Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 89,875 : : Positions : : 15,503 24,516 2,195 2,500 2,333 5,711 13,192 3,922 51,697 34,738 6,941 : : : : Changes from: June 17, 2014 : : 115 1,095 120 -697 20 1,230 -850 -545 1,433 3,284 -390 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.2 27.3 2.4 2.8 2.6 6.4 14.7 4.4 57.5 38.7 7.7 : : : : Number of Traders in Each Category Total Traders: 52 : : 13 13 . . 4 . 4 . 17 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 31,448 : : Positions : : 8,910 5,670 1,735 450 1,101 4,790 900 605 10,752 19,108 2,915 : : : : Changes from: June 17, 2014 : : 510 245 -45 0 60 -535 0 50 -110 -430 990 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.3 18.0 5.5 1.4 3.5 15.2 2.9 1.9 34.2 60.8 9.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 10 10 . . 4 . . . 8 11 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 155,786 : : Positions : : 99,976 99,907 2,582 13,496 16,301 10,393 3,703 10,425 8,618 4,527 6,697 : : : : Changes from: June 17, 2014 : : 2,098 651 -89 231 1,010 539 1,116 -347 185 416 68 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 64.1 1.7 8.7 10.5 6.7 2.4 6.7 5.5 2.9 4.3 : : : : Number of Traders in Each Category Total Traders: 77 : : 44 47 . 7 7 5 . 5 7 4 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 52,508 : : Positions : : 20,196 46,110 20,956 3,616 1,350 8,501 0 1,126 227 154 152 : : : : Changes from: June 17, 2014 : : -83 -388 -333 0 0 54 0 154 -26 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.5 87.8 39.9 6.9 2.6 16.2 0.0 2.1 0.4 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 24, 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 413,031 : : Positions : : 212,660 336,876 115,672 24,870 24,678 29,230 0 26,279 4,512 328 0 : : : : Changes from: June 17, 2014 : : 4,118 -976 -4,766 0 -328 -992 -992 992 0 328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.5 81.6 28.0 6.0 6.0 7.1 0.0 6.4 1.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 19 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 1,559,662 : : Positions : :1,113,290 1,324,418 200,905 33,547 116,536 19,629 9,707 62,009 36,189 2,341 10,345 : : : : Changes from: June 17, 2014 : : -6,763 4,790 4,048 -1,985 -118 0 -4,328 0 -592 -1,784 2,192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 84.9 12.9 2.2 7.5 1.3 0.6 4.0 2.3 0.2 0.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 37 6 . 6 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 45,442 : : Positions : : 36,924 21,187 0 11,494 2,323 565 4,621 4,669 809 1,048 100 : : : : Changes from: June 17, 2014 : : -775 -1,069 0 336 -256 52 575 154 206 -307 -104 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 46.6 0.0 25.3 5.1 1.2 10.2 10.3 1.8 2.3 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 18 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 314,170 : : Positions : : 203,455 224,076 91,717 23,810 3,848 0 47,174 13,910 328 440 912 : : : : Changes from: June 17, 2014 : : 7,792 3,608 -2,544 0 0 0 1,640 -1,640 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 71.3 29.2 7.6 1.2 0.0 15.0 4.4 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 24, 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 647,458 : : Positions : : 518,268 449,500 20,340 120,037 65,848 27,425 0 12,073 3,504 0 0 : : : : Changes from: June 17, 2014 : : 8,275 11,059 0 -7,872 4,704 -5,088 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 69.4 3.1 18.5 10.2 4.2 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 24, 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 56,023 : : Positions : : 38,377 47,212 5,505 2,640 1,274 4,444 1,610 1,455 2,989 150 1,258 : : : : Changes from: June 17, 2014 : : 97 1,916 1,343 0 -556 1,089 508 -747 65 106 -64 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 84.3 9.8 4.7 2.3 7.9 2.9 2.6 5.3 0.3 2.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 23 . . 5 4 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 39,400 : : Positions : : 28,570 39,085 10,225 0 275 0 0 0 150 0 0 : : : : Changes from: June 17, 2014 : : 2,900 2,700 -200 0 200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 99.2 26.0 0.0 0.7 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 54,300 : : Positions : : 41,510 53,510 12,180 0 250 0 400 100 200 0 0 : : : : Changes from: June 17, 2014 : : 545 495 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 98.5 22.4 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 12 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 17, 2014 : : 0 0 0 0 0 0 0 0 0 0 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: 31 : : 17 16 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 252,664 : : Positions : : 180,848 211,488 26,008 6,640 31,808 11,656 384 1,576 768 768 0 : : : : Changes from: June 17, 2014 : : -768 5,072 4,688 0 0 1,152 0 -1,152 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 83.7 10.3 2.6 12.6 4.6 0.2 0.6 0.3 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 16 4 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 12,080 : : Positions : : 8,524 6,074 0 3,605 657 449 84 107 1,784 1,021 192 : : : : Changes from: June 17, 2014 : : 360 554 0 -128 128 0 22 0 66 0 -66 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.6 50.3 0.0 29.8 5.4 3.7 0.7 0.9 14.8 8.5 1.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 19,800 : : Positions : : 14,500 13,300 250 4,700 1,100 200 0 450 3,050 0 250 : : : : Changes from: June 17, 2014 : : -50 450 0 -300 300 -150 0 150 350 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 67.2 1.3 23.7 5.6 1.0 0.0 2.3 15.4 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 18,885 : : Positions : : 15,635 15,150 1,325 1,400 675 750 0 0 500 1,650 0 : : : : Changes from: June 17, 2014 : : 1,100 1,100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 80.2 7.0 7.4 3.6 4.0 0.0 0.0 2.6 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 20 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 10,649 : : Positions : : 8,324 6,729 600 2,590 680 0 135 375 0 0 0 : : : : Changes from: June 17, 2014 : : 125 245 0 0 120 0 60 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 63.2 5.6 24.3 6.4 0.0 1.3 3.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 14 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 21,251 : : Positions : : 15,255 15,272 360 1,409 2,825 1,067 0 552 618 44 0 : : : : Changes from: June 17, 2014 : : 275 -406 -920 -86 236 153 0 83 0 44 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 71.9 1.7 6.6 13.3 5.0 0.0 2.6 2.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 19 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 35,613 : : Positions : : 29,488 22,321 1,447 2,988 2,749 0 4,101 1,344 0 1,530 450 : : : : Changes from: June 17, 2014 : : -582 -977 145 0 -125 0 775 -255 0 -250 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 62.7 4.1 8.4 7.7 0.0 11.5 3.8 0.0 4.3 1.3 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 23 4 . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 42,467 : : Positions : : 34,461 26,892 898 5,493 2,583 400 2,493 2,660 300 1,321 1,020 : : : : Changes from: June 17, 2014 : : -988 -651 0 135 -130 0 93 -18 0 -585 175 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 63.3 2.1 12.9 6.1 0.9 5.9 6.3 0.7 3.1 2.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 30 28 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 : : 30,755 35,055 3,600 0 450 0 0 0 700 0 0 : : : : Changes from: June 17, 2014 : : 150 0 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 98.7 10.1 0.0 1.3 0.0 0.0 0.0 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 9 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 41,715 : : Positions : : 36,470 40,955 3,970 0 760 0 0 0 500 0 0 : : : : Changes from: June 17, 2014 : : 125 125 -50 0 0 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 98.2 9.5 0.0 1.8 0.0 0.0 0.0 1.2 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 24, 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 466,190 : : Positions : : 266,340 398,323 102,826 16,332 10,976 35,541 384 33,247 12,067 1,735 5,193 : : : : Changes from: June 17, 2014 : : 2,832 448 -3,504 -736 1,144 -1,208 0 -392 1,168 -424 -368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 85.4 22.1 3.5 2.4 7.6 0.1 7.1 2.6 0.4 1.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 26 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 33,216 : : Positions : : 19,179 26,138 4,212 2,089 1,906 3,714 1,406 1,178 1,531 148 329 : : : : Changes from: June 17, 2014 : : 420 306 -123 -1 0 -188 0 80 -36 0 -57 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 78.7 12.7 6.3 5.7 11.2 4.2 3.5 4.6 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 26 32 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 17,943 : : Positions : : 10,465 14,392 2,807 1,218 586 2,472 0 1,458 25 159 130 : : : : Changes from: June 17, 2014 : : -52 128 26 -179 102 104 0 0 -77 52 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 80.2 15.6 6.8 3.3 13.8 0.0 8.1 0.1 0.9 0.7 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 9 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 : : 110,664 231,501 39,479 0 16,800 78,108 0 7,712 3,250 0 0 : : : : Changes from: June 17, 2014 : : 976 0 -1,954 0 0 0 0 0 978 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 90.4 15.4 0.0 6.6 30.5 0.0 3.0 1.3 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 24, 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 541,352 : : Positions : : 362,126 507,140 153,022 0 9,475 2,753 10,761 13,976 0 0 0 : : : : Changes from: June 17, 2014 : : 9,681 1,486 -8,195 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 93.7 28.3 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 24, 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 43,108 : : Positions : : 29,337 39,365 4,472 1,406 635 3,092 132 1,081 3,830 0 0 : : : : Changes from: June 17, 2014 : : 791 281 -255 0 0 -169 0 722 -86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 91.3 10.4 3.3 1.5 7.2 0.3 2.5 8.9 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 24, 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 17, 2014 : : 0 0 0 0 0 0 0 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 24, 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 16,962 : : Positions : : 10,655 15,548 3,081 0 217 529 0 0 1,617 356 308 : : : : Changes from: June 17, 2014 : : 319 322 87 0 0 150 0 -43 -64 -23 87 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 91.7 18.2 0.0 1.3 3.1 0.0 0.0 9.5 2.1 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 230,618 : : Positions : : 97,625 221,305 91,529 3,137 2,688 5,856 0 0 31,735 2,303 1,185 : : : : Changes from: June 17, 2014 : : 784 2,769 1,185 0 0 0 0 0 0 -800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 96.0 39.7 1.4 1.2 2.5 0.0 0.0 13.8 1.0 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 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,046 : : Positions : : 6,997 7,253 3,032 4,090 702 1,546 0 0 298 405 340 : : : : Changes from: June 17, 2014 : : 613 292 -148 44 21 81 0 0 0 169 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 55.6 23.2 31.4 5.4 11.9 0.0 0.0 2.3 3.1 2.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 18 4 . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 147,586 : : Positions : : 61,106 60,523 64,158 78,871 3,120 10,424 0 0 3,706 0 5,072 : : : : Changes from: June 17, 2014 : : 3,152 2,744 392 0 0 0 0 0 -800 0 800 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.4 41.0 43.5 53.4 2.1 7.1 0.0 0.0 2.5 0.0 3.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 20,928 : : Positions : : 13,111 15,391 5,132 794 410 0 2,058 2,275 0 0 0 : : : : Changes from: June 17, 2014 : : 385 386 1 0 -77 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.6 73.5 24.5 3.8 2.0 0.0 9.8 10.9 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 24, 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 153,439 : : Positions : : 120,925 84,421 0 36,176 28,658 0 328 3,856 0 0 0 : : : : Changes from: June 17, 2014 : : 0 2,214 0 -2,214 2,214 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 55.0 0.0 23.6 18.7 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 24, 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 24,830 : : Positions : : 15,865 16,715 8,500 7,065 100 0 900 0 0 50 0 : : : : Changes from: June 17, 2014 : : 50 75 -150 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 67.3 34.2 28.5 0.4 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 24, 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 21,475 : : Positions : : 15,130 13,510 5,860 7,065 0 0 900 0 0 0 0 : : : : Changes from: June 17, 2014 : : 0 175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 62.9 27.3 32.9 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 24, 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 10,420 : : Positions : : 9,220 8,705 635 1,365 280 0 0 0 0 0 0 : : : : Changes from: June 17, 2014 : : 140 140 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 83.5 6.1 13.1 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 23,715 : : Positions : : 22,365 20,910 460 1,890 615 0 0 0 0 300 0 : : : : Changes from: June 17, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 88.2 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 7 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 23,120 : : Positions : : 21,360 22,880 980 0 240 0 0 0 0 0 0 : : : : Changes from: June 17, 2014 : : 475 475 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 99.0 4.2 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 7 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 25,200 : : Positions : : 23,190 24,955 1,185 0 245 0 0 0 0 0 0 : : : : Changes from: June 17, 2014 : : 200 200 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 99.0 4.7 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 10 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 126,530 : : Positions : : 104,355 114,800 10,960 2,700 8,830 1,595 0 0 600 200 0 : : : : Changes from: June 17, 2014 : : 1,065 1,295 230 100 -35 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 90.7 8.7 2.1 7.0 1.3 0.0 0.0 0.5 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 25 4 . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 166,144 : : Positions : : 139,565 157,519 17,224 1,930 6,545 2,315 0 100 275 0 0 : : : : Changes from: June 17, 2014 : : 1,885 1,800 200 -100 0 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 94.8 10.4 1.2 3.9 1.4 0.0 0.1 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 27 5 . 5 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 154,164 : : Positions : : 105,383 118,321 10,103 15,026 6,759 1,392 2,858 5,680 20,493 995 4,104 : : : : Changes from: June 17, 2014 : : 1,840 845 323 1,060 -826 -73 -10 50 245 420 -335 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 76.8 6.6 9.7 4.4 0.9 1.9 3.7 13.3 0.6 2.7 : : : : Number of Traders in Each Category Total Traders: 63 : : 33 31 5 4 7 . . . 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 99,405 : : Positions : : 80,835 82,970 8,275 5,845 6,280 865 1,895 1,035 1,265 450 685 : : : : Changes from: June 17, 2014 : : 1,825 1,485 100 420 10 0 0 0 -20 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 83.5 8.3 5.9 6.3 0.9 1.9 1.0 1.3 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 23 . 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 25,815 : : Positions : : 22,755 20,205 1,525 4,065 920 0 450 0 0 175 0 : : : : Changes from: June 17, 2014 : : 135 325 0 0 0 0 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 78.3 5.9 15.7 3.6 0.0 1.7 0.0 0.0 0.7 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 24, 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 22,190 : : Positions : : 18,980 18,500 1,630 1,835 1,260 0 300 0 0 0 0 : : : : Changes from: June 17, 2014 : : 0 160 100 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 83.4 7.3 8.3 5.7 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 24, 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 21,033 : : Positions : : 15,249 17,122 2,466 161 1,863 0 509 534 220 0 0 : : : : Changes from: June 17, 2014 : : 552 480 -72 0 72 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 81.4 11.7 0.8 8.9 0.0 2.4 2.5 1.0 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 24, 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 10,585 : : Positions : : 4,520 6,096 908 0 1,580 0 408 1,052 0 0 0 : : : : Changes from: June 17, 2014 : : 120 -120 -144 0 120 0 -24 24 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 57.6 8.6 0.0 14.9 0.0 3.9 9.9 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 24, 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 17, 2014 : : 0 0 0 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 24, 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 17, 2014 : : 0 0 0 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 24, 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 17, 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 24, 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 17, 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 24, 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 17, 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 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 150,997 : : Positions : : 104,448 96,640 9,949 17,402 29,067 2,565 1,792 4,565 0 1,126 149 : : : : Changes from: June 17, 2014 : : 2,550 -2,530 0 5,080 -5,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 64.0 6.6 11.5 19.3 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 24, 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 2,843,255 : : Positions : :2,233,505 1,471,592 50,208 508,907 554,036 0 308,720 0 5,506 0 0 : : : : Changes from: June 17, 2014 : : 0 -93,920 0 93,920 -93,920 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 51.8 1.8 17.9 19.5 0.0 10.9 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 24, 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 17, 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 24, 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 17, 2014 : : 0 0 0 0 0 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 24, 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 77,041 : : Positions : : 59,992 49,457 0 16,132 8,892 3,925 0 2,560 1,374 0 0 : : : : Changes from: June 17, 2014 : : 762 5,842 0 -5,080 3,302 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 64.2 0.0 20.9 11.5 5.1 0.0 3.3 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 16 0 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 17, 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 24, 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 17, 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 24, 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 17, 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 24, 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 17, 2014 : : 0 0 0 0 0 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 24, 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 1,793,856 : : Positions : :1,048,818 1,224,822 141,644 250,120 318,914 266,975 0 0 17,505 0 0 : : : : Changes from: June 17, 2014 : : 14,088 131,488 0 -117,400 37,568 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 68.3 7.9 13.9 17.8 14.9 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 24, 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 17, 2014 : : 0 0 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 24, 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 17, 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 24, 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 20,847 : : Positions : : 9,069 19,108 6,535 819 120 0 0 0 4,228 0 0 : : : : Changes from: June 17, 2014 : : 24 24 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 91.7 31.3 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 : : 10 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 17, 2014 : : 0 0 0 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 24, 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 12,865 : : Positions : : 10,134 8,849 55 2,629 637 175 350 0 1,278 0 400 : : : : Changes from: June 17, 2014 : : 1,133 881 -57 154 117 0 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 68.8 0.4 20.4 5.0 1.4 2.7 0.0 9.9 0.0 3.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 . 5 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 11,589 : : Positions : : 7,009 8,131 1,342 3,270 113 0 0 0 2,165 0 75 : : : : Changes from: June 17, 2014 : : 860 630 0 230 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 70.2 11.6 28.2 1.0 0.0 0.0 0.0 18.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 13,674 : : Positions : : 11,294 4,996 164 5,334 1,099 75 325 25 0 1,250 600 : : : : Changes from: June 17, 2014 : : 386 76 0 360 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 36.5 1.2 39.0 8.0 0.5 2.4 0.2 0.0 9.1 4.4 : : : : 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 24, 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 9,674 : : Positions : : 7,950 4,150 310 4,559 815 0 0 0 195 0 95 : : : : Changes from: June 17, 2014 : : -179 -284 -150 0 150 0 0 0 25 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 42.9 3.2 47.1 8.4 0.0 0.0 0.0 2.0 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 14 . 4 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 61,882 : : Positions : : 58,196 58,515 1,235 655 775 0 0 0 575 950 0 : : : : Changes from: June 17, 2014 : : 100 0 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 94.6 2.0 1.1 1.3 0.0 0.0 0.0 0.9 1.5 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 24, 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 57,597 : : Positions : : 55,142 54,170 960 475 940 0 0 0 25 1,000 0 : : : : Changes from: June 17, 2014 : : -240 -340 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 94.1 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.7 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 24, 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 17, 2014 : : 0 0 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 24, 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 17, 2014 : : 0 0 0 0 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 24, 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 17, 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 24, 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 23,978 : : Positions : : 22,968 22,338 205 20 270 0 1,050 0 0 300 0 : : : : Changes from: June 17, 2014 : : 600 300 0 0 0 0 0 0 0 300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 93.2 0.9 0.1 1.1 0.0 4.4 0.0 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 63,837 : : Positions : : 47,035 55,086 1,350 2,395 710 3,950 0 0 5,146 0 850 : : : : Changes from: June 17, 2014 : : 517 967 50 0 40 0 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 86.3 2.1 3.8 1.1 6.2 0.0 0.0 8.1 0.0 1.3 : : : : 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 24, 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 58,103 : : Positions : : 45,634 49,639 790 2,840 550 2,750 0 0 3,625 300 454 : : : : Changes from: June 17, 2014 : : 160 610 150 0 0 0 0 0 0 -300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 85.4 1.4 4.9 0.9 4.7 0.0 0.0 6.2 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 40,405 : : Positions : : 30,545 30,566 2,420 965 695 0 3,325 575 3,850 2,075 320 : : : : Changes from: June 17, 2014 : : 860 -240 0 0 0 0 600 0 0 500 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.6 75.6 6.0 2.4 1.7 0.0 8.2 1.4 9.5 5.1 0.8 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 36,775 : : Positions : : 27,640 33,745 5,245 115 600 0 350 1,050 1,450 0 430 : : : : Changes from: June 17, 2014 : : 240 540 0 -600 600 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 91.8 14.3 0.3 1.6 0.0 1.0 2.9 3.9 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 15 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 28,185 : : Positions : : 11,320 22,180 1,200 325 975 0 2,595 425 13,700 1,400 0 : : : : Changes from: June 17, 2014 : : 115 715 0 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 78.7 4.3 1.2 3.5 0.0 9.2 1.5 48.6 5.0 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 24, 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 22,510 : : Positions : : 20,400 16,865 300 4,050 300 50 0 300 0 300 0 : : : : Changes from: June 17, 2014 : : -5 -5 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 24, 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 33,460 : : Positions : : 23,705 22,900 0 2,185 935 575 0 925 5,170 4,825 155 : : : : Changes from: June 17, 2014 : : -230 270 0 0 0 575 -25 -100 500 600 -484 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 68.4 0.0 6.5 2.8 1.7 0.0 2.8 15.5 14.4 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 17 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of June 24, 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 27,585 : : Positions : : 23,970 23,110 0 1,140 360 225 0 750 55 0 1,055 : : : : Changes from: June 17, 2014 : : 75 -225 -10 590 -590 0 0 0 55 -245 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 83.8 0.0 4.1 1.3 0.8 0.0 2.7 0.2 0.0 3.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 18 0 . . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated June 27, 2014