Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 87,810 : : Positions : : 15,388 23,421 2,075 3,197 2,313 4,481 14,042 4,467 50,264 31,454 7,331 : : : : Changes from: June 10, 2014 : : -5 670 60 -135 -90 -165 1,525 -195 2,513 803 496 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.5 26.7 2.4 3.6 2.6 5.1 16.0 5.1 57.2 35.8 8.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 13 13 . . 4 . 4 . 20 10 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 30,483 : : Positions : : 8,400 5,425 1,780 450 1,041 5,325 900 555 10,862 19,538 1,925 : : : : Changes from: June 10, 2014 : : 485 70 -135 0 60 -5 135 -10 280 485 115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.6 17.8 5.8 1.5 3.4 17.5 3.0 1.8 35.6 64.1 6.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 10 9 . . 4 . . . 8 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 152,767 : : Positions : : 97,878 99,256 2,671 13,265 15,291 9,854 2,587 10,772 8,433 4,111 6,629 : : : : Changes from: June 10, 2014 : : 4,535 928 -4,050 87 2,201 362 -813 847 -597 -16 598 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 65.0 1.7 8.7 10.0 6.5 1.7 7.1 5.5 2.7 4.3 : : : : Number of Traders in Each Category Total Traders: 75 : : 44 47 . 7 7 4 . 4 7 . 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 52,742 : : Positions : : 20,279 46,498 21,289 3,616 1,350 8,447 0 972 253 154 152 : : : : Changes from: June 10, 2014 : : 135 422 335 258 -127 210 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.4 88.2 40.4 6.9 2.6 16.0 0.0 1.8 0.5 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 414,007 : : Positions : : 208,542 337,852 120,438 24,870 25,006 30,222 992 25,287 4,512 0 0 : : : : Changes from: June 10, 2014 : : -3,312 3,608 6,592 0 -656 -328 -984 328 -328 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.4 81.6 29.1 6.0 6.0 7.3 0.2 6.1 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 1,560,136 : : Positions : :1,120,053 1,319,628 196,857 35,532 116,654 19,629 14,035 62,009 36,781 4,125 8,153 : : : : Changes from: June 10, 2014 : : 7,825 4,007 -19,767 0 14,827 0 -776 0 -4,003 -520 4,315 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 84.6 12.6 2.3 7.5 1.3 0.9 4.0 2.4 0.3 0.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 35 6 . 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 46,113 : : Positions : : 37,699 22,256 0 11,158 2,579 513 4,046 4,515 603 1,355 204 : : : : Changes from: June 10, 2014 : : -996 411 0 -540 254 -129 -741 588 255 0 -73 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 48.3 0.0 24.2 5.6 1.1 8.8 9.8 1.3 2.9 0.4 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 17 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 310,562 : : Positions : : 195,663 220,468 94,261 23,810 3,848 0 45,534 15,550 328 440 912 : : : : Changes from: June 10, 2014 : : 3,881 1,919 975 0 0 0 1,961 0 -976 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.0 71.0 30.4 7.7 1.2 0.0 14.7 5.0 0.1 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 639,567 : : Positions : : 509,993 438,441 20,340 127,909 61,144 32,513 0 12,073 3,504 0 0 : : : : Changes from: June 10, 2014 : : 7,104 2,400 0 4,704 -4,704 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 68.6 3.2 20.0 9.6 5.1 0.0 1.9 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 23 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 54,860 : : Positions : : 38,280 45,296 4,162 2,640 1,830 3,355 1,102 2,202 2,924 44 1,322 : : : : Changes from: June 10, 2014 : : 1,322 2,230 1,699 -23 -1,022 -751 0 130 -171 -43 171 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 82.6 7.6 4.8 3.3 6.1 2.0 4.0 5.3 0.1 2.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 36,500 : : Positions : : 25,670 36,385 10,425 0 75 0 0 0 150 0 0 : : : : Changes from: June 10, 2014 : : 645 595 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 99.7 28.6 0.0 0.2 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 5,650 : : Positions : : 4,700 4,200 0 150 0 850 700 100 0 50 0 : : : : Changes from: June 10, 2014 : : 700 1,850 0 -400 -50 850 -300 100 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 74.3 0.0 2.7 0.0 15.0 12.4 1.8 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 8 0 . 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 53,805 : : Positions : : 40,965 53,015 12,230 0 250 0 400 100 200 0 0 : : : : Changes from: June 10, 2014 : : 1,430 1,360 -70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 98.5 22.7 0.0 0.5 0.0 0.7 0.2 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 11 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 11,180 : : Positions : : 8,780 8,930 2,050 700 350 0 0 0 0 1,200 0 : : : : Changes from: June 10, 2014 : : 550 350 0 0 0 0 0 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 79.9 18.3 6.3 3.1 0.0 0.0 0.0 0.0 10.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 248,744 : : Positions : : 181,616 206,416 21,320 6,640 31,808 10,504 384 2,728 768 768 0 : : : : Changes from: June 10, 2014 : : 7,096 -4,296 -9,368 0 784 376 0 -376 -2,400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 83.0 8.6 2.7 12.8 4.2 0.2 1.1 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 11,592 : : Positions : : 8,164 5,520 0 3,733 529 449 62 107 1,718 1,021 258 : : : : Changes from: June 10, 2014 : : 343 346 0 0 0 0 -86 86 0 192 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 47.6 0.0 32.2 4.6 3.9 0.5 0.9 14.8 8.8 2.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 19,250 : : Positions : : 14,550 12,850 250 5,000 800 350 0 300 2,700 0 300 : : : : Changes from: June 10, 2014 : : 1,600 1,700 0 0 0 100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 66.8 1.3 26.0 4.2 1.8 0.0 1.6 14.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 17,785 : : Positions : : 14,535 14,050 1,325 1,400 675 750 0 0 500 1,650 0 : : : : Changes from: June 10, 2014 : : 350 50 0 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 79.0 7.5 7.9 3.8 4.2 0.0 0.0 2.8 9.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 19 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 10,404 : : Positions : : 8,199 6,484 600 2,590 560 0 75 375 0 0 0 : : : : Changes from: June 10, 2014 : : 0 -25 0 0 0 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 62.3 5.8 24.9 5.4 0.0 0.7 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 21,424 : : Positions : : 14,980 15,678 1,280 1,495 2,589 914 0 469 618 0 0 : : : : Changes from: June 10, 2014 : : -150 149 0 0 0 107 0 -85 129 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 73.2 6.0 7.0 12.1 4.3 0.0 2.2 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 36,360 : : Positions : : 30,070 23,298 1,302 2,988 2,874 0 3,326 1,599 0 1,780 385 : : : : Changes from: June 10, 2014 : : 400 120 -259 0 -60 0 1 4 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 64.1 3.6 8.2 7.9 0.0 9.1 4.4 0.0 4.9 1.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 22 4 . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 43,448 : : Positions : : 35,449 27,543 898 5,358 2,713 400 2,400 2,678 300 1,906 845 : : : : Changes from: June 10, 2014 : : 945 127 0 610 -350 0 270 -135 0 -57 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 63.4 2.1 12.3 6.2 0.9 5.5 6.2 0.7 4.4 1.9 : : : : Number of Traders in Each Category Total Traders: 47 : : 30 27 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 35,505 : : Positions : : 30,605 35,055 3,750 0 450 0 0 0 700 0 0 : : : : Changes from: June 10, 2014 : : 580 690 -200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 98.7 10.6 0.0 1.3 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 9 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 41,590 : : Positions : : 36,345 40,830 4,020 0 760 0 0 0 450 0 0 : : : : Changes from: June 10, 2014 : : 445 625 180 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 98.2 9.7 0.0 1.8 0.0 0.0 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 14 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 466,518 : : Positions : : 263,508 397,875 106,330 17,068 9,832 36,749 384 33,639 10,899 2,159 5,561 : : : : Changes from: June 10, 2014 : : 4,632 6,272 -784 392 0 -1,568 0 0 2,784 -1,600 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 85.3 22.8 3.7 2.1 7.9 0.1 7.2 2.3 0.5 1.2 : : : : Number of Traders in Each Category Total Traders: 42 : : 23 26 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 33,120 : : Positions : : 18,759 25,832 4,335 2,090 1,906 3,902 1,406 1,098 1,567 148 386 : : : : Changes from: June 10, 2014 : : 412 457 44 22 0 4 0 -45 -23 -42 24 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.6 78.0 13.1 6.3 5.8 11.8 4.2 3.3 4.7 0.4 1.2 : : : : Number of Traders in Each Category Total Traders: 47 : : 25 31 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 17,892 : : Positions : : 10,517 14,264 2,781 1,397 484 2,368 0 1,458 102 107 182 : : : : Changes from: June 10, 2014 : : 874 -180 104 540 -232 -310 0 154 -201 107 47 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 79.7 15.5 7.8 2.7 13.2 0.0 8.1 0.6 0.6 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 256,013 : : Positions : : 109,688 231,501 41,433 0 16,800 78,108 0 7,712 2,272 0 0 : : : : Changes from: June 10, 2014 : : 5,792 943 -1,952 0 1,952 -943 0 0 -1,954 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.8 90.4 16.2 0.0 6.6 30.5 0.0 3.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 8 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 539,866 : : Positions : : 352,445 505,654 161,217 0 9,475 2,753 10,761 13,976 0 0 0 : : : : Changes from: June 10, 2014 : : 1,552 1,552 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 93.7 29.9 0.0 1.8 0.5 2.0 2.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 16 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 42,105 : : Positions : : 28,546 39,084 4,727 1,406 635 3,261 132 359 3,916 0 0 : : : : Changes from: June 10, 2014 : : 1,327 1,816 0 0 0 449 44 169 -172 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 92.8 11.2 3.3 1.5 7.7 0.3 0.9 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 13 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 80,002 : : Positions : : 56,917 71,082 22,701 4,248 384 0 4,288 0 0 0 0 : : : : Changes from: June 10, 2014 : : 0 760 0 0 0 0 -760 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 88.9 28.4 5.3 0.5 0.0 5.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 16,661 : : Positions : : 10,336 15,226 2,994 0 217 379 0 43 1,681 379 221 : : : : Changes from: June 10, 2014 : : -274 277 64 0 0 106 0 0 0 -381 -87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.0 91.4 18.0 0.0 1.3 2.3 0.0 0.3 10.1 2.3 1.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 228,649 : : Positions : : 96,841 218,536 90,344 3,137 2,688 5,856 0 0 31,735 3,103 1,185 : : : : Changes from: June 10, 2014 : : -2,688 -3,039 0 0 0 0 0 0 0 351 1,185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 95.6 39.5 1.4 1.2 2.6 0.0 0.0 13.9 1.4 0.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 19 4 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 12,499 : : Positions : : 6,384 6,961 3,180 4,046 681 1,465 0 0 298 236 298 : : : : Changes from: June 10, 2014 : : 300 215 -44 127 -86 174 0 0 0 -21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 55.7 25.4 32.4 5.4 11.7 0.0 0.0 2.4 1.9 2.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 16 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 144,042 : : Positions : : 57,954 57,779 63,766 78,871 3,120 10,424 0 0 4,506 0 4,272 : : : : Changes from: June 10, 2014 : : 1,613 5,073 0 760 -760 -760 0 0 4,506 -474 474 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 40.1 44.3 54.8 2.2 7.2 0.0 0.0 3.1 0.0 3.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 14 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 20,619 : : Positions : : 12,726 15,005 5,131 794 487 0 2,058 2,275 0 0 0 : : : : Changes from: June 10, 2014 : : 127 385 155 0 0 0 -103 77 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 72.8 24.9 3.9 2.4 0.0 10.0 11.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 151,225 : : Positions : : 120,925 82,207 0 38,390 26,444 0 328 3,856 0 0 0 : : : : Changes from: June 10, 2014 : : 0 4,462 0 -4,462 3,806 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 54.4 0.0 25.4 17.5 0.0 0.2 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 24,705 : : Positions : : 15,815 16,640 8,650 7,065 50 0 900 0 0 50 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 67.4 35.0 28.6 0.2 0.0 3.6 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 5 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 21,300 : : Positions : : 15,130 13,335 5,860 7,065 0 0 900 0 0 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 62.6 27.5 33.2 0.0 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 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 10,280 : : Positions : : 9,080 8,565 635 1,365 280 0 0 0 0 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 83.3 6.2 13.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 23,665 : : Positions : : 22,315 20,860 460 1,890 615 0 0 0 0 300 0 : : : : Changes from: June 10, 2014 : : 80 80 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 88.1 1.9 8.0 2.6 0.0 0.0 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 6 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 22,645 : : Positions : : 20,885 22,405 980 0 240 0 0 0 0 0 0 : : : : Changes from: June 10, 2014 : : -1,625 -1,740 -70 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 98.9 4.3 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 6 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 25,000 : : Positions : : 22,990 24,755 1,135 0 245 0 0 0 0 0 0 : : : : Changes from: June 10, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 99.0 4.5 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 8 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 125,170 : : Positions : : 103,290 113,505 10,730 2,600 8,865 1,595 0 0 500 200 0 : : : : Changes from: June 10, 2014 : : 680 1,110 50 0 0 0 0 0 200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 90.7 8.6 2.1 7.1 1.3 0.0 0.0 0.4 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 24 4 . 6 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 164,414 : : Positions : : 137,680 155,719 17,024 2,030 6,545 2,315 0 100 425 0 0 : : : : Changes from: June 10, 2014 : : 1,020 1,050 50 20 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 94.7 10.4 1.2 4.0 1.4 0.0 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 25 5 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 152,960 : : Positions : : 103,543 117,476 9,780 13,966 7,585 1,465 2,868 5,630 20,248 575 4,439 : : : : Changes from: June 10, 2014 : : 742 646 -651 261 -315 646 -55 5 -125 -245 185 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 76.8 6.4 9.1 5.0 1.0 1.9 3.7 13.2 0.4 2.9 : : : : Number of Traders in Each Category Total Traders: 61 : : 33 31 5 4 7 . . . 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 97,470 : : Positions : : 79,010 81,485 8,175 5,425 6,270 865 1,895 1,035 1,285 450 665 : : : : Changes from: June 10, 2014 : : -175 -1,060 -650 -195 50 -300 -75 0 -205 0 55 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 83.6 8.4 5.6 6.4 0.9 1.9 1.1 1.3 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 22 . 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 25,640 : : Positions : : 22,620 19,880 1,525 4,065 920 0 450 0 0 325 0 : : : : Changes from: June 10, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 77.5 5.9 15.9 3.6 0.0 1.8 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 9 . . 4 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 22,090 : : Positions : : 18,980 18,340 1,530 1,835 1,320 0 300 0 0 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 83.0 6.9 8.3 6.0 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 20,481 : : Positions : : 14,697 16,642 2,538 161 1,791 0 509 534 220 0 0 : : : : Changes from: June 10, 2014 : : 156 96 0 152 56 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 81.3 12.4 0.8 8.7 0.0 2.5 2.6 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 5 . 7 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 10,465 : : Positions : : 4,400 6,216 1,052 0 1,460 0 432 1,028 0 0 0 : : : : Changes from: June 10, 2014 : : -20 -20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 59.4 10.1 0.0 14.0 0.0 4.1 9.8 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 June 17, 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 19,954 : : Positions : : 12,546 16,244 6,599 1,494 0 0 1,705 0 681 0 0 : : : : Changes from: June 10, 2014 : : 256 126 -130 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 81.4 33.1 7.5 0.0 0.0 8.5 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 9 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 413,218 : : Positions : : 272,814 378,217 128,723 0 4,206 0 30,795 0 7,475 0 0 : : : : Changes from: June 10, 2014 : : 3,454 2,654 -800 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 91.5 31.2 0.0 1.0 0.0 7.5 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 346,497 : : Positions : : 85,660 343,776 224,469 0 2,721 0 0 0 33,647 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 24.7 99.2 64.8 0.0 0.8 0.0 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 10 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 45,971 : : Positions : : 33,700 43,442 9,592 0 2,275 0 0 0 0 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 94.5 20.9 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 745,065 : : Positions : : 578,374 703,400 125,026 0 41,665 0 0 0 0 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 94.4 16.8 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 14 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 153,527 : : Positions : : 101,898 99,170 9,949 12,322 34,147 2,565 1,792 4,565 0 1,126 149 : : : : Changes from: June 10, 2014 : : 5,100 0 -2,046 3,054 2,046 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 64.6 6.5 8.0 22.2 1.7 1.2 3.0 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 22 4 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 2,937,175 : : Positions : :2,233,505 1,565,512 50,208 414,987 647,956 0 308,720 0 5,506 0 0 : : : : Changes from: June 10, 2014 : : 117,600 46,960 0 70,640 46,960 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 53.3 1.7 14.1 22.1 0.0 10.5 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 19 . 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 21,261 : : Positions : : 13,463 12,796 5,220 745 1,275 0 4,910 1,280 0 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 60.2 24.6 3.5 6.0 0.0 23.1 6.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 53,446 : : Positions : : 40,093 45,336 7,920 745 4,153 0 1,932 1,280 0 0 0 : : : : Changes from: June 10, 2014 : : 425 0 -425 0 302 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 84.8 14.8 1.4 7.8 0.0 3.6 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 72,977 : : Positions : : 59,230 43,615 0 21,212 5,590 3,925 0 2,560 1,374 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 59.8 0.0 29.1 7.7 5.4 0.0 3.5 1.9 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 June 17, 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 43,111 : : Positions : : 26,518 35,223 10,566 3,858 1,613 0 0 0 1,997 0 2,268 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 81.7 24.5 8.9 3.7 0.0 0.0 0.0 4.6 0.0 5.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 40,763 : : Positions : : 35,320 23,175 2,198 14,299 3,140 0 0 0 105 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 56.9 5.4 35.1 7.7 0.0 0.0 0.0 0.3 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 June 17, 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 332,798 : : Positions : : 242,515 297,468 41,767 0 0 25,036 11,850 23,480 0 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 89.4 12.6 0.0 0.0 7.5 3.6 7.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 972,305 : : Positions : : 615,373 670,077 117,929 154,071 120,627 90,846 0 27,530 0 0 0 : : : : Changes from: June 10, 2014 : : 30,504 23,520 -6,984 0 4,704 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 68.9 12.1 15.8 12.4 9.3 0.0 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 1,742,200 : : Positions : :1,034,730 1,093,334 141,644 367,520 281,346 266,975 0 0 17,505 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.4 62.8 8.1 21.1 16.1 15.3 0.0 0.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 11 4 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 673,254 : : Positions : : 334,987 516,084 2,753 63,250 93,920 0 0 0 241,594 0 0 : : : : Changes from: June 10, 2014 : : 16,713 16,713 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.8 76.7 0.4 9.4 14.0 0.0 0.0 0.0 35.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 481,183 : : Positions : : 363,037 247,195 53,398 169,240 64,748 0 0 0 0 0 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 51.4 11.1 35.2 13.5 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 June 17, 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 20,823 : : Positions : : 9,045 19,084 6,535 819 120 0 0 0 4,228 0 0 : : : : Changes from: June 10, 2014 : : -100 500 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.4 91.6 31.4 3.9 0.6 0.0 0.0 0.0 20.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,242 : : Positions : : 9,060 17,562 5,290 480 470 0 0 0 3,643 0 0 : : : : Changes from: June 10, 2014 : : -100 500 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.1 91.3 27.5 2.5 2.4 0.0 0.0 0.0 18.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 8 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 11,918 : : Positions : : 9,001 7,968 112 2,475 520 175 350 0 1,253 0 425 : : : : Changes from: June 10, 2014 : : -197 -102 57 0 50 150 0 0 373 0 105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 66.9 0.9 20.8 4.4 1.5 2.9 0.0 10.5 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 16 . 4 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C75 Open Interest is 10,729 : : Positions : : 6,149 7,501 1,342 3,040 113 0 0 0 2,165 0 75 : : : : Changes from: June 10, 2014 : : 381 1,031 350 5 -50 0 0 0 50 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 69.9 12.5 28.3 1.1 0.0 0.0 0.0 20.2 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 13,288 : : Positions : : 10,908 4,920 164 4,974 1,099 75 325 25 0 1,300 600 : : : : Changes from: June 10, 2014 : : 150 -55 164 200 235 0 0 0 0 5 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 37.0 1.2 37.4 8.3 0.6 2.4 0.2 0.0 9.8 4.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 15 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 9,778 : : Positions : : 8,129 4,434 460 4,559 665 0 0 0 170 0 120 : : : : Changes from: June 10, 2014 : : 360 30 0 326 -18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 45.3 4.7 46.6 6.8 0.0 0.0 0.0 1.7 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 61,782 : : Positions : : 58,096 58,515 1,235 655 775 0 0 0 575 850 0 : : : : Changes from: June 10, 2014 : : 350 350 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 94.7 2.0 1.1 1.3 0.0 0.0 0.0 0.9 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 57,837 : : Positions : : 55,382 54,510 960 475 940 0 0 0 25 900 0 : : : : Changes from: June 10, 2014 : : 465 465 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 94.2 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 14 . . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,640 : : Positions : : 11,730 14,825 2,005 0 140 0 400 0 1,250 0 250 : : : : Changes from: June 10, 2014 : : -70 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 94.8 12.8 0.0 0.9 0.0 2.6 0.0 8.0 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 7 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 11,420 : : Positions : : 10,510 8,285 410 1,830 95 0 550 0 0 350 0 : : : : Changes from: June 10, 2014 : : 480 -300 0 780 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 72.5 3.6 16.0 0.8 0.0 4.8 0.0 0.0 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 18,465 : : Positions : : 17,775 12,850 0 450 200 0 1,800 0 0 3,045 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 69.6 0.0 2.4 1.1 0.0 9.7 0.0 0.0 16.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 23,378 : : Positions : : 22,368 22,038 205 20 270 0 1,050 0 0 0 0 : : : : Changes from: June 10, 2014 : : 52 157 0 -105 45 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 94.3 0.9 0.1 1.2 0.0 4.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 62,780 : : Positions : : 46,518 54,119 1,300 2,395 670 3,950 0 0 4,746 0 850 : : : : Changes from: June 10, 2014 : : 635 1,460 45 -780 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 86.2 2.1 3.8 1.1 6.3 0.0 0.0 7.6 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 57,393 : : Positions : : 45,474 49,029 640 2,840 550 2,750 0 0 3,625 600 154 : : : : Changes from: June 10, 2014 : : 475 1,255 0 -780 325 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 85.4 1.1 4.9 1.0 4.8 0.0 0.0 6.3 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 40,045 : : Positions : : 29,685 30,806 2,420 965 695 0 2,725 575 3,850 1,575 820 : : : : Changes from: June 10, 2014 : : 1,025 425 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 76.9 6.0 2.4 1.7 0.0 6.8 1.4 9.6 3.9 2.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 36,235 : : Positions : : 27,400 33,205 5,245 715 0 0 350 1,050 1,750 0 430 : : : : Changes from: June 10, 2014 : : 10 10 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 91.6 14.5 2.0 0.0 0.0 1.0 2.9 4.8 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . 0 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,470 : : Positions : : 11,205 21,465 1,200 325 975 0 2,595 425 13,100 1,400 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.8 78.1 4.4 1.2 3.5 0.0 9.4 1.5 47.7 5.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 22,515 : : Positions : : 20,405 16,870 300 4,050 300 50 0 300 0 300 0 : : : : Changes from: June 10, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 74.9 1.3 18.0 1.3 0.2 0.0 1.3 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 33,199 : : Positions : : 23,935 22,630 0 2,185 935 0 25 1,025 4,670 4,225 639 : : : : Changes from: June 10, 2014 : : 450 1,050 0 0 0 0 -600 175 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 68.2 0.0 6.6 2.8 0.0 0.1 3.1 14.1 12.7 1.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 17, 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 28,040 : : Positions : : 23,895 23,335 10 550 950 225 0 750 0 245 1,075 : : : : Changes from: June 10, 2014 : : 35 -80 0 0 0 0 0 0 0 115 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 83.2 0.0 2.0 3.4 0.8 0.0 2.7 0.0 0.9 3.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 18 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated June 20, 2014