Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 81,585 : : Positions : : 18,810 34,801 3,413 233 3,222 5,082 9,515 2,645 34,127 17,288 12,797 : : : : Changes from: February 11, 2014 : : 478 1,413 -1,216 0 473 2,466 -1,345 84 1,265 3,230 206 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 42.7 4.2 0.3 3.9 6.2 11.7 3.2 41.8 21.2 15.7 : : : : Number of Traders in Each Category Total Traders: 53 : : 10 12 . . . . . . 17 15 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 35,484 : : Positions : : 15,270 5,700 2,197 1,765 678 576 5,820 234 14,370 18,627 1,900 : : : : Changes from: February 11, 2014 : : -490 425 363 -145 136 0 -645 0 1,255 1,583 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.0 16.1 6.2 5.0 1.9 1.6 16.4 0.7 40.5 52.5 5.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 7 . . . . . . 13 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 150,401 : : Positions : : 95,900 105,445 12,586 14,996 13,219 12,388 2,312 6,969 5,131 3,081 3,168 : : : : Changes from: February 11, 2014 : : 1,862 -1,881 -1,198 393 315 -1,370 -31 448 -576 84 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 70.1 8.4 10.0 8.8 8.2 1.5 4.6 3.4 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 78 : : 46 49 4 6 7 . . 5 6 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 55,942 : : Positions : : 31,264 47,699 15,073 3,947 2,145 5,718 0 1,564 0 385 178 : : : : Changes from: February 11, 2014 : : 537 2,325 -513 -434 -78 1,533 0 -1,124 0 -334 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.9 85.3 26.9 7.1 3.8 10.2 0.0 2.8 0.0 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 483,820 : : Positions : : 343,979 400,572 97,298 29,875 20,888 0 11,814 20,351 984 0 320 : : : : Changes from: February 11, 2014 : : -11,230 2,122 3,464 0 -2,488 0 -7,416 2,280 984 -1,488 -984 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 82.8 20.1 6.2 4.3 0.0 2.4 4.2 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 19 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,510,633 : : Positions : :1,153,169 1,327,745 209,885 51,814 96,086 16,716 2,475 23,178 2,616 352 8,983 : : : : Changes from: February 11, 2014 : : 28,310 49,428 28,256 79 -2,351 0 1,095 1,961 -6,340 -376 -1,199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 87.9 13.9 3.4 6.4 1.1 0.2 1.5 0.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 36 4 5 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 47,384 : : Positions : : 39,355 24,976 0 6,673 2,980 0 7,916 3,461 1,334 1,124 254 : : : : Changes from: February 11, 2014 : : 1,187 127 0 160 75 0 846 26 -54 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 52.7 0.0 14.1 6.3 0.0 16.7 7.3 2.8 2.4 0.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 339,696 : : Positions : : 211,169 251,438 87,337 26,296 4,160 0 28,276 28,494 7,504 0 1,032 : : : : Changes from: February 11, 2014 : : 3,808 -9,520 -13,328 0 304 0 952 -304 952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 74.0 25.7 7.7 1.2 0.0 8.3 8.4 2.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 516,498 : : Positions : : 409,809 309,351 26,480 161,364 38,384 29,003 0 7,047 5,775 352 0 : : : : Changes from: February 11, 2014 : : 45,512 37,836 0 4,373 784 -521 0 4,688 -2,782 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 59.9 5.1 31.2 7.4 5.6 0.0 1.4 1.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 24 . 5 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 51,281 : : Positions : : 35,266 42,857 7,098 3,042 1,817 1,662 0 1,429 3,256 340 415 : : : : Changes from: February 11, 2014 : : 1,225 1,529 340 153 -232 220 0 -43 -168 0 107 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 83.6 13.8 5.9 3.5 3.2 0.0 2.8 6.3 0.7 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 26 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 mwh : CFTC Code #06439C Open Interest is 3,515,700 : : Positions : :2,683,470 3,515,700 824,480 0 0 0 0 0 7,750 0 0 : : : : Changes from: February 11, 2014 : : 302,650 302,650 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 100.0 23.5 0.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 9,000 : : Positions : : 8,000 6,600 450 0 0 0 600 350 0 0 0 : : : : Changes from: February 11, 2014 : : 5,600 3,000 -300 0 0 -250 600 100 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 73.3 5.0 0.0 0.0 0.0 6.7 3.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 1,318,250 : : Positions : :1,040,350 1,318,250 275,800 0 0 0 0 0 2,100 0 0 : : : : Changes from: February 11, 2014 : : 93,340 91,240 -2,100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 100.0 20.9 0.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 13 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 790,520 : : Positions : : 588,200 704,760 202,320 85,760 0 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 22,440 22,440 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 89.2 25.6 10.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 284,560 : : Positions : : 192,616 235,800 40,264 5,368 39,504 8,288 0 3,888 0 0 0 : : : : Changes from: February 11, 2014 : : 5,480 -5,456 -9,432 0 6,296 -1,504 0 1,136 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 82.9 14.1 1.9 13.9 2.9 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 11,573 : : Positions : : 8,686 6,140 0 4,119 573 869 211 41 1,022 128 65 : : : : Changes from: February 11, 2014 : : 0 21 0 0 0 0 0 0 21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 53.1 0.0 35.6 5.0 7.5 1.8 0.4 8.8 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 14 0 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 5MWh : CFTC Code #0643A8 Open Interest is 1,208,660 : : Positions : : 998,220 504,090 0 481,860 70,660 0 15,180 0 46,500 43,590 93,280 : : : : Changes from: February 11, 2014 : : 8,140 -4,070 0 15,500 0 0 0 0 15,500 12,210 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 41.7 0.0 39.9 5.8 0.0 1.3 0.0 3.8 3.6 7.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 0 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND CT DA LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Any multiples of 5 MWh : CFTC Code #0643AT Open Interest is 316,455 : : Positions : : 270,055 261,127 46,400 51,456 0 0 3,872 0 0 0 0 : : : : Changes from: February 11, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 82.5 14.7 16.3 0.0 0.0 1.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MwH : CFTC Code #0643AU Open Interest is 118,935 : : Positions : : 105,785 98,030 13,150 13,980 0 0 6,925 0 0 0 0 : : : : Changes from: February 11, 2014 : : 4,745 4,745 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 82.4 11.1 11.8 0.0 0.0 5.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 323,200 : : Positions : : 274,785 272,000 38,415 49,600 1,600 8,400 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 6,925 6,925 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 84.2 11.9 15.3 0.5 2.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 192,951 : : Positions : : 151,166 129,306 11,160 35,645 28,000 2,625 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 1,075 1,075 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 67.0 5.8 18.5 14.5 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 23,251 : : Positions : : 17,424 15,951 1,267 2,213 2,733 782 0 601 0 308 0 : : : : Changes from: February 11, 2014 : : 318 207 -213 0 21 -2 0 0 0 -61 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 68.6 5.4 9.5 11.8 3.4 0.0 2.6 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 23 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 2,952,616 : : Positions : :2,388,193 1,977,244 84,309 193,377 192,149 0 163,625 287,965 0 138,256 0 : : : : Changes from: February 11, 2014 : : 10,775 15,100 3,555 0 5,925 0 80 1,955 0 -850 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 67.0 2.9 6.5 6.5 0.0 5.5 9.8 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 24 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 885,810 : : Positions : : 692,991 613,551 66,194 92,125 40,657 11,010 48,384 66,153 6,450 22,563 2,335 : : : : Changes from: February 11, 2014 : : 7,135 5,895 -1,724 81 1,829 0 -2,100 0 0 1,535 615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 69.3 7.5 10.4 4.6 1.2 5.5 7.5 0.7 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 25 . 4 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 2,104,551 : : Positions : :2,001,191 2,058,151 103,360 46,400 0 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 20,350 20,350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 97.8 4.9 2.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 625,015 : : Positions : : 574,515 610,635 44,100 7,980 6,400 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 7,350 10,500 3,150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 97.7 7.1 1.3 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 504,973 : : Positions : : 261,959 459,599 105,546 18,167 6,159 95,734 0 21,048 14,527 0 0 : : : : Changes from: February 11, 2014 : : 2,656 6,962 3,853 0 -736 46 0 329 407 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.9 91.0 20.9 3.6 1.2 19.0 0.0 4.2 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 27 5 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 36,332 : : Positions : : 20,530 30,140 5,551 1,645 1,853 5,796 1,920 605 790 0 44 : : : : Changes from: February 11, 2014 : : -342 -126 235 -151 -22 86 172 0 -42 0 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 83.0 15.3 4.5 5.1 16.0 5.3 1.7 2.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 4 . 5 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 26,961 : : Positions : : 12,666 24,096 4,076 0 1,249 7,715 0 1,228 27 388 0 : : : : Changes from: February 11, 2014 : : 52 52 -104 0 78 0 0 0 0 -104 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.0 89.4 15.1 0.0 4.6 28.6 0.0 4.6 0.1 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 216,630 : : Positions : : 78,615 193,320 24,640 10,998 10,744 101,983 0 0 344 1,264 304 : : : : Changes from: February 11, 2014 : : 608 0 0 1,308 -654 0 0 0 0 -700 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.3 89.2 11.4 5.1 5.0 47.1 0.0 0.0 0.2 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 486,905 : : Positions : : 283,201 445,779 179,958 0 2,753 4,288 15,486 16,705 0 6,182 0 : : : : Changes from: February 11, 2014 : : 0 4,664 4,664 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 91.6 37.0 0.0 0.6 0.9 3.2 3.4 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 30,569 : : Positions : : 20,115 22,316 836 4,749 2,851 2,644 0 273 3,576 0 0 : : : : Changes from: February 11, 2014 : : 126 361 193 0 63 42 0 -42 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 73.0 2.7 15.5 9.3 8.6 0.0 0.9 11.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 6,730 : : Positions : : 3,837 4,341 1,440 0 1,097 0 552 0 0 486 0 : : : : Changes from: February 11, 2014 : : 62 297 255 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 64.5 21.4 0.0 16.3 0.0 8.2 0.0 0.0 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 17,035 : : Positions : : 11,095 15,629 4,264 109 512 296 64 42 510 471 40 : : : : Changes from: February 11, 2014 : : 61 -215 42 0 -21 0 -86 0 -383 21 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 91.7 25.0 0.6 3.0 1.7 0.4 0.2 3.0 2.8 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 249,318 : : Positions : : 134,257 245,030 105,693 4,288 0 4,704 0 0 4,664 0 0 : : : : Changes from: February 11, 2014 : : 34,904 704 0 0 0 0 0 0 -34,200 0 -704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.8 98.3 42.4 1.7 0.0 1.9 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 17 4 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 15,598 : : Positions : : 5,989 9,404 5,033 3,818 1,872 1,424 0 62 781 0 103 : : : : Changes from: February 11, 2014 : : 281 -45 -129 -42 170 -65 0 0 42 0 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 60.3 32.3 24.5 12.0 9.1 0.0 0.4 5.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 19 5 . 4 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 170,170 : : Positions : : 51,601 90,387 103,882 72,784 6,647 7,688 0 352 0 0 0 : : : : Changes from: February 11, 2014 : : 3,909 3,212 -1,840 0 0 1,143 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 53.1 61.0 42.8 3.9 4.5 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,880 : : Positions : : 15,446 15,126 4,333 1,150 335 0 3,503 1,766 0 0 0 : : : : Changes from: February 11, 2014 : : 3 516 513 0 26 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 69.1 19.8 5.3 1.5 0.0 16.0 8.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 155,734 : : Positions : : 125,171 78,670 0 53,559 22,851 7,058 0 654 0 0 0 : : : : Changes from: February 11, 2014 : : 650 977 0 -327 327 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 50.5 0.0 34.4 14.7 4.5 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643CJ Open Interest is 802,818 : : Positions : : 741,577 628,316 38,216 117,257 23,025 0 34,220 0 0 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 78.3 4.8 14.6 2.9 0.0 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 227,340 : : Positions : : 208,340 188,955 9,130 27,440 7,720 0 3,225 0 2,150 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 83.1 4.0 12.1 3.4 0.0 1.4 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 297,780 : : Positions : : 252,555 113,065 43,625 174,590 1,600 0 8,525 0 0 0 0 : : : : Changes from: February 11, 2014 : : 5,850 5,850 2,100 0 0 0 2,100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 38.0 14.7 58.6 0.5 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 1,019,775 : : Positions : : 854,405 371,691 163,835 623,189 1,535 0 23,360 0 0 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 36.4 16.1 61.1 0.2 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 4 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 169,805 : : Positions : : 142,840 126,865 9,665 25,640 17,300 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : -1,050 -1,050 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 74.7 5.7 15.1 10.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV mwh : CFTC Code #0643D1 Open Interest is 638,175 : : Positions : : 541,272 474,034 35,898 103,136 61,005 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : -2,035 -2,035 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 74.3 5.6 16.2 9.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D4 Open Interest is 365,575 : : Positions : : 333,165 330,750 21,385 22,700 9,975 0 0 0 0 1,100 1,050 : : : : Changes from: February 11, 2014 : : 0 1,050 1,050 0 -105 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 90.5 5.8 6.2 2.7 0.0 0.0 0.0 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D5 Open Interest is 1,219,700 : : Positions : :1,115,329 1,104,494 74,020 84,855 30,351 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 11,850 11,850 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 90.6 6.1 7.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 1,920,908 : : Positions : :1,809,823 1,870,954 72,835 11,704 38,250 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 18,816 28,120 9,304 0 16,450 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 97.4 3.8 0.6 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D8 Open Interest is 520,570 : : Positions : : 490,265 503,325 19,760 6,700 10,545 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 5,100 7,040 1,940 0 4,460 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 96.7 3.8 1.3 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DB Open Interest is 9,243,614 : : Positions : :7,243,654 8,503,918 1,114,365 0 739,696 145,899 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 136,844 84,500 -66,209 0 0 13,865 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 92.0 12.1 0.0 8.0 1.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 33 28 7 0 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DC Open Interest is 3,278,945 : : Positions : :2,635,985 3,117,230 439,620 0 158,565 39,225 0 0 2,400 0 3,150 : : : : Changes from: February 11, 2014 : : 69,665 97,500 25,735 0 125 2,100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 95.1 13.4 0.0 4.8 1.2 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 30 7 0 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DF Open Interest is 3,193,239 : : Positions : :2,079,596 2,371,513 305,612 328,482 193,980 10,973 116,482 79,870 488,488 68,192 34,720 : : : : Changes from: February 11, 2014 : : 34,345 57,063 14,752 5,560 -21,037 0 -12,800 6,975 -2,522 -3,248 1,025 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 74.3 9.6 10.3 6.1 0.3 3.6 2.5 15.3 2.1 1.1 : : : : Number of Traders in Each Category Total Traders: 66 : : 33 33 5 5 7 . 4 . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV MWh (Megawatt Hours) : CFTC Code #0643DK Open Interest is 6,992,589 : : Positions : :5,922,985 5,523,528 236,686 575,792 550,613 83,696 136,160 88,189 61,426 69,720 48,587 : : : : Changes from: February 11, 2014 : : 170,512 133,950 -19,039 38,977 24,914 46,640 0 -46,640 -25,186 0 5,506 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 79.0 3.4 8.2 7.9 1.2 1.9 1.3 0.9 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 23 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 643,650 : : Positions : : 560,320 531,795 57,750 84,705 21,900 2,680 3,100 0 0 1,150 1,000 : : : : Changes from: February 11, 2014 : : 15,535 11,860 -1,575 0 0 0 0 0 -950 1,150 -1,150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 82.6 9.0 13.2 3.4 0.4 0.5 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 11 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 2,376,798 : : Positions : :1,950,161 2,017,387 174,995 102,979 244,602 7,040 11,830 0 0 0 0 : : : : Changes from: February 11, 2014 : : 46,960 54,710 7,750 -11,830 0 0 11,830 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 84.9 7.4 4.3 10.3 0.3 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 11 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 21,042 : : Positions : : 14,986 15,174 1,774 793 2,179 0 1,789 90 888 0 0 : : : : Changes from: February 11, 2014 : : -238 0 0 -188 168 0 0 0 -10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 72.1 8.4 3.8 10.4 0.0 8.5 0.4 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 . . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 22,965 : : Positions : : 14,454 19,581 7,474 2,347 192 0 845 0 845 0 0 : : : : Changes from: February 11, 2014 : : -65 0 65 0 -44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 85.3 32.5 10.2 0.8 0.0 3.7 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 488,335 : : Positions : : 325,949 476,273 150,324 0 7,774 0 4,288 0 4,288 0 0 : : : : Changes from: February 11, 2014 : : -1,143 0 1,143 0 -736 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 97.5 30.8 0.0 1.6 0.0 0.9 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 57,907 : : Positions : : 38,580 55,378 16,564 0 2,275 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 95.6 28.6 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 935,764 : : Positions : : 674,538 892,339 212,521 1,760 41,665 7,040 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 95.4 22.7 0.2 4.5 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 18 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 153,951 : : Positions : : 98,590 106,672 11,987 11,407 32,262 8,395 0 2,230 0 1,147 233 : : : : Changes from: February 11, 2014 : : 12,243 4,813 -7,458 -28 7,458 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 69.3 7.8 7.4 21.0 5.5 0.0 1.4 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 24 5 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,860,240 : : Positions : :1,614,570 1,205,764 72,368 283,835 144,276 0 198,240 23,520 901 0 4,605 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 64.8 3.9 15.3 7.8 0.0 10.7 1.3 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 4 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 24,934 : : Positions : : 13,899 13,820 9,650 1,165 0 0 8,414 1,280 105 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 55.4 38.7 4.7 0.0 0.0 33.7 5.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 57,437 : : Positions : : 44,891 44,819 4,685 681 6,521 0 3,880 1,280 60 0 0 : : : : Changes from: February 11, 2014 : : 168 168 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 78.0 8.2 1.2 11.4 0.0 6.8 2.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 61,081 : : Positions : : 46,253 35,533 0 14,723 8,135 3,290 0 2,550 713 0 140 : : : : Changes from: February 11, 2014 : : 1,380 1,070 0 0 0 0 0 0 -310 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 58.2 0.0 24.1 13.3 5.4 0.0 4.2 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 48,389 : : Positions : : 34,577 42,101 12,290 4,766 1,289 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 4,475 2,048 0 0 0 0 0 0 -2,427 0 -2,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 87.0 25.4 9.8 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 49,428 : : Positions : : 44,626 30,083 1,741 16,389 2,956 0 0 0 105 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 60.9 3.5 33.2 6.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 333,540 : : Positions : : 201,753 290,460 72,526 0 0 35,781 19,600 23,480 0 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 87.1 21.7 0.0 0.0 10.7 5.9 7.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 797,779 : : Positions : : 606,067 538,020 47,168 120,351 96,528 5,136 0 42,880 0 0 0 : : : : Changes from: February 11, 2014 : : 1,568 1,568 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 67.4 5.9 15.1 12.1 0.6 0.0 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,273,562 : : Positions : : 725,938 876,391 27,488 83,043 266,384 188,325 0 47,040 17,683 0 704 : : : : Changes from: February 11, 2014 : : -1,160 0 0 0 0 0 0 0 1,160 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.0 68.8 2.2 6.5 20.9 14.8 0.0 3.7 1.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 755,973 : : Positions : : 656,005 568,808 4,288 91,485 95,680 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 276,264 0 0 0 0 0 0 0 -276,264 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 75.2 0.6 12.1 12.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 585,628 : : Positions : : 435,620 314,516 54,848 175,952 95,160 0 0 0 0 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 53.7 9.4 30.0 16.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 19,667 : : Positions : : 8,620 18,087 2,750 850 120 0 0 0 7,537 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 92.0 14.0 4.3 0.6 0.0 0.0 0.0 38.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,145 : : Positions : : 8,715 17,860 2,150 480 120 0 50 0 7,501 0 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 93.3 11.2 2.5 0.6 0.0 0.3 0.0 39.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C74 Open Interest is 155,905 : : Positions : : 120,515 118,515 6,520 18,430 4,920 1,000 11,450 0 19,210 0 1,590 : : : : Changes from: February 11, 2014 : : 29,950 17,465 0 12,275 0 0 0 0 -210 0 -1,535 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 76.0 4.2 11.8 3.2 0.6 7.3 0.0 12.3 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C75 Open Interest is 253,849 : : Positions : : 218,816 226,200 5,696 23,392 4,257 0 0 0 25,080 0 0 : : : : Changes from: February 11, 2014 : : 23,520 2,816 0 0 0 0 0 0 -20,704 0 -2,816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 89.1 2.2 9.2 1.7 0.0 0.0 0.0 9.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C76 Open Interest is 135,217 : : Positions : : 121,477 45,300 1,600 63,665 7,520 0 7,802 3,520 1,100 7,410 0 : : : : Changes from: February 11, 2014 : : 1,600 2,125 0 0 525 0 0 0 0 -525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 33.5 1.2 47.1 5.6 0.0 5.8 2.6 0.8 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 14 . 5 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C77 Open Interest is 275,025 : : Positions : : 263,367 116,227 0 133,412 9,623 0 10,208 2,035 0 3,168 0 : : : : Changes from: February 11, 2014 : : 14,095 9,618 0 2,442 407 0 2,035 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 42.3 0.0 48.5 3.5 0.0 3.7 0.7 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 0 5 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C78 Open Interest is 110,998 : : Positions : : 61,718 97,098 41,975 3,815 2,585 525 0 0 4,195 7,500 0 : : : : Changes from: February 11, 2014 : : 8,525 1,075 -1,050 0 0 0 0 0 0 6,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 87.5 37.8 3.4 2.3 0.5 0.0 0.0 3.8 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C79 Open Interest is 135,830 : : Positions : : 103,270 122,335 5,572 9,827 3,668 0 0 0 23,320 0 0 : : : : Changes from: February 11, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 90.1 4.1 7.2 2.7 0.0 0.0 0.0 17.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 58,693 : : Positions : : 56,135 53,238 0 1,955 970 0 750 0 648 750 0 : : : : Changes from: February 11, 2014 : : 3,365 3,365 0 0 0 0 -100 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 90.7 0.0 3.3 1.7 0.0 1.3 0.0 1.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 52,540 : : Positions : : 50,580 47,435 0 1,955 970 0 750 0 600 750 0 : : : : Changes from: February 11, 2014 : : 3,225 3,225 0 0 0 0 -100 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 90.3 0.0 3.7 1.8 0.0 1.4 0.0 1.1 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 14,595 : : Positions : : 12,360 11,785 1,320 0 350 0 50 0 100 2,325 75 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 80.7 9.0 0.0 2.4 0.0 0.3 0.0 0.7 15.9 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.EASTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EAS Open Interest is 11,325 : : Positions : : 9,260 9,805 0 550 100 0 0 50 1,080 0 550 : : : : Changes from: February 11, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 86.6 0.0 4.9 0.9 0.0 0.0 0.4 9.5 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . . 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,845 : : Positions : : 15,960 11,245 425 600 100 0 800 0 0 4,095 0 : : : : Changes from: February 11, 2014 : : 0 25 0 0 0 0 0 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 66.8 2.5 3.6 0.6 0.0 4.7 0.0 0.0 24.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 15,685 : : Positions : : 14,635 11,120 250 675 95 0 600 0 0 3,195 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 70.9 1.6 4.3 0.6 0.0 3.8 0.0 0.0 20.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 27,821 : : Positions : : 25,395 25,526 525 585 110 1,041 0 0 0 1,300 0 : : : : Changes from: February 11, 2014 : : 0 -50 0 0 0 0 0 0 0 50 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 91.8 1.9 2.1 0.4 3.7 0.0 0.0 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 9 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 26,281 : : Positions : : 24,201 25,086 710 25 135 945 0 0 0 1,000 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 95.5 2.7 0.1 0.5 3.6 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 63,282 : : Positions : : 51,927 58,333 1,645 2,675 75 225 291 50 7,502 0 718 : : : : Changes from: February 11, 2014 : : -670 55 0 -150 0 50 0 -50 525 0 -325 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 92.2 2.6 4.2 0.1 0.4 0.5 0.1 11.9 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 27 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 57,187 : : Positions : : 47,717 52,632 0 2,930 405 75 345 0 8,115 0 0 : : : : Changes from: February 11, 2014 : : -650 -1,025 0 25 0 0 0 0 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 92.0 0.0 5.1 0.7 0.1 0.6 0.0 14.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 22 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 46,885 : : Positions : : 34,810 40,575 4,570 1,045 805 0 1,175 750 3,725 125 1,550 : : : : Changes from: February 11, 2014 : : 1,550 850 0 0 0 0 700 -325 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 86.5 9.7 2.2 1.7 0.0 2.5 1.6 7.9 0.3 3.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 45,610 : : Positions : : 25,350 42,030 7,100 55 295 0 1,600 650 11,500 25 0 : : : : Changes from: February 11, 2014 : : 1,805 1,705 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 92.2 15.6 0.1 0.6 0.0 3.5 1.4 25.2 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,550 : : Positions : : 11,445 21,965 1,425 700 600 0 2,940 680 12,800 150 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 79.7 5.2 2.5 2.2 0.0 10.7 2.5 46.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 26,510 : : Positions : : 25,035 19,010 0 6,125 0 350 0 300 0 250 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 71.7 0.0 23.1 0.0 1.3 0.0 1.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 34,170 : : Positions : : 28,135 22,960 0 2,235 945 0 525 1,125 785 3,700 1,140 : : : : Changes from: February 11, 2014 : : 550 700 0 -50 30 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 67.2 0.0 6.5 2.8 0.0 1.5 3.3 2.3 10.8 3.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 36,930 : : Positions : : 32,410 24,490 760 425 0 975 0 425 0 9,365 1,315 : : : : Changes from: February 11, 2014 : : 990 1,090 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 66.3 2.1 1.2 0.0 2.6 0.0 1.2 0.0 25.4 3.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,045 : : Positions : : 26,093 28,265 1,005 0 970 750 0 0 150 600 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 -100 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 94.1 3.3 0.0 3.2 2.5 0.0 0.0 0.5 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of February 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 28,690 : : Positions : : 24,755 27,080 1,105 0 970 750 0 0 150 600 0 : : : : Changes from: February 11, 2014 : : 0 0 0 0 0 -100 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 94.4 3.9 0.0 3.4 2.6 0.0 0.0 0.5 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 0 . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 21, 2014