Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 92,556 : : Positions : : 19,289 31,916 1,352 5,728 2,481 6,151 7,691 1,981 52,161 33,423 7,947 : : : : Changes from: November 18, 2014 : : 168 563 0 -1,215 -215 -480 810 330 1,949 1,219 643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.8 34.5 1.5 6.2 2.7 6.6 8.3 2.1 56.4 36.1 8.6 : : : : Number of Traders in Each Category Total Traders: 54 : : 16 15 . . 4 . . . 17 12 21 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 37,830 : : Positions : : 12,830 5,945 1,346 2,571 1,096 7,604 150 887 10,857 23,671 2,400 : : : : Changes from: November 18, 2014 : : 295 150 0 465 -165 0 0 -140 -200 -190 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.9 15.7 3.6 6.8 2.9 20.1 0.4 2.3 28.7 62.6 6.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 9 10 . . . 4 . . 9 14 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 139,811 : : Positions : : 92,189 101,575 3,587 2,475 11,538 6,813 4,947 4,623 10,784 4,904 9,262 : : : : Changes from: November 18, 2014 : : 849 3,616 1,341 -171 -709 28 -611 22 1,274 848 -868 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 72.7 2.6 1.8 8.3 4.9 3.5 3.3 7.7 3.5 6.6 : : : : Number of Traders in Each Category Total Traders: 74 : : 42 45 . . 4 . 4 6 6 5 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 41,484 : : Positions : : 25,132 35,297 10,464 0 956 2,389 66 1,765 138 2,760 616 : : : : Changes from: November 18, 2014 : : 1,085 324 -760 -2,221 231 -25 -24 49 -104 2,221 334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 85.1 25.2 0.0 2.3 5.8 0.2 4.3 0.3 6.7 1.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 19 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 354,171 : : Positions : : 231,591 298,981 66,740 0 6,966 24,364 0 24,510 0 23,714 0 : : : : Changes from: November 18, 2014 : : 10,696 7,948 -536 -17,142 0 -3,772 0 3,772 0 15,582 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 84.4 18.8 0.0 2.0 6.9 0.0 6.9 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . 0 . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 1,476,955 : : Positions : :1,173,530 1,290,224 144,628 29,732 82,816 784 7,415 23,434 16,216 7,787 35,547 : : : : Changes from: November 18, 2014 : : 22,448 65,164 38,085 -336 -8,103 0 -5,079 1,151 392 1,176 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 87.4 9.8 2.0 5.6 0.1 0.5 1.6 1.1 0.5 2.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 38 4 . 4 . . . 4 . 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 48,194 : : Positions : : 38,557 36,137 282 0 2,299 2,395 79 3,420 788 5,782 434 : : : : Changes from: November 18, 2014 : : 551 1,127 282 -5,085 26 -5 -155 -319 -51 4,890 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 75.0 0.6 0.0 4.8 5.0 0.2 7.1 1.6 12.0 0.9 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 17 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 284,149 : : Positions : : 201,938 208,405 56,463 0 943 656 31,018 22,245 1,289 20,923 615 : : : : Changes from: November 18, 2014 : : 5,248 16,695 -3,280 -20,586 0 0 -14,727 13,784 0 20,586 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 73.3 19.9 0.0 0.3 0.2 10.9 7.8 0.5 7.4 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 14 . 0 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 623,990 : : Positions : : 548,779 501,783 809 70,139 21,463 31,804 0 10,413 1,553 11,023 9,169 : : : : Changes from: November 18, 2014 : : 28,600 9,840 0 14,464 -9,408 -3,904 0 1,151 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 80.4 0.1 11.2 3.4 5.1 0.0 1.7 0.2 1.8 1.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 52,125 : : Positions : : 40,619 41,537 2,175 1,104 1,012 3,968 0 1,032 1,071 6,103 1,148 : : : : Changes from: November 18, 2014 : : 1,103 586 -552 0 256 -126 0 -43 -44 250 -170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 79.7 4.2 2.1 1.9 7.6 0.0 2.0 2.1 11.7 2.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 25 25 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 46,681 : : Positions : : 33,832 46,140 11,010 0 70 520 0 0 0 0 0 : : : : Changes from: November 18, 2014 : : 225 1,505 1,200 0 0 20 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.5 98.8 23.6 0.0 0.1 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 19 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 3,400 : : Positions : : 3,000 2,900 150 0 0 0 350 50 0 0 0 : : : : Changes from: November 18, 2014 : : -1,550 -1,600 -150 -50 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 85.3 4.4 0.0 0.0 0.0 10.3 1.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 10 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 60,160 : : Positions : : 44,885 59,500 14,200 0 0 465 0 300 0 0 0 : : : : Changes from: November 18, 2014 : : 1,163 1,705 1,200 0 0 60 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 98.9 23.6 0.0 0.0 0.8 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 30 21 . 0 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 12,635 : : Positions : : 12,280 9,850 0 2,480 195 0 110 0 100 0 0 : : : : Changes from: November 18, 2014 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.2 78.0 0.0 19.6 1.5 0.0 0.9 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 274,752 : : Positions : : 186,480 259,856 64,464 808 10,536 8,568 0 3,552 1,152 0 0 : : : : Changes from: November 18, 2014 : : 1,544 1,576 0 0 0 424 0 0 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 94.6 23.5 0.3 3.8 3.1 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 25, 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 8,879 : : Positions : : 5,116 7,139 0 343 334 3 0 41 3,151 566 136 : : : : Changes from: November 18, 2014 : : 327 221 0 -442 0 0 0 0 40 566 136 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.6 80.4 0.0 3.9 3.8 0.0 0.0 0.5 35.5 6.4 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 0 . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 18,210 : : Positions : : 16,170 15,725 0 550 1,800 0 25 0 0 50 0 : : : : Changes from: November 18, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 86.4 0.0 3.0 9.9 0.0 0.1 0.0 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 22 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 13,474 : : Positions : : 12,294 9,469 50 2,420 420 0 565 360 0 0 0 : : : : Changes from: November 18, 2014 : : 100 325 0 0 0 0 -125 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 70.3 0.4 18.0 3.1 0.0 4.2 2.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 16 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 16,834 : : Positions : : 13,188 12,347 0 1,352 1,356 1,204 79 535 0 0 0 : : : : Changes from: November 18, 2014 : : 621 614 0 0 0 57 0 -19 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 73.3 0.0 8.0 8.1 7.2 0.5 3.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 19 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 47,540 : : Positions : : 42,553 32,144 1,923 931 1,561 0 6,768 883 0 5,240 0 : : : : Changes from: November 18, 2014 : : 973 1,282 754 -210 -235 0 330 0 0 360 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 67.6 4.0 2.0 3.3 0.0 14.2 1.9 0.0 11.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 28 28 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 55,426 : : Positions : : 51,428 38,189 632 3,609 1,253 180 6,183 1,432 0 4,519 200 : : : : Changes from: November 18, 2014 : : 1,352 1,808 0 -577 220 20 232 0 0 -82 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 68.9 1.1 6.5 2.3 0.3 11.2 2.6 0.0 8.2 0.4 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 33 . . 4 . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 33,545 : : Positions : : 30,325 27,310 2,300 4,260 450 200 0 0 0 1,455 0 : : : : Changes from: November 18, 2014 : : 325 485 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 81.4 6.9 12.7 1.3 0.6 0.0 0.0 0.0 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 24 13 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 43,775 : : Positions : : 41,955 37,655 1,250 4,230 350 20 0 80 0 1,460 0 : : : : Changes from: November 18, 2014 : : 825 1,045 0 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 86.0 2.9 9.7 0.8 0.0 0.0 0.2 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 29 15 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 397,278 : : Positions : : 263,747 352,986 27,237 15,616 3,463 39,020 0 25,213 38,598 0 0 : : : : Changes from: November 18, 2014 : : 3,970 8,199 2,720 0 -1,600 0 0 0 1,509 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 88.9 6.9 3.9 0.9 9.8 0.0 6.3 9.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 27 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 26,928 : : Positions : : 17,087 25,144 2,464 218 341 4,083 0 532 1,882 0 312 : : : : Changes from: November 18, 2014 : : 170 597 84 22 -42 0 0 0 236 -88 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 93.4 9.2 0.8 1.3 15.2 0.0 2.0 7.0 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 29 . . . . 0 . 4 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 14,879 : : Positions : : 10,414 12,618 1,144 0 928 58 0 1,309 1,026 0 0 : : : : Changes from: November 18, 2014 : : -279 -100 -400 0 0 58 -19 19 350 -152 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.0 84.8 7.7 0.0 6.2 0.4 0.0 8.8 6.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 9 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 546,419 : : Positions : : 435,973 506,947 71,082 2,413 15,472 1,496 0 21,587 809 0 0 : : : : Changes from: November 18, 2014 : : 784 392 -392 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 92.8 13.0 0.4 2.8 0.3 0.0 4.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 16 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 48,815 : : Positions : : 32,990 44,931 3,139 1,044 59 3,358 0 1,901 6,608 0 419 : : : : Changes from: November 18, 2014 : : 787 721 -44 0 0 66 0 -66 -88 0 88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 92.0 6.4 2.1 0.1 6.9 0.0 3.9 13.5 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 49,315 0 3,848 0 0 4,296 0 0 0 0 : : : : Changes from: November 18, 2014 : : 0 -392 0 0 0 0 392 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 85.8 0.0 6.7 0.0 0.0 7.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 16,500 : : Positions : : 10,508 14,129 65 761 810 673 0 0 3,913 38 405 : : : : Changes from: November 18, 2014 : : -72 -325 65 -150 40 41 0 -41 -553 0 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 85.6 0.4 4.6 4.9 4.1 0.0 0.0 23.7 0.2 2.5 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . . . . 0 0 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 185,653 : : Positions : : 120,079 184,819 24,097 0 834 784 0 0 39,859 0 0 : : : : Changes from: November 18, 2014 : : 3,136 1,985 -784 0 0 0 0 0 -367 0 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 99.6 13.0 0.0 0.4 0.4 0.0 0.0 21.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 20 . 0 . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 11,534 : : Positions : : 6,460 10,591 2,463 0 322 1,769 0 233 120 164 0 : : : : Changes from: November 18, 2014 : : -220 -159 108 0 -41 22 0 0 -88 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.0 91.8 21.4 0.0 2.8 15.3 0.0 2.0 1.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 19 4 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 120,194 : : Positions : : 94,295 109,836 12,531 4,527 3,504 6,777 0 2,327 760 0 0 : : : : Changes from: November 18, 2014 : : 2,352 2,744 392 760 0 0 0 392 760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 91.4 10.4 3.8 2.9 5.6 0.0 1.9 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 21,783 : : Positions : : 15,931 13,151 0 1,566 3,812 0 1,569 1,685 307 0 0 : : : : Changes from: November 18, 2014 : : 307 1 -307 205 -127 0 101 77 307 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 60.4 0.0 7.2 17.5 0.0 7.2 7.7 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 13 0 . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 203,076 : : Positions : : 169,232 100,996 0 72,051 22,292 7,696 0 3,856 0 3,881 0 : : : : Changes from: November 18, 2014 : : 0 0 0 -3,881 0 0 0 0 0 3,881 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 49.7 0.0 35.5 11.0 3.8 0.0 1.9 0.0 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 0 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 20,590 : : Positions : : 17,085 13,900 2,875 5,765 0 0 900 25 0 0 0 : : : : Changes from: November 18, 2014 : : -10 100 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 67.5 14.0 28.0 0.0 0.0 4.4 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 : : 15,300 10,805 2,025 6,115 0 0 1,000 0 0 0 0 : : : : Changes from: November 18, 2014 : : -60 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 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: 23 : : 15 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 24,715 : : Positions : : 24,615 17,315 0 1,320 0 100 0 0 0 6,000 0 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 99.6 70.1 0.0 5.3 0.0 0.4 0.0 0.0 0.0 24.3 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 23 8 0 . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 15,630 : : Positions : : 15,630 13,090 0 1,320 0 0 0 0 0 1,200 0 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 100.0 83.7 0.0 8.4 0.0 0.0 0.0 0.0 0.0 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 7 0 . 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 19,530 : : Positions : : 18,200 17,790 0 1,145 545 50 50 0 0 0 0 : : : : Changes from: November 18, 2014 : : 0 120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 91.1 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 25, 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 20,930 : : Positions : : 19,720 20,930 325 0 0 200 0 0 0 0 0 : : : : Changes from: November 18, 2014 : : 1,285 1,175 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.2 100.0 1.6 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 20 10 . 0 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 21,840 : : Positions : : 20,475 21,835 455 0 5 250 0 0 0 0 0 : : : : Changes from: November 18, 2014 : : 1,225 995 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 100.0 2.1 0.0 0.0 1.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 23 10 . 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 108,603 : : Positions : : 96,532 102,494 3,497 0 5,154 1,945 0 470 750 425 50 : : : : Changes from: November 18, 2014 : : -1,313 -1,716 -208 0 74 -195 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 94.4 3.2 0.0 4.7 1.8 0.0 0.4 0.7 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 31 32 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 136,754 : : Positions : : 122,347 130,509 4,527 0 5,110 3,790 275 420 500 430 0 : : : : Changes from: November 18, 2014 : : 3,202 2,714 -318 0 125 -170 0 120 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 95.4 3.3 0.0 3.7 2.8 0.2 0.3 0.4 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 37 33 4 0 . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 163,092 : : Positions : : 125,775 132,580 2,592 11,972 6,822 3,441 238 2,681 16,372 3,220 5,232 : : : : Changes from: November 18, 2014 : : 1,989 -816 -1,062 1,173 -83 -1,107 138 427 1,105 420 -760 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 81.3 1.6 7.3 4.2 2.1 0.1 1.6 10.0 2.0 3.2 : : : : Number of Traders in Each Category Total Traders: 61 : : 37 32 4 . 4 . . 4 8 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 97,686 : : Positions : : 79,273 86,330 9,343 3,100 4,870 1,469 0 926 885 1,670 790 : : : : Changes from: November 18, 2014 : : 1,702 2,090 343 -50 -225 50 0 -25 -45 0 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 88.4 9.6 3.2 5.0 1.5 0.0 0.9 0.9 1.7 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 25, 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 19,575 : : Positions : : 17,430 17,150 310 390 640 550 1,395 0 0 0 0 : : : : Changes from: November 18, 2014 : : 25 25 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 87.6 1.6 2.0 3.3 2.8 7.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 12 . . . . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18,070 : : Positions : : 15,945 16,715 450 270 645 525 415 25 0 0 0 : : : : Changes from: November 18, 2014 : : 25 0 0 0 0 -25 0 25 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 92.5 2.5 1.5 3.6 2.9 2.3 0.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 10,945 : : Positions : : 9,080 8,925 145 70 1,220 150 0 150 0 0 0 : : : : Changes from: November 18, 2014 : : 745 560 0 0 0 -70 0 60 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 81.5 1.3 0.6 11.1 1.4 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 18 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 30 : : 21 18 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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 25, 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 18, 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: 22 : : 11 11 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 22 : : 11 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 150,604 : : Positions : : 137,459 83,755 1,283 56,728 4,411 4,255 0 3,155 0 2,514 41 : : : : Changes from: November 18, 2014 : : 440 465 0 -25 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 55.6 0.9 37.7 2.9 2.8 0.0 2.1 0.0 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 21 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 34 : : 21 19 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 20 : : 14 10 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 27 : : 18 15 0 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 39,469 : : Positions : : 29,201 34,213 3,319 533 2,414 0 0 0 2,267 0 2,268 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 86.7 8.4 1.4 6.1 0.0 0.0 0.0 5.7 0.0 5.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 13 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 23 : : 15 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 382,218 : : Positions : : 349,190 337,760 0 12,888 0 9,548 0 23,480 0 8,090 0 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 88.4 0.0 3.4 0.0 2.5 0.0 6.1 0.0 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 11 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 21 : : 15 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 26 : : 17 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 21 : : 13 11 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 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: 20 : : 11 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 22,210 : : Positions : : 13,575 19,285 3,470 0 1,800 170 25 50 2,140 0 0 : : : : Changes from: November 18, 2014 : : 0 50 0 0 0 50 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.1 86.8 15.6 0.0 8.1 0.8 0.1 0.2 9.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 11 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18,863 : : Positions : : 11,121 16,258 3,020 0 1,600 120 25 100 2,108 0 0 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.0 86.2 16.0 0.0 8.5 0.6 0.1 0.5 11.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 9 15 . 0 . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 27,910 : : Positions : : 22,442 22,239 0 1,396 1,540 1,150 80 20 1,608 1,970 665 : : : : Changes from: November 18, 2014 : : 569 734 0 -1,115 925 50 0 0 200 1,200 -110 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 79.7 0.0 5.0 5.5 4.1 0.3 0.1 5.8 7.1 2.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 23 21 0 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18,970 : : Positions : : 11,208 15,938 2,176 2,495 490 855 0 0 3,670 0 35 : : : : Changes from: November 18, 2014 : : -578 299 445 -200 150 300 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 84.0 11.5 13.2 2.6 4.5 0.0 0.0 19.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 17 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 21,778 : : Positions : : 20,475 13,367 562 6,431 95 0 1,550 125 0 115 0 : : : : Changes from: November 18, 2014 : : 1,014 624 -40 0 40 0 215 15 0 115 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 61.4 2.6 29.5 0.4 0.0 7.1 0.6 0.0 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18,898 : : Positions : : 17,903 12,261 0 5,169 240 27 855 263 0 0 0 : : : : Changes from: November 18, 2014 : : 838 260 0 420 50 -108 300 108 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 64.9 0.0 27.4 1.3 0.1 4.5 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 16 0 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 13,171 : : Positions : : 10,633 11,197 1,220 1,230 615 0 100 0 115 0 0 : : : : Changes from: November 18, 2014 : : 450 435 -240 320 240 0 25 0 115 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 85.0 9.3 9.3 4.7 0.0 0.8 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #064C79 Open Interest is 10,179 : : Positions : : 8,829 8,649 415 560 600 0 210 0 0 0 0 : : : : Changes from: November 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 85.0 4.1 5.5 5.9 0.0 2.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 12,845 : : Positions : : 11,455 8,400 585 1,015 195 0 1,930 365 50 850 0 : : : : Changes from: November 18, 2014 : : 315 215 0 0 0 0 50 -30 50 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 65.4 4.6 7.9 1.5 0.0 15.0 2.8 0.4 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 22 24 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 8,357 : : Positions : : 6,797 7,327 0 365 0 735 0 465 0 200 0 : : : : Changes from: November 18, 2014 : : 0 -120 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 87.7 0.0 4.4 0.0 8.8 0.0 5.6 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 15 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 66,302 : : Positions : : 60,971 58,296 0 2,745 2,545 290 0 0 0 0 0 : : : : Changes from: November 18, 2014 : : 320 320 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 87.9 0.0 4.1 3.8 0.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 21 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 62,647 : : Positions : : 57,897 54,431 0 3,020 2,420 0 0 0 0 0 0 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 86.9 0.0 4.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 20 0 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 15,041 : : Positions : : 12,195 14,985 1,590 0 0 0 50 0 1,000 0 6 : : : : Changes from: November 18, 2014 : : 0 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 99.6 10.6 0.0 0.0 0.0 0.3 0.0 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 7 . 0 0 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 15,446 : : Positions : : 14,415 11,925 50 0 550 150 1,110 0 0 1,695 96 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 77.2 0.3 0.0 3.6 1.0 7.2 0.0 0.0 11.0 0.6 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . 0 . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 13,880 : : Positions : : 12,595 10,735 375 0 225 200 825 0 0 2,095 0 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.7 77.3 2.7 0.0 1.6 1.4 5.9 0.0 0.0 15.1 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 23,278 : : Positions : : 21,723 18,588 0 30 55 1,245 4,235 0 0 370 0 : : : : Changes from: November 18, 2014 : : 150 100 0 0 0 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 79.9 0.0 0.1 0.2 5.3 18.2 0.0 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 14 0 . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 60,658 : : Positions : : 46,012 53,894 2,780 325 845 5,135 1,395 0 1,672 0 786 : : : : Changes from: November 18, 2014 : : 2,460 2,360 0 0 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 88.8 4.6 0.5 1.4 8.5 2.3 0.0 2.8 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 22 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 52,348 : : Positions : : 35,705 48,695 2,880 245 685 6,100 475 0 4,725 0 0 : : : : Changes from: November 18, 2014 : : 1,991 2,041 0 0 0 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 93.0 5.5 0.5 1.3 11.7 0.9 0.0 9.0 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 25, 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 32,240 : : Positions : : 26,450 22,895 0 1,640 530 0 4,925 0 3,150 650 0 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 71.0 0.0 5.1 1.6 0.0 15.3 0.0 9.8 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 20 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 28,785 : : Positions : : 24,875 27,295 980 0 470 150 0 900 800 0 0 : : : : Changes from: November 18, 2014 : : -50 -50 0 0 0 0 0 0 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: 28 : : 19 17 . 0 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 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: 21 : : 11 12 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders-All Futures Combined Positions as of November 25, 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 30,763 : : Positions : : 19,015 20,310 0 1,245 3,915 2,650 0 300 2,780 3,300 23 : : : : Changes from: November 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.8 66.0 0.0 4.0 12.7 8.6 0.0 1.0 9.0 10.7 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 25, 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 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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: 26 : : 17 17 . . . . 0 . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated November 29, 2014