Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 91,184 : : Positions : : 15,632 28,771 2,463 983 3,736 6,233 6,247 2,228 49,664 37,638 9,836 : : : : Changes from: August 12, 2014 : : 443 -847 -140 -57 -10 1,206 160 -85 -251 1,657 191 : : : : Percent of Open Interest Represented by Each Category of Trader : : 17.1 31.6 2.7 1.1 4.1 6.8 6.9 2.4 54.5 41.3 10.8 : : : : Number of Traders in Each Category Total Traders: 55 : : 15 14 . . . . 4 . 18 12 22 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 30,890 : : Positions : : 10,720 4,495 2,402 285 765 975 0 1,970 10,651 19,913 2,797 : : : : Changes from: August 12, 2014 : : -470 250 665 0 -225 140 -140 5 100 270 92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 14.6 7.8 0.9 2.5 3.2 0.0 6.4 34.5 64.5 9.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 8 . . . . 0 . 11 14 17 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 147,586 : : Positions : : 89,534 97,624 4,107 15,370 13,552 6,436 4,771 4,351 19,355 1,597 9,551 : : : : Changes from: August 12, 2014 : : 2,487 1,537 244 677 -422 4 449 -323 399 42 -99 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 66.1 2.8 10.4 9.2 4.4 3.2 2.9 13.1 1.1 6.5 : : : : Number of Traders in Each Category Total Traders: 76 : : 41 45 . 6 6 5 . 4 8 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 49,025 : : Positions : : 20,911 41,506 18,301 4,484 972 6,931 0 1,333 311 464 266 : : : : Changes from: August 12, 2014 : : 262 700 646 0 0 -183 0 27 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 84.7 37.3 9.1 2.0 14.1 0.0 2.7 0.6 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 393,110 : : Positions : : 192,922 334,971 126,872 21,630 14,238 36,807 0 21,943 328 328 0 : : : : Changes from: August 12, 2014 : : -624 4,572 7,141 0 -320 -1,617 0 952 0 328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.1 85.2 32.3 5.5 3.6 9.4 0.0 5.6 0.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 15 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 1,515,140 : : Positions : :1,096,338 1,251,774 166,750 56,833 129,041 0 26,199 8,645 76,054 4,336 38,312 : : : : Changes from: August 12, 2014 : : 30,454 26,373 -12,493 -809 2,639 0 -384 384 7,219 0 -11,248 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 82.6 11.0 3.8 8.5 0.0 1.7 0.6 5.0 0.3 2.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 32 37 5 . 6 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 43,604 : : Positions : : 33,882 22,555 76 11,732 1,329 900 1,279 5,461 1,629 921 327 : : : : Changes from: August 12, 2014 : : 941 863 -77 138 -3 108 124 -124 203 50 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 51.7 0.2 26.9 3.0 2.1 2.9 12.5 3.7 2.1 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 16 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 299,450 : : Positions : : 205,689 200,043 74,755 22,514 4,176 0 57,472 13,270 648 1,063 912 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.7 66.8 25.0 7.5 1.4 0.0 19.2 4.4 0.2 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 641,379 : : Positions : : 506,516 513,011 17,236 53,675 65,800 37,695 0 4,189 5,239 0 4,704 : : : : Changes from: August 12, 2014 : : 3,896 4,656 0 0 0 0 0 0 760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 80.0 2.7 8.4 10.3 5.9 0.0 0.7 0.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 25 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 53,491 : : Positions : : 39,048 42,943 5,122 1,110 815 3,119 0 764 2,335 5,566 1,421 : : : : Changes from: August 12, 2014 : : 939 168 -428 64 -82 171 0 -38 -594 -102 195 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 80.3 9.6 2.1 1.5 5.8 0.0 1.4 4.4 10.4 2.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 43,185 : : Positions : : 34,485 42,885 7,485 0 265 0 0 0 100 0 0 : : : : Changes from: August 12, 2014 : : 560 605 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 99.3 17.3 0.0 0.6 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 56,491 : : Positions : : 45,931 55,941 9,470 0 250 0 250 50 150 0 0 : : : : Changes from: August 12, 2014 : : 435 645 150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 99.0 16.8 0.0 0.4 0.0 0.4 0.1 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 28 18 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 12,560 : : Positions : : 7,360 10,010 2,600 0 2,350 0 0 0 200 150 50 : : : : Changes from: August 12, 2014 : : 350 650 0 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 79.7 20.7 0.0 18.7 0.0 0.0 0.0 1.6 1.2 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . 0 . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 286,360 : : Positions : : 187,992 248,424 52,760 0 32,400 10,808 0 1,992 0 3,136 408 : : : : Changes from: August 12, 2014 : : -2,304 2,032 768 0 0 0 0 0 0 -3,568 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 86.8 18.4 0.0 11.3 3.8 0.0 0.7 0.0 1.1 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 4 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 10,750 : : Positions : : 7,742 6,569 0 2,490 745 42 83 65 2,005 672 63 : : : : Changes from: August 12, 2014 : : 21 -21 0 0 0 0 42 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 61.1 0.0 23.2 6.9 0.4 0.8 0.6 18.7 6.3 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 13 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 17,450 : : Positions : : 13,550 12,150 0 4,100 750 650 0 0 2,300 250 200 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 69.6 0.0 23.5 4.3 3.7 0.0 0.0 13.2 1.4 1.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 0 . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 19,895 : : Positions : : 14,430 17,100 2,100 450 2,125 280 0 20 700 200 0 : : : : Changes from: August 12, 2014 : : 250 1,260 0 0 0 0 0 0 50 -900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 86.0 10.6 2.3 10.7 1.4 0.0 0.1 3.5 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 23 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 13,970 : : Positions : : 12,265 8,460 600 3,650 475 0 1,010 375 0 0 0 : : : : Changes from: August 12, 2014 : : 360 900 0 -300 25 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 60.6 4.3 26.1 3.4 0.0 7.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 17 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 18,100 : : Positions : : 13,441 13,262 68 1,046 2,060 1,441 0 560 0 126 0 : : : : Changes from: August 12, 2014 : : 127 -147 0 0 0 -19 0 0 -212 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 73.3 0.4 5.8 11.4 8.0 0.0 3.1 0.0 0.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 26 21 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 34,627 : : Positions : : 29,804 22,876 1,029 1,397 1,827 0 4,521 1,519 0 2,099 293 : : : : Changes from: August 12, 2014 : : 897 -535 -93 197 -197 0 830 50 0 312 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.1 66.1 3.0 4.0 5.3 0.0 13.1 4.4 0.0 6.1 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 30 27 . . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 43,067 : : Positions : : 37,434 28,730 611 4,327 1,068 200 3,344 2,540 540 2,497 521 : : : : Changes from: August 12, 2014 : : 548 -627 0 -300 150 0 735 120 -50 695 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 66.7 1.4 10.0 2.5 0.5 7.8 5.9 1.3 5.8 1.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 30 28 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 34,195 : : Positions : : 32,080 26,845 0 5,975 1,375 0 0 0 500 0 0 : : : : Changes from: August 12, 2014 : : -400 -400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 78.5 0.0 17.5 4.0 0.0 0.0 0.0 1.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 10 0 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 45,025 : : Positions : : 42,455 37,365 250 6,260 1,400 0 0 0 800 0 0 : : : : Changes from: August 12, 2014 : : -325 85 0 0 0 0 0 0 350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 83.0 0.6 13.9 3.1 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 25 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 452,047 : : Positions : : 273,796 388,436 70,641 21,453 3,112 54,336 0 28,605 16,611 5,495 4,946 : : : : Changes from: August 12, 2014 : : 5,508 -2,293 -2,729 0 0 -8,136 0 7,752 1,168 -1,896 -1,152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 85.9 15.6 4.7 0.7 12.0 0.0 6.3 3.7 1.2 1.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 28 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 31,879 : : Positions : : 18,644 26,386 3,625 1,475 323 4,749 0 940 779 933 1,737 : : : : Changes from: August 12, 2014 : : 791 4 27 22 0 -58 0 255 -71 686 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 82.8 11.4 4.6 1.0 14.9 0.0 2.9 2.4 2.9 5.4 : : : : Number of Traders in Each Category Total Traders: 42 : : 24 29 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 16,423 : : Positions : : 10,050 14,143 3,655 0 648 487 0 1,532 25 74 26 : : : : Changes from: August 12, 2014 : : 304 2,712 1,514 0 150 487 -357 127 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 86.1 22.3 0.0 3.9 3.0 0.0 9.3 0.2 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 11 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 237,996 : : Positions : : 101,529 217,388 52,992 0 12,896 61,604 0 7,712 1,263 0 0 : : : : Changes from: August 12, 2014 : : 1,886 3,772 943 0 0 943 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 91.3 22.3 0.0 5.4 25.9 0.0 3.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 . . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 465,974 : : Positions : : 313,615 437,758 127,838 0 2,744 0 5,706 17,496 4,281 2,270 0 : : : : Changes from: August 12, 2014 : : -1,209 711 0 0 0 0 0 0 1,920 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 93.9 27.4 0.0 0.6 0.0 1.2 3.8 0.9 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 44,540 : : Positions : : 28,192 42,060 4,216 1,148 21 3,778 0 445 7,044 0 63 : : : : Changes from: August 12, 2014 : : -389 -477 0 0 0 338 0 -488 -255 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 94.4 9.5 2.6 0.0 8.5 0.0 1.0 15.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 6,963 : : Positions : : 5,761 4,261 635 595 105 0 1,407 0 123 212 0 : : : : Changes from: August 12, 2014 : : -21 -21 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 61.2 9.1 8.5 1.5 0.0 20.2 0.0 1.8 3.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 71,938 : : Positions : : 71,938 63,402 0 4,632 0 0 3,904 0 0 0 0 : : : : Changes from: August 12, 2014 : : 8 8 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 88.1 0.0 6.4 0.0 0.0 5.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 15,428 : : Positions : : 9,622 13,797 424 0 471 927 0 0 2,405 91 369 : : : : Changes from: August 12, 2014 : : -183 409 -63 0 41 554 0 -41 -42 -122 101 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 89.4 2.7 0.0 3.1 6.0 0.0 0.0 15.6 0.6 2.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 196,216 : : Positions : : 115,342 189,959 37,245 2,361 1,536 0 0 0 39,733 0 2,360 : : : : Changes from: August 12, 2014 : : 360 2,671 1,519 0 0 0 0 0 792 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 96.8 19.0 1.2 0.8 0.0 0.0 0.0 20.2 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 14 19 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 12,675 : : Positions : : 7,765 7,650 2,343 3,640 529 865 0 122 212 51 515 : : : : Changes from: August 12, 2014 : : 597 323 169 -42 -22 -512 0 0 0 -3 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 60.4 18.5 28.7 4.2 6.8 0.0 1.0 1.7 0.4 4.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 136,876 : : Positions : : 95,971 59,434 25,022 71,144 1,192 4,280 0 0 5,305 0 5,106 : : : : Changes from: August 12, 2014 : : 13,176 12,016 760 0 0 0 0 0 -1,920 0 1,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 43.4 18.3 52.0 0.9 3.1 0.0 0.0 3.9 0.0 3.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 24,166 : : Positions : : 18,893 14,222 307 3,093 2,999 0 1,937 1,915 52 0 0 : : : : Changes from: August 12, 2014 : : 5,911 231 -3,381 2,299 2,691 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 58.9 1.3 12.8 12.4 0.0 8.0 7.9 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 217,394 : : Positions : : 187,533 84,786 0 102,739 25,685 0 8 4,176 0 0 0 : : : : Changes from: August 12, 2014 : : 74,840 1,920 0 73,240 0 0 -320 320 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 39.0 0.0 47.3 11.8 0.0 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 9 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 22,205 : : Positions : : 14,260 14,735 7,300 6,470 50 0 825 75 0 50 0 : : : : Changes from: August 12, 2014 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 66.4 32.9 29.1 0.2 0.0 3.7 0.3 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 4 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 18,370 : : Positions : : 13,595 10,925 4,015 6,545 0 0 900 0 0 0 0 : : : : Changes from: August 12, 2014 : : 0 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 59.5 21.9 35.6 0.0 0.0 4.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 4 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 12,860 : : Positions : : 11,885 11,665 525 765 375 0 0 0 0 0 0 : : : : Changes from: August 12, 2014 : : 3,195 3,195 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 90.7 4.1 5.9 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 21,045 : : Positions : : 19,975 18,810 310 1,610 475 0 0 0 0 100 50 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 89.4 1.5 7.7 2.3 0.0 0.0 0.0 0.0 0.5 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 7 . . . 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 20,755 : : Positions : : 19,210 20,750 745 0 5 0 0 0 0 0 0 : : : : Changes from: August 12, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 100.0 3.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 12 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 116,290 : : Positions : : 101,340 105,560 3,275 1,310 9,370 1,625 0 0 450 50 0 : : : : Changes from: August 12, 2014 : : 25 135 60 0 -60 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 90.8 2.8 1.1 8.1 1.4 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 30 27 . . 5 . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DC Open Interest is 144,198 : : Positions : : 128,290 136,093 5,358 1,040 6,915 3,235 0 0 200 0 150 : : : : Changes from: August 12, 2014 : : -2,850 -2,085 165 0 -60 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 94.4 3.7 0.7 4.8 2.2 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 50 : : 35 27 4 . 5 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 153,230 : : Positions : : 107,448 121,942 11,015 10,071 6,760 1,603 403 3,142 17,661 5,156 5,435 : : : : Changes from: August 12, 2014 : : 1,333 700 150 -95 70 25 -258 -25 14 1,174 -120 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 79.6 7.2 6.6 4.4 1.0 0.3 2.1 11.5 3.4 3.5 : : : : Number of Traders in Each Category Total Traders: 62 : : 33 29 5 . 5 . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 96,166 : : Positions : : 75,486 80,520 10,035 4,951 6,425 1,560 0 965 650 2,345 960 : : : : Changes from: August 12, 2014 : : 610 1,185 825 250 -270 0 0 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 83.7 10.4 5.1 6.7 1.6 0.0 1.0 0.7 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 29 28 . . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 23,675 : : Positions : : 21,405 18,030 975 3,735 535 0 1,375 0 0 0 0 : : : : Changes from: August 12, 2014 : : 690 90 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 76.2 4.1 15.8 2.3 0.0 5.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 20,700 : : Positions : : 17,790 17,225 1,305 1,775 1,200 0 500 0 0 0 0 : : : : Changes from: August 12, 2014 : : 165 165 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 83.2 6.3 8.6 5.8 0.0 2.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV 1 mwh : CFTC Code #0643EA Open Interest is 5,775 : : Positions : : 4,020 4,530 510 0 505 0 15 50 0 0 0 : : : : Changes from: August 12, 2014 : : -10 5 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 78.4 8.8 0.0 8.7 0.0 0.3 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . 0 . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 20,471 : : Positions : : 14,524 16,553 2,075 842 1,671 0 172 320 913 0 365 : : : : Changes from: August 12, 2014 : : -8 -8 311 311 1 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 80.9 10.1 4.1 8.2 0.0 0.8 1.6 4.5 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . 4 6 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 16,854 : : Positions : : 9,818 13,725 5,590 530 0 0 2,046 0 978 0 0 : : : : Changes from: August 12, 2014 : : 317 317 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 81.4 33.2 3.1 0.0 0.0 12.1 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 8 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 331,288 : : Positions : : 213,815 298,157 107,662 0 0 0 33,131 0 9,811 0 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 90.0 32.5 0.0 0.0 0.0 10.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 88,314 : : Positions : : 30,505 86,613 55,958 0 1,490 0 0 0 0 0 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 98.1 63.4 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 1,557,612 : : Positions : : 532,487 1,530,406 997,919 0 27,206 0 0 0 0 0 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.2 98.3 64.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 165,236 : : Positions : : 145,079 89,039 9,085 60,700 2,517 4,170 7,680 4,025 0 1,169 106 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 53.9 5.5 36.7 1.5 2.5 4.6 2.4 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 3,370,219 : : Positions : :2,918,189 1,545,345 184,000 1,252,078 264,076 0 308,720 0 3,954 0 0 : : : : Changes from: August 12, 2014 : : 8,340 8,340 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 45.9 5.5 37.2 7.8 0.0 9.2 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 18 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 21,116 : : Positions : : 18,223 13,769 530 745 1,060 0 607 1,280 0 3,400 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 65.2 2.5 3.5 5.0 0.0 2.9 6.1 0.0 16.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 47,983 : : Positions : : 34,373 42,180 6,243 0 3,537 1,564 0 2,266 0 0 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 87.9 13.0 0.0 7.4 3.3 0.0 4.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 74,463 : : Positions : : 61,824 43,336 0 17,950 6,362 0 1,107 4,643 1,504 0 0 : : : : Changes from: August 12, 2014 : : 2,682 0 0 2,550 0 0 0 0 -9 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 58.2 0.0 24.1 8.5 0.0 1.5 6.2 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 15 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 41,086 : : Positions : : 30,087 34,713 2,992 958 3,041 0 0 0 2,592 0 2,268 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 84.5 7.3 2.3 7.4 0.0 0.0 0.0 6.3 0.0 5.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 32,773 : : Positions : : 28,880 23,346 2,494 8,027 1,294 0 0 0 105 0 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 71.2 7.6 24.5 3.9 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 345,083 : : Positions : : 298,045 309,753 3,954 0 0 19,604 0 23,480 0 11,850 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 89.8 1.1 0.0 0.0 5.7 0.0 6.8 0.0 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . 0 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 865,527 : : Positions : : 517,131 610,064 126,873 132,546 103,147 98,606 0 19,770 0 0 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 70.5 14.7 15.3 11.9 11.4 0.0 2.3 0.0 0.0 0.0 : : : : 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 August 19, 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 1,745,289 : : Positions : :1,104,531 1,120,496 134,120 314,483 238,990 178,770 0 70,560 17,558 0 760 : : : : Changes from: August 12, 2014 : : 47,040 0 0 47,040 -47,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 64.2 7.7 18.0 13.7 10.2 0.0 4.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 12 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 596,050 : : Positions : : 343,047 538,300 1,977 34,350 23,400 0 0 0 227,626 0 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 90.3 0.3 5.8 3.9 0.0 0.0 0.0 38.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 436,112 : : Positions : : 369,702 336,156 54,542 88,088 11,868 0 0 0 0 0 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 77.1 12.5 20.2 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 22,100 : : Positions : : 13,263 19,540 2,765 0 1,800 0 0 0 3,417 0 0 : : : : Changes from: August 12, 2014 : : 170 170 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 88.4 12.5 0.0 8.1 0.0 0.0 0.0 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 19,683 : : Positions : : 11,865 17,373 2,390 0 1,750 0 0 0 3,059 0 0 : : : : Changes from: August 12, 2014 : : 120 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 88.3 12.1 0.0 8.9 0.0 0.0 0.0 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 16 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 16,057 : : Positions : : 12,026 12,241 55 2,766 182 700 250 0 2,188 0 350 : : : : Changes from: August 12, 2014 : : -104 605 0 0 0 625 0 0 75 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 76.2 0.3 17.2 1.1 4.4 1.6 0.0 13.6 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 . 4 . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 12,305 : : Positions : : 7,035 8,578 745 3,055 50 0 0 0 3,515 300 250 : : : : Changes from: August 12, 2014 : : 30 40 0 -100 0 0 0 0 -50 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 69.7 6.1 24.8 0.4 0.0 0.0 0.0 28.6 2.4 2.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 16,847 : : Positions : : 14,751 8,687 609 5,841 204 0 900 0 0 340 875 : : : : Changes from: August 12, 2014 : : 783 278 0 -75 0 0 625 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 51.6 3.6 34.7 1.2 0.0 5.3 0.0 0.0 2.0 5.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 12,493 : : Positions : : 10,458 8,747 35 3,266 305 0 0 0 1,220 0 50 : : : : Changes from: August 12, 2014 : : 480 420 0 0 0 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 70.0 0.3 26.1 2.4 0.0 0.0 0.0 9.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 9,037 : : Positions : : 7,722 7,917 320 180 485 0 25 0 0 405 25 : : : : Changes from: August 12, 2014 : : 735 395 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 87.6 3.5 2.0 5.4 0.0 0.3 0.0 0.0 4.5 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 REAL PEAK-MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C86 Open Interest is 7,220 : : Positions : : 5,160 4,175 250 295 840 0 760 565 300 0 0 : : : : Changes from: August 12, 2014 : : 550 165 -5 295 5 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 57.8 3.5 4.1 11.6 0.0 10.5 7.8 4.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 63,913 : : Positions : : 60,631 55,023 0 4,380 1,835 0 0 0 475 1,750 0 : : : : Changes from: August 12, 2014 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 86.1 0.0 6.9 2.9 0.0 0.0 0.0 0.7 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 17 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 60,427 : : Positions : : 58,222 51,404 0 4,655 1,710 0 0 0 25 1,700 0 : : : : Changes from: August 12, 2014 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 85.1 0.0 7.7 2.8 0.0 0.0 0.0 0.0 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 9,960 : : Positions : : 9,760 7,455 0 1,630 0 0 500 0 0 250 0 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.0 74.8 0.0 16.4 0.0 0.0 5.0 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 9 0 . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 16,585 : : Positions : : 15,605 11,390 0 0 650 0 1,500 0 0 2,845 100 : : : : Changes from: August 12, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 68.7 0.0 0.0 3.9 0.0 9.0 0.0 0.0 17.2 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 11 0 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 21,710 : : Positions : : 20,990 20,455 0 0 0 0 1,150 0 0 0 0 : : : : Changes from: August 12, 2014 : : -100 20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 94.2 0.0 0.0 0.0 0.0 5.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 9 0 0 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 55,724 : : Positions : : 40,614 49,767 2,465 0 1,390 3,525 0 0 3,118 0 922 : : : : Changes from: August 12, 2014 : : 1,175 325 0 0 0 50 0 0 -900 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 89.3 4.4 0.0 2.5 6.3 0.0 0.0 5.6 0.0 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 22 . 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 50,679 : : Positions : : 37,056 45,561 2,460 0 1,250 2,950 0 0 3,305 200 411 : : : : Changes from: August 12, 2014 : : 65 65 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 89.9 4.9 0.0 2.5 5.8 0.0 0.0 6.5 0.4 0.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 . 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 38,100 : : Positions : : 30,430 27,553 200 725 990 0 5,625 0 3,875 1,300 130 : : : : Changes from: August 12, 2014 : : 400 400 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 72.3 0.5 1.9 2.6 0.0 14.8 0.0 10.2 3.4 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 20 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 33,290 : : Positions : : 27,815 31,050 1,950 45 600 0 50 1,150 915 0 100 : : : : Changes from: August 12, 2014 : : 305 -95 0 0 0 0 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 93.3 5.9 0.1 1.8 0.0 0.2 3.5 2.7 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 25,875 : : Positions : : 9,475 20,190 1,200 650 600 0 2,275 1,035 13,150 1,000 0 : : : : Changes from: August 12, 2014 : : 30 30 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 78.0 4.6 2.5 2.3 0.0 8.8 4.0 50.8 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 32,158 : : Positions : : 21,360 20,915 0 2,625 2,035 2,625 0 450 4,010 4,575 23 : : : : Changes from: August 12, 2014 : : 1,660 1,340 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 65.0 0.0 8.2 6.3 8.2 0.0 1.4 12.5 14.2 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 18 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of August 19, 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 26,042 : : Positions : : 21,210 19,210 575 2,900 790 75 0 825 130 0 492 : : : : Changes from: August 12, 2014 : : -15 295 0 0 0 0 0 0 130 -180 -220 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.4 73.8 2.2 11.1 3.0 0.3 0.0 3.2 0.5 0.0 1.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 16 . . . . 0 . . 0 . : ----------------------------------------------------------------------------------------------------------------
Updated August 22, 2014