Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 77,249 : : Positions : : 15,706 24,066 2,234 1,640 2,760 1,425 9,768 3,327 42,704 26,648 7,345 : : : : Changes from: April 8, 2014 : : -482 998 -225 317 96 0 -1,170 -180 1,598 546 -1,520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 31.2 2.9 2.1 3.6 1.8 12.6 4.3 55.3 34.5 9.5 : : : : Number of Traders in Each Category Total Traders: 53 : : 10 12 . . . . 4 . 18 15 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 28,701 : : Positions : : 8,380 4,900 2,027 1,075 1,114 2,004 2,615 60 11,980 15,673 2,590 : : : : Changes from: April 8, 2014 : : -735 65 25 345 -25 0 -570 34 170 -415 405 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.2 17.1 7.1 3.7 3.9 7.0 9.1 0.2 41.7 54.6 9.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 8 7 . . . . . . 14 9 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 147,190 : : Positions : : 94,098 97,096 7,797 13,693 12,839 10,194 3,534 10,089 6,175 4,213 4,702 : : : : Changes from: April 8, 2014 : : 74 -1,425 -366 1,328 -273 56 535 75 469 -378 264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 66.0 5.3 9.3 8.7 6.9 2.4 6.9 4.2 2.9 3.2 : : : : Number of Traders in Each Category Total Traders: 73 : : 42 45 . 6 7 4 . 5 6 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 52,610 : : Positions : : 24,534 44,836 18,915 4,216 1,668 6,056 52 1,232 51 452 154 : : : : Changes from: April 8, 2014 : : -2,448 -2,366 -381 0 0 719 0 0 50 306 -153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.6 85.2 36.0 8.0 3.2 11.5 0.1 2.3 0.1 0.9 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 17 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 444,884 : : Positions : : 276,364 366,943 102,527 28,030 24,184 16,130 1,272 24,135 1,224 0 320 : : : : Changes from: April 8, 2014 : : 6,536 9,348 -1,960 0 1,640 5,732 968 -328 8 0 320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 82.5 23.0 6.3 5.4 3.6 0.3 5.4 0.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1,450,638 : : Positions : :1,068,191 1,254,709 190,668 36,709 91,721 20,829 9,958 47,873 23,205 1,517 7,015 : : : : Changes from: April 8, 2014 : : 3,438 -1,929 -5,368 0 -7,800 1,185 16 -384 -800 368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 86.5 13.1 2.5 6.3 1.4 0.7 3.3 1.6 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 34 6 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 44,893 : : Positions : : 35,774 21,725 0 8,807 3,354 385 4,137 4,998 50 1,540 332 : : : : Changes from: April 8, 2014 : : -1,324 -3,027 -1,451 2,339 446 -26 -2,478 1,233 -391 -26 -155 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 48.4 0.0 19.6 7.5 0.9 9.2 11.1 0.1 3.4 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 304,776 : : Positions : : 185,429 226,193 82,242 25,682 3,848 0 17,212 30,481 1,416 0 1,360 : : : : Changes from: April 8, 2014 : : -13,740 -8,181 -1,958 -654 0 0 -5,551 1,954 1,120 -192 -1,120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 74.2 27.0 8.4 1.3 0.0 5.6 10.0 0.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 631,716 : : Positions : : 491,962 423,434 23,444 124,945 71,336 30,965 0 12,001 2,008 0 0 : : : : Changes from: April 8, 2014 : : 19,480 -2,400 0 17,968 -18,784 1,160 0 -408 -5,072 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 67.0 3.7 19.8 11.3 4.9 0.0 1.9 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 22 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 58,902 : : Positions : : 34,817 47,848 7,968 2,815 4,170 4,252 0 2,108 4,817 0 432 : : : : Changes from: April 8, 2014 : : 750 -1,274 -1,855 -148 1,536 -20 0 -67 -82 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 81.2 13.5 4.8 7.1 7.2 0.0 3.6 8.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 2,822,382 : : Positions : :2,070,262 2,822,382 744,200 0 0 0 0 0 7,920 0 0 : : : : Changes from: April 8, 2014 : : -230,346 -230,346 -4,080 0 0 0 0 0 4,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 100.0 26.4 0.0 0.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 13 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 7,750 : : Positions : : 7,250 6,850 100 550 0 200 50 50 0 0 0 : : : : Changes from: April 8, 2014 : : -250 -100 50 50 0 -100 -250 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 88.4 1.3 7.1 0.0 2.6 0.6 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #06439F Open Interest is 1,113,230 : : Positions : : 850,930 1,111,030 260,200 0 0 0 100 2,100 0 0 0 : : : : Changes from: April 8, 2014 : : -60,570 -63,720 -3,150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 99.8 23.4 0.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 13 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 763,160 : : Positions : : 646,760 637,480 112,320 70,560 4,080 0 0 0 0 51,040 0 : : : : Changes from: April 8, 2014 : : 4,080 35,680 31,600 0 -4,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 83.5 14.7 9.2 0.5 0.0 0.0 0.0 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 279,872 : : Positions : : 178,848 239,264 53,752 6,640 29,712 9,376 384 3,104 4,696 384 384 : : : : Changes from: April 8, 2014 : : 392 -808 424 0 800 368 0 384 -384 384 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 85.5 19.2 2.4 10.6 3.4 0.1 1.1 1.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 13 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 11,360 : : Positions : : 7,411 5,856 0 3,903 682 661 257 0 2,007 128 193 : : : : Changes from: April 8, 2014 : : 0 -63 0 0 0 -21 0 0 -63 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 51.5 0.0 34.4 6.0 5.8 2.3 0.0 17.7 1.1 1.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 9 0 4 . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1,188,430 : : Positions : : 886,650 603,890 0 482,270 70,660 0 0 0 199,510 0 31,610 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 50.8 0.0 40.6 5.9 0.0 0.0 0.0 16.8 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 0 4 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AU Open Interest is 118,165 : : Positions : : 108,565 101,845 9,600 11,520 0 0 4,800 0 0 0 0 : : : : Changes from: April 8, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 86.2 8.1 9.7 0.0 0.0 4.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 7 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643AZ Open Interest is 297,760 : : Positions : : 258,735 223,975 16,440 38,400 10,835 11,750 0 0 0 24,550 0 : : : : Changes from: April 8, 2014 : : 3,725 3,725 -6,400 0 6,400 6,400 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 75.2 5.5 12.9 3.6 3.9 0.0 0.0 0.0 8.2 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643B1 Open Interest is 203,280 : : Positions : : 153,190 135,850 18,405 37,100 29,060 1,355 0 1,270 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 66.8 9.1 18.3 14.3 0.7 0.0 0.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 22,674 : : Positions : : 15,758 16,219 2,322 1,750 2,527 635 0 556 515 214 42 : : : : Changes from: April 8, 2014 : : 510 703 87 -21 62 107 0 -42 0 65 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 71.5 10.2 7.7 11.1 2.8 0.0 2.5 2.3 0.9 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 2,840,855 : : Positions : :2,254,760 1,850,695 83,572 250,575 217,557 0 136,410 281,814 1,520 102,172 1,632 : : : : Changes from: April 8, 2014 : : 12,794 -11,422 0 23,400 -11,555 0 0 0 0 816 -816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 65.1 2.9 8.8 7.7 0.0 4.8 9.9 0.1 3.6 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 29 23 . 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643BA Open Interest is 898,863 : : Positions : : 715,554 609,449 44,839 99,175 36,397 10,650 47,811 70,878 7,800 22,408 12,745 : : : : Changes from: April 8, 2014 : : 5,791 -6,859 0 7,120 -5,720 0 1,280 -1,280 0 4,250 -462 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 67.8 5.0 11.0 4.0 1.2 5.3 7.9 0.9 2.5 1.4 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 25 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 2,121,445 : : Positions : :1,957,185 2,094,155 164,260 27,290 0 0 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 31,670 39,670 0 -8,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 98.7 7.7 1.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643BE Open Interest is 628,015 : : Positions : : 561,865 615,985 59,750 4,530 6,400 0 1,100 0 0 0 0 : : : : Changes from: April 8, 2014 : : 10,695 12,795 2,100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 98.1 9.5 0.7 1.0 0.0 0.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 484,764 : : Positions : : 265,333 428,783 101,718 15,454 6,575 70,169 1,104 29,784 10,033 1,912 1,152 : : : : Changes from: April 8, 2014 : : 8,117 -1,186 -6,516 0 0 -2,403 0 2,403 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 88.5 21.0 3.2 1.4 14.5 0.2 6.1 2.1 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 23 25 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 33,766 : : Positions : : 19,550 26,457 4,785 1,568 2,022 3,519 1,453 1,793 961 209 201 : : : : Changes from: April 8, 2014 : : 679 -125 -506 0 0 18 84 4 -211 21 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 78.4 14.2 4.6 6.0 10.4 4.3 5.3 2.8 0.6 0.6 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 25 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 20,181 : : Positions : : 9,811 16,230 2,858 1,134 1,589 4,465 0 1,228 230 0 0 : : : : Changes from: April 8, 2014 : : -1,456 -3,013 -234 384 0 -965 0 0 26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 80.4 14.2 5.6 7.9 22.1 0.0 6.1 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 208,920 : : Positions : : 86,079 183,192 20,335 9,315 13,677 82,173 0 2,432 3,920 0 304 : : : : Changes from: April 8, 2014 : : -2,996 -12,488 -2,289 -2,289 0 -11,444 0 0 1,952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 87.7 9.7 4.5 6.5 39.3 0.0 1.2 1.9 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 8 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 460,831 : : Positions : : 254,053 429,725 184,247 0 1,953 3,529 12,104 17,049 0 0 0 : : : : Changes from: April 8, 2014 : : -311 21,521 17,576 0 0 0 408 -408 0 -4,664 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 93.3 40.0 0.0 0.4 0.8 2.6 3.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 26,603 : : Positions : : 16,442 20,683 843 1,813 3,147 1,613 0 428 3,576 0 0 : : : : Changes from: April 8, 2014 : : 736 926 192 106 0 104 0 -63 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 77.7 3.2 6.8 11.8 6.1 0.0 1.6 13.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 17,434 : : Positions : : 11,800 15,571 2,857 0 475 466 0 86 1,342 728 0 : : : : Changes from: April 8, 2014 : : 578 471 22 0 21 189 0 0 63 168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 89.3 16.4 0.0 2.7 2.7 0.0 0.5 7.7 4.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 237,848 : : Positions : : 102,698 233,135 95,144 3,529 0 4,704 392 384 34,918 408 0 : : : : Changes from: April 8, 2014 : : -408 -24 0 0 0 0 24 384 408 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 98.0 40.0 1.5 0.0 2.0 0.2 0.2 14.7 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 18 4 . 0 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 12,770 : : Positions : : 5,681 7,059 3,627 3,964 958 1,432 0 63 384 39 388 : : : : Changes from: April 8, 2014 : : 232 257 22 -66 -43 -42 0 21 0 21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 55.3 28.4 31.0 7.5 11.2 0.0 0.5 3.0 0.3 3.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 12 19 5 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 156,634 : : Positions : : 54,489 66,523 83,811 85,463 4,648 9,480 0 0 4,206 0 0 : : : : Changes from: April 8, 2014 : : 384 720 -1,560 -1,896 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.8 42.5 53.5 54.6 3.0 6.1 0.0 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 16 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,231 : : Positions : : 13,852 15,049 4,865 1,000 307 0 2,668 2,207 0 0 0 : : : : Changes from: April 8, 2014 : : 254 231 79 0 230 0 102 -154 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 70.9 22.9 4.7 1.4 0.0 12.6 10.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 147,336 : : Positions : : 119,701 72,443 0 55,578 19,315 8,320 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 0 2,594 0 -2,594 2,594 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 49.2 0.0 37.7 13.1 5.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 7 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 666,857 : : Positions : : 613,206 532,625 42,011 107,072 11,640 0 15,520 0 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 79.9 6.3 16.1 1.7 0.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643CK Open Interest is 204,055 : : Positions : : 188,105 169,950 10,360 29,015 3,440 0 1,650 0 2,150 0 0 : : : : Changes from: April 8, 2014 : : 1,075 1,075 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 83.3 5.1 14.2 1.7 0.0 0.8 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CU Open Interest is 394,105 : : Positions : : 292,580 205,325 100,525 165,330 1,000 0 21,425 0 0 1,025 0 : : : : Changes from: April 8, 2014 : : 7,235 -1,815 -1,600 6,425 0 0 0 0 0 1,025 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 52.1 25.5 42.0 0.3 0.0 5.4 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 9 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1,349,740 : : Positions : :1,026,964 677,353 319,960 599,491 2,816 0 70,080 0 0 0 0 : : : : Changes from: April 8, 2014 : : 15,248 -14,032 -5,920 23,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 50.2 23.7 44.4 0.2 0.0 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 5 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 200,710 : : Positions : : 175,500 163,690 11,510 23,320 13,700 0 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 8,110 8,110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 81.6 5.7 11.6 6.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 623,255 : : Positions : : 529,014 486,072 58,249 101,191 35,992 0 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 7,104 7,104 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 78.0 9.3 16.2 5.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643D4 Open Interest is 494,990 : : Positions : : 466,935 433,155 6,860 36,340 21,195 0 0 0 0 4,300 0 : : : : Changes from: April 8, 2014 : : 9,435 7,285 -2,150 0 1,935 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 87.5 1.4 7.3 4.3 0.0 0.0 0.0 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 8 . 4 6 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1,648,747 : : Positions : :1,548,679 1,458,656 25,001 115,024 75,067 0 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : -23,535 0 7,199 -16,336 6,922 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 88.5 1.5 7.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 7 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1,768,805 : : Positions : :1,633,367 1,749,989 116,622 0 18,816 0 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 5,920 5,920 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 98.9 6.6 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 8 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643D8 Open Interest is 490,610 : : Positions : : 455,940 482,930 26,990 0 7,680 0 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 1,600 1,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 98.4 5.5 0.0 1.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 9 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 9,601,531 : : Positions : :7,746,786 8,661,134 883,192 148,667 791,730 172,463 0 0 7,360 0 0 : : : : Changes from: April 8, 2014 : : 213,277 122,460 -71,575 19,242 37,444 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 90.2 9.2 1.5 8.2 1.8 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 32 27 5 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643DC Open Interest is 3,395,664 : : Positions : :2,778,167 3,208,464 389,757 6,105 166,345 38,770 0 11,450 7,875 0 1,100 : : : : Changes from: April 8, 2014 : : 97,445 133,930 21,515 -13,945 -2,510 0 0 0 1,025 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 94.5 11.5 0.2 4.9 1.1 0.0 0.3 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 28 6 . 6 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643DF Open Interest is 3,153,778 : : Positions : :2,070,684 2,391,132 277,418 299,829 157,185 26,901 95,916 97,544 468,454 56,580 55,592 : : : : Changes from: April 8, 2014 : : -2,040 -3,262 19,800 10,790 -2,040 -2,840 525 -960 -3,642 3,225 18,297 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 75.8 8.8 9.5 5.0 0.9 3.0 3.1 14.9 1.8 1.8 : : : : Number of Traders in Each Category Total Traders: 68 : : 33 34 6 5 7 . 4 . 5 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 7,437,106 : : Positions : :5,909,139 6,067,233 522,079 428,065 615,675 68,351 161,218 84,559 192,237 35,290 45,066 : : : : Changes from: April 8, 2014 : : 55,170 17,304 -29,130 816 25,738 -42,043 0 0 34,123 0 3,960 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 81.6 7.0 5.8 8.3 0.9 2.2 1.1 2.6 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 24 . 5 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1 MW : CFTC Code #0643DL Open Interest is 586,895 : : Positions : : 516,155 456,825 54,635 99,590 16,105 0 8,575 0 0 5,800 0 : : : : Changes from: April 8, 2014 : : 16,275 17,290 1,015 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 77.8 9.3 17.0 2.7 0.0 1.5 0.0 0.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 9 4 . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 2,002,633 : : Positions : :1,676,416 1,670,394 208,100 183,002 118,117 0 31,120 0 0 0 0 : : : : Changes from: April 8, 2014 : : -8,165 -10,533 -2,368 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 83.4 10.4 9.1 5.9 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 10 . . 4 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 20,070 : : Positions : : 14,281 16,041 2,956 239 1,651 0 1,391 90 220 0 0 : : : : Changes from: April 8, 2014 : : 421 468 220 0 -64 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 79.9 14.7 1.2 8.2 0.0 6.9 0.4 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 5 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 10,883 : : Positions : : 5,064 6,148 268 34 1,488 0 532 1,068 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 56.5 2.5 0.3 13.7 0.0 4.9 9.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 20,886 : : Positions : : 13,464 17,684 6,142 1,859 192 0 640 0 640 0 0 : : : : Changes from: April 8, 2014 : : 88 88 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 84.7 29.4 8.9 0.9 0.0 3.1 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 440,563 : : Positions : : 306,138 431,724 125,586 0 5,310 0 3,529 0 3,529 0 0 : : : : Changes from: April 8, 2014 : : 1,536 1,536 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 98.0 28.5 0.0 1.2 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 339,029 : : Positions : : 96,324 332,813 211,205 4,664 1,552 0 0 0 29,948 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.4 98.2 62.3 1.4 0.5 0.0 0.0 0.0 8.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 52,034 : : Positions : : 36,151 49,505 13,161 0 2,275 0 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.5 95.1 25.3 0.0 4.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 828,385 : : Positions : : 617,462 786,720 169,258 0 41,665 0 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 95.0 20.4 0.0 5.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 18 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 148,096 : : Positions : : 93,265 101,725 10,637 9,538 33,638 8,190 0 1,920 0 1,083 192 : : : : Changes from: April 8, 2014 : : -1,280 -1,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 68.7 7.2 6.4 22.7 5.5 0.0 1.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 4 4 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1,748,477 : : Positions : :1,536,151 1,159,822 56,416 244,723 126,884 0 191,200 23,520 3,178 0 2,328 : : : : Changes from: April 8, 2014 : : 5,925 0 -4,003 1,922 -737 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 66.3 3.2 14.0 7.3 0.0 10.9 1.3 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 . 5 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 23,415 : : Positions : : 14,025 14,667 8,110 960 0 0 6,253 1,280 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 62.6 34.6 4.1 0.0 0.0 26.7 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 11 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 55,577 : : Positions : : 40,649 44,924 7,683 530 5,965 0 2,878 1,280 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 80.8 13.8 1.0 10.7 0.0 5.2 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 66,317 : : Positions : : 54,235 35,896 0 17,133 8,135 0 2,015 3,095 256 0 0 : : : : Changes from: April 8, 2014 : : 574 -1,065 0 254 0 0 1,385 -105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 54.1 0.0 25.8 12.3 0.0 3.0 4.7 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 April 15, 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 45,926 : : Positions : : 27,984 37,949 12,227 4,589 1,148 0 0 0 2,327 0 2,048 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 82.6 26.6 10.0 2.5 0.0 0.0 0.0 5.1 0.0 4.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 44,204 : : Positions : : 39,524 25,981 1,659 15,115 2,916 0 0 0 105 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 58.8 3.8 34.2 6.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 381,990 : : Positions : : 273,083 342,980 54,959 0 0 30,468 15,530 23,480 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 89.8 14.4 0.0 0.0 8.0 4.1 6.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 775,717 : : Positions : : 603,194 562,666 43,523 96,777 80,984 12,726 0 35,290 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 72.5 5.6 12.5 10.4 1.6 0.0 4.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 1,452,746 : : Positions : : 902,463 885,684 21,673 232,885 287,137 180,735 0 47,040 13,698 0 0 : : : : Changes from: April 8, 2014 : : -11,012 13,697 12,589 -12,120 4,304 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 61.0 1.5 16.0 19.8 12.4 0.0 3.2 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 12 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 702,218 : : Positions : : 349,207 528,752 3,529 79,546 93,920 0 0 0 255,562 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 75.3 0.5 11.3 13.4 0.0 0.0 0.0 36.4 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 April 15, 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 532,071 : : Positions : : 396,077 283,355 50,294 163,016 85,700 0 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 53.3 9.5 30.6 16.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 18,702 : : Positions : : 9,200 17,249 2,280 893 120 0 0 0 6,737 0 0 : : : : Changes from: April 8, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.2 92.2 12.2 4.8 0.6 0.0 0.0 0.0 36.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 18,076 : : Positions : : 9,085 16,461 1,235 480 645 0 0 0 6,702 0 0 : : : : Changes from: April 8, 2014 : : 100 -495 -595 0 525 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 91.1 6.8 2.7 3.6 0.0 0.0 0.0 37.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 7 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 221,543 : : Positions : : 174,913 154,788 8,300 44,960 9,640 1,075 9,600 0 25,060 0 2,555 : : : : Changes from: April 8, 2014 : : 25,920 21,460 0 0 0 525 0 0 -4,985 0 1,260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 69.9 3.7 20.3 4.4 0.5 4.3 0.0 11.3 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 17 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 462,652 : : Positions : : 270,073 307,155 28,769 147,079 4,738 0 0 0 155,392 0 3,680 : : : : Changes from: April 8, 2014 : : 2,032 2,032 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 66.4 6.2 31.8 1.0 0.0 0.0 0.0 33.6 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 221,259 : : Positions : : 189,705 89,804 4,026 73,255 22,625 4,903 6,400 0 0 29,175 0 : : : : Changes from: April 8, 2014 : : 2,450 875 0 -1,100 880 0 0 0 0 2,675 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 40.6 1.8 33.1 10.2 2.2 2.9 0.0 0.0 13.2 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 13 . 4 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 664,619 : : Positions : : 607,747 366,109 0 242,374 56,136 736 0 0 0 0 0 : : : : Changes from: April 8, 2014 : : 47,551 9,988 0 37,563 -19,600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 55.1 0.0 36.5 8.4 0.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 0 5 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 126,372 : : Positions : : 75,632 109,812 46,475 6,575 1,385 0 2,200 0 2,880 6,400 0 : : : : Changes from: April 8, 2014 : : 1,100 0 0 1,100 -1,100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 86.9 36.8 5.2 1.1 0.0 1.7 0.0 2.3 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C79 Open Interest is 415,048 : : Positions : : 268,040 399,773 116,128 7,715 7,560 0 0 0 23,320 0 0 : : : : Changes from: April 8, 2014 : : 88,961 126,857 29,756 -8,140 -1,628 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 96.3 28.0 1.9 1.8 0.0 0.0 0.0 5.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 51,559 : : Positions : : 48,716 47,839 220 575 1,440 0 50 0 348 650 0 : : : : Changes from: April 8, 2014 : : 480 480 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 92.8 0.4 1.1 2.8 0.0 0.1 0.0 0.7 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 45,677 : : Positions : : 43,207 41,920 220 575 1,440 0 50 0 300 650 0 : : : : Changes from: April 8, 2014 : : 420 420 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 91.8 0.5 1.3 3.2 0.0 0.1 0.0 0.7 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 15,335 : : Positions : : 12,030 14,805 2,155 0 180 0 0 0 500 0 350 : : : : Changes from: April 8, 2014 : : 50 305 255 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 96.5 14.1 0.0 1.2 0.0 0.0 0.0 3.3 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 9 . 0 . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 14,115 : : Positions : : 11,260 12,870 2,070 265 180 0 0 0 0 375 425 : : : : Changes from: April 8, 2014 : : -50 75 0 -75 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 91.2 14.7 1.9 1.3 0.0 0.0 0.0 0.0 2.7 3.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 8,810 : : Positions : : 8,435 6,710 0 990 115 0 600 0 0 250 0 : : : : Changes from: April 8, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 76.2 0.0 11.2 1.3 0.0 6.8 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,545 : : Positions : : 15,665 11,450 360 650 100 0 1,200 0 0 3,045 100 : : : : Changes from: April 8, 2014 : : 520 1,120 0 0 0 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 69.2 2.2 3.9 0.6 0.0 7.3 0.0 0.0 18.4 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 25,131 : : Positions : : 23,881 22,621 355 255 255 0 850 50 0 900 0 : : : : Changes from: April 8, 2014 : : -600 -1,200 0 0 0 0 300 -600 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 90.0 1.4 1.0 1.0 0.0 3.4 0.2 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 16 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 24,121 : : Positions : : 22,936 22,566 875 0 0 0 900 0 0 500 0 : : : : Changes from: April 8, 2014 : : -600 -1,200 0 0 0 0 600 -600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 93.6 3.6 0.0 0.0 0.0 3.7 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 9 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 61,739 : : Positions : : 46,110 53,534 1,425 2,845 290 2,650 0 0 6,194 0 434 : : : : Changes from: April 8, 2014 : : -159 -464 0 305 0 -2,009 0 0 2,009 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 86.7 2.3 4.6 0.5 4.3 0.0 0.0 10.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 24 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 59,386 : : Positions : : 44,057 49,402 0 4,010 125 2,100 0 0 7,255 0 68 : : : : Changes from: April 8, 2014 : : -234 -359 0 75 0 -2,827 0 0 2,777 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 83.2 0.0 6.8 0.2 3.5 0.0 0.0 12.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 22 0 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 44,990 : : Positions : : 30,370 36,271 3,800 730 1,295 0 1,175 550 4,775 675 1,750 : : : : Changes from: April 8, 2014 : : 225 165 0 0 0 0 -1,900 0 -1,225 675 1,225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 80.6 8.4 1.6 2.9 0.0 2.6 1.2 10.6 1.5 3.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 39,836 : : Positions : : 25,220 36,295 5,595 905 160 0 875 700 7,425 0 191 : : : : Changes from: April 8, 2014 : : 650 -150 50 0 0 -8,250 -50 -175 7,350 0 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 91.1 14.0 2.3 0.4 0.0 2.2 1.8 18.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 25,435 : : Positions : : 9,855 20,115 1,200 775 525 0 3,080 540 12,800 0 0 : : : : Changes from: April 8, 2014 : : 90 90 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 79.1 4.7 3.0 2.1 0.0 12.1 2.1 50.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 24,225 : : Positions : : 22,615 17,920 300 5,250 0 250 0 300 0 0 0 : : : : Changes from: April 8, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 74.0 1.2 21.7 0.0 1.0 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 33,082 : : Positions : : 24,400 20,940 0 2,615 935 0 325 925 3,650 4,650 937 : : : : Changes from: April 8, 2014 : : 195 475 0 60 0 -3,295 0 0 3,350 -285 119 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 63.3 0.0 7.9 2.8 0.0 1.0 2.8 11.0 14.1 2.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of April 15, 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 32,700 : : Positions : : 28,285 23,940 550 200 700 400 0 550 0 5,095 1,440 : : : : Changes from: April 8, 2014 : : -135 710 -110 0 0 -50 -6,980 -445 -880 5,095 1,385 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 73.2 1.7 0.6 2.1 1.2 0.0 1.7 0.0 15.6 4.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 18 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated April 18, 2014