Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 89,705 : : Positions : : 18,738 29,760 1,352 8,758 3,096 6,796 5,411 1,572 49,865 32,562 7,107 : : : : Changes from: November 4, 2014 : : 1,760 1,083 5 2,750 604 360 -870 -888 -1,032 -1,241 366 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.9 33.2 1.5 9.8 3.5 7.6 6.0 1.8 55.6 36.3 7.9 : : : : Number of Traders in Each Category Total Traders: 52 : : 16 15 . . 4 . . . 18 9 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 37,258 : : Positions : : 12,540 5,755 1,348 1,178 1,224 6,824 150 972 11,012 24,336 2,673 : : : : Changes from: November 4, 2014 : : 700 -25 -355 504 187 -338 0 130 155 -247 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.7 15.4 3.6 3.2 3.3 18.3 0.4 2.6 29.6 65.3 7.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 10 . . . 4 . . 9 14 14 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 136,481 : : Positions : : 89,401 96,305 2,222 2,494 13,266 6,309 4,929 4,734 9,909 4,534 9,540 : : : : Changes from: November 4, 2014 : : -4,812 -3,335 -55 -761 -406 507 -211 -134 -16 632 -1,694 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 70.6 1.6 1.8 9.7 4.6 3.6 3.5 7.3 3.3 7.0 : : : : Number of Traders in Each Category Total Traders: 75 : : 43 45 . 4 4 . 4 6 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 40,203 : : Positions : : 23,485 34,727 10,592 2,221 572 3,756 26 1,478 0 859 296 : : : : Changes from: November 4, 2014 : : -158 -1,212 -1,668 0 102 550 -38 -239 0 -26 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.4 86.4 26.3 5.5 1.4 9.3 0.1 3.7 0.0 2.1 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 20 . . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 337,694 : : Positions : : 216,250 290,400 64,060 17,142 9,478 27,232 0 20,674 0 0 0 : : : : Changes from: November 4, 2014 : : -5,399 875 1,514 0 -952 4,760 0 -4,760 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 86.0 19.0 5.1 2.8 8.1 0.0 6.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 1,384,883 : : Positions : :1,107,783 1,190,114 122,223 30,459 81,567 784 16,830 22,283 16,216 9,603 34,027 : : : : Changes from: November 4, 2014 : : -73,283 -70,408 3,637 1,161 -2,632 392 -1,903 -376 -768 1,128 -1,880 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 85.9 8.8 2.2 5.9 0.1 1.2 1.6 1.2 0.7 2.5 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 39 4 . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 46,745 : : Positions : : 37,389 33,468 0 5,189 2,168 1,419 412 4,208 1,177 892 384 : : : : Changes from: November 4, 2014 : : -2,915 -540 0 -1,648 234 707 -91 -877 -422 -108 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 71.6 0.0 11.1 4.6 3.0 0.9 9.0 2.5 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 16 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 272,176 : : Positions : : 196,059 187,551 67,000 20,586 0 656 54,298 8,461 0 1,280 0 : : : : Changes from: November 4, 2014 : : -17,773 -22,134 -3,416 -624 0 0 1,569 -2,824 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 68.9 24.6 7.6 0.0 0.2 19.9 3.1 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 14 . . 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 609,426 : : Positions : : 512,358 492,666 809 56,435 30,871 40,452 0 9,262 1,945 6,463 13,729 : : : : Changes from: November 4, 2014 : : -18,095 -10,208 -376 -9,392 0 -3,793 0 784 0 -2,664 2,664 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 80.8 0.1 9.3 5.1 6.6 0.0 1.5 0.3 1.1 2.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 25 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 RT PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 51,464 : : Positions : : 38,062 40,255 3,872 1,104 668 4,355 0 1,012 1,241 6,285 1,396 : : : : Changes from: November 4, 2014 : : -1,171 -2,305 -416 -92 0 -264 0 -48 -392 132 -211 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 78.2 7.5 2.1 1.3 8.5 0.0 2.0 2.4 12.2 2.7 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 26 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 45,081 : : Positions : : 33,477 44,540 9,910 0 70 500 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -833 -585 -115 0 -35 300 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 98.8 22.0 0.0 0.2 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 57,731 : : Positions : : 43,057 57,065 13,000 0 0 405 0 300 0 0 0 : : : : Changes from: November 4, 2014 : : -2,249 -1,551 0 0 0 405 -70 70 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 98.8 22.5 0.0 0.0 0.7 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 20 . 0 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 11,675 : : Positions : : 11,380 8,890 0 2,480 195 0 110 0 100 0 0 : : : : Changes from: November 4, 2014 : : -1,475 -1,425 0 100 0 0 0 0 100 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.5 76.1 0.0 21.2 1.7 0.0 0.9 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 277,448 : : Positions : : 188,448 263,728 66,032 808 9,360 8,904 0 3,552 1,152 0 0 : : : : Changes from: November 4, 2014 : : -12,776 -14,304 -8 -376 -392 -1,504 0 0 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 95.1 23.8 0.3 3.4 3.2 0.0 1.3 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 19 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 345KV RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 8,332 : : Positions : : 4,811 6,808 0 917 246 3 0 41 3,111 0 0 : : : : Changes from: November 4, 2014 : : -354 -861 0 23 -115 3 -43 -3 -230 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 81.7 0.0 11.0 3.0 0.0 0.0 0.5 37.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 14 0 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 16,275 : : Positions : : 11,600 13,675 0 2,150 350 250 0 50 3,975 0 50 : : : : Changes from: November 4, 2014 : : -1,300 -1,750 0 100 -150 0 0 -50 -350 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 84.0 0.0 13.2 2.2 1.5 0.0 0.3 24.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 8 0 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 C DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AP Open Interest is 5,280 : : Positions : : 4,690 5,280 0 0 0 50 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 100.0 0.0 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 15 0 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 17,865 : : Positions : : 15,095 15,320 50 0 2,350 90 25 40 0 50 0 : : : : Changes from: November 4, 2014 : : -2,150 -2,055 0 0 0 -100 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 85.8 0.3 0.0 13.2 0.5 0.1 0.2 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 22 . 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B1 Open Interest is 13,274 : : Positions : : 12,194 9,144 50 2,420 420 0 690 360 0 0 0 : : : : Changes from: November 4, 2014 : : -372 -317 0 -70 0 0 -10 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 68.9 0.4 18.2 3.2 0.0 5.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 18 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 16,744 : : Positions : : 12,778 11,685 0 1,564 1,400 1,122 79 598 0 0 0 : : : : Changes from: November 4, 2014 : : -762 -862 0 185 -32 61 0 -46 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 69.8 0.0 9.3 8.4 6.7 0.5 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 18 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA OFF-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643B9 Open Interest is 43,339 : : Positions : : 39,094 29,380 1,594 1,101 1,316 0 5,823 1,096 0 4,610 0 : : : : Changes from: November 4, 2014 : : 369 -83 -811 60 126 0 -651 46 0 468 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 67.8 3.7 2.5 3.0 0.0 13.4 2.5 0.0 10.6 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 31 28 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BA Open Interest is 51,700 : : Positions : : 47,339 34,989 632 3,662 1,498 170 5,726 1,432 0 4,159 200 : : : : Changes from: November 4, 2014 : : 656 -1,099 30 890 -297 0 -56 -113 0 1,253 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 67.7 1.2 7.1 2.9 0.3 11.1 2.8 0.0 8.0 0.4 : : : : Number of Traders in Each Category Total Traders: 46 : : 31 32 . . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 29,585 : : Positions : : 26,545 23,350 2,300 4,360 350 200 0 0 0 1,455 0 : : : : Changes from: November 4, 2014 : : -3,530 -3,625 0 175 -175 0 0 0 0 -80 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 78.9 7.8 14.7 1.2 0.7 0.0 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 23 16 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 37,215 : : Positions : : 35,415 31,095 1,250 4,330 250 20 0 80 0 1,460 0 : : : : Changes from: November 4, 2014 : : -4,660 -4,800 0 0 0 0 0 0 0 -85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.2 83.6 3.4 11.6 0.7 0.1 0.0 0.2 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 28 17 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 HUB DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 388,737 : : Positions : : 255,848 344,380 26,870 16,017 3,887 41,375 0 24,453 36,304 0 0 : : : : Changes from: November 4, 2014 : : -13,157 -23,793 -9,497 432 768 -1,105 0 -1,920 398 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 88.6 6.9 4.1 1.0 10.6 0.0 6.3 9.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 27 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 26,310 : : Positions : : 16,179 24,438 2,640 199 360 4,213 0 532 1,910 110 334 : : : : Changes from: November 4, 2014 : : -2,202 -2,577 -243 -128 41 13 0 -16 -39 -17 -12 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 92.9 10.0 0.8 1.4 16.0 0.0 2.0 7.3 0.4 1.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 23 31 . . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 14,823 : : Positions : : 10,385 12,666 1,648 0 824 0 71 1,238 728 0 0 : : : : Changes from: November 4, 2014 : : -1,120 -1,302 -138 0 -78 -54 -282 66 -2 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 85.4 11.1 0.0 5.6 0.0 0.5 8.4 4.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . 0 . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 547,317 : : Positions : : 433,325 507,845 71,474 2,413 15,472 4,650 0 21,587 809 0 0 : : : : Changes from: November 4, 2014 : : 2,099 923 2,029 2,413 -5,421 -416 0 -1,128 -376 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 92.8 13.1 0.4 2.8 0.8 0.0 3.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 49,346 : : Positions : : 33,409 45,566 3,183 1,044 59 3,420 0 1,967 6,655 0 208 : : : : Changes from: November 4, 2014 : : -743 -501 130 0 0 72 0 -116 -348 0 126 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 92.3 6.5 2.1 0.1 6.9 0.0 4.0 13.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BX Open Interest is 57,459 : : Positions : : 57,459 49,707 0 3,848 0 0 3,904 0 0 0 0 : : : : Changes from: November 4, 2014 : : -3,376 -3,000 0 -376 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 86.5 0.0 6.7 0.0 0.0 6.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 17,003 : : Positions : : 9,947 14,355 0 1,509 449 588 0 41 5,598 38 254 : : : : Changes from: November 4, 2014 : : -1,050 -1,439 0 383 -67 46 0 -46 -75 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 84.4 0.0 8.9 2.6 3.5 0.0 0.2 32.9 0.2 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 21 0 . . . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 184,060 : : Positions : : 115,423 182,834 24,881 0 834 784 0 0 41,746 0 392 : : : : Changes from: November 4, 2014 : : -6,760 -12,768 -1,504 0 0 392 0 0 -4,896 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 99.3 13.5 0.0 0.5 0.4 0.0 0.0 22.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 20 4 0 . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 11,473 : : Positions : : 6,359 10,597 2,479 0 406 1,857 0 123 164 164 0 : : : : Changes from: November 4, 2014 : : -421 -659 29 -89 43 -479 -46 44 -158 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 92.4 21.6 0.0 3.5 16.2 0.0 1.1 1.4 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 20 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 115,906 : : Positions : : 91,551 106,700 12,139 3,767 3,504 6,777 0 1,935 0 0 0 : : : : Changes from: November 4, 2014 : : -1,755 -5,530 -2,352 288 856 -1,135 0 759 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 92.1 10.5 3.3 3.0 5.8 0.0 1.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,548 : : Positions : : 15,778 12,992 307 1,493 3,807 0 1,648 1,608 0 0 0 : : : : Changes from: November 4, 2014 : : -102 463 0 -461 435 0 -104 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 60.3 1.4 6.9 17.7 0.0 7.6 7.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 12 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA OFF-PK - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 201,764 : : Positions : : 169,232 98,436 0 78,492 20,980 7,696 0 3,856 0 0 0 : : : : Changes from: November 4, 2014 : : 0 952 0 -952 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 48.8 0.0 38.9 10.4 3.8 0.0 1.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 7 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 20,640 : : Positions : : 17,245 13,900 2,825 5,765 0 0 950 25 0 0 0 : : : : Changes from: November 4, 2014 : : -630 -610 -200 -260 0 0 25 -25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 67.3 13.7 27.9 0.0 0.0 4.6 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CV Open Interest is 17,920 : : Positions : : 15,360 10,805 2,025 6,115 0 0 1,000 0 0 0 0 : : : : Changes from: November 4, 2014 : : -690 -620 -175 -260 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.7 60.3 11.3 34.1 0.0 0.0 5.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 22,375 : : Positions : : 22,275 16,175 0 0 0 100 0 0 0 6,000 0 : : : : Changes from: November 4, 2014 : : -125 -715 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 72.3 0.0 0.0 0.0 0.4 0.0 0.0 0.0 26.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 22 10 0 0 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 13,210 : : Positions : : 13,210 13,070 0 0 0 0 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -570 -560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 98.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 17 8 0 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D4 Open Interest is 19,360 : : Positions : : 18,150 17,620 0 1,145 545 50 50 0 0 0 0 : : : : Changes from: November 4, 2014 : : -1,350 -1,355 0 -15 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 91.0 0.0 5.9 2.8 0.3 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 0 . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 19,195 : : Positions : : 17,885 19,195 325 0 0 200 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -795 -660 -25 0 0 200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 100.0 1.7 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 19 10 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 20,320 : : Positions : : 18,725 20,315 455 0 5 250 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -918 -763 -65 0 0 250 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 100.0 2.2 0.0 0.0 1.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 22 10 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 107,730 : : Positions : : 96,815 100,840 1,750 385 5,670 2,140 0 350 750 425 50 : : : : Changes from: November 4, 2014 : : -5,095 -6,730 -780 385 -240 -205 0 200 -250 -45 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 93.6 1.6 0.4 5.3 2.0 0.0 0.3 0.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 30 32 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 131,165 : : Positions : : 117,765 124,315 2,745 0 5,835 3,960 275 300 500 430 0 : : : : Changes from: November 4, 2014 : : -6,835 -8,031 -715 -50 160 -410 0 50 -150 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 94.8 2.1 0.0 4.4 3.0 0.2 0.2 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 39 34 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 159,713 : : Positions : : 120,019 131,604 4,128 9,949 6,421 4,551 55 2,004 15,936 2,920 5,848 : : : : Changes from: November 4, 2014 : : -5,992 -4,013 163 286 -320 360 -1,670 -272 -60 -188 -917 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 82.4 2.6 6.2 4.0 2.8 0.0 1.3 10.0 1.8 3.7 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 32 5 . 4 4 . . 7 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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-PK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DK Open Interest is 94,531 : : Positions : : 76,286 83,945 9,440 2,550 4,695 1,369 0 926 930 1,670 745 : : : : Changes from: November 4, 2014 : : -1,965 -1,850 115 -120 -865 -185 0 31 20 -50 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 88.8 10.0 2.7 5.0 1.4 0.0 1.0 1.0 1.8 0.8 : : : : Number of Traders in Each Category Total Traders: 48 : : 32 28 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 19,550 : : Positions : : 17,405 17,125 350 430 600 550 1,395 0 0 0 0 : : : : Changes from: November 4, 2014 : : -1,690 -1,430 300 85 -90 -50 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 87.6 1.8 2.2 3.1 2.8 7.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 13 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 18,045 : : Positions : : 15,920 16,715 450 270 645 550 415 0 0 0 0 : : : : Changes from: November 4, 2014 : : -1,425 -1,235 250 90 -90 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 92.6 2.5 1.5 3.6 3.0 2.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 9,300 : : Positions : : 7,260 7,460 195 0 1,170 220 0 90 0 0 0 : : : : Changes from: November 4, 2014 : : 400 195 40 0 -60 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 80.2 2.1 0.0 12.6 2.4 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 17 . 0 . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 15,924 : : Positions : : 12,320 13,784 632 202 1,064 156 0 164 732 0 146 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 86.6 4.0 1.3 6.7 1.0 0.0 1.0 4.6 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 19 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 12,338 : : Positions : : 6,411 9,805 4,254 0 20 0 2,513 0 1,315 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 79.5 34.5 0.0 0.2 0.0 20.4 0.0 10.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 236,803 : : Positions : : 138,786 193,194 77,728 0 2,735 0 40,874 0 17,554 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 81.6 32.8 0.0 1.2 0.0 17.3 0.0 7.4 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 November 11, 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 84,283 : : Positions : : 31,077 82,647 51,166 0 1,490 0 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 98.1 60.7 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 14 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 1,451,324 : : Positions : : 491,015 1,424,118 933,103 0 27,206 0 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.8 98.1 64.3 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 150,164 : : Positions : : 137,019 83,290 1,283 56,753 4,411 4,255 0 3,155 0 2,514 41 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 55.5 0.9 37.8 2.9 2.8 0.0 2.1 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 22 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 3,087,512 : : Positions : :2,655,109 1,324,136 174,656 1,198,527 256,129 0 308,720 0 1,618 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 42.9 5.7 38.8 8.3 0.0 10.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 20 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 36,219 : : Positions : : 29,820 32,058 0 756 2,569 2,994 0 836 0 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 88.5 0.0 2.1 7.1 8.3 0.0 2.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 10 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 64,737 : : Positions : : 53,397 47,634 0 5,390 6,362 0 147 4,098 744 0 41 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 73.6 0.0 8.3 9.8 0.0 0.2 6.3 1.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 16 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 38,194 : : Positions : : 27,926 32,938 3,319 533 2,414 0 0 0 2,267 0 2,268 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 86.2 8.7 1.4 6.3 0.0 0.0 0.0 5.9 0.0 5.9 : : : : 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 November 11, 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 24,117 : : Positions : : 20,541 21,055 2,647 2,092 929 0 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 87.3 11.0 8.7 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 275,579 : : Positions : : 242,551 231,121 0 12,888 0 9,548 0 23,480 0 8,090 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 83.9 0.0 4.7 0.0 3.5 0.0 8.5 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 702,995 : : Positions : : 376,815 512,472 134,721 109,350 73,083 110,286 0 8,090 0 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 72.9 19.2 15.6 10.4 15.7 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 1,616,121 : : Positions : :1,000,840 1,021,856 133,256 299,680 223,265 171,050 0 70,560 16,390 0 760 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 63.2 8.2 18.5 13.8 10.6 0.0 4.4 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 577,266 : : Positions : : 335,463 537,908 8,329 23,478 15,880 0 0 0 217,594 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 93.2 1.4 4.1 2.8 0.0 0.0 0.0 37.7 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 November 11, 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 365,982 : : Positions : : 311,252 310,363 51,494 52,383 3,236 0 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 84.8 14.1 14.3 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 15,647 : : Positions : : 15,077 15,087 0 0 0 0 100 0 480 0 0 : : : : Changes from: November 4, 2014 : : 75 40 0 0 0 0 -50 0 -90 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 96.4 0.0 0.0 0.0 0.0 0.6 0.0 3.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 0 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 22,085 : : Positions : : 13,450 19,235 3,470 0 1,800 220 0 0 2,140 0 0 : : : : Changes from: November 4, 2014 : : 266 -131 -85 0 0 0 0 0 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 87.1 15.7 0.0 8.2 1.0 0.0 0.0 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 15 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 18,738 : : Positions : : 10,996 16,258 3,020 0 1,600 220 0 0 2,108 0 0 : : : : Changes from: November 4, 2014 : : -500 -747 50 0 -50 0 0 0 -292 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 86.8 16.1 0.0 8.5 1.2 0.0 0.0 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 16 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 26,295 : : Positions : : 22,052 21,484 0 2,826 340 1,100 80 20 1,473 770 775 : : : : Changes from: November 4, 2014 : : 1,136 771 0 401 -370 0 -50 0 35 0 -35 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 81.7 0.0 10.7 1.3 4.2 0.3 0.1 5.6 2.9 2.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 20 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 18,044 : : Positions : : 11,357 14,962 1,731 2,995 40 555 0 0 3,770 0 35 : : : : Changes from: November 4, 2014 : : 790 258 -67 295 -300 0 0 0 -175 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 82.9 9.6 16.6 0.2 3.1 0.0 0.0 20.9 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 18 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 20,241 : : Positions : : 18,876 12,632 587 5,926 163 0 1,335 110 0 0 0 : : : : Changes from: November 4, 2014 : : 329 172 13 59 97 0 15 -5 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 62.4 2.9 29.3 0.8 0.0 6.6 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 19 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 16,947 : : Positions : : 16,192 12,268 0 3,609 350 135 555 155 0 0 0 : : : : Changes from: November 4, 2014 : : 708 895 0 -368 146 -50 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 72.4 0.0 21.3 2.1 0.8 3.3 0.9 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C78 Open Interest is 12,267 : : Positions : : 10,023 10,587 1,460 910 375 0 75 0 0 0 0 : : : : Changes from: November 4, 2014 : : 1,055 985 -50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 86.3 11.9 7.4 3.1 0.0 0.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 11,555 : : Positions : : 10,175 7,395 585 795 225 0 1,925 375 0 750 0 : : : : Changes from: November 4, 2014 : : 200 50 -265 45 -20 0 -20 95 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 64.0 5.1 6.9 1.9 0.0 16.7 3.2 0.0 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #064C88 Open Interest is 8,567 : : Positions : : 6,827 7,437 0 365 0 735 0 465 0 200 0 : : : : Changes from: November 4, 2014 : : -47 -122 0 0 0 -85 0 35 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 86.8 0.0 4.3 0.0 8.6 0.0 5.4 0.0 2.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 16 13 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 64,272 : : Positions : : 58,941 56,146 0 3,045 2,545 290 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -985 -451 0 -425 420 240 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 87.4 0.0 4.7 4.0 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 21 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 60,937 : : Positions : : 56,187 52,601 0 3,320 2,420 0 0 0 0 0 0 : : : : Changes from: November 4, 2014 : : -1,125 -564 0 -425 420 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 86.3 0.0 5.4 4.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 20 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 14,681 : : Positions : : 12,495 14,475 1,590 0 0 0 50 0 250 0 156 : : : : Changes from: November 4, 2014 : : -575 -865 -80 0 0 0 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 98.6 10.8 0.0 0.0 0.0 0.3 0.0 1.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 5 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 9,670 : : Positions : : 9,540 7,965 0 1,430 0 0 190 50 0 0 0 : : : : Changes from: November 4, 2014 : : -335 -245 0 -50 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.7 82.4 0.0 14.8 0.0 0.0 2.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 0 . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 15,796 : : Positions : : 14,765 12,275 50 0 550 150 1,110 0 0 1,695 96 : : : : Changes from: November 4, 2014 : : -795 -650 50 0 -50 0 -100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.5 77.7 0.3 0.0 3.5 0.9 7.0 0.0 0.0 10.7 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 10 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 14,230 : : Positions : : 12,945 11,085 375 0 225 200 825 0 0 2,095 0 : : : : Changes from: November 4, 2014 : : -870 -720 50 0 -50 0 -100 0 0 -25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 77.9 2.6 0.0 1.6 1.4 5.8 0.0 0.0 14.7 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 8 . 0 . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 22,978 : : Positions : : 21,423 18,338 0 30 55 1,245 4,185 0 0 370 0 : : : : Changes from: November 4, 2014 : : -388 -548 0 30 55 0 140 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 79.8 0.0 0.1 0.2 5.4 18.2 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 20,915 : : Positions : : 20,525 17,710 0 0 0 150 3,110 0 0 0 0 : : : : Changes from: November 4, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 98.1 84.7 0.0 0.0 0.0 0.7 14.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 0 0 0 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 57,203 : : Positions : : 42,697 51,609 2,780 325 845 5,415 1,395 0 2,422 0 294 : : : : Changes from: November 4, 2014 : : -1,981 -1,994 650 150 -520 -10 0 0 112 0 -115 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 90.2 4.9 0.6 1.5 9.5 2.4 0.0 4.2 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 21 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 50,113 : : Positions : : 34,989 46,734 2,880 245 685 5,930 350 0 3,525 0 0 : : : : Changes from: November 4, 2014 : : -1,564 -1,999 600 145 -465 -160 0 0 -135 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 93.3 5.7 0.5 1.4 11.8 0.7 0.0 7.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 20 . . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 31,640 : : Positions : : 25,070 22,895 300 740 830 0 4,925 0 3,150 650 0 : : : : Changes from: November 4, 2014 : : -2,395 -2,080 0 55 -55 0 -75 0 -25 -325 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 72.4 0.9 2.3 2.6 0.0 15.6 0.0 10.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 20 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 28,835 : : Positions : : 24,925 27,345 980 0 470 150 0 900 800 0 0 : : : : Changes from: November 4, 2014 : : -1,855 -2,105 -400 0 -25 150 0 -150 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 94.8 3.4 0.0 1.6 0.5 0.0 3.1 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 18 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 23,695 : : Positions : : 8,625 18,005 1,200 600 600 0 3,220 680 12,300 400 0 : : : : Changes from: November 4, 2014 : : -915 -1,105 0 0 0 0 190 -190 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.4 76.0 5.1 2.5 2.5 0.0 13.6 2.9 51.9 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 29,263 : : Positions : : 18,715 18,810 0 2,445 2,715 2,650 0 300 2,780 3,300 23 : : : : Changes from: November 4, 2014 : : -1,195 -1,590 0 605 -650 150 0 -150 -530 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 64.3 0.0 8.4 9.3 9.1 0.0 1.0 9.5 11.3 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 20 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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 21,975 : : Positions : : 17,530 15,620 500 2,600 740 100 0 650 0 166 294 : : : : Changes from: November 4, 2014 : : -1,570 -1,630 50 600 -650 -75 0 0 0 42 -42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 71.1 2.3 11.8 3.4 0.5 0.0 3.0 0.0 0.8 1.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 11, 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.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 27,510 : : Positions : : 26,420 25,375 0 1,710 135 0 290 0 0 0 0 : : : : Changes from: November 4, 2014 : : -1,065 -1,220 0 -20 0 0 240 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 92.2 0.0 6.2 0.5 0.0 1.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 14 7 0 . . 0 . 0 0 0 0 : ----------------------------------------------------------------------------------------------------------------
Updated November 14, 2014