Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 81,815 : : Positions : : 16,224 25,569 2,414 722 2,776 1,639 8,603 5,019 44,399 29,665 7,891 : : : : Changes from: May 13, 2014 : : 35 425 367 -66 79 472 -740 586 460 1,780 72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.8 31.3 3.0 0.9 3.4 2.0 10.5 6.1 54.3 36.3 9.6 : : : : Number of Traders in Each Category Total Traders: 52 : : 11 12 . . . . 4 . 17 14 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 31,543 : : Positions : : 9,565 5,555 1,121 945 1,006 5,010 375 920 11,613 20,303 1,763 : : : : Changes from: May 13, 2014 : : 615 185 -60 0 -40 1,296 -15 87 -771 880 -195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.3 17.6 3.6 3.0 3.2 15.9 1.2 2.9 36.8 64.4 5.6 : : : : Number of Traders in Each Category Total Traders: 40 : : 9 8 . . 4 . . . 9 12 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 152,335 : : Positions : : 97,296 99,838 5,181 12,312 15,450 8,175 3,667 9,832 9,353 4,653 6,284 : : : : Changes from: May 13, 2014 : : 709 2,761 820 -270 99 372 807 -1,165 1,481 43 -305 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 65.5 3.4 8.1 10.1 5.4 2.4 6.5 6.1 3.1 4.1 : : : : Number of Traders in Each Category Total Traders: 79 : : 43 49 . 5 7 4 4 6 8 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 52,102 : : Positions : : 23,461 45,631 18,758 3,357 1,505 6,839 0 1,028 151 221 360 : : : : Changes from: May 13, 2014 : : -740 529 1,179 441 -441 301 0 -178 25 -205 156 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 87.6 36.0 6.4 2.9 13.1 0.0 2.0 0.3 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 428,238 : : Positions : : 236,789 346,844 102,088 26,510 28,941 33,509 1,640 23,983 2,608 0 320 : : : : Changes from: May 13, 2014 : : 1,624 7,532 7,828 0 968 -1,912 656 1,904 648 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 81.0 23.8 6.2 6.8 7.8 0.4 5.6 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 1,574,206 : : Positions : :1,154,270 1,329,240 195,333 35,436 101,760 19,221 14,662 62,825 35,751 6,581 5,046 : : : : Changes from: May 13, 2014 : : 23,759 41,306 14,760 -384 -3,447 0 -4,353 1,984 1,970 3,920 -2,753 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 84.4 12.4 2.3 6.5 1.2 0.9 4.0 2.3 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 35 37 6 . 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 47,409 : : Positions : : 39,278 23,715 0 10,264 2,965 693 5,001 4,030 187 1,178 256 : : : : Changes from: May 13, 2014 : : 510 867 0 -682 556 -1 419 260 72 -23 -125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 50.0 0.0 21.6 6.3 1.5 10.5 8.5 0.4 2.5 0.5 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 321,852 : : Positions : : 206,000 233,268 93,582 24,466 3,848 0 41,728 16,206 976 1,096 1,240 : : : : Changes from: May 13, 2014 : : 2,598 2,232 16,567 0 0 0 17,253 -11,716 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 72.5 29.1 7.6 1.2 0.0 13.0 5.0 0.3 0.3 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 20, 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 639,839 : : Positions : : 507,454 435,117 21,972 131,121 61,928 33,692 0 11,673 3,120 0 0 : : : : Changes from: May 13, 2014 : : 1,143 -16,890 0 15,248 -9,408 -2,785 0 1,184 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 68.0 3.4 20.5 9.7 5.3 0.0 1.8 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 20, 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 50,760 : : Positions : : 34,232 40,687 1,180 2,637 3,857 4,923 0 1,435 3,543 65 849 : : : : Changes from: May 13, 2014 : : 908 -21 -1,357 64 105 173 0 -215 -170 65 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 80.2 2.3 5.2 7.6 9.7 0.0 2.8 7.0 0.1 1.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 24 . . 4 5 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 36,880 : : Positions : : 27,200 36,830 9,250 0 50 0 0 0 200 0 0 : : : : Changes from: May 13, 2014 : : 850 850 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 99.9 25.1 0.0 0.1 0.0 0.0 0.0 0.5 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 20, 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 3,450 : : Positions : : 3,050 2,950 0 50 0 0 50 300 100 50 0 : : : : Changes from: May 13, 2014 : : -250 -200 0 -150 0 -200 0 250 100 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 85.5 0.0 1.4 0.0 0.0 1.4 8.7 2.9 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 0 . 0 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 55,185 : : Positions : : 42,585 54,685 12,200 0 0 0 300 200 200 0 0 : : : : Changes from: May 13, 2014 : : 875 975 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 99.1 22.1 0.0 0.0 0.0 0.5 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 20, 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 11,210 : : Positions : : 8,460 9,060 1,950 800 450 0 0 0 50 600 0 : : : : Changes from: May 13, 2014 : : 110 110 0 0 300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 80.8 17.4 7.1 4.0 0.0 0.0 0.0 0.4 5.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 252,696 : : Positions : : 174,792 214,008 34,408 6,640 28,160 9,720 384 2,352 2,880 768 384 : : : : Changes from: May 13, 2014 : : 6,240 1,536 -5,888 0 1,184 1,184 0 -392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 84.7 13.6 2.6 11.1 3.8 0.2 0.9 1.1 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 20, 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 11,280 : : Positions : : 7,565 5,213 0 4,071 508 659 253 42 2,058 703 128 : : : : Changes from: May 13, 2014 : : 21 -43 0 0 0 0 -21 21 0 106 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 46.2 0.0 36.1 4.5 5.8 2.2 0.4 18.2 6.2 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 20, 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 13, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 20, 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 17,365 : : Positions : : 14,305 13,230 1,090 1,625 910 850 0 0 200 1,300 0 : : : : Changes from: May 13, 2014 : : 1,435 1,485 -100 -100 400 300 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 76.2 6.3 9.4 5.2 4.9 0.0 0.0 1.2 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 16 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 10,286 : : Positions : : 7,846 6,841 625 2,575 560 375 0 50 0 0 0 : : : : Changes from: May 13, 2014 : : 365 325 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 66.5 6.1 25.0 5.4 3.6 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 21,298 : : Positions : : 14,927 15,491 1,767 1,579 2,186 914 42 596 503 42 43 : : : : Changes from: May 13, 2014 : : -658 -553 189 0 -254 -105 42 40 42 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 72.7 8.3 7.4 10.3 4.3 0.2 2.8 2.4 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 36,230 : : Positions : : 30,013 22,808 811 2,888 3,389 0 3,888 1,462 0 1,270 400 : : : : Changes from: May 13, 2014 : : 393 167 -305 53 235 0 218 -93 -15 -365 280 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 63.0 2.2 8.0 9.4 0.0 10.7 4.0 0.0 3.5 1.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 19 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 43,492 : : Positions : : 34,707 28,062 903 5,533 2,628 500 2,597 2,853 560 737 1,077 : : : : Changes from: May 13, 2014 : : 1,202 527 -10 405 70 0 415 -200 95 -60 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 64.5 2.1 12.7 6.0 1.1 6.0 6.6 1.3 1.7 2.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 29 25 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 36,570 : : Positions : : 30,670 35,760 4,850 0 450 0 50 0 600 0 0 : : : : Changes from: May 13, 2014 : : -475 -1,075 -600 0 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 97.8 13.3 0.0 1.2 0.0 0.1 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 8 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 40,200 : : Positions : : 33,800 39,390 5,140 0 760 0 50 0 500 0 0 : : : : Changes from: May 13, 2014 : : -485 -1,085 -600 0 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 98.0 12.8 0.0 1.9 0.0 0.1 0.0 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 14 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 490,584 : : Positions : : 275,247 416,716 116,194 15,476 11,032 41,868 0 34,152 6,915 8,032 5,176 : : : : Changes from: May 13, 2014 : : 1,812 2,705 1,890 2,353 -384 -768 0 768 3,636 1,512 -1,635 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 84.9 23.7 3.2 2.2 8.5 0.0 7.0 1.4 1.6 1.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 25 4 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 34,222 : : Positions : : 19,605 26,260 4,415 1,646 2,433 3,576 1,488 1,419 1,499 295 384 : : : : Changes from: May 13, 2014 : : 62 157 -159 -42 42 5 83 43 207 22 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 76.7 12.9 4.8 7.1 10.4 4.3 4.1 4.4 0.9 1.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 26 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 18,523 : : Positions : : 9,858 15,450 2,624 602 973 3,636 0 1,228 204 270 0 : : : : Changes from: May 13, 2014 : : 77 0 0 77 -77 54 0 0 0 54 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.2 83.4 14.2 3.3 5.3 19.6 0.0 6.6 1.1 1.5 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 20, 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 188,992 : : Positions : : 80,040 164,832 18,207 11,459 12,701 76,092 0 0 1,952 0 0 : : : : Changes from: May 13, 2014 : : 1,952 0 0 1,952 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 87.2 9.6 6.1 6.7 40.3 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 20, 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 549,076 : : Positions : : 356,078 507,702 159,719 0 13,421 3,161 11,256 16,697 0 0 0 : : : : Changes from: May 13, 2014 : : 14,752 18,688 4,704 0 0 0 768 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 92.5 29.1 0.0 2.4 0.6 2.0 3.0 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 20, 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 32,420 : : Positions : : 20,943 28,916 4,343 1,613 955 1,047 0 384 3,832 0 0 : : : : Changes from: May 13, 2014 : : 1,241 1,795 508 0 0 46 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 89.2 13.4 5.0 2.9 3.2 0.0 1.2 11.8 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 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 17,905 : : Positions : : 12,050 15,280 3,046 0 213 444 0 0 1,640 1,881 0 : : : : Changes from: May 13, 2014 : : -45 -283 -236 0 21 -21 0 0 0 67 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 85.3 17.0 0.0 1.2 2.5 0.0 0.0 9.2 10.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 237,208 : : Positions : : 106,402 225,831 89,584 3,161 2,304 4,704 24 384 33,446 5,120 384 : : : : Changes from: May 13, 2014 : : 416 0 0 0 0 0 0 0 0 416 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.9 95.2 37.8 1.3 1.0 2.0 0.0 0.2 14.1 2.2 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 20, 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 12,994 : : Positions : : 5,910 7,402 3,859 4,216 421 1,374 0 171 557 0 529 : : : : Changes from: May 13, 2014 : : 127 -45 -62 301 0 42 0 -21 149 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 57.0 29.7 32.4 3.2 10.6 0.0 1.3 4.3 0.0 4.1 : : : : 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 20, 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 145,761 : : Positions : : 56,045 56,130 74,638 85,319 3,544 7,736 0 0 3,030 0 768 : : : : Changes from: May 13, 2014 : : 768 376 -768 -760 0 768 0 0 -1,152 0 768 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 38.5 51.2 58.5 2.4 5.3 0.0 0.0 2.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 13 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 20,870 : : Positions : : 12,300 15,024 5,751 768 539 0 2,259 2,280 0 0 0 : : : : Changes from: May 13, 2014 : : -258 250 279 -154 78 0 -75 -79 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.9 72.0 27.6 3.7 2.6 0.0 10.8 10.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 146,778 : : Positions : : 117,661 83,338 0 42,035 21,405 7,712 0 0 0 0 0 : : : : Changes from: May 13, 2014 : : 657 2,543 0 -1,886 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 56.8 0.0 28.6 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 20, 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 9,350 : : Positions : : 7,875 8,020 600 1,145 75 0 100 0 200 0 0 : : : : Changes from: May 13, 2014 : : 40 15 0 25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 85.8 6.4 12.2 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 20, 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 10,440 : : Positions : : 9,035 9,165 645 1,195 80 0 0 0 100 0 0 : : : : Changes from: May 13, 2014 : : 190 240 110 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 87.8 6.2 11.4 0.8 0.0 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 25,215 : : Positions : : 16,020 16,790 8,925 7,375 50 0 950 0 0 50 0 : : : : Changes from: May 13, 2014 : : 0 50 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 66.6 35.4 29.2 0.2 0.0 3.8 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 5 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 13, 2014 : : 0 0 0 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 20, 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 10,130 : : Positions : : 8,765 8,360 590 1,230 460 0 0 0 0 0 0 : : : : Changes from: May 13, 2014 : : 315 315 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 82.5 5.8 12.1 4.5 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 20, 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 24,715 : : Positions : : 23,070 21,860 505 1,795 860 0 0 0 0 200 0 : : : : Changes from: May 13, 2014 : : 150 250 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 88.4 2.0 7.3 3.5 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 20, 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 13, 2014 : : 0 0 0 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 20, 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 13, 2014 : : 0 0 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 20, 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 23,760 : : Positions : : 21,620 23,395 1,040 0 360 0 0 0 0 0 0 : : : : Changes from: May 13, 2014 : : 180 250 100 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 98.5 4.4 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 20, 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 129,450 : : Positions : : 107,130 117,270 10,545 2,335 9,545 1,880 0 0 200 200 0 : : : : Changes from: May 13, 2014 : : 4,540 3,840 -800 -100 40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 90.6 8.1 1.8 7.4 1.5 0.0 0.0 0.2 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 32 27 4 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 166,853 : : Positions : : 140,199 157,973 16,169 1,570 7,210 2,490 0 100 375 0 0 : : : : Changes from: May 13, 2014 : : 6,430 5,720 -410 300 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 94.7 9.7 0.9 4.3 1.5 0.0 0.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 34 29 5 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 151,441 : : Positions : : 100,645 112,528 10,549 16,076 8,111 629 3,850 5,770 21,447 657 4,124 : : : : Changes from: May 13, 2014 : : 1,849 1,289 98 685 185 -252 110 -75 445 60 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 74.3 7.0 10.6 5.4 0.4 2.5 3.8 14.2 0.4 2.7 : : : : 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 20, 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 97,455 : : Positions : : 79,995 80,820 5,530 5,390 7,035 1,280 2,020 1,070 1,480 150 970 : : : : Changes from: May 13, 2014 : : 1,565 1,675 -420 -65 -30 600 0 0 -135 0 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 82.9 5.7 5.5 7.2 1.3 2.1 1.1 1.5 0.2 1.0 : : : : 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 20, 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 27,380 : : Positions : : 24,175 21,110 1,725 4,495 950 0 500 0 0 325 0 : : : : Changes from: May 13, 2014 : : -5 45 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 77.1 6.3 16.4 3.5 0.0 1.8 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 24,175 : : Positions : : 20,740 20,195 1,770 1,890 1,445 0 350 0 0 0 0 : : : : Changes from: May 13, 2014 : : 35 -15 0 50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 83.5 7.3 7.8 6.0 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 20, 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 19,477 : : Positions : : 13,592 15,573 2,632 182 1,816 0 768 394 220 0 0 : : : : Changes from: May 13, 2014 : : -20 0 20 -24 24 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 80.0 13.5 0.9 9.3 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 20, 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 10,390 : : Positions : : 4,672 5,952 522 0 1,514 0 482 1,048 0 0 0 : : : : Changes from: May 13, 2014 : : 10 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 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 20, 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 21,779 : : Positions : : 14,117 17,649 6,750 1,683 126 0 1,810 0 658 0 0 : : : : Changes from: May 13, 2014 : : 151 341 -66 0 0 0 0 0 128 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 81.0 31.0 7.7 0.6 0.0 8.3 0.0 3.0 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 20, 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 446,698 : : Positions : : 304,912 416,011 134,419 0 4,206 0 26,481 0 3,161 0 0 : : : : Changes from: May 13, 2014 : : 2,311 368 -1,943 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 93.1 30.1 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 20, 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 13, 2014 : : 0 0 0 0 0 0 0 0 0 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 20, 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 13, 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 20, 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 13, 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 20, 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 13, 2014 : : 0 0 0 0 0 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 20, 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 1,780,311 : : Positions : :1,621,161 1,175,616 53,472 288,579 100,172 0 214,720 0 4,282 0 1,224 : : : : Changes from: May 13, 2014 : : 70,280 23,480 0 46,800 -23,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 66.0 3.0 16.2 5.6 0.0 12.1 0.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 19 . 5 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 13, 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 20, 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 13, 2014 : : 0 0 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 20, 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 68,685 : : Positions : : 57,306 37,543 0 20,421 5,590 0 850 4,260 1,231 0 0 : : : : Changes from: May 13, 2014 : : -453 -558 0 0 0 0 105 -105 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 54.7 0.0 29.7 8.1 0.0 1.2 6.2 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 16 0 4 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 44,602 : : Positions : : 27,694 36,273 10,587 4,215 1,676 0 0 0 2,207 0 2,268 : : : : Changes from: May 13, 2014 : : 64 -960 -1,024 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 81.3 23.7 9.5 3.8 0.0 0.0 0.0 4.9 0.0 5.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 43,157 : : Positions : : 37,588 24,918 1,946 14,551 3,518 0 0 0 105 0 0 : : : : Changes from: May 13, 2014 : : 0 0 256 256 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 57.7 4.5 33.7 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 20, 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 13, 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 20, 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 13, 2014 : : 0 0 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 20, 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 1,651,976 : : Positions : :1,034,498 978,310 88,671 340,235 286,391 177,055 0 47,040 18,321 0 0 : : : : Changes from: May 13, 2014 : : 0 46,800 0 -46,800 32,760 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 59.2 5.4 20.6 17.3 10.7 0.0 2.8 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 20, 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 13, 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 20, 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 13, 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 20, 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 18,901 : : Positions : : 9,906 17,140 3,895 856 120 0 0 0 4,145 0 0 : : : : Changes from: May 13, 2014 : : 901 901 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 90.7 20.6 4.5 0.6 0.0 0.0 0.0 21.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 10 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 17,605 : : Positions : : 9,796 15,820 2,600 480 470 0 0 0 3,860 0 0 : : : : Changes from: May 13, 2014 : : 1,526 1,526 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 89.9 14.8 2.7 2.7 0.0 0.0 0.0 21.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 10,293 : : Positions : : 7,750 6,858 407 2,355 455 0 400 25 1,103 0 145 : : : : Changes from: May 13, 2014 : : 484 548 -3 25 0 -25 0 25 -5 0 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 66.6 4.0 22.9 4.4 0.0 3.9 0.2 10.7 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 16 . 4 4 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 11,881 : : Positions : : 10,272 5,046 215 3,890 1,060 25 325 25 0 1,440 50 : : : : Changes from: May 13, 2014 : : 955 -45 0 705 -120 0 -25 25 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 42.5 1.8 32.7 8.9 0.2 2.7 0.2 0.0 12.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 13, 2014 : : 0 0 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 20, 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 59,152 : : Positions : : 55,756 55,574 745 705 1,045 0 50 0 448 900 0 : : : : Changes from: May 13, 2014 : : 725 1,025 300 0 -170 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 94.0 1.3 1.2 1.8 0.0 0.1 0.0 0.8 1.5 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 20, 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 54,692 : : Positions : : 52,402 51,040 470 525 1,190 0 50 0 150 900 0 : : : : Changes from: May 13, 2014 : : 2,285 1,985 0 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 93.3 0.9 1.0 2.2 0.0 0.1 0.0 0.3 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 14 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 16,335 : : Positions : : 12,485 15,470 1,990 0 190 0 400 0 1,275 0 250 : : : : Changes from: May 13, 2014 : : 190 430 240 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 94.7 12.2 0.0 1.2 0.0 2.4 0.0 7.8 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 14,013 : : Positions : : 11,260 13,260 1,650 305 90 0 50 0 525 0 308 : : : : Changes from: May 13, 2014 : : 0 50 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 94.6 11.8 2.2 0.6 0.0 0.4 0.0 3.7 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 20, 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 11,570 : : Positions : : 10,680 8,810 300 1,075 150 0 550 0 0 650 0 : : : : Changes from: May 13, 2014 : : -35 -35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 76.1 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 20, 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 18,830 : : Positions : : 17,995 13,285 290 500 200 0 1,800 0 0 2,995 50 : : : : Changes from: May 13, 2014 : : 50 150 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 70.6 1.5 2.7 1.1 0.0 9.6 0.0 0.0 15.9 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 13, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 20, 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 24,366 : : Positions : : 23,481 22,366 280 90 260 0 1,050 0 0 500 0 : : : : Changes from: May 13, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 91.8 1.1 0.4 1.1 0.0 4.3 0.0 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 12 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 13, 2014 : : 0 0 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 20, 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 66,255 : : Positions : : 48,898 56,203 1,580 3,470 345 3,950 0 0 5,245 0 903 : : : : Changes from: May 13, 2014 : : -247 -587 -240 0 140 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.8 84.8 2.4 5.2 0.5 6.0 0.0 0.0 7.9 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 22 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 61,008 : : Positions : : 47,901 51,511 500 3,675 265 2,750 0 0 4,365 300 454 : : : : Changes from: May 13, 2014 : : 650 600 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 84.4 0.8 6.0 0.4 4.5 0.0 0.0 7.2 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 21 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 42,050 : : Positions : : 30,325 32,896 3,105 660 1,215 0 2,225 575 3,875 1,625 820 : : : : Changes from: May 13, 2014 : : 25 -475 0 0 0 0 25 0 -475 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 78.2 7.4 1.6 2.9 0.0 5.3 1.4 9.2 3.9 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 37,676 : : Positions : : 26,975 34,510 5,420 840 100 0 500 800 3,600 0 346 : : : : Changes from: May 13, 2014 : : 1,730 1,030 0 0 0 0 0 0 -700 0 -70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 91.6 14.4 2.2 0.3 0.0 1.3 2.1 9.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 28,315 : : Positions : : 12,200 22,285 1,200 275 1,025 0 2,505 515 12,800 1,400 0 : : : : Changes from: May 13, 2014 : : -35 -35 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.1 78.7 4.2 1.0 3.6 0.0 8.8 1.8 45.2 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 23,700 : : Positions : : 21,915 17,555 300 4,300 300 150 0 300 0 525 0 : : : : Changes from: May 13, 2014 : : 135 -65 0 0 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 74.1 1.3 18.1 1.3 0.6 0.0 1.3 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 12 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 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 33,544 : : Positions : : 23,970 22,605 0 2,450 935 0 325 850 4,865 3,925 694 : : : : Changes from: May 13, 2014 : : -150 350 0 0 0 0 -25 25 0 -475 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 67.4 0.0 7.3 2.8 0.0 1.0 2.5 14.5 11.7 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 20, 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 30,195 : : Positions : : 25,750 23,760 10 525 1,000 250 0 525 0 1,725 1,405 : : : : Changes from: May 13, 2014 : : -685 95 0 0 0 0 0 0 0 -900 -8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 78.7 0.0 1.7 3.3 0.8 0.0 1.7 0.0 5.7 4.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 21 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 29,073 : : Positions : : 26,577 27,040 0 670 1,165 50 0 0 300 150 0 : : : : Changes from: May 13, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 93.0 0.0 2.3 4.0 0.2 0.0 0.0 1.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of May 20, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 28,015 : : Positions : : 25,665 26,020 25 670 1,165 50 0 0 300 150 0 : : : : Changes from: May 13, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 92.9 0.1 2.4 4.2 0.2 0.0 0.0 1.1 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated May 23, 2014