Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 79,556 : : Positions : : 16,189 25,144 2,047 788 2,697 1,167 9,343 4,433 43,939 27,885 7,819 : : : : Changes from: May 6, 2014 : : -143 -443 -351 751 194 -297 205 1,090 1,061 -299 389 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.3 31.6 2.6 1.0 3.4 1.5 11.7 5.6 55.2 35.1 9.8 : : : : Number of Traders in Each Category Total Traders: 54 : : 11 12 . . . . 4 . 19 14 28 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 30,561 : : Positions : : 8,950 5,370 1,181 945 1,046 3,714 390 833 12,384 19,423 1,958 : : : : Changes from: May 6, 2014 : : -320 -315 60 -45 16 400 -75 92 22 367 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.3 17.6 3.9 3.1 3.4 12.2 1.3 2.7 40.5 63.6 6.4 : : : : Number of Traders in Each Category Total Traders: 41 : : 9 8 . . 4 . . . 10 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 150,366 : : Positions : : 96,587 97,077 4,361 12,582 15,351 7,803 2,860 10,997 7,872 4,610 6,589 : : : : Changes from: May 6, 2014 : : 1,752 2,825 -1,501 -663 2,313 30 -734 857 1,024 -62 212 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 64.6 2.9 8.4 10.2 5.2 1.9 7.3 5.2 3.1 4.4 : : : : Number of Traders in Each Category Total Traders: 78 : : 43 48 . 6 7 . 4 6 8 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 51,800 : : Positions : : 24,201 45,102 17,579 2,916 1,946 6,538 0 1,206 126 426 204 : : : : Changes from: May 6, 2014 : : 253 176 -228 0 0 153 0 26 0 2 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 87.1 33.9 5.6 3.8 12.6 0.0 2.3 0.2 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 417,178 : : Positions : : 235,165 339,312 94,260 26,510 27,973 35,421 984 22,079 1,960 0 320 : : : : Changes from: May 6, 2014 : : -4,432 -2,376 3,016 0 -4,768 -952 0 960 -8 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 81.3 22.6 6.4 6.7 8.5 0.2 5.3 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 18 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 RT OFF - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,537,933 : : Positions : :1,130,511 1,287,934 180,573 35,820 105,207 19,221 19,015 60,841 33,781 2,661 7,799 : : : : Changes from: May 6, 2014 : : 31,583 30,561 2,506 0 6,078 0 5,120 0 1,584 -8 1,520 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 83.7 11.7 2.3 6.8 1.2 1.2 4.0 2.2 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 57 : : 35 36 6 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 46,137 : : Positions : : 38,768 22,848 0 10,946 2,409 694 4,582 3,770 115 1,201 381 : : : : Changes from: May 6, 2014 : : -1,883 57 0 -628 -507 103 -1,226 26 -98 -81 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 49.5 0.0 23.7 5.2 1.5 9.9 8.2 0.2 2.6 0.8 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 0 . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 314,403 : : Positions : : 203,402 231,036 77,015 24,466 3,848 0 24,475 27,922 976 1,416 1,240 : : : : Changes from: May 6, 2014 : : 11,028 -680 -560 -1,216 0 0 11,468 -3,538 -624 272 -912 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 73.5 24.5 7.8 1.2 0.0 7.8 8.9 0.3 0.5 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 649,705 : : Positions : : 506,311 452,007 21,972 115,873 71,336 36,477 0 10,489 3,120 0 0 : : : : Changes from: May 6, 2014 : : 1,135 7,359 0 -1,152 0 3,552 0 0 1,520 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 69.6 3.4 17.8 11.0 5.6 0.0 1.6 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 24 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 51,125 : : Positions : : 33,324 40,708 2,537 2,573 3,752 4,750 0 1,650 3,713 0 828 : : : : Changes from: May 6, 2014 : : -2,299 -3,415 -575 -43 132 -260 0 652 -384 0 363 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 79.6 5.0 5.0 7.3 9.3 0.0 3.2 7.3 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . 4 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #06439C Open Interest is 36,030 : : Positions : : 26,350 35,980 9,250 0 50 0 0 0 200 0 0 : : : : Changes from: May 6, 2014 : : 550 600 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 99.9 25.7 0.0 0.1 0.0 0.0 0.0 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 3,650 : : Positions : : 3,300 3,150 0 200 0 200 50 50 0 0 0 : : : : Changes from: May 6, 2014 : : -150 400 -50 200 0 200 -350 50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 86.3 0.0 5.5 0.0 5.5 1.4 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 0 . 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 54,210 : : Positions : : 41,710 53,710 12,100 0 0 0 300 200 200 0 0 : : : : Changes from: May 6, 2014 : : 250 100 -350 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 99.1 22.3 0.0 0.0 0.0 0.6 0.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 24 14 . 0 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #06439K Open Interest is 10,500 : : Positions : : 8,350 8,950 1,950 800 150 0 0 0 50 600 0 : : : : Changes from: May 6, 2014 : : -1,125 -525 400 -100 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 85.2 18.6 7.6 1.4 0.0 0.0 0.0 0.5 5.7 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 250,368 : : Positions : : 168,552 212,472 40,296 6,640 26,976 8,536 384 2,744 2,880 768 384 : : : : Changes from: May 6, 2014 : : -5,128 -15,056 -7,288 0 -368 -32 0 24 -2,224 384 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 84.9 16.1 2.7 10.8 3.4 0.2 1.1 1.2 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 15 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 11,261 : : Positions : : 7,544 5,256 0 4,071 508 659 274 21 2,058 597 128 : : : : Changes from: May 6, 2014 : : 8 -809 0 336 -301 -44 -25 21 -159 237 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 46.7 0.0 36.2 4.5 5.9 2.4 0.2 18.3 5.3 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 10 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643A8 Open Interest is 15,250 : : Positions : : 11,050 7,650 150 5,850 750 0 350 0 3,000 350 300 : : : : Changes from: May 6, 2014 : : -500 -150 150 -350 -150 0 200 0 250 200 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 50.2 1.0 38.4 4.9 0.0 2.3 0.0 19.7 2.3 2.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 15,280 : : Positions : : 12,870 11,745 1,190 1,725 510 550 0 0 150 1,300 0 : : : : Changes from: May 6, 2014 : : -380 195 125 -200 0 -50 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 76.9 7.8 11.3 3.3 3.6 0.0 0.0 1.0 8.5 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 14 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 9,921 : : Positions : : 7,481 6,516 625 2,515 560 375 0 50 0 0 0 : : : : Changes from: May 6, 2014 : : -360 -480 0 260 -320 10 0 -10 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 65.7 6.3 25.4 5.6 3.8 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 22,003 : : Positions : : 15,585 16,044 1,578 1,579 2,440 1,019 0 556 461 42 43 : : : : Changes from: May 6, 2014 : : -344 -194 -212 -129 -66 214 0 -22 -243 -44 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 72.9 7.2 7.2 11.1 4.6 0.0 2.5 2.1 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643B9 Open Interest is 35,735 : : Positions : : 29,620 22,641 1,116 2,835 3,154 0 3,670 1,555 15 1,635 120 : : : : Changes from: May 6, 2014 : : 705 -634 16 -755 794 0 1,985 -1,430 15 150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 63.4 3.1 7.9 8.8 0.0 10.3 4.4 0.0 4.6 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 26 19 . 4 4 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 42,200 : : Positions : : 33,505 27,535 913 5,128 2,558 500 2,182 3,053 465 797 942 : : : : Changes from: May 6, 2014 : : 1,070 -305 0 340 100 50 465 -194 15 655 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 65.2 2.2 12.2 6.1 1.2 5.2 7.2 1.1 1.9 2.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 24 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643BC Open Interest is 37,395 : : Positions : : 31,145 36,835 5,450 0 200 0 50 0 600 0 0 : : : : Changes from: May 6, 2014 : : 6,520 6,570 0 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 98.5 14.6 0.0 0.5 0.0 0.1 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 7 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 41,035 : : Positions : : 34,285 40,475 5,740 0 510 0 50 0 500 0 0 : : : : Changes from: May 6, 2014 : : 6,090 6,190 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 98.6 14.0 0.0 1.2 0.0 0.1 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 13 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 485,265 : : Positions : : 273,435 414,011 114,304 13,123 11,416 42,636 0 33,384 3,279 6,520 6,811 : : : : Changes from: May 6, 2014 : : 14,374 -1,184 -2,450 -561 5,129 -16,086 0 5,537 3,169 752 -31 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 85.3 23.6 2.7 2.4 8.8 0.0 6.9 0.7 1.3 1.4 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 25 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 34,045 : : Positions : : 19,543 26,103 4,574 1,688 2,391 3,571 1,405 1,376 1,292 273 407 : : : : Changes from: May 6, 2014 : : 1,381 285 -434 -27 373 -534 0 171 -48 0 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 76.7 13.4 5.0 7.0 10.5 4.1 4.0 3.8 0.8 1.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 25 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 18,469 : : Positions : : 9,781 15,450 2,624 525 1,050 3,582 0 1,228 204 216 0 : : : : Changes from: May 6, 2014 : : -377 -653 -259 -760 -154 -623 0 0 -154 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 83.7 14.2 2.8 5.7 19.4 0.0 6.6 1.1 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 187,040 : : Positions : : 78,088 164,832 18,207 9,507 12,701 76,092 0 0 1,952 0 0 : : : : Changes from: May 6, 2014 : : -3,742 -16,720 -2,128 192 -976 -7,057 0 -2,432 -3,601 0 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 88.1 9.7 5.1 6.8 40.7 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 9 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 529,620 : : Positions : : 341,326 489,014 155,015 0 13,421 3,161 10,488 16,697 0 0 0 : : : : Changes from: May 6, 2014 : : 59,719 61,255 784 0 0 0 -752 752 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 92.3 29.3 0.0 2.5 0.6 2.0 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 30,625 : : Positions : : 19,702 27,121 3,835 1,613 955 1,001 0 384 3,832 0 0 : : : : Changes from: May 6, 2014 : : 2,618 2,833 509 42 0 -508 0 127 256 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 88.6 12.5 5.3 3.1 3.3 0.0 1.3 12.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 18,122 : : Positions : : 12,095 15,563 3,282 0 192 465 0 0 1,640 1,814 0 : : : : Changes from: May 6, 2014 : : 213 60 64 0 -21 0 0 0 23 240 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 85.9 18.1 0.0 1.1 2.6 0.0 0.0 9.0 10.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 4 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 236,792 : : Positions : : 105,986 225,831 89,584 3,161 2,304 4,704 24 384 33,446 4,704 384 : : : : Changes from: May 6, 2014 : : 3,872 3,128 1,560 0 384 0 0 0 0 2,304 384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.8 95.4 37.8 1.3 1.0 2.0 0.0 0.2 14.1 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 18 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 12,780 : : Positions : : 5,783 7,447 3,921 3,915 421 1,332 0 192 408 0 550 : : : : Changes from: May 6, 2014 : : 296 374 -149 3 60 207 0 0 23 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.3 58.3 30.7 30.6 3.3 10.4 0.0 1.5 3.2 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 17 4 . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 145,377 : : Positions : : 55,277 55,754 75,406 86,079 3,544 6,968 0 0 4,182 0 0 : : : : Changes from: May 6, 2014 : : -800 -800 -1,152 0 0 1,152 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 38.4 51.9 59.2 2.4 4.8 0.0 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 4 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,850 : : Positions : : 12,558 14,774 5,472 922 461 0 2,334 2,359 0 0 0 : : : : Changes from: May 6, 2014 : : -204 208 360 0 0 0 -52 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 70.9 26.2 4.4 2.2 0.0 11.2 11.3 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 May 13, 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 146,121 : : Positions : : 117,004 80,795 0 43,921 21,405 7,712 0 0 0 0 0 : : : : Changes from: May 6, 2014 : : -656 0 0 -656 656 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 55.3 0.0 30.1 14.6 5.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643CJ Open Interest is 9,310 : : Positions : : 7,835 8,005 600 1,120 75 0 100 0 200 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 86.0 6.4 12.0 0.8 0.0 1.1 0.0 2.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 10,250 : : Positions : : 8,845 8,925 535 1,195 80 0 0 0 100 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 87.1 5.2 11.7 0.8 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 25,165 : : Positions : : 16,020 16,740 8,875 7,375 50 0 950 0 0 50 0 : : : : Changes from: May 6, 2014 : : 0 25 25 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 66.5 35.3 29.3 0.2 0.0 3.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 11 4 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643CV Open Interest is 21,335 : : Positions : : 15,535 13,030 5,420 7,375 30 0 900 0 0 0 0 : : : : Changes from: May 6, 2014 : : 0 175 175 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 61.1 25.4 34.6 0.1 0.0 4.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 7 5 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 9,815 : : Positions : : 8,450 8,045 590 1,230 460 0 0 0 0 0 0 : : : : Changes from: May 6, 2014 : : 385 385 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 82.0 6.0 12.5 4.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 24,465 : : Positions : : 22,920 21,610 505 1,895 760 0 0 0 0 200 0 : : : : Changes from: May 6, 2014 : : -100 100 200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 88.3 2.1 7.7 3.1 0.0 0.0 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 7 . 5 5 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643D5 Open Interest is 21,480 : : Positions : : 19,655 19,060 255 1,545 860 0 0 0 0 0 0 : : : : Changes from: May 6, 2014 : : 0 150 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 88.7 1.2 7.2 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 9 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643D7 Open Interest is 22,590 : : Positions : : 20,710 22,345 1,050 0 240 0 0 0 0 0 0 : : : : Changes from: May 6, 2014 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 98.9 4.6 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 17 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 23,510 : : Positions : : 21,440 23,145 940 0 360 0 0 0 0 0 0 : : : : Changes from: May 6, 2014 : : 475 475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 98.4 4.0 0.0 1.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643DB Open Interest is 125,670 : : Positions : : 102,590 113,430 11,345 2,435 9,505 1,880 0 0 200 200 0 : : : : Changes from: May 6, 2014 : : 625 700 820 795 -320 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 90.3 9.0 1.9 7.6 1.5 0.0 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 27 4 . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 160,633 : : Positions : : 133,769 152,253 16,579 1,270 7,010 2,490 0 100 375 0 0 : : : : Changes from: May 6, 2014 : : 452 -1,088 -1,400 125 75 10 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 94.8 10.3 0.8 4.4 1.6 0.0 0.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 29 5 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 149,197 : : Positions : : 98,796 111,239 10,451 15,391 7,926 881 3,740 5,845 21,002 597 4,119 : : : : Changes from: May 6, 2014 : : 2,142 375 299 2,520 15 -54 650 0 290 -925 830 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 74.6 7.0 10.3 5.3 0.6 2.5 3.9 14.1 0.4 2.8 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 32 5 4 7 . . 4 6 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643DK Open Interest is 95,740 : : Positions : : 78,430 79,145 5,950 5,455 7,065 680 2,020 1,070 1,615 150 835 : : : : Changes from: May 6, 2014 : : 1,250 75 -540 200 -50 0 0 0 -435 0 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 82.7 6.2 5.7 7.4 0.7 2.1 1.1 1.7 0.2 0.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 25 . 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 27,385 : : Positions : : 24,180 21,065 1,725 4,545 950 0 500 0 0 325 0 : : : : Changes from: May 6, 2014 : : 810 860 -300 -350 220 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 76.9 6.3 16.6 3.5 0.0 1.8 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 11 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #0643DM Open Interest is 24,190 : : Positions : : 20,705 20,210 1,770 1,840 1,495 0 350 0 0 0 0 : : : : Changes from: May 6, 2014 : : 305 200 -100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 83.5 7.3 7.6 6.2 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 19,453 : : Positions : : 13,612 15,573 2,612 206 1,792 0 768 394 220 0 0 : : : : Changes from: May 6, 2014 : : 128 268 120 0 -20 0 -96 66 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 80.1 13.4 1.1 9.2 0.0 3.9 2.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 16 5 . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 10,380 : : Positions : : 4,662 5,952 522 0 1,514 0 482 1,048 0 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 57.3 5.0 0.0 14.6 0.0 4.6 10.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 4 0 4 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 21,438 : : Positions : : 13,966 17,308 6,816 1,683 126 0 1,810 0 530 0 0 : : : : Changes from: May 6, 2014 : : 21 21 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 80.7 31.8 7.9 0.6 0.0 8.4 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 446,330 : : Positions : : 302,601 415,643 136,362 0 4,206 0 26,481 0 3,161 0 0 : : : : Changes from: May 6, 2014 : : 1,152 1,152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 93.1 30.6 0.0 0.9 0.0 5.9 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 359,673 : : Positions : : 95,452 356,136 223,365 0 3,537 0 0 0 37,319 0 0 : : : : Changes from: May 6, 2014 : : 5,920 6,304 0 0 0 0 0 0 384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.5 99.0 62.1 0.0 1.0 0.0 0.0 0.0 10.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 10 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 48,932 : : Positions : : 34,897 46,403 11,335 0 2,275 0 0 0 0 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 94.8 23.2 0.0 4.6 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 May 13, 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 787,905 : : Positions : : 597,958 746,240 148,282 0 41,665 0 0 0 0 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 94.7 18.8 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 17 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 150,007 : : Positions : : 95,030 104,230 11,428 9,247 33,235 7,870 0 2,020 0 1,105 170 : : : : Changes from: May 6, 2014 : : 730 1,340 610 0 660 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 69.5 7.6 6.2 22.2 5.2 0.0 1.3 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 22 5 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,733,431 : : Positions : :1,550,881 1,152,136 53,472 241,779 123,572 0 214,720 0 4,282 0 1,224 : : : : Changes from: May 6, 2014 : : 31,450 31,450 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 66.5 3.1 13.9 7.1 0.0 12.4 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 . 5 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 22,116 : : Positions : : 13,583 13,105 5,955 850 1,275 0 5,351 1,280 0 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 59.3 26.9 3.8 5.8 0.0 24.2 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 56,639 : : Positions : : 42,134 46,769 7,669 640 5,556 0 2,394 1,280 0 0 0 : : : : Changes from: May 6, 2014 : : 2,798 2,798 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 82.6 13.5 1.1 9.8 0.0 4.2 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 69,243 : : Positions : : 57,759 38,101 0 20,421 5,590 0 745 4,365 1,231 0 0 : : : : Changes from: May 6, 2014 : : 2,330 1,060 0 1,270 -1,270 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 55.0 0.0 29.5 8.1 0.0 1.1 6.3 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 16 0 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 45,562 : : Positions : : 27,630 37,233 11,611 4,215 1,676 0 0 0 2,207 0 2,268 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 81.7 25.5 9.3 3.7 0.0 0.0 0.0 4.8 0.0 5.0 : : : : 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 May 13, 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 42,901 : : Positions : : 37,588 24,918 1,690 14,295 3,518 0 0 0 105 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 58.1 3.9 33.3 8.2 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 357,710 : : Positions : : 257,635 322,380 48,703 0 0 27,892 11,850 23,480 0 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 90.1 13.6 0.0 0.0 7.8 3.3 6.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 966,273 : : Positions : : 635,445 652,429 90,409 160,191 122,043 86,766 0 31,610 0 0 0 : : : : Changes from: May 6, 2014 : : 24,126 24,126 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 67.5 9.4 16.6 12.6 9.0 0.0 3.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1,619,216 : : Positions : :1,034,498 931,510 88,671 387,035 253,631 177,055 0 47,040 18,321 0 0 : : : : Changes from: May 6, 2014 : : 47,344 46,960 0 0 0 0 0 0 -384 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 57.5 5.5 23.9 15.7 10.9 0.0 2.9 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 12 . . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 685,101 : : Positions : : 339,082 519,363 3,161 71,818 93,920 0 0 0 248,938 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 75.8 0.5 10.5 13.7 0.0 0.0 0.0 36.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 508,519 : : Positions : : 380,989 261,883 51,766 170,872 75,764 0 0 0 0 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 51.5 10.2 33.6 14.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MW CINRGY 5 OFF PEAK REAL-TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatts Per Hour) : CFTC Code #064A87 Open Interest is 463,600 : : Positions : : 144,856 397,416 271,944 4,384 46,800 0 15,000 0 0 0 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 85.7 58.7 0.9 10.1 0.0 3.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 12 4 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 18,000 : : Positions : : 9,005 16,239 3,895 856 120 0 0 0 4,145 0 0 : : : : Changes from: May 6, 2014 : : -365 1,010 1,375 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 90.2 21.6 4.8 0.7 0.0 0.0 0.0 23.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 16,079 : : Positions : : 8,270 14,294 2,600 480 470 0 0 0 3,860 0 0 : : : : Changes from: May 6, 2014 : : -315 1,060 1,375 0 -175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 88.9 16.2 3.0 2.9 0.0 0.0 0.0 24.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #064C74 Open Interest is 9,690 : : Positions : : 7,266 6,310 410 2,330 455 25 400 0 1,108 0 140 : : : : Changes from: May 6, 2014 : : 90 -65 0 50 -20 0 0 0 -125 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 65.1 4.2 24.0 4.7 0.3 4.1 0.0 11.4 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #064C76 Open Interest is 11,276 : : Positions : : 9,317 5,091 215 3,185 1,180 25 350 0 0 1,365 50 : : : : Changes from: May 6, 2014 : : -320 -10 0 -25 0 0 -50 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 45.1 1.9 28.2 10.5 0.2 3.1 0.0 0.0 12.1 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 . 4 4 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 1 MW : CFTC Code #064C77 Open Interest is 9,120 : : Positions : : 7,515 4,830 790 3,600 690 0 0 0 0 0 0 : : : : Changes from: May 6, 2014 : : 225 230 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 53.0 8.7 39.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 57,997 : : Positions : : 55,031 54,549 445 705 1,215 0 50 0 448 600 0 : : : : Changes from: May 6, 2014 : : -270 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 94.1 0.8 1.2 2.1 0.0 0.1 0.0 0.8 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 52,407 : : Positions : : 50,117 49,055 470 525 1,190 0 50 0 150 600 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 93.6 0.9 1.0 2.3 0.0 0.1 0.0 0.3 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 15,905 : : Positions : : 12,295 15,040 1,750 0 190 0 400 0 1,275 0 250 : : : : Changes from: May 6, 2014 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 94.6 11.0 0.0 1.2 0.0 2.5 0.0 8.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 13,963 : : Positions : : 11,260 13,210 1,600 305 90 0 50 0 525 0 308 : : : : Changes from: May 6, 2014 : : 450 850 -100 0 0 0 0 0 500 0 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 94.6 11.5 2.2 0.6 0.0 0.4 0.0 3.8 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 7 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 11,545 : : Positions : : 10,715 8,845 300 1,075 150 0 550 0 0 650 0 : : : : Changes from: May 6, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 76.6 2.6 9.3 1.3 0.0 4.8 0.0 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 18,780 : : Positions : : 17,945 13,135 290 500 200 0 1,800 0 0 3,095 50 : : : : Changes from: May 6, 2014 : : 100 200 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 69.9 1.5 2.7 1.1 0.0 9.6 0.0 0.0 16.5 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 16,083 : : Positions : : 15,180 12,065 190 625 30 0 1,200 0 0 2,145 18 : : : : Changes from: May 6, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 75.0 1.2 3.9 0.2 0.0 7.5 0.0 0.0 13.3 0.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 24,316 : : Positions : : 23,431 22,316 280 90 260 0 1,050 0 0 500 0 : : : : Changes from: May 6, 2014 : : 185 15 0 -150 10 0 200 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 91.8 1.2 0.4 1.1 0.0 4.3 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 23,056 : : Positions : : 21,906 21,731 855 0 0 0 900 0 0 250 0 : : : : Changes from: May 6, 2014 : : 0 -5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 94.3 3.7 0.0 0.0 0.0 3.9 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 . 0 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 66,427 : : Positions : : 49,145 56,790 1,820 3,470 205 3,950 0 0 5,345 0 903 : : : : Changes from: May 6, 2014 : : -199 251 100 0 0 350 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 85.5 2.7 5.2 0.3 5.9 0.0 0.0 8.0 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 60,408 : : Positions : : 47,251 50,911 550 3,675 265 2,750 0 0 4,365 300 454 : : : : Changes from: May 6, 2014 : : 734 -596 450 0 -45 0 0 0 -1,750 0 86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 84.3 0.9 6.1 0.4 4.6 0.0 0.0 7.2 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 42,500 : : Positions : : 30,300 33,371 3,105 660 1,215 0 2,200 575 4,350 1,625 820 : : : : Changes from: May 6, 2014 : : -10 -1,410 0 -50 0 0 1,150 25 0 300 -264 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 78.5 7.3 1.6 2.9 0.0 5.2 1.4 10.2 3.8 1.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 36,716 : : Positions : : 25,245 33,480 5,420 840 100 0 500 800 4,300 0 416 : : : : Changes from: May 6, 2014 : : 180 -995 300 0 0 0 -200 0 -1,675 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.8 91.2 14.8 2.3 0.3 0.0 1.4 2.2 11.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 28,350 : : Positions : : 12,235 22,320 1,200 275 1,025 0 2,505 515 12,800 1,400 0 : : : : Changes from: May 6, 2014 : : 330 930 0 0 0 0 -600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 78.7 4.2 1.0 3.6 0.0 8.8 1.8 45.1 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 23,565 : : Positions : : 21,780 17,620 300 4,300 300 150 0 300 0 325 0 : : : : Changes from: May 6, 2014 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 74.8 1.3 18.2 1.3 0.6 0.0 1.3 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 33,669 : : Positions : : 24,120 22,255 0 2,450 935 0 350 825 4,865 4,400 694 : : : : Changes from: May 6, 2014 : : 1,035 860 0 25 0 0 50 -125 -100 0 -51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 66.1 0.0 7.3 2.8 0.0 1.0 2.5 14.4 13.1 2.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 13, 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 30,583 : : Positions : : 26,435 23,665 10 525 1,000 250 0 525 0 2,625 1,413 : : : : Changes from: May 6, 2014 : : -925 10 0 300 -150 -200 0 25 0 -1,435 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 77.4 0.0 1.7 3.3 0.8 0.0 1.7 0.0 8.6 4.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 20 18 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated May 16, 2014