Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 89,284 : : Positions : : 13,467 27,429 1,305 2,450 3,417 6,130 7,361 2,976 51,423 35,181 8,955 : : : : Changes from: September 16, 2014 : : 785 -1,212 -129 911 91 15 1,605 459 2,572 2,056 -1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 15.1 30.7 1.5 2.7 3.8 6.9 8.2 3.3 57.6 39.4 10.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 13 15 . . . . 5 4 15 12 20 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 36,395 : : Positions : : 11,885 4,245 2,252 1,205 990 3,255 0 2,076 11,924 23,946 3,398 : : : : Changes from: September 16, 2014 : : 250 550 60 -150 -60 600 0 151 362 817 503 : : : : Percent of Open Interest Represented by Each Category of Trader : : 32.7 11.7 6.2 3.3 2.7 8.9 0.0 5.7 32.8 65.8 9.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 10 11 . . . 5 0 . 10 13 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 150,121 : : Positions : : 90,900 102,625 4,454 8,787 13,942 6,749 4,950 4,499 17,946 3,442 10,843 : : : : Changes from: September 16, 2014 : : 28 5,373 656 -4,889 -321 176 752 -317 457 -63 48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 68.4 3.0 5.9 9.3 4.5 3.3 3.0 12.0 2.3 7.2 : : : : Number of Traders in Each Category Total Traders: 75 : : 42 45 4 4 5 . . 5 7 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 48,654 : : Positions : : 23,079 41,048 17,916 3,723 1,025 4,489 0 1,799 0 713 346 : : : : Changes from: September 16, 2014 : : 1,437 685 314 -147 54 -752 0 414 -287 174 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 84.4 36.8 7.7 2.1 9.2 0.0 3.7 0.0 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 368,215 : : Positions : : 180,529 308,026 115,840 19,990 19,862 31,647 0 20,337 0 0 0 : : : : Changes from: September 16, 2014 : : 1,255 7 936 0 312 -2,184 0 624 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 83.7 31.5 5.4 5.4 8.6 0.0 5.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 17 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 1,480,467 : : Positions : :1,131,337 1,240,358 140,180 61,632 106,069 417 17,168 21,806 54,983 7,759 25,675 : : : : Changes from: September 16, 2014 : : 71,499 39,373 -17,295 5,181 -27,666 417 -1,493 4,680 -8,137 3,423 -367 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 83.8 9.5 4.2 7.2 0.0 1.2 1.5 3.7 0.5 1.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 38 4 4 5 . . . 5 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 46,060 : : Positions : : 35,875 24,524 130 8,978 3,435 310 4,018 3,480 2,144 862 686 : : : : Changes from: September 16, 2014 : : 2,506 1,051 27 515 -128 0 665 -523 -53 172 36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 53.2 0.3 19.5 7.5 0.7 8.7 7.6 4.7 1.9 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 23, 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 287,481 : : Positions : : 199,457 188,490 72,258 21,858 3,848 0 59,032 10,678 8 2,343 1,232 : : : : Changes from: September 16, 2014 : : 4,384 5,327 943 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 65.6 25.1 7.6 1.3 0.0 20.5 3.7 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 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 639,028 : : Positions : : 494,388 509,436 15,604 40,491 70,488 33,239 0 10,773 6,696 0 7,840 : : : : Changes from: September 16, 2014 : : 3,972 4,389 0 376 0 401 0 -376 392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 79.7 2.4 6.3 11.0 5.2 0.0 1.7 1.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 28 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 51,969 : : Positions : : 37,890 41,970 5,069 1,194 671 2,310 0 1,380 2,204 4,496 1,598 : : : : Changes from: September 16, 2014 : : 296 -50 -523 0 -41 70 0 44 0 -88 44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 80.8 9.8 2.3 1.3 4.4 0.0 2.7 4.2 8.7 3.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 21 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 45,165 : : Positions : : 36,445 44,630 7,540 0 140 0 300 0 150 0 0 : : : : Changes from: September 16, 2014 : : 305 245 120 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 98.8 16.7 0.0 0.3 0.0 0.7 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 17 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 56,931 : : Positions : : 45,561 56,271 10,860 0 0 0 600 0 150 0 0 : : : : Changes from: September 16, 2014 : : 535 375 20 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 98.8 19.1 0.0 0.0 0.0 1.1 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 23, 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 12,395 : : Positions : : 7,725 9,735 2,270 0 2,350 0 110 0 50 200 0 : : : : Changes from: September 16, 2014 : : 125 25 -50 0 50 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 78.5 18.3 0.0 19.0 0.0 0.9 0.0 0.4 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 19 . 0 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 268,992 : : Positions : : 178,440 233,808 46,432 0 31,640 8,888 0 2,392 48 0 1,152 : : : : Changes from: September 16, 2014 : : -752 -1,184 -808 0 0 0 0 0 48 -328 -48 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 86.9 17.3 0.0 11.8 3.3 0.0 0.9 0.0 0.0 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 23, 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 9,283 : : Positions : : 5,436 5,896 0 2,343 808 42 106 44 2,843 42 0 : : : : Changes from: September 16, 2014 : : 23 23 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 63.5 0.0 25.2 8.7 0.5 1.1 0.5 30.6 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 13 0 . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 17,750 : : Positions : : 12,650 12,750 0 3,850 750 650 0 0 3,550 250 150 : : : : Changes from: September 16, 2014 : : -150 0 0 0 0 0 0 0 150 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 71.8 0.0 21.7 4.2 3.7 0.0 0.0 20.0 1.4 0.8 : : : : 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 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 18,530 : : Positions : : 13,595 15,575 2,100 530 1,945 0 80 150 500 250 0 : : : : Changes from: September 16, 2014 : : 670 420 0 0 0 -120 80 20 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.4 84.1 11.3 2.9 10.5 0.0 0.4 0.8 2.7 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 23 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 13,838 : : Positions : : 12,753 8,043 0 4,045 460 0 635 375 0 0 0 : : : : Changes from: September 16, 2014 : : 575 130 -300 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 58.1 0.0 29.2 3.3 0.0 4.6 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 17 16 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 17,684 : : Positions : : 12,851 12,509 0 1,594 2,003 1,443 0 537 64 0 0 : : : : Changes from: September 16, 2014 : : 275 257 0 -3 3 -3 0 22 23 0 -23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 70.7 0.0 9.0 11.3 8.2 0.0 3.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 23 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 38,095 : : Positions : : 34,400 25,515 739 1,487 1,024 0 5,061 1,378 0 3,390 195 : : : : Changes from: September 16, 2014 : : 3,932 2,871 -565 285 -688 0 569 -55 0 -333 3 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 67.0 1.9 3.9 2.7 0.0 13.3 3.6 0.0 8.9 0.5 : : : : Number of Traders in Each Category Total Traders: 40 : : 29 26 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 46,971 : : Positions : : 41,582 32,350 711 3,697 1,103 200 3,208 2,380 200 3,567 665 : : : : Changes from: September 16, 2014 : : 3,677 3,210 0 55 -5 0 284 -150 0 128 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 68.9 1.5 7.9 2.3 0.4 6.8 5.1 0.4 7.6 1.4 : : : : Number of Traders in Each Category Total Traders: 47 : : 29 31 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 32,675 : : Positions : : 29,555 24,270 2,300 6,110 700 0 0 0 0 1,535 0 : : : : Changes from: September 16, 2014 : : -480 -180 0 -600 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.5 74.3 7.0 18.7 2.1 0.0 0.0 0.0 0.0 4.7 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 23, 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 46,450 : : Positions : : 44,175 38,925 1,300 5,245 735 0 0 0 0 1,545 0 : : : : Changes from: September 16, 2014 : : 3,390 3,645 -150 -540 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 83.8 2.8 11.3 1.6 0.0 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 27 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 425,986 : : Positions : : 261,778 381,325 60,063 6,185 3,455 40,271 0 30,820 27,983 2,585 1,616 : : : : Changes from: September 16, 2014 : : -500 13,588 0 -12,460 0 -3,359 0 1,863 1,080 -3,907 815 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 89.5 14.1 1.5 0.8 9.5 0.0 7.2 6.6 0.6 0.4 : : : : Number of Traders in Each Category Total Traders: 38 : : 22 27 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 29,717 : : Positions : : 17,771 27,086 3,104 318 300 4,650 0 569 1,839 276 784 : : : : Changes from: September 16, 2014 : : 134 1,575 -104 -1,034 -24 97 0 -19 459 23 -265 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 91.1 10.4 1.1 1.0 15.6 0.0 1.9 6.2 0.9 2.6 : : : : Number of Traders in Each Category Total Traders: 43 : : 22 30 . . . . 0 . 4 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 17,873 : : Positions : : 11,656 15,282 2,525 0 947 265 0 1,515 836 0 129 : : : : Changes from: September 16, 2014 : : 558 1,132 146 0 -70 265 -115 39 48 0 129 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 85.5 14.1 0.0 5.3 1.5 0.0 8.5 4.7 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . 0 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 222,866 : : Positions : : 94,264 204,899 56,255 0 9,312 53,117 0 8,655 1,263 0 0 : : : : Changes from: September 16, 2014 : : 0 0 943 0 0 -943 0 943 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.3 91.9 25.2 0.0 4.2 23.8 0.0 3.9 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 23, 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 469,838 : : Positions : : 333,807 424,754 92,577 0 21,244 0 929 20,641 1,569 2,270 0 : : : : Changes from: September 16, 2014 : : 14,859 -3,230 -18,089 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.0 90.4 19.7 0.0 4.5 0.0 0.2 4.4 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 48,329 : : Positions : : 30,700 44,955 3,724 1,170 0 4,557 0 930 7,534 0 0 : : : : Changes from: September 16, 2014 : : -155 -109 -360 -384 0 -22 0 -23 44 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 93.0 7.7 2.4 0.0 9.4 0.0 1.9 15.6 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 23, 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 6,577 : : Positions : : 5,295 3,793 424 595 105 0 1,508 0 287 170 0 : : : : Changes from: September 16, 2014 : : 80 60 -149 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 57.7 6.4 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 : : 9 7 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 2014 : : 0 0 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 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 16,018 : : Positions : : 10,044 12,402 341 85 532 607 0 87 3,168 1,863 453 : : : : Changes from: September 16, 2014 : : 351 -1,424 -150 85 84 -198 0 46 509 1,615 -4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 77.4 2.1 0.5 3.3 3.8 0.0 0.5 19.8 11.6 2.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 198,223 : : Positions : : 121,960 189,275 30,837 1,953 1,536 392 0 0 38,039 0 5,459 : : : : Changes from: September 16, 2014 : : 377 0 -1,576 0 0 0 0 0 734 -465 34 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 95.5 15.6 1.0 0.8 0.2 0.0 0.0 19.2 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 12,543 : : Positions : : 6,872 10,643 2,486 423 445 1,685 0 61 285 284 538 : : : : Changes from: September 16, 2014 : : -355 3,203 102 -2,833 -109 708 0 -84 115 66 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.8 84.9 19.8 3.4 3.5 13.4 0.0 0.5 2.3 2.3 4.3 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 129,581 : : Positions : : 92,731 115,089 19,854 8,536 1,936 3,888 0 392 7,152 0 3,628 : : : : Changes from: September 16, 2014 : : -1,945 52,999 0 -54,944 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 88.8 15.3 6.6 1.5 3.0 0.0 0.3 5.5 0.0 2.8 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 22,830 : : Positions : : 17,221 12,985 307 2,859 3,441 0 1,684 1,861 0 0 0 : : : : Changes from: September 16, 2014 : : -103 383 0 -594 568 0 108 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 56.9 1.3 12.5 15.1 0.0 7.4 8.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 217,106 : : Positions : : 185,045 86,554 0 102,347 24,037 3,856 0 4,168 0 0 0 : : : : Changes from: September 16, 2014 : : 0 -624 0 624 -624 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 39.9 0.0 47.1 11.1 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 23, 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 21,725 : : Positions : : 14,240 14,465 6,820 6,185 50 0 925 50 0 50 0 : : : : Changes from: September 16, 2014 : : 325 175 0 50 0 0 100 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 66.6 31.4 28.5 0.2 0.0 4.3 0.2 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 11 4 . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 18,335 : : Positions : : 13,935 10,950 3,595 6,385 0 0 1,000 0 0 0 0 : : : : Changes from: September 16, 2014 : : 565 175 -190 100 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 59.7 19.6 34.8 0.0 0.0 5.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 4 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16,500 : : Positions : : 15,955 16,455 545 0 0 0 0 0 0 0 0 : : : : Changes from: September 16, 2014 : : 485 1,400 75 -840 -300 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.7 99.7 3.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 21 10 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 11,945 : : Positions : : 11,135 11,905 510 0 0 0 0 0 0 0 0 : : : : Changes from: September 16, 2014 : : 420 1,620 40 -1,160 -160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 99.7 4.3 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 : : 15 9 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 19,380 : : Positions : : 18,135 17,510 245 1,185 635 0 50 0 50 0 0 : : : : Changes from: September 16, 2014 : : 160 250 0 -70 -80 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 90.4 1.3 6.1 3.3 0.0 0.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 19,895 : : Positions : : 18,630 19,895 385 0 0 0 0 0 0 0 0 : : : : Changes from: September 16, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 100.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 17 7 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 21,883 : : Positions : : 20,108 21,878 580 0 5 0 0 0 0 0 0 : : : : Changes from: September 16, 2014 : : 648 888 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 100.0 2.7 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 : : 18 9 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 115,130 : : Positions : : 103,165 106,955 2,485 1,055 6,550 1,730 0 100 1,100 470 0 : : : : Changes from: September 16, 2014 : : 1,970 1,995 -260 265 -2,005 365 -85 -115 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 92.9 2.2 0.9 5.7 1.5 0.0 0.1 1.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 34 29 4 . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 140,886 : : Positions : : 127,200 132,956 2,945 635 6,315 3,700 0 275 400 655 50 : : : : Changes from: September 16, 2014 : : 4,635 1,825 -2,845 -85 -180 25 0 75 100 175 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 94.4 2.1 0.5 4.5 2.6 0.0 0.2 0.3 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 55 : : 37 31 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 156,812 : : Positions : : 110,364 126,229 8,155 8,329 6,516 4,764 25 3,173 17,945 6,276 5,392 : : : : Changes from: September 16, 2014 : : 1,599 3,262 -112 -1,327 -1,253 -291 0 325 612 -162 -2 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 80.5 5.2 5.3 4.2 3.0 0.0 2.0 11.4 4.0 3.4 : : : : Number of Traders in Each Category Total Traders: 63 : : 35 28 5 . 5 . . . 6 4 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 96,450 : : Positions : : 75,235 81,855 10,905 4,660 5,495 1,460 0 1,005 1,260 2,270 925 : : : : Changes from: September 16, 2014 : : -10 1,290 -75 -1,660 535 50 0 0 -35 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 84.9 11.3 4.8 5.7 1.5 0.0 1.0 1.3 2.4 1.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 29 30 . . 5 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 22,800 : : Positions : : 20,720 19,245 50 1,070 845 475 1,590 0 0 50 0 : : : : Changes from: September 16, 2014 : : -405 2,745 0 -3,125 -200 75 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.9 84.4 0.2 4.7 3.7 2.1 7.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 8 . 4 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 20,725 : : Positions : : 18,710 18,620 320 720 870 300 465 0 0 50 0 : : : : Changes from: September 16, 2014 : : 300 2,215 50 -1,865 -950 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 89.8 1.5 3.5 4.2 1.4 2.2 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 9 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 6,490 : : Positions : : 5,030 5,210 330 0 630 0 0 0 0 0 0 : : : : Changes from: September 16, 2014 : : 85 0 -85 0 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 80.3 5.1 0.0 9.7 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 23, 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 18,954 : : Positions : : 13,848 16,481 1,654 271 1,092 84 0 236 986 0 292 : : : : Changes from: September 16, 2014 : : 752 255 -424 73 -356 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 87.0 8.7 1.4 5.8 0.4 0.0 1.2 5.2 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . . 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 15,176 : : Positions : : 8,794 13,067 5,083 105 0 0 1,983 0 873 0 0 : : : : Changes from: September 16, 2014 : : 21 852 0 -320 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 86.1 33.5 0.7 0.0 0.0 13.1 0.0 5.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 10 . . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 302,333 : : Positions : : 196,204 268,834 95,950 0 1,592 0 31,907 0 8,587 0 0 : : : : Changes from: September 16, 2014 : : 1,960 368 -1,592 0 1,592 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.9 88.9 31.7 0.0 0.5 0.0 10.6 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 12 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 89,783 : : Positions : : 34,142 88,103 53,557 0 1,490 0 0 0 0 0 0 : : : : Changes from: September 16, 2014 : : 1,183 254 -1,183 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.0 98.1 59.7 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 : : 533,167 1,493,278 960,111 0 27,206 0 0 0 0 0 0 : : : : Changes from: September 16, 2014 : : 21,896 0 -21,896 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 98.2 63.1 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 156,732 : : Positions : : 144,210 83,134 1,935 59,545 2,412 4,380 6,656 3,710 0 1,190 85 : : : : Changes from: September 16, 2014 : : 5,391 -1,509 -6,646 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 53.0 1.2 38.0 1.5 2.8 4.2 2.4 0.0 0.8 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 21 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 3,219,744 : : Positions : :2,767,581 1,424,384 180,736 1,218,351 268,289 0 308,720 0 3,138 0 0 : : : : Changes from: September 16, 2014 : : -101,520 -66,150 0 -35,370 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 44.2 5.6 37.8 8.3 0.0 9.6 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 22 19 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 12,892 425 530 850 0 586 1,280 0 2,980 0 : : : : Changes from: September 16, 2014 : : 0 320 0 -320 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 66.5 2.2 2.7 4.4 0.0 3.0 6.6 0.0 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 10 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 43,584 : : Positions : : 32,690 38,285 3,569 0 3,495 2,026 0 1,804 0 0 0 : : : : Changes from: September 16, 2014 : : 1,131 -724 -1,855 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 87.8 8.2 0.0 8.0 4.6 0.0 4.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 72,086 : : Positions : : 59,852 49,636 0 9,273 6,362 0 1,317 4,433 1,351 0 0 : : : : Changes from: September 16, 2014 : : -256 7,350 0 -7,606 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 68.9 0.0 12.9 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 23, 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 16, 2014 : : 0 0 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 23, 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 28,897 : : Positions : : 25,046 24,967 2,536 2,635 1,210 0 0 0 105 0 0 : : : : Changes from: September 16, 2014 : : -1,728 3,328 0 -5,056 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 86.4 8.8 9.1 4.2 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 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 23, 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 797,995 : : Positions : : 458,791 560,892 127,881 128,466 92,947 102,686 0 15,690 0 0 0 : : : : Changes from: September 16, 2014 : : -9,380 -14,084 -4,704 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.5 70.3 16.0 16.1 11.6 12.9 0.0 2.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 1,691,721 : : Positions : :1,063,416 1,092,896 136,040 300,440 227,065 176,730 0 70,560 17,150 0 760 : : : : Changes from: September 16, 2014 : : -8,067 9,528 1,920 -15,675 -7,845 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 64.6 8.0 17.8 13.4 10.4 0.0 4.2 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 12 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 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 23, 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 417,774 : : Positions : : 355,444 343,679 54,134 65,899 8,196 0 0 0 0 0 0 : : : : Changes from: September 16, 2014 : : -25,690 -10,437 0 -15,253 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 82.3 13.0 15.8 2.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 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 23, 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 16, 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 23, 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 20,630 : : Positions : : 13,992 16,401 0 1,277 1,089 1,175 180 20 2,978 600 960 : : : : Changes from: September 16, 2014 : : 943 503 -55 -1,055 -10 0 -20 20 -810 600 655 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 79.5 0.0 6.2 5.3 5.7 0.9 0.1 14.4 2.9 4.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 19 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 13,165 : : Positions : : 6,989 9,463 717 3,295 85 205 0 0 3,920 70 180 : : : : Changes from: September 16, 2014 : : 75 12 -28 -20 0 0 0 0 -110 70 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 71.9 5.4 25.0 0.6 1.6 0.0 0.0 29.8 0.5 1.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 17,769 : : Positions : : 15,834 9,863 1,021 4,214 77 100 1,370 25 0 1,645 575 : : : : Changes from: September 16, 2014 : : 51 637 307 -970 -166 -25 20 25 0 301 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 55.5 5.7 23.7 0.4 0.6 7.7 0.1 0.0 9.3 3.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 16 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 13,015 : : Positions : : 11,937 9,786 0 2,163 259 125 205 0 0 502 100 : : : : Changes from: September 16, 2014 : : 653 778 -85 -1,432 -78 0 0 0 -845 502 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 75.2 0.0 16.6 2.0 1.0 1.6 0.0 0.0 3.9 0.8 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 17 0 . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 9,025 : : Positions : : 6,325 5,755 995 0 960 0 1,285 340 350 150 0 : : : : Changes from: September 16, 2014 : : -130 215 95 -205 150 0 -50 50 50 75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 63.8 11.0 0.0 10.6 0.0 14.2 3.8 3.9 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 17 . 0 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 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 23, 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 16, 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 23, 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 16, 2014 : : 0 0 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 : : 15 10 0 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 16, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 23, 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 59,237 : : Positions : : 43,325 52,734 2,130 65 1,475 5,170 200 0 2,679 350 1,008 : : : : Changes from: September 16, 2014 : : 515 -35 0 0 0 0 0 0 -200 350 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 89.0 3.6 0.1 2.5 8.7 0.3 0.0 4.5 0.6 1.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 50,296 : : Positions : : 35,852 45,212 2,280 30 1,220 4,670 0 0 3,195 750 368 : : : : Changes from: September 16, 2014 : : 130 -370 0 0 0 100 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 89.9 4.5 0.1 2.4 9.3 0.0 0.0 6.4 1.5 0.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 20 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 : : 28,805 26,200 300 680 890 0 5,250 0 3,625 1,300 130 : : : : Changes from: September 16, 2014 : : 300 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 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 : : 17 19 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 : : 28,095 30,675 1,680 0 520 100 0 1,050 700 400 300 : : : : Changes from: September 16, 2014 : : 300 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 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 : : 19 17 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 25,855 : : Positions : : 9,205 19,935 1,200 600 600 0 2,865 1,035 13,500 800 0 : : : : Changes from: September 16, 2014 : : 420 -180 0 0 0 0 600 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.6 77.1 4.6 2.3 2.3 0.0 11.1 4.0 52.2 3.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of September 23, 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 32,658 : : Positions : : 21,420 20,480 0 2,495 2,765 2,525 0 450 3,835 4,925 23 : : : : Changes from: September 16, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.6 62.7 0.0 7.6 8.5 7.7 0.0 1.4 11.7 15.1 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 23, 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 16, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 26, 2014