7 0.0
Old : 100.0: 81.9 99.6 10.7 0.0 0.0 0.0 0.4 0.0 5.7 0.0 0.0: 1.7 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: 14 7 . 0 0 0 . 0 . 0 .:
Old : 21: 14 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 : 58.5 94.7 83.4 100.0 55.4 90.8 74.8 91.2
Old : 58.5 94.7 83.4 100.0 55.4 90.8 74.8 91.2
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,712: 13,690 11,750 100 0 500 150 1,010 0 0 1,290 102: 170 60
Old : 14,712: 13,690 11,750 100 0 500 150 1,010 0 0 1,290 102: 170 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -505: -490 -345 50 0 -50 0 -100 0 0 0 0: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 79.9 0.7 0.0 3.4 1.0 6.9 0.0 0.0 8.8 0.7: 1.2 0.4
Old : 100.0: 93.1 79.9 0.7 0.0 3.4 1.0 6.9 0.0 0.0 8.8 0.7: 1.2 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 : 24: 16 10 . 0 . . . 0 0 . .:
Old : 24: 16 10 . 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 65.6 85.6 90.1 56.7 57.0 73.4 77.2
Old : 62.9 65.6 85.6 90.1 56.7 57.0 73.4 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Futures Only, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,110: 11,550 10,140 425 0 175 200 725 0 0 2,070 0: 760 0
Old : 13,110: 11,550 10,140 425 0 175 200 725 0 0 2,070 0: 760 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -820: -975 -645 50 0 -50 0 -100 0 0 -25 0: 155 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 77.3 3.2 0.0 1.3 1.5 5.5 0.0 0.0 15.8 0.0: 5.8 0.0
Old : 100.0: 88.1 77.3 3.2 0.0 1.3 1.5 5.5 0.0 0.0 15.8 0.0: 5.8 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 8 . 0 . . . 0 0 . 0:
Old : 20: 12 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 : 65.3 70.3 87.5 94.5 59.3 61.9 73.3 82.1
Old : 65.3 70.3 87.5 94.5 59.3 61.9 73.3 82.1
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,411: 20,801 17,581 0 45 40 1,345 4,375 0 0 370 0: 225 0
Old : 22,411: 20,801 17,581 0 45 40 1,345 4,375 0 0 370 0: 225 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -670: -675 -810 0 15 -15 50 140 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 78.4 0.0 0.2 0.2 6.0 19.5 0.0 0.0 1.7 0.0: 1.0 0.0
Old : 100.0: 92.8 78.4 0.0 0.2 0.2 6.0 19.5 0.0 0.0 1.7 0.0: 1.0 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: 14 15 0 . . . . 0 0 . 0:
Old : 27: 14 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 : 67.7 92.7 89.3 96.8 67.4 89.2 88.8 93.3
Old : 67.7 92.7 89.3 96.8 67.4 89.2 88.8 93.3
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,413: 43,909 51,298 2,880 450 620 5,075 1,495 0 1,379 0 677: 2,873 2,873
Old : 57,413: 43,909 51,298 2,880 450 620 5,075 1,495 0 1,379 0 677: 2,873 2,873
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -3,196: -2,453 -2,491 100 125 -225 -60 50 0 112 0 -115: -555 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 89.3 5.0 0.8 1.1 8.8 2.6 0.0 2.4 0.0 1.2: 5.0 5.0
Old : 100.0: 76.5 89.3 5.0 0.8 1.1 8.8 2.6 0.0 2.4 0.0 1.2: 5.0 5.0
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: 21 22 . . . . . 0 . 0 .:
Old : 33: 21 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 : 51.9 53.4 74.8 73.6 50.0 53.4 67.0 67.6
Old : 51.9 53.4 74.8 73.6 50.0 53.4 67.0 67.6
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,213: 33,291 45,691 2,880 365 565 6,040 575 0 4,590 0 0: 1,847 2,017
Old : 49,213: 33,291 45,691 2,880 365 565 6,040 575 0 4,590 0 0: 1,847 2,017
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -3,135: -2,414 -3,004 0 120 -120 -60 100 0 -135 0 0: -406 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 92.8 5.9 0.7 1.1 12.3 1.2 0.0 9.3 0.0 0.0: 3.8 4.1
Old : 100.0: 67.6 92.8 5.9 0.7 1.1 12.3 1.2 0.0 9.3 0.0 0.0: 3.8 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 : 33: 20 20 . . . . . 0 . 0 0:
Old : 33: 20 20 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 54.0 81.9 76.0 55.3 54.0 72.4 69.0
Old : 56.2 54.0 81.9 76.0 55.3 54.0 72.4 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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,200: 24,630 21,390 0 1,695 475 0 4,850 0 3,125 325 0: 1,970 1,465
Old : 30,200: 24,630 21,390 0 1,695 475 0 4,850 0 3,125 325 0: 1,970 1,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -2,040: -1,820 -1,505 0 55 -55 0 -75 0 -25 -325 0: -140 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 70.8 0.0 5.6 1.6 0.0 16.1 0.0 10.3 1.1 0.0: 6.5 4.9
Old : 100.0: 81.6 70.8 0.0 5.6 1.6 0.0 16.1 0.0 10.3 1.1 0.0: 6.5 4.9
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 : 29: 20 20 0 . . 0 . 0 . . 0:
Old : 29: 20 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 : 53.3 53.6 80.5 72.3 51.7 45.3 60.5 57.2
Old : 53.3 53.6 80.5 72.3 51.7 45.3 60.5 57.2
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,405: 22,945 25,125 580 0 445 300 0 750 800 0 0: 585 85
Old : 26,405: 22,945 25,125 580 0 445 300 0 750 800 0 0: 585 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -2,380: -1,930 -2,170 -400 0 -25 150 0 -150 0 0 0: -25 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 95.2 2.2 0.0 1.7 1.1 0.0 2.8 3.0 0.0 0.0: 2.2 0.3
Old : 100.0: 86.9 95.2 2.2 0.0 1.7 1.1 0.0 2.8 3.0 0.0 0.0: 2.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 17 . 0 . . 0 . . 0 0:
Old : 28: 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 : 61.5 57.5 76.0 78.9 50.9 53.4 59.8 64.7
Old : 61.5 57.5 76.0 78.9 50.9 53.4 59.8 64.7
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,190: 8,055 17,425 1,200 600 600 0 3,410 490 12,300 200 0: 545 465
Old : 23,190: 8,055 17,425 1,200 600 600 0 3,410 490 12,300 200 0: 545 465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -505: -570 -580 0 0 0 0 190 -190 0 -200 0: 255 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 75.1 5.2 2.6 2.6 0.0 14.7 2.1 53.0 0.9 0.0: 2.4 2.0
Old : 100.0: 34.7 75.1 5.2 2.6 2.6 0.0 14.7 2.1 53.0 0.9 0.0: 2.4 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 : 22: 11 13 . . . 0 . . . . 0:
Old : 22: 11 13 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 68.3 91.4 89.2 75.8 59.3 80.0 74.3
Old : 76.5 68.3 91.4 89.2 75.8 59.3 80.0 74.3
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,368: 17,435 18,335 0 1,250 3,865 2,800 0 150 2,250 3,300 23: 1,845 1,445
Old : 28,368: 17,435 18,335 0 1,250 3,865 2,800 0 150 2,250 3,300 23: 1,845 1,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -2,395: -1,580 -1,975 0 5 -50 150 0 -150 -530 0 0: -235 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 64.6 0.0 4.4 13.6 9.9 0.0 0.5 7.9 11.6 0.1: 6.5 5.1
Old : 100.0: 61.5 64.6 0.0 4.4 13.6 9.9 0.0 0.5 7.9 11.6 0.1: 6.5 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 : 32: 20 21 0 . . . 0 . . . .:
Old : 32: 20 21 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 : 55.5 50.7 75.5 70.2 48.4 40.2 61.8 54.4
Old : 55.5 50.7 75.5 70.2 48.4 40.2 61.8 54.4
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, December 9, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,220: 15,945 13,955 550 2,600 690 25 0 650 0 208 252: 2,108 1,865
Old : 20,220: 15,945 13,955 550 2,600 690 25 0 650 0 208 252: 2,108 1,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 2, 2014 :
: -1,755: -1,585 -1,665 50 0 -50 -75 0 0 0 42 -42: -53 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 69.0 2.7 12.9 3.4 0.1 0.0 3.2 0.0 1.0 1.2: 10.4 9.2
Old : 100.0: 78.9 69.0 2.7 12.9 3.4 0.1 0.0 3.2 0.0 1.0 1.2: 10.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 17 . . . . 0 . 0 . .:
Old : 26: 17 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 : 55.2 41.3 73.1 62.2 37.5 32.4 47.8 45.3
Old : 55.2 41.3 73.1 62.2 37.5 32.4 47.8 45.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2014