Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 86,891 : : Positions : : 12,682 28,641 1,434 1,539 3,326 6,115 5,756 2,517 48,851 33,125 10,523 : : : : Changes from: September 9, 2014 : : 147 -1,317 -1,415 93 314 -120 1,354 -481 1,345 -18 324 : : : : Percent of Open Interest Represented by Each Category of Trader : : 14.6 33.0 1.7 1.8 3.8 7.0 6.6 2.9 56.2 38.1 12.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 13 14 . . . . 5 4 16 12 23 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 34,619 : : Positions : : 11,635 3,695 2,192 1,355 1,050 2,655 0 1,925 11,562 23,129 2,895 : : : : Changes from: September 9, 2014 : : 300 40 90 425 265 -25 0 375 685 640 -292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 10.7 6.3 3.9 3.0 7.7 0.0 5.6 33.4 66.8 8.4 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 9 . . . 5 0 . 11 12 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 149,583 : : Positions : : 90,872 97,252 3,798 13,676 14,263 6,573 4,198 4,816 17,489 3,505 10,795 : : : : Changes from: September 9, 2014 : : 2,476 1,409 -1,145 242 711 -197 -386 285 -197 -28 292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.8 65.0 2.5 9.1 9.5 4.4 2.8 3.2 11.7 2.3 7.2 : : : : Number of Traders in Each Category Total Traders: 76 : : 42 45 . 6 6 . 4 5 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 47,314 : : Positions : : 21,642 40,363 17,602 3,870 971 5,241 0 1,385 287 539 186 : : : : Changes from: September 9, 2014 : : 571 17 -245 -69 52 -252 0 0 -126 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.7 85.3 37.2 8.2 2.1 11.1 0.0 2.9 0.6 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 367,272 : : Positions : : 179,274 308,019 114,904 19,990 19,550 33,831 0 19,713 0 0 0 : : : : Changes from: September 9, 2014 : : 5,384 6,322 954 0 2,496 -344 0 -608 0 -328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 83.9 31.3 5.4 5.3 9.2 0.0 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 17 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 1,457,336 : : Positions : :1,059,838 1,200,985 157,475 56,451 133,735 0 18,661 17,126 63,120 4,336 26,042 : : : : Changes from: September 9, 2014 : : 26,858 16,261 -11,262 -343 5,686 0 -2,962 5,881 -2,640 0 -3,920 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 82.4 10.8 3.9 9.2 0.0 1.3 1.2 4.3 0.3 1.8 : : : : Number of Traders in Each Category Total Traders: 59 : : 36 38 5 . 6 0 . . 6 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 44,195 : : Positions : : 33,369 23,473 103 8,463 3,563 310 3,353 4,003 2,197 690 650 : : : : Changes from: September 9, 2014 : : -3,445 -2,000 27 -892 110 -390 -148 99 181 -379 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 53.1 0.2 19.1 8.1 0.7 7.6 9.1 5.0 1.6 1.5 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 18 . . . . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 282,154 : : Positions : : 195,073 183,163 71,315 21,858 3,848 0 59,032 10,678 8 2,343 1,232 : : : : Changes from: September 9, 2014 : : -20,792 -19,120 640 -656 -328 0 -1,000 -1,952 0 624 -624 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.1 64.9 25.3 7.7 1.4 0.0 20.9 3.8 0.0 0.8 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 13 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 634,639 : : Positions : : 490,416 505,047 15,604 40,115 70,488 32,838 0 11,149 6,304 0 7,840 : : : : Changes from: September 9, 2014 : : 3,908 10,188 0 -6,208 4,688 -1,777 0 4,696 1,849 0 3,136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 79.6 2.5 6.3 11.1 5.2 0.0 1.8 1.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 27 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 51,784 : : Positions : : 37,594 42,020 5,592 1,194 712 2,240 0 1,336 2,204 4,584 1,554 : : : : Changes from: September 9, 2014 : : 256 1,414 602 41 -82 -152 0 344 0 -255 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.6 81.1 10.8 2.3 1.4 4.3 0.0 2.6 4.3 8.9 3.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 24 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 44,620 : : Positions : : 36,140 44,385 7,420 0 140 0 0 0 150 0 0 : : : : Changes from: September 9, 2014 : : 750 750 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 99.5 16.6 0.0 0.3 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 . 0 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 56,256 : : Positions : : 45,026 55,896 10,840 0 0 0 300 0 150 0 0 : : : : Changes from: September 9, 2014 : : 910 850 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 99.4 19.3 0.0 0.0 0.0 0.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 30 18 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 12,270 : : Positions : : 7,600 9,710 2,320 0 2,300 0 110 0 50 150 0 : : : : Changes from: September 9, 2014 : : 650 400 -150 0 0 0 110 0 -50 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 79.1 18.9 0.0 18.7 0.0 0.9 0.0 0.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 18 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 270,552 : : Positions : : 179,192 234,992 47,240 0 31,640 8,888 0 2,392 0 328 1,200 : : : : Changes from: September 9, 2014 : : 9,680 3,888 -6,184 0 368 -392 0 0 0 -784 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 86.9 17.5 0.0 11.7 3.3 0.0 0.9 0.0 0.1 0.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 16 4 0 . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 9,260 : : Positions : : 5,413 5,873 0 2,343 808 42 106 44 2,843 42 0 : : : : Changes from: September 9, 2014 : : 111 111 0 0 0 0 23 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 63.4 0.0 25.3 8.7 0.5 1.1 0.5 30.7 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 12 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 17,800 : : Positions : : 12,800 12,750 0 3,850 750 650 0 0 3,400 250 200 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 71.6 0.0 21.6 4.2 3.7 0.0 0.0 19.1 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 September 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 17,960 : : Positions : : 12,925 15,155 2,100 530 1,945 120 0 130 500 200 0 : : : : Changes from: September 9, 2014 : : 495 345 0 0 0 -100 0 100 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 84.4 11.7 3.0 10.8 0.7 0.0 0.7 2.8 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 19 22 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 13,568 : : Positions : : 12,178 7,913 300 3,745 460 0 635 375 0 0 0 : : : : Changes from: September 9, 2014 : : -160 -200 -300 0 0 0 -240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 58.3 2.2 27.6 3.4 0.0 4.7 2.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 17,387 : : Positions : : 12,576 12,252 0 1,597 2,000 1,446 0 515 41 0 23 : : : : Changes from: September 9, 2014 : : 744 107 0 512 0 44 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 70.5 0.0 9.2 11.5 8.3 0.0 3.0 0.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 23 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 35,458 : : Positions : : 30,468 22,644 1,304 1,202 1,712 0 4,492 1,433 0 3,723 192 : : : : Changes from: September 9, 2014 : : 1,037 -21 75 0 0 0 491 -126 0 936 -116 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 63.9 3.7 3.4 4.8 0.0 12.7 4.0 0.0 10.5 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 27 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 43,419 : : Positions : : 37,905 29,140 711 3,642 1,108 200 2,924 2,530 200 3,439 635 : : : : Changes from: September 9, 2014 : : 1,320 546 50 -95 80 50 50 0 -90 869 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 67.1 1.6 8.4 2.6 0.5 6.7 5.8 0.5 7.9 1.5 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 31 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 33,395 : : Positions : : 30,035 24,450 2,300 6,710 700 0 0 0 0 1,535 0 : : : : Changes from: September 9, 2014 : : 1,300 900 0 0 0 0 0 0 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 73.2 6.9 20.1 2.1 0.0 0.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 24 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 43,390 : : Positions : : 40,785 35,280 1,450 5,785 735 0 0 0 0 1,545 0 : : : : Changes from: September 9, 2014 : : 1,000 1,300 0 -1,300 100 0 0 0 -1,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 81.3 3.3 13.3 1.7 0.0 0.0 0.0 0.0 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 24 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 426,087 : : Positions : : 262,278 367,737 60,063 18,645 3,455 43,630 0 28,957 26,903 6,492 801 : : : : Changes from: September 9, 2014 : : 11,132 3,729 -3,537 -1,937 1,159 -5,424 0 1,552 -1,462 -1,083 -1,251 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 86.3 14.1 4.4 0.8 10.2 0.0 6.8 6.3 1.5 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 27 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 29,461 : : Positions : : 17,637 25,511 3,208 1,352 324 4,553 0 588 1,380 253 1,049 : : : : Changes from: September 9, 2014 : : 419 252 -346 63 66 -456 0 -42 119 -534 -294 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 86.6 10.9 4.6 1.1 15.5 0.0 2.0 4.7 0.9 3.6 : : : : Number of Traders in Each Category Total Traders: 44 : : 23 29 . . . . 0 . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 16,758 : : Positions : : 11,098 14,150 2,379 0 1,017 0 115 1,476 788 0 0 : : : : Changes from: September 9, 2014 : : -382 -719 -854 0 180 0 -467 -64 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 84.4 14.2 0.0 6.1 0.0 0.7 8.8 4.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 221,923 : : Positions : : 94,264 204,899 55,312 0 9,312 54,060 0 7,712 1,263 0 0 : : : : Changes from: September 9, 2014 : : -7,568 -8,928 6,184 0 -2,624 -7,544 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 92.3 24.9 0.0 4.2 24.4 0.0 3.5 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 473,068 : : Positions : : 318,948 427,984 110,666 0 21,244 0 929 20,641 1,569 2,270 0 : : : : Changes from: September 9, 2014 : : 567 7,216 4,624 0 0 0 -3,145 3,145 -1,120 0 -384 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 90.5 23.4 0.0 4.5 0.0 0.2 4.4 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 48,801 : : Positions : : 30,855 45,064 4,084 1,554 0 4,579 0 953 7,490 0 0 : : : : Changes from: September 9, 2014 : : 744 0 -558 0 0 -122 0 255 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.2 92.3 8.4 3.2 0.0 9.4 0.0 2.0 15.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 15 . . 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 6,581 : : Positions : : 5,215 3,733 573 595 105 0 1,508 0 287 170 0 : : : : Changes from: September 9, 2014 : : -546 -528 -62 0 0 0 101 0 164 -42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 56.7 8.7 9.0 1.6 0.0 22.9 0.0 4.4 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 66,627 : : Positions : : 66,627 58,499 0 4,224 0 0 3,904 0 0 0 0 : : : : Changes from: September 9, 2014 : : 809 809 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 87.8 0.0 6.3 0.0 0.0 5.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 15,659 : : Positions : : 9,693 13,826 491 0 448 805 0 41 2,659 248 457 : : : : Changes from: September 9, 2014 : : 391 877 306 -18 -50 -64 0 0 320 92 69 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 88.3 3.1 0.0 2.9 5.1 0.0 0.3 17.0 1.6 2.9 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 19 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 198,654 : : Positions : : 121,583 189,275 32,413 1,953 1,536 392 0 0 37,305 465 5,425 : : : : Changes from: September 9, 2014 : : 3,195 6,247 -392 0 0 0 0 0 3,909 465 1,137 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 95.3 16.3 1.0 0.8 0.2 0.0 0.0 18.8 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 12,297 : : Positions : : 7,227 7,440 2,384 3,256 554 977 0 145 170 218 558 : : : : Changes from: September 9, 2014 : : -321 -51 211 -86 45 165 0 -64 -97 118 11 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 60.5 19.4 26.5 4.5 7.9 0.0 1.2 1.4 1.8 4.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 131,526 : : Positions : : 94,676 62,090 19,854 63,480 1,936 3,888 0 392 7,152 0 3,628 : : : : Changes from: September 9, 2014 : : 3,416 3,808 -1,185 -392 392 0 0 0 1,185 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 47.2 15.1 48.3 1.5 3.0 0.0 0.3 5.4 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 22,365 : : Positions : : 17,324 12,602 307 3,453 2,873 0 1,576 1,861 0 0 0 : : : : Changes from: September 9, 2014 : : -78 -52 0 -107 107 0 81 -27 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 56.3 1.4 15.4 12.8 0.0 7.0 8.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 217,730 : : Positions : : 185,045 87,178 0 101,723 24,661 3,856 0 4,168 0 0 0 : : : : Changes from: September 9, 2014 : : 312 0 0 0 0 -312 0 312 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 40.0 0.0 46.7 11.3 1.8 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 7 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 21,425 : : Positions : : 13,915 14,290 6,820 6,135 50 0 825 75 0 50 0 : : : : Changes from: September 9, 2014 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 66.7 31.8 28.6 0.2 0.0 3.9 0.4 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 4 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 17,960 : : Positions : : 13,370 10,775 3,785 6,285 0 0 900 0 0 0 0 : : : : Changes from: September 9, 2014 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 60.0 21.1 35.0 0.0 0.0 5.0 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 September 16, 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 16,240 : : Positions : : 15,470 15,055 470 840 300 0 0 0 0 0 0 : : : : Changes from: September 9, 2014 : : 1,190 1,125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 92.7 2.9 5.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 11,645 : : Positions : : 10,715 10,285 470 1,160 160 0 0 0 0 0 0 : : : : Changes from: September 9, 2014 : : 3,115 3,050 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 88.3 4.0 10.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 19,280 : : Positions : : 17,975 17,260 245 1,255 715 0 50 0 50 0 0 : : : : Changes from: September 9, 2014 : : 325 295 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 89.5 1.3 6.5 3.7 0.0 0.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 20,995 : : Positions : : 19,460 20,990 580 0 5 0 0 0 0 0 0 : : : : Changes from: September 9, 2014 : : 2,730 2,850 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 100.0 2.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 115,075 : : Positions : : 101,195 104,960 2,745 790 8,555 1,365 85 215 1,000 470 0 : : : : Changes from: September 9, 2014 : : 910 1,830 840 -330 -220 -215 85 215 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 91.2 2.4 0.7 7.4 1.2 0.1 0.2 0.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 34 29 5 . 5 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 139,076 : : Positions : : 122,565 131,131 5,790 720 6,495 3,675 0 200 300 480 50 : : : : Changes from: September 9, 2014 : : -770 486 480 -675 235 100 0 200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 94.3 4.2 0.5 4.7 2.6 0.0 0.1 0.2 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 36 30 . . 5 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 155,660 : : Positions : : 108,765 122,967 8,267 9,656 7,769 5,055 25 2,848 17,333 6,438 5,394 : : : : Changes from: September 9, 2014 : : 2,625 1,193 -725 260 -124 218 0 600 -235 180 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 79.0 5.3 6.2 5.0 3.2 0.0 1.8 11.1 4.1 3.5 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 29 5 . 6 . . . 5 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 96,035 : : Positions : : 75,245 80,565 10,980 6,320 4,960 1,410 0 1,005 1,295 2,270 915 : : : : Changes from: September 9, 2014 : : -250 -75 185 120 -65 0 0 0 -25 0 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 83.9 11.4 6.6 5.2 1.5 0.0 1.0 1.3 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 28 30 . . 5 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 23,330 : : Positions : : 21,125 16,500 50 4,195 1,045 400 1,590 0 0 0 0 : : : : Changes from: September 9, 2014 : : 1,105 195 -740 640 640 400 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 70.7 0.2 18.0 4.5 1.7 6.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 7 . 4 . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 21,325 : : Positions : : 18,410 16,405 270 2,585 1,820 300 465 0 0 50 0 : : : : Changes from: September 9, 2014 : : 1,340 230 -810 670 710 300 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 76.9 1.3 12.1 8.5 1.4 2.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 9 . . 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 6,425 : : Positions : : 4,945 5,210 415 0 565 0 0 0 0 0 0 : : : : Changes from: September 9, 2014 : : 695 640 -95 0 60 0 -30 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 81.1 6.5 0.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 18,982 : : Positions : : 13,096 16,226 2,078 198 1,448 84 0 236 986 0 292 : : : : Changes from: September 9, 2014 : : 628 620 -20 -120 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.0 85.5 10.9 1.0 7.6 0.4 0.0 1.2 5.2 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 . . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 15,155 : : Positions : : 8,773 12,215 5,083 425 0 0 1,983 0 873 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 80.6 33.5 2.8 0.0 0.0 13.1 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 9 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 300,373 : : Positions : : 194,244 268,466 97,542 0 0 0 31,907 0 8,587 0 0 : : : : Changes from: September 9, 2014 : : 782 782 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 89.4 32.5 0.0 0.0 0.0 10.6 0.0 2.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 89,529 : : Positions : : 32,959 87,849 54,740 0 1,490 0 0 0 0 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 98.1 61.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 1,520,484 : : Positions : : 511,271 1,493,278 982,007 0 27,206 0 0 0 0 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.6 98.2 64.6 0.0 1.8 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 September 16, 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 158,241 : : Positions : : 138,819 84,643 8,581 59,545 2,412 4,380 6,656 3,710 0 1,190 85 : : : : Changes from: September 9, 2014 : : -2,816 -1,792 0 0 0 0 -1,024 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 53.5 5.4 37.6 1.5 2.8 4.2 2.3 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 21 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 3,321,264 : : Positions : :2,869,101 1,490,534 180,736 1,253,721 268,289 0 308,720 0 3,138 0 0 : : : : Changes from: September 9, 2014 : : 0 805 0 -805 10,741 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 44.9 5.4 37.7 8.1 0.0 9.3 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 September 16, 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 19,373 : : Positions : : 16,795 12,572 425 850 850 0 586 1,280 0 2,980 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 64.9 2.2 4.4 4.4 0.0 3.0 6.6 0.0 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 9 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 44,308 : : Positions : : 31,559 39,009 5,424 0 3,495 2,026 0 1,804 0 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 88.0 12.2 0.0 7.9 4.6 0.0 4.1 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 September 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 72,342 : : Positions : : 60,108 42,286 0 16,879 6,362 0 1,317 4,433 1,351 0 0 : : : : Changes from: September 9, 2014 : : 132 0 0 0 0 0 0 0 -132 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 58.5 0.0 23.3 8.8 0.0 1.8 6.1 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 15 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 42,292 : : Positions : : 31,566 36,213 3,055 895 2,831 0 0 0 2,487 0 2,268 : : : : Changes from: September 9, 2014 : : 2,550 2,550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 85.6 7.2 2.1 6.7 0.0 0.0 0.0 5.9 0.0 5.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 30,625 : : Positions : : 26,774 21,639 2,536 7,691 1,210 0 0 0 105 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 70.7 8.3 25.1 4.0 0.0 0.0 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 317,747 : : Positions : : 274,381 282,417 3,138 0 0 16,748 0 23,480 0 11,850 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 88.9 1.0 0.0 0.0 5.3 0.0 7.4 0.0 3.7 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 September 16, 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 812,079 : : Positions : : 468,171 574,976 132,585 128,466 92,947 102,686 0 15,690 0 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 70.8 16.3 15.8 11.4 12.6 0.0 1.9 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 September 16, 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 1,705,713 : : Positions : :1,071,483 1,083,368 134,120 316,115 234,910 176,730 0 70,560 17,150 0 760 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 63.5 7.9 18.5 13.8 10.4 0.0 4.1 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 September 16, 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 614,530 : : Positions : : 369,279 564,532 3,009 28,038 21,960 0 0 0 220,282 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 91.9 0.5 4.6 3.6 0.0 0.0 0.0 35.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 12 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 443,464 : : Positions : : 381,134 354,116 54,134 81,152 8,196 0 0 0 0 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 79.9 12.2 18.3 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 21,597 : : Positions : : 13,023 19,122 2,680 0 1,800 220 0 0 3,224 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 88.5 12.4 0.0 8.3 1.0 0.0 0.0 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 17 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 19,201 : : Positions : : 11,655 17,026 2,440 0 1,700 220 0 0 2,767 0 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 88.7 12.7 0.0 8.9 1.1 0.0 0.0 14.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 9 17 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 19,937 : : Positions : : 13,049 15,898 55 2,332 1,099 1,175 200 0 3,788 0 305 : : : : Changes from: September 9, 2014 : : 1,339 1,369 0 580 0 -100 0 0 640 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 79.7 0.3 11.7 5.5 5.9 1.0 0.0 19.0 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 18 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 13,103 : : Positions : : 6,914 9,451 745 3,315 85 205 0 0 4,030 0 180 : : : : Changes from: September 9, 2014 : : -185 335 0 -120 0 0 0 0 360 0 -15 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.8 72.1 5.7 25.3 0.6 1.6 0.0 0.0 30.8 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 17,977 : : Positions : : 15,783 9,226 714 5,184 243 125 1,350 0 0 1,344 575 : : : : Changes from: September 9, 2014 : : 547 17 -220 -461 64 50 -100 0 0 734 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.8 51.3 4.0 28.8 1.4 0.7 7.5 0.0 0.0 7.5 3.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 13,200 : : Positions : : 11,284 9,008 85 3,595 337 125 205 0 845 0 55 : : : : Changes from: September 9, 2014 : : 305 -270 0 740 -41 125 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 68.2 0.6 27.2 2.6 0.9 1.6 0.0 6.4 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 8,870 : : Positions : : 6,455 5,540 900 205 810 0 1,335 290 300 75 0 : : : : Changes from: September 9, 2014 : : 1,090 1,415 600 -50 20 0 325 -300 0 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 62.5 10.1 2.3 9.1 0.0 15.1 3.3 3.4 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 8,348 : : Positions : : 6,318 7,275 0 380 0 580 0 370 600 200 0 : : : : Changes from: September 9, 2014 : : 440 280 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 87.1 0.0 4.6 0.0 6.9 0.0 4.4 7.2 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 10 0 . 0 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 63,326 : : Positions : : 60,131 54,641 0 4,375 1,835 0 0 0 425 1,600 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 86.3 0.0 6.9 2.9 0.0 0.0 0.0 0.7 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 60,097 : : Positions : : 57,922 51,288 0 4,650 1,710 0 0 0 25 1,550 0 : : : : Changes from: September 9, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 85.3 0.0 7.7 2.8 0.0 0.0 0.0 0.0 2.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 17 0 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 15,920 : : Positions : : 15,015 11,435 0 50 600 0 1,100 0 0 2,545 100 : : : : Changes from: September 9, 2014 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 71.8 0.0 0.3 3.8 0.0 6.9 0.0 0.0 16.0 0.6 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 23,488 : : Positions : : 22,628 19,913 0 0 0 200 3,420 0 0 50 0 : : : : Changes from: September 9, 2014 : : 2,150 800 0 0 0 200 1,500 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 84.8 0.0 0.0 0.0 0.9 14.6 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 0 0 0 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 58,562 : : Positions : : 42,810 52,769 2,130 65 1,475 5,170 200 0 2,879 0 858 : : : : Changes from: September 9, 2014 : : 1,245 2,645 0 0 0 1,500 200 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 90.1 3.6 0.1 2.5 8.8 0.3 0.0 4.9 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 49,821 : : Positions : : 35,722 45,582 2,280 30 1,220 4,570 0 0 3,195 150 368 : : : : Changes from: September 9, 2014 : : 425 1,875 0 0 0 1,500 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 91.5 4.6 0.1 2.4 9.2 0.0 0.0 6.4 0.3 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 36,165 : : Positions : : 28,505 26,200 300 680 890 0 5,250 0 3,625 1,300 130 : : : : Changes from: September 9, 2014 : : 300 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 72.4 0.8 1.9 2.5 0.0 14.5 0.0 10.0 3.6 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 33,180 : : Positions : : 27,795 30,675 1,680 0 520 100 0 1,050 700 400 300 : : : : Changes from: September 9, 2014 : : 1,000 700 0 0 0 0 0 0 -200 400 200 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 92.5 5.1 0.0 1.6 0.3 0.0 3.2 2.1 1.2 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 25,435 : : Positions : : 8,785 20,115 1,200 600 600 0 2,265 1,035 13,500 800 0 : : : : Changes from: September 9, 2014 : : 250 850 0 0 0 0 0 0 600 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.5 79.1 4.7 2.4 2.4 0.0 8.9 4.1 53.1 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 14 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 32,483 : : Positions : : 21,420 20,480 0 2,495 2,765 2,525 0 450 3,835 4,925 23 : : : : Changes from: September 9, 2014 : : 600 0 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 63.0 0.0 7.7 8.5 7.8 0.0 1.4 11.8 15.2 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 19 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 16, 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 25,325 : : Positions : : 20,745 17,970 525 2,900 790 0 0 825 0 624 436 : : : : Changes from: September 9, 2014 : : 565 -35 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 71.0 2.1 11.5 3.1 0.0 0.0 3.3 0.0 2.5 1.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 17 . . . 0 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated September 19, 2014