Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 77,900 : : Positions : : 18,211 29,843 3,248 1,555 2,138 1,971 10,848 3,425 38,883 20,297 8,707 : : : : Changes from: March 4, 2014 : : -715 -1,309 -65 220 -514 -2,484 -30 -310 2,657 347 -1,689 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 38.3 4.2 2.0 2.7 2.5 13.9 4.4 49.9 26.1 11.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 11 12 . . 4 . . . 18 15 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 36,007 : : Positions : : 12,275 5,410 2,905 1,320 679 2,091 4,820 0 15,675 21,213 2,048 : : : : Changes from: March 4, 2014 : : -350 415 -150 -300 101 563 -345 0 437 825 211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.1 15.0 8.1 3.7 1.9 5.8 13.4 0.0 43.5 58.9 5.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 8 7 . . . . . 0 17 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 143,991 : : Positions : : 92,914 100,801 12,408 14,088 10,542 9,768 2,956 6,695 6,060 3,283 4,434 : : : : Changes from: March 4, 2014 : : -1,134 -3,717 -3,105 -418 -802 -1,181 889 -851 1,478 -459 565 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 70.0 8.6 9.8 7.3 6.8 2.1 4.6 4.2 2.3 3.1 : : : : Number of Traders in Each Category Total Traders: 74 : : 45 47 . 6 7 . 4 4 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 57,148 : : Positions : : 33,346 48,621 14,555 3,981 2,163 5,333 0 1,573 0 632 178 : : : : Changes from: March 4, 2014 : : -1,049 -1,829 -824 0 156 -83 0 312 -25 -152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 85.1 25.5 7.0 3.8 9.3 0.0 2.8 0.0 1.1 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 463,490 : : Positions : : 322,328 379,130 101,123 29,011 20,592 0 14,030 19,447 0 1,280 0 : : : : Changes from: March 4, 2014 : : -9,366 2,630 10,500 0 64 0 -1,496 -328 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 81.8 21.8 6.3 4.4 0.0 3.0 4.2 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,516,092 : : Positions : :1,131,666 1,302,175 202,246 59,804 99,736 17,612 2,620 45,144 13,443 368 5,109 : : : : Changes from: March 4, 2014 : : -53,016 -69,508 -3,069 9,715 6,488 -316 1,697 2,800 -975 16 -785 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 85.9 13.3 3.9 6.6 1.2 0.2 3.0 0.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 59 : : 34 35 5 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 46,349 : : Positions : : 36,696 25,454 1,574 5,747 3,332 26 6,891 3,512 824 1,028 385 : : : : Changes from: March 4, 2014 : : -4,422 -1,187 1,574 -172 -470 0 -1,490 0 -97 -96 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 54.9 3.4 12.4 7.2 0.1 14.9 7.6 1.8 2.2 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 324,470 : : Positions : : 204,527 242,892 81,953 25,720 4,464 0 22,516 27,846 4,648 0 1,032 : : : : Changes from: March 4, 2014 : : -11,816 -9,200 -2,768 -576 0 0 -5,760 0 -952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 74.9 25.3 7.9 1.4 0.0 6.9 8.6 1.4 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 March 11, 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 538,277 : : Positions : : 417,604 344,712 25,072 127,866 52,496 23,231 0 13,203 6,671 0 0 : : : : Changes from: March 4, 2014 : : -15,369 -13,496 -1,408 -4,559 4,704 -2,670 0 1,479 -1,072 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 64.0 4.7 23.8 9.8 4.3 0.0 2.5 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 24 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 51,508 : : Positions : : 32,607 43,499 9,978 2,946 1,212 2,406 0 1,445 3,092 233 408 : : : : Changes from: March 4, 2014 : : -4,213 -1,260 2,047 -202 -155 967 0 -151 76 21 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 84.5 19.4 5.7 2.4 4.7 0.0 2.8 6.0 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 3,312,598 : : Positions : :2,537,388 3,312,598 775,210 0 0 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -229,760 -274,960 -45,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 100.0 23.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 4,050 : : Positions : : 3,800 3,450 100 250 0 100 0 0 0 50 0 : : : : Changes from: March 4, 2014 : : 1,000 2,100 100 -250 0 100 -550 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 85.2 2.5 6.2 0.0 2.5 0.0 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 15 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,255,350 : : Positions : : 983,350 1,255,350 272,000 0 0 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -97,300 -99,000 -1,700 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 100.0 21.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 726,360 : : Positions : : 541,640 644,784 184,720 81,576 0 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -71,040 -81,600 -17,600 -7,040 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 88.8 25.4 11.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 290,696 : : Positions : : 188,112 244,048 53,504 4,664 37,656 7,504 0 3,512 0 408 0 : : : : Changes from: March 4, 2014 : : -8,400 -8,536 352 -704 2,016 -784 0 -376 0 408 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 84.0 18.4 1.6 13.0 2.6 0.0 1.2 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 11,803 : : Positions : : 8,593 6,791 0 3,673 804 787 192 42 1,085 128 130 : : : : Changes from: March 4, 2014 : : -599 -318 0 -280 0 -60 -20 -20 -86 0 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 57.5 0.0 31.1 6.8 6.7 1.6 0.4 9.2 1.1 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,173,460 : : Positions : : 963,020 501,120 0 467,780 70,660 0 8,140 0 46,500 32,480 93,280 : : : : Changes from: March 4, 2014 : : -35,200 -7,040 0 -14,080 0 0 -7,040 0 0 -7,040 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 42.7 0.0 39.9 6.0 0.0 0.7 0.0 4.0 2.8 7.9 : : : : 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 March 11, 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 284,460 : : Positions : : 241,545 238,425 34,915 43,335 1,600 6,400 0 0 0 1,100 0 : : : : Changes from: March 4, 2014 : : -42,900 -42,500 -3,500 -7,000 0 -2,000 0 0 0 1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 83.8 12.3 15.2 0.6 2.2 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 197,746 : : Positions : : 149,626 133,541 17,985 35,120 27,510 1,050 0 1,575 0 0 0 : : : : Changes from: March 4, 2014 : : -7,915 -8,540 425 0 -700 -1,050 0 1,050 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 67.5 9.1 17.8 13.9 0.5 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 22,301 : : Positions : : 16,048 15,349 1,579 1,963 2,609 589 0 602 0 308 0 : : : : Changes from: March 4, 2014 : : -1,508 -929 -8 -208 -145 -171 0 22 0 -40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 68.8 7.1 8.8 11.7 2.6 0.0 2.7 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 2,825,212 : : Positions : :2,274,569 1,831,223 79,909 280,815 181,955 0 153,594 287,965 814 89,660 0 : : : : Changes from: March 4, 2014 : : -168,251 -122,617 5,984 36,051 8,203 0 -30,659 0 814 -47,396 -814 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 64.8 2.8 9.9 6.4 0.0 5.4 10.2 0.0 3.2 0.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 28 20 . 5 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 854,694 : : Positions : : 677,004 588,228 44,670 96,585 37,697 14,275 47,003 65,843 9,675 13,808 5,530 : : : : Changes from: March 4, 2014 : : -52,205 -38,015 -11,940 -5,115 -405 1,500 -8,430 930 3,225 -9,560 2,580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 68.8 5.2 11.3 4.4 1.7 5.5 7.7 1.1 1.6 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 21 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,929,836 : : Positions : :1,847,046 1,886,406 82,790 43,430 0 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -209,792 -227,392 -24,640 -7,040 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 97.7 4.3 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 556,795 : : Positions : : 514,245 542,715 36,150 7,680 6,400 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -76,325 -85,025 -9,000 -300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 97.5 6.5 1.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 506,871 : : Positions : : 261,376 459,432 111,267 16,583 6,207 91,329 1,104 23,138 13,147 0 407 : : : : Changes from: March 4, 2014 : : -5,392 -12,816 -3,760 -848 48 -2,080 0 -1,088 -1,376 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.6 90.6 22.0 3.3 1.2 18.0 0.2 4.6 2.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 6 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 35,161 : : Positions : : 19,437 28,836 5,449 1,493 1,938 5,348 1,684 955 992 105 44 : : : : Changes from: March 4, 2014 : : -1,003 -1,427 -316 -2 -20 -129 -239 113 8 63 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 82.0 15.5 4.2 5.5 15.2 4.8 2.7 2.8 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 27 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 22,989 : : Positions : : 10,877 19,965 3,271 0 1,564 5,870 0 1,228 152 205 27 : : : : Changes from: March 4, 2014 : : -2,072 -3,604 -488 0 164 -1,200 0 0 52 -104 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 86.8 14.2 0.0 6.8 25.5 0.0 5.3 0.7 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 11 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 206,345 : : Positions : : 80,786 169,752 22,624 21,201 10,744 89,759 0 2,432 0 2,216 0 : : : : Changes from: March 4, 2014 : : -5,520 -19,760 -2,016 952 0 -12,224 0 2,432 0 -952 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.2 82.3 11.0 10.3 5.2 43.5 0.0 1.2 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 461,309 : : Positions : : 264,747 422,311 172,416 0 2,753 3,936 13,310 17,457 0 5,478 0 : : : : Changes from: March 4, 2014 : : -25,935 -30,871 -3,912 0 0 -352 -1,440 384 0 -704 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 91.5 37.4 0.0 0.6 0.9 2.9 3.8 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 28,222 : : Positions : : 17,308 19,676 597 4,556 3,354 2,622 0 212 3,513 0 63 : : : : Changes from: March 4, 2014 : : -2,594 -2,556 -26 -109 290 -85 0 -40 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 69.7 2.1 16.1 11.9 9.3 0.0 0.8 12.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 17,674 : : Positions : : 11,497 15,942 3,700 0 452 342 0 86 1,171 555 21 : : : : Changes from: March 4, 2014 : : -404 -829 -309 -109 -80 44 0 -20 23 126 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 90.2 20.9 0.0 2.6 1.9 0.0 0.5 6.6 3.1 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 16 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 238,808 : : Positions : : 98,019 233,687 98,403 5,121 0 5,111 0 0 37,275 0 0 : : : : Changes from: March 4, 2014 : : -2,477 -6,334 -2,672 833 0 0 0 0 -704 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 97.9 41.2 2.1 0.0 2.1 0.0 0.0 15.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 16 4 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 13,611 : : Positions : : 5,648 7,931 4,754 4,021 1,274 977 0 85 659 0 65 : : : : Changes from: March 4, 2014 : : -768 -1,717 -109 224 -406 -383 0 1 -80 0 -38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 58.3 34.9 29.5 9.4 7.2 0.0 0.6 4.8 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 161,140 : : Positions : : 46,867 72,802 100,862 82,508 5,423 5,708 407 0 2,280 0 0 : : : : Changes from: March 4, 2014 : : -7,625 -16,864 -651 8,236 -817 -352 0 -352 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 45.2 62.6 51.2 3.4 3.5 0.3 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 15 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 20,868 : : Positions : : 14,923 14,374 3,768 1,078 335 0 3,239 1,842 0 0 0 : : : : Changes from: March 4, 2014 : : 77 0 -77 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 68.9 18.1 5.2 1.6 0.0 15.5 8.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 152,931 : : Positions : : 123,243 76,443 0 53,858 21,976 7,058 0 654 0 0 0 : : : : Changes from: March 4, 2014 : : 0 1,954 0 -1,954 1,954 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 50.0 0.0 35.2 14.4 4.6 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 756,354 : : Positions : : 698,633 597,692 39,976 117,257 17,745 0 23,660 0 0 0 0 : : : : Changes from: March 4, 2014 : : -42,944 -30,624 -3,520 0 0 0 -10,560 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 79.0 5.3 15.5 2.3 0.0 3.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 211,640 : : Positions : : 194,640 171,655 9,730 31,640 5,120 0 3,225 0 2,150 0 0 : : : : Changes from: March 4, 2014 : : -16,900 -17,300 -1,000 1,000 -1,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 81.1 4.6 14.9 2.4 0.0 1.5 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 301,855 : : Positions : : 241,380 122,740 59,425 168,440 0 0 10,675 0 1,050 0 0 : : : : Changes from: March 4, 2014 : : -10,100 -4,100 -2,700 -7,200 -100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 40.7 19.7 55.8 0.0 0.0 3.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 9 4 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,031,255 : : Positions : : 819,007 403,307 209,025 601,365 3,223 0 23,360 0 0 0 0 : : : : Changes from: March 4, 2014 : : -31,328 -11,264 -1,760 -21,824 -352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 39.1 20.3 58.3 0.3 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 5 5 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 171,090 : : Positions : : 144,515 130,680 10,565 24,400 16,010 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -8,350 -5,685 900 -1,765 -765 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 76.4 6.2 14.3 9.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 652,119 : : Positions : : 550,552 498,130 54,586 107,008 46,981 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -37,680 -22,864 18,688 3,872 -14,024 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 76.4 8.4 16.4 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 431,915 : : Positions : : 400,335 385,020 22,585 36,800 7,945 0 0 0 0 1,100 1,050 : : : : Changes from: March 4, 2014 : : -8,925 -12,325 -2,000 1,400 -2,030 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 89.1 5.2 8.5 1.8 0.0 0.0 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 7 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,438,980 : : Positions : :1,341,873 1,280,174 71,556 133,255 25,551 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -30,576 -34,480 1,056 1,440 -4,800 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 89.0 5.0 9.3 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 7 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,874,618 : : Positions : :1,734,999 1,855,802 120,803 0 18,816 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -160,864 -164,032 -2,464 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 99.0 6.4 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 7 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 510,585 : : Positions : : 478,565 500,975 22,410 0 9,610 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : -41,200 -43,500 -400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 98.1 4.4 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 7 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 9,434,594 : : Positions : :7,520,074 8,545,719 949,838 64,020 824,855 135,757 0 0 4,070 0 0 : : : : Changes from: March 4, 2014 : : -170,193 -280,977 -60,466 9,294 -13,454 -30,112 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 90.6 10.1 0.7 8.7 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 32 26 5 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 3,297,295 : : Positions : :2,691,605 3,121,885 393,705 2,300 167,965 41,450 0 420 0 2,575 2,150 : : : : Changes from: March 4, 2014 : : -100,810 -142,305 -26,625 2,300 -3,160 -9,370 0 0 -825 2,575 -2,575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 94.7 11.9 0.1 5.1 1.3 0.0 0.0 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 30 6 . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 3,143,604 : : Positions : :2,056,135 2,365,174 273,243 285,412 192,722 11,310 105,621 88,570 474,568 59,049 47,056 : : : : Changes from: March 4, 2014 : : -61,920 -49,245 -16,212 -29,160 -12,520 632 3,485 -4,525 -11,430 -10,510 -1,314 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 75.2 8.7 9.1 6.1 0.4 3.4 2.8 15.1 1.9 1.5 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 34 6 5 7 . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 7,078,180 : : Positions : :5,857,147 5,721,689 270,656 361,175 659,359 77,712 165,288 85,373 81,997 39,360 45,936 : : : : Changes from: March 4, 2014 : : -85,229 24,557 11,866 -104,048 168,393 -5,984 32,648 -2,816 2,848 -30,360 -4,608 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 80.8 3.8 5.1 9.3 1.1 2.3 1.2 1.2 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 25 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 600,057 : : Positions : : 528,732 498,802 49,225 77,375 16,430 5,670 4,250 0 0 3,200 0 : : : : Changes from: March 4, 2014 : : -48,870 -51,800 -8,000 -10,650 0 -2,680 -1,000 0 0 1,000 -1,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 83.1 8.2 12.9 2.7 0.9 0.7 0.0 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 28 12 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 2,281,434 : : Positions : :1,878,408 1,945,519 166,624 103,963 220,122 16,280 11,830 0 0 0 0 : : : : Changes from: March 4, 2014 : : -114,752 -103,488 -16,896 -29,216 0 -7,040 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 85.3 7.3 4.6 9.6 0.7 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 March 11, 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 20,268 : : Positions : : 15,138 15,074 1,994 412 1,938 0 1,530 90 220 192 48 : : : : Changes from: March 4, 2014 : : 929 1,227 256 -498 174 0 -120 0 -420 192 -192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 74.4 9.8 2.0 9.6 0.0 7.5 0.4 1.1 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 15 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 20,087 : : Positions : : 12,031 16,612 6,650 2,027 192 0 745 0 745 0 0 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 82.7 33.1 10.1 1.0 0.0 3.7 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 438,274 : : Positions : : 291,918 429,028 137,110 0 5,310 0 3,936 0 3,936 0 0 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 97.9 31.3 0.0 1.2 0.0 0.9 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 347,074 : : Positions : : 100,918 340,044 212,019 4,664 2,366 0 0 0 31,771 0 0 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 98.0 61.1 1.3 0.7 0.0 0.0 0.0 9.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 55,247 : : Positions : : 37,600 52,718 14,904 0 2,275 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 95.4 27.0 0.0 4.1 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 March 11, 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 876,199 : : Positions : : 642,077 834,534 192,457 0 41,665 0 0 0 0 0 0 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 95.2 22.0 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 18 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 151,023 : : Positions : : 95,688 104,936 11,677 9,811 32,871 8,190 0 2,130 0 1,062 213 : : : : Changes from: March 4, 2014 : : 315 -169 -673 -294 1,098 -105 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 69.5 7.7 6.5 21.8 5.4 0.0 1.4 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 24 5 . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,804,060 : : Positions : :1,580,075 1,208,450 62,861 245,243 132,098 0 191,200 23,520 1,957 0 3,549 : : : : Changes from: March 4, 2014 : : -21,680 0 -1,840 -23,520 736 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 67.0 3.5 13.6 7.3 0.0 10.6 1.3 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 24,129 : : Positions : : 13,794 13,995 8,950 1,065 0 0 7,534 1,280 105 0 0 : : : : Changes from: March 4, 2014 : : 417 417 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 58.0 37.1 4.4 0.0 0.0 31.2 5.3 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 56,807 : : Positions : : 41,786 45,179 7,414 425 6,327 0 3,340 1,280 0 0 0 : : : : Changes from: March 4, 2014 : : -320 2,560 2,689 -191 191 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 79.5 13.1 0.7 11.1 0.0 5.9 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 62,502 : : Positions : : 48,340 34,848 0 16,609 8,240 3,095 0 2,550 277 0 0 : : : : Changes from: March 4, 2014 : : -621 -2,587 0 2,071 0 105 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 55.8 0.0 26.6 13.2 5.0 0.0 4.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 0 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 46,929 : : Positions : : 28,882 38,873 12,290 4,626 1,169 0 0 0 2,327 0 2,048 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 82.8 26.2 9.9 2.5 0.0 0.0 0.0 5.0 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 46,388 : : Positions : : 41,666 27,703 1,701 15,556 2,916 0 0 0 105 0 0 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 59.7 3.7 33.5 6.3 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 378,585 : : Positions : : 257,875 335,505 61,878 0 0 33,317 19,600 23,480 2,035 0 0 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 88.6 16.3 0.0 0.0 8.8 5.2 6.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . 0 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 753,508 : : Positions : : 566,797 508,485 44,110 111,078 94,585 8,656 0 39,360 0 0 0 : : : : Changes from: March 4, 2014 : : 4,103 0 0 4,103 -1,943 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 67.5 5.9 14.7 12.6 1.1 0.0 5.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 1,330,195 : : Positions : : 808,310 914,894 7,456 102,029 266,232 184,805 0 47,040 16,352 0 0 : : : : Changes from: March 4, 2014 : : 24,680 3,000 -19,680 2,000 21,520 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 68.8 0.6 7.7 20.0 13.9 0.0 3.5 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 724,293 : : Positions : : 363,549 546,280 3,936 84,093 93,920 0 0 0 262,888 0 0 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 75.4 0.5 11.6 13.0 0.0 0.0 0.0 36.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 561,505 : : Positions : : 418,185 296,102 52,736 172,784 90,584 0 0 0 0 2,035 0 : : : : Changes from: March 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 52.7 9.4 30.8 16.1 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 19,159 : : Positions : : 9,355 17,697 2,040 907 120 0 0 0 7,179 0 0 : : : : Changes from: March 4, 2014 : : -640 -1,090 -110 -18 0 0 0 0 -358 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 92.4 10.6 4.7 0.6 0.0 0.0 0.0 37.5 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 March 11, 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 18,748 : : Positions : : 9,510 17,738 1,540 480 120 0 0 0 7,144 0 0 : : : : Changes from: March 4, 2014 : : -560 -877 -10 0 0 0 -50 0 -357 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 94.6 8.2 2.6 0.6 0.0 0.0 0.0 38.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 192,510 : : Positions : : 130,199 136,540 4,413 30,872 11,683 1,075 10,650 0 40,275 0 2,765 : : : : Changes from: March 4, 2014 : : 6,027 7,060 -1,762 705 5,700 -1,000 -800 0 5,180 0 -570 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 70.9 2.3 16.0 6.1 0.6 5.5 0.0 20.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 309,250 : : Positions : : 207,145 222,899 5,776 79,008 2,849 0 0 0 88,986 0 4,494 : : : : Changes from: March 4, 2014 : : 31,176 -18,880 -24,015 3,777 -5,537 0 0 0 -22,264 0 -2,816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 72.1 1.9 25.5 0.9 0.0 0.0 0.0 28.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 205,750 : : Positions : : 173,345 88,088 11,490 75,770 17,165 2,678 6,400 547 0 17,255 525 : : : : Changes from: March 4, 2014 : : 18,550 36,305 9,890 -3,415 6,240 1,578 -2,452 -2,448 -1,100 1,200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 42.8 5.6 36.8 8.3 1.3 3.1 0.3 0.0 8.4 0.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 14 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 464,162 : : Positions : : 408,796 207,538 0 195,153 53,331 0 8,140 0 2,035 0 0 : : : : Changes from: March 4, 2014 : : 47,664 68,376 0 -4,872 31,080 0 -10,208 0 0 -3,168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 44.7 0.0 42.0 11.5 0.0 1.8 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 0 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 130,553 : : Positions : : 74,513 114,803 49,675 5,240 1,910 525 2,200 0 3,930 6,400 0 : : : : Changes from: March 4, 2014 : : 7,495 7,245 200 900 -1,200 0 550 0 -1,000 -1,100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 87.9 38.0 4.0 1.5 0.4 1.7 0.0 3.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 8 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 57,458 : : Positions : : 55,060 53,068 0 955 1,305 0 700 0 498 650 0 : : : : Changes from: March 4, 2014 : : -3,665 -3,015 0 -700 210 0 -50 0 -150 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 92.4 0.0 1.7 2.3 0.0 1.2 0.0 0.9 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 51,545 : : Positions : : 49,445 47,390 0 955 1,305 0 700 0 450 650 0 : : : : Changes from: March 4, 2014 : : -3,280 -2,610 0 -700 210 0 -50 0 -150 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 91.9 0.0 1.9 2.5 0.0 1.4 0.0 0.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 13,715 : : Positions : : 11,655 11,385 1,235 0 280 0 0 0 100 1,975 75 : : : : Changes from: March 4, 2014 : : -935 -730 15 0 -50 0 -50 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 83.0 9.0 0.0 2.0 0.0 0.0 0.0 0.7 14.4 0.5 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 15,220 : : Positions : : 14,295 9,675 380 700 100 0 800 0 0 3,845 100 : : : : Changes from: March 4, 2014 : : -835 -615 -20 -50 0 0 0 0 0 -200 100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 63.6 2.5 4.6 0.7 0.0 5.3 0.0 0.0 25.3 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 26,441 : : Positions : : 24,211 24,116 610 220 155 100 0 600 50 1,050 0 : : : : Changes from: March 4, 2014 : : -1,814 -1,640 -15 -265 0 -291 0 0 50 -200 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 91.2 2.3 0.8 0.6 0.4 0.0 2.3 0.2 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 25,571 : : Positions : : 23,736 24,051 895 0 0 0 0 600 0 750 0 : : : : Changes from: March 4, 2014 : : -1,065 -1,035 185 -25 -135 -345 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 94.1 3.5 0.0 0.0 0.0 0.0 2.3 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 8 . 0 0 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 63,245 : : Positions : : 49,566 55,864 1,675 2,480 25 750 0 0 6,353 0 656 : : : : Changes from: March 4, 2014 : : -3,286 -3,839 -120 -250 -50 -125 -291 0 -849 0 -112 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 88.3 2.6 3.9 0.0 1.2 0.0 0.0 10.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 23 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 59,596 : : Positions : : 45,255 50,441 0 3,330 370 600 0 0 7,895 0 0 : : : : Changes from: March 4, 2014 : : -2,997 -2,871 0 95 0 -75 -345 0 -70 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 84.6 0.0 5.6 0.6 1.0 0.0 0.0 13.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 19 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 47,225 : : Positions : : 32,880 38,580 3,960 675 1,350 0 1,125 800 4,900 1,250 725 : : : : Changes from: March 4, 2014 : : -1,140 -1,415 -610 -295 470 0 -250 50 1,025 1,250 -1,225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 81.7 8.4 1.4 2.9 0.0 2.4 1.7 10.4 2.6 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 43,325 : : Positions : : 26,215 39,660 6,020 630 220 0 1,275 650 9,550 0 75 : : : : Changes from: March 4, 2014 : : -190 -1,920 -500 575 -75 0 -200 0 -900 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 91.5 13.9 1.5 0.5 0.0 2.9 1.5 22.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 26,370 : : Positions : : 10,615 20,960 1,200 700 600 0 3,055 565 12,800 0 0 : : : : Changes from: March 4, 2014 : : -1,050 -1,075 -75 0 0 0 115 -115 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 79.5 4.6 2.7 2.3 0.0 11.6 2.1 48.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 25,330 : : Positions : : 23,365 18,540 300 5,700 0 350 0 300 0 0 0 : : : : Changes from: March 4, 2014 : : -1,995 -795 300 -425 0 0 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 73.2 1.2 22.5 0.0 1.4 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 34,156 : : Positions : : 26,565 21,675 0 2,845 925 0 500 975 2,265 4,300 986 : : : : Changes from: March 4, 2014 : : -1,310 -1,045 0 155 -5 0 175 -250 605 0 -154 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 63.5 0.0 8.3 2.7 0.0 1.5 2.9 6.6 12.6 2.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 35,260 : : Positions : : 30,470 24,260 735 200 700 675 0 475 140 7,690 1,100 : : : : Changes from: March 4, 2014 : : -1,790 -1,195 -25 -125 600 -175 0 0 140 -520 -290 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 68.8 2.1 0.6 2.0 1.9 0.0 1.3 0.4 21.8 3.1 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 30,855 : : Positions : : 27,599 28,900 80 0 1,305 700 0 0 50 450 0 : : : : Changes from: March 4, 2014 : : -864 -1,385 -625 0 210 -50 0 0 -50 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 93.7 0.3 0.0 4.2 2.3 0.0 0.0 0.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of March 11, 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 29,620 : : Positions : : 26,500 27,835 155 0 1,305 700 0 0 50 450 0 : : : : Changes from: March 4, 2014 : : -590 -1,230 -650 0 210 -50 0 0 -50 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 94.0 0.5 0.0 4.4 2.4 0.0 0.0 0.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . 0 . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 18, 2014