COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 74,300: 14,500 39,215 4,503 1,355 2,300 5,490 4,200 3,326 31,773 11,656 11,462: 946 786
Old : 74,300: 14,500 39,215 4,503 1,355 2,300 5,490 4,200 3,326 31,773 11,656 11,462: 946 786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 284: -835 1,030 -75 -1,050 85 0 -335 -55 -104 -749 1,313: -45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 52.8 6.1 1.8 3.1 7.4 5.7 4.5 42.8 15.7 15.4: 1.3 1.1
Old : 100.0: 19.5 52.8 6.1 1.8 3.1 7.4 5.7 4.5 42.8 15.7 15.4: 1.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 10 12 . . . . . . 19 13 24:
Old : 54: 10 12 . . . . . . 19 13 24:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 49.7 60.7 69.3 38.4 45.1 58.4 57.6
Old : 38.5 49.7 60.7 69.3 38.4 45.1 58.4 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 32,422: 19,380 7,020 1,561 3,090 27 0 6,116 300 7,887 11,853 2,786: 481 1,230
Old : 32,422: 19,380 7,020 1,561 3,090 27 0 6,116 300 7,887 11,853 2,786: 481 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 627: -100 135 -45 -55 27 0 0 0 500 350 65: 180 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 21.7 4.8 9.5 0.1 0.0 18.9 0.9 24.3 36.6 8.6: 1.5 3.8
Old : 100.0: 59.8 21.7 4.8 9.5 0.1 0.0 18.9 0.9 24.3 36.6 8.6: 1.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 7 6 . . . 0 . . 9 13 13:
Old : 37: 7 6 . . . 0 . . 9 13 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 40.4 83.3 62.8 69.8 35.8 77.3 56.1
Old : 70.8 40.4 83.3 62.8 69.8 35.8 77.3 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 170,331: 102,388 107,967 9,501 16,202 27,215 13,968 371 6,240 5,908 7,522 4,090: 1,021 724
Old : 170,331: 102,388 107,967 9,501 16,202 27,215 13,968 371 6,240 5,908 7,522 4,090: 1,021 724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -4,305: -3,578 -2,613 168 438 -58 -1,314 -1,668 -676 -83 -788 892: 344 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 63.4 5.6 9.5 16.0 8.2 0.2 3.7 3.5 4.4 2.4: 0.6 0.4
Old : 100.0: 60.1 63.4 5.6 9.5 16.0 8.2 0.2 3.7 3.5 4.4 2.4: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 77: 47 43 4 6 7 4 . 5 7 5 8:
Old : 77: 47 43 4 6 7 4 . 5 7 5 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 27.1 53.3 46.1 20.8 19.1 29.9 31.2
Old : 36.5 27.1 53.3 46.1 20.8 19.1 29.9 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 50,495: 27,477 40,493 14,377 3,579 2,923 2,091 0 3,194 129 26 280: 24 0
Old : 50,495: 27,477 40,493 14,377 3,579 2,923 2,091 0 3,194 129 26 280: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,464: -2,713 -2,160 265 -177 -279 365 -26 25 -304 0 153: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 80.2 28.5 7.1 5.8 4.1 0.0 6.3 0.3 0.1 0.6: 0.0 0.0
Old : 100.0: 54.4 80.2 28.5 7.1 5.8 4.1 0.0 6.3 0.3 0.1 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 18 . . . . 0 . . . .:
Old : 30: 15 18 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 51.9 87.0 79.5 54.8 50.2 73.3 71.3
Old : 57.8 51.9 87.0 79.5 54.8 50.2 73.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 478,944: 343,943 387,771 88,718 30,859 26,448 0 14,359 19,507 328 0 0: 0 0
Old : 478,944: 343,943 387,771 88,718 30,859 26,448 0 14,359 19,507 328 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -15,239: -454 -16,751 -16,081 -5,160 7,648 0 4,399 -5,375 -977 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 81.0 18.5 6.4 5.5 0.0 3.0 4.1 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 71.8 81.0 18.5 6.4 5.5 0.0 3.0 4.1 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 17 . . . 0 . . . 0 0:
Old : 29: 17 17 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 60.4 87.6 86.8 56.9 58.3 78.9 78.8
Old : 63.2 60.4 87.6 86.8 56.9 58.3 78.9 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,513,218: 1,115,944 1,267,480 164,354 43,609 169,697 23,618 0 22,276 9,868 2,695 7,461: 0 0
Old : 1,513,218: 1,115,944 1,267,480 164,354 43,609 169,697 23,618 0 22,276 9,868 2,695 7,461: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -94,349: -58,269 -78,691 -13,640 -9,130 -662 -19,506 -738 -1,710 1,632 -1,224 -1,632: -562 -562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 83.8 10.9 2.9 11.2 1.6 0.0 1.5 0.7 0.2 0.5: 0.0 0.0
Old : 100.0: 73.7 83.8 10.9 2.9 11.2 1.6 0.0 1.5 0.7 0.2 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 34 32 4 5 7 . 0 . . . .:
Old : 60: 34 32 4 5 7 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 40.6 68.0 59.4 42.3 37.3 53.8 51.8
Old : 52.6 40.6 68.0 59.4 42.3 37.3 53.8 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 52,446: 40,564 25,981 857 5,930 5,690 0 8,364 4,430 234 1,357 670: 0 24
Old : 52,446: 40,564 25,981 857 5,930 5,690 0 8,364 4,430 234 1,357 670: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 580: 910 -208 -392 -6 -10 -26 451 97 -127 104 128: -0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 49.5 1.6 11.3 10.8 0.0 15.9 8.4 0.4 2.6 1.3: 0.0 0.0
Old : 100.0: 77.3 49.5 1.6 11.3 10.8 0.0 15.9 8.4 0.4 2.6 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 20 . . . 0 . . . . .:
Old : 37: 21 20 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 51.7 79.4 77.2 36.3 38.7 52.5 50.5
Old : 50.4 51.7 79.4 77.2 36.3 38.7 52.5 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 357,848: 217,903 253,567 113,867 29,704 3,856 0 48,827 18,502 1,720 1,392 2,000: 0 0
Old : 357,848: 217,903 253,567 113,867 29,704 3,856 0 48,827 18,502 1,720 1,392 2,000: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 13,120: 2,896 15,976 6,031 0 0 0 -5,785 2,929 1,264 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 70.9 31.8 8.3 1.1 0.0 13.6 5.2 0.5 0.4 0.6: 0.0 0.0
Old : 100.0: 60.9 70.9 31.8 8.3 1.1 0.0 13.6 5.2 0.5 0.4 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 15 . . . 0 . . . . .:
Old : 27: 15 15 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 69.4 84.6 91.4 57.1 58.4 75.5 77.2
Old : 61.9 69.4 84.6 91.4 57.1 58.4 75.5 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 501,150: 391,795 346,763 39,459 109,038 40,661 23,691 0 3,944 1,600 744 0: 0 0
Old : 501,150: 391,795 346,763 39,459 109,038 40,661 23,691 0 3,944 1,600 744 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -28,536: -31,935 -21,600 1,632 -9,152 3,032 -41 0 -408 -408 0 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 69.2 7.9 21.8 8.1 4.7 0.0 0.8 0.3 0.1 0.0: 0.0 0.0
Old : 100.0: 78.2 69.2 7.9 21.8 8.1 4.7 0.0 0.8 0.3 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 20 21 . . . . 0 . . . 0:
Old : 38: 20 21 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 52.0 76.8 69.0 56.3 43.4 65.9 55.9
Old : 60.4 52.0 76.8 69.0 56.3 43.4 65.9 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 55,067: 34,315 50,368 13,795 1,105 1,046 1,197 0 1,022 2,909 0 378: 405 1,148
Old : 55,067: 34,315 50,368 13,795 1,105 1,046 1,197 0 1,022 2,909 0 378: 405 1,148
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,970: -585 -2,316 -282 -63 -171 -471 0 -399 -148 0 -21: 107 1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 91.5 25.1 2.0 1.9 2.2 0.0 1.9 5.3 0.0 0.7: 0.7 2.1
Old : 100.0: 62.3 91.5 25.1 2.0 1.9 2.2 0.0 1.9 5.3 0.0 0.7: 0.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 22 4 . . . 0 . . 0 .:
Old : 37: 20 22 4 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 61.7 74.0 79.0 55.9 58.6 68.7 73.7
Old : 56.4 61.7 74.0 79.0 55.9 58.6 68.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 mwh :
: : Positions :
All : 1,985,874: 1,776,354 1,939,234 209,520 46,640 0 0 0 0 0 0 0: 0 0
Old : 1,985,874: 1,776,354 1,939,234 209,520 46,640 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -272,440: -252,040 -272,440 -12,240 8,160 -8,160 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 97.7 10.6 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.4 97.7 10.6 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . . 0 0 0 0 0 0 0:
Old : 24: 13 10 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 91.8 92.2 98.5 56.0 91.8 92.2 98.3
Old : 56.0 91.8 92.2 98.5 56.0 91.8 92.2 98.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 936,080: 834,880 936,080 101,200 0 0 0 0 0 0 0 0: 0 0
Old : 936,080: 834,880 936,080 101,200 0 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -92,200: -84,850 -89,050 -7,350 0 0 0 0 0 0 -3,150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 100.0 10.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.2 100.0 10.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 12 . 0 0 0 0 0 0 0 0:
Old : 27: 15 12 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 94.3 84.1 98.5 55.7 89.4 84.1 93.6
Old : 55.7 94.3 84.1 98.5 55.7 89.4 84.1 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 876,920: 634,040 779,240 230,800 97,680 0 8,000 0 0 4,080 0 0: 0 0
Old : 876,920: 634,040 779,240 230,800 97,680 0 8,000 0 0 4,080 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 11,280: 11,280 11,280 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 88.9 26.3 11.1 0.0 0.9 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 72.3 88.9 26.3 11.1 0.0 0.9 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 8 . . 0 . 0 0 . 0 0:
Old : 26: 17 8 . . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 80.7 82.7 97.8 57.9 80.7 77.8 87.6
Old : 58.1 80.7 82.7 97.8 57.9 80.7 77.8 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 289,256: 192,008 248,664 53,760 8,192 30,816 10,272 408 1,176 1,224 0 0: 0 0
Old : 289,256: 192,008 248,664 53,760 8,192 30,816 10,272 408 1,176 1,224 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 1,616: -760 1,616 0 0 0 1,968 -408 408 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 86.0 18.6 2.8 10.7 3.6 0.1 0.4 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 66.4 86.0 18.6 2.8 10.7 3.6 0.1 0.4 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 16 . . . . . . . 0 0:
Old : 34: 19 16 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 64.7 73.3 85.9 41.7 57.4 62.1 70.9
Old : 49.2 64.7 73.3 85.9 41.7 57.4 62.1 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 12,243: 8,376 6,654 872 3,170 849 977 65 189 468 846 107: 405 363
Old : 12,243: 8,376 6,654 872 3,170 849 977 65 189 468 846 107: 405 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 40: 40 0 0 0 0 0 0 0 0 40 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 54.3 7.1 25.9 6.9 8.0 0.5 1.5 3.8 6.9 0.9: 3.3 3.0
Old : 100.0: 68.4 54.3 7.1 25.9 6.9 8.0 0.5 1.5 3.8 6.9 0.9: 3.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 11 . 4 4 . . . . . .:
Old : 29: 14 11 . 4 4 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 56.1 72.8 77.9 39.4 53.0 61.7 68.7
Old : 46.3 56.1 72.8 77.9 39.4 53.0 61.7 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5MWh :
: : Positions :
All : 1,036,900: 891,040 523,494 8,000 278,690 83,060 8,160 0 0 0 105,016 46,640: 0 0
Old : 1,036,900: 891,040 523,494 8,000 278,690 83,060 8,160 0 0 0 105,016 46,640: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 50.5 0.8 26.9 8.0 0.8 0.0 0.0 0.0 10.1 4.5: 0.0 0.0
Old : 100.0: 85.9 50.5 0.8 26.9 8.0 0.8 0.0 0.0 0.0 10.1 4.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 . . . . 0 0 0 . .:
Old : 23: 11 11 . . . . 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 63.6 82.4 86.1 51.0 56.8 74.2 78.1
Old : 54.2 63.6 82.4 86.1 51.0 56.8 74.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 362,500: 300,085 295,700 52,915 66,800 0 9,500 0 0 0 0 0: 0 0
Old : 362,500: 300,085 295,700 52,915 66,800 0 9,500 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 2,000: 2,000 2,000 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 81.6 14.6 18.4 0.0 2.6 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.8 81.6 14.6 18.4 0.0 2.6 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 11 . . 0 . 0 0 0 0 0:
Old : 32: 19 11 . . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 81.2 85.7 95.3 66.2 81.2 84.9 94.5
Old : 67.1 81.2 85.7 95.3 66.2 81.2 84.9 94.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWH PER LOT :
: : Positions :
All : 203,370: 163,690 143,821 6,375 29,394 30,155 3,150 0 0 0 0 0: 0 0
Old : 203,370: 163,690 143,821 6,375 29,394 30,155 3,150 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 6,350: 6,350 0 0 6,350 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 70.7 3.1 14.5 14.8 1.5 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.5 70.7 3.1 14.5 14.8 1.5 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 20 . . . . 0 0 0 0 0:
Old : 30: 22 20 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 57.8 77.7 83.5 48.1 37.2 60.8 58.5
Old : 53.7 57.8 77.7 83.5 48.1 37.2 60.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 22,449: 14,387 15,277 2,202 3,423 2,100 828 0 340 0 351 21: 2,571 937
Old : 22,449: 14,387 15,277 2,202 3,423 2,100 828 0 340 0 351 21: 2,571 937
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 491: 88 704 -211 0 275 -170 -39 42 0 -512 0: 467 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 68.1 9.8 15.2 9.4 3.7 0.0 1.5 0.0 1.6 0.1: 11.5 4.2
Old : 100.0: 64.1 68.1 9.8 15.2 9.4 3.7 0.0 1.5 0.0 1.6 0.1: 11.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 20 . . . . 0 . 0 . .:
Old : 31: 21 20 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 53.6 58.4 73.6 26.9 50.3 42.2 61.0
Old : 38.3 53.6 58.4 73.6 26.9 50.3 42.2 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any multiple of 5 MWh :
: : Positions :
All : 2,866,761: 2,381,003 1,929,292 99,915 171,329 179,399 0 261,411 204,876 0 118,886 1,568: 0 0
Old : 2,866,761: 2,381,003 1,929,292 99,915 171,329 179,399 0 261,411 204,876 0 118,886 1,568: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -144,230: -105,222 -95,493 -4,438 -16,351 -866 0 24,120 -33,704 0 -21,936 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 67.3 3.5 6.0 6.3 0.0 9.1 7.1 0.0 4.1 0.1: 0.0 0.0
Old : 100.0: 83.1 67.3 3.5 6.0 6.3 0.0 9.1 7.1 0.0 4.1 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 28 23 . . . 0 . . 0 . .:
Old : 44: 28 23 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 52.5 62.8 71.0 36.9 35.3 53.7 49.9
Old : 37.6 52.5 62.8 71.0 36.9 35.3 53.7 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any multiple of 16 MWh :
: : Positions :
All : 870,655: 705,000 593,222 80,973 85,851 35,699 9,420 82,047 38,246 147 34,376 1,170: 0 44
Old : 870,655: 705,000 593,222 80,973 85,851 35,699 9,420 82,047 38,246 147 34,376 1,170: 0 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -52,021: -28,623 -32,845 -949 1,137 -2,747 4,705 15,426 -23,857 147 -8,279 -697: 0 -159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 68.1 9.3 9.9 4.1 1.1 9.4 4.4 0.0 3.9 0.1: 0.0 0.0
Old : 100.0: 81.0 68.1 9.3 9.9 4.1 1.1 9.4 4.4 0.0 3.9 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 31 26 . 5 5 . . . . 5 .:
Old : 55: 31 26 . 5 5 . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 44.8 62.4 68.0 36.9 38.7 61.7 57.9
Old : 37.4 44.8 62.4 68.0 36.9 38.7 61.7 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWH :
: : Positions :
All : 2,063,749: 1,955,269 2,009,509 108,480 54,240 0 0 0 0 0 0 0: 0 0
Old : 2,063,749: 1,955,269 2,009,509 108,480 54,240 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -159,120: -138,720 -159,120 -8,160 12,240 -12,240 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 97.4 5.3 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.7 97.4 5.3 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 16 7 . . 0 0 0 0 0 0 0:
Old : 22: 16 7 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.7 95.6 94.2 100.0 83.7 88.9 90.5 93.3
Old : 83.7 95.6 94.2 100.0 83.7 88.9 90.5 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 611,750: 569,300 598,770 42,450 12,980 0 0 0 0 0 0 0: 0 0
Old : 611,750: 569,300 598,770 42,450 12,980 0 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -50,555: -44,255 -50,555 -3,150 3,150 -3,150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 97.9 6.9 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.1 97.9 6.9 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 11 . . 0 0 0 0 0 0 0:
Old : 24: 18 11 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 92.1 83.8 98.8 71.8 87.8 82.9 92.9
Old : 72.5 92.1 83.8 98.8 71.8 87.8 82.9 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 500,029: 260,195 450,349 91,645 13,788 10,834 102,850 0 19,106 15,399 5,952 0: 0 0
Old : 500,029: 260,195 450,349 91,645 13,788 10,834 102,850 0 19,106 15,399 5,952 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -42,328: -29,327 -37,840 -1,241 2,040 -4,488 -3,600 0 -2,040 -1,632 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 90.1 18.3 2.8 2.2 20.6 0.0 3.8 3.1 1.2 0.0: 0.0 0.0
Old : 100.0: 52.0 90.1 18.3 2.8 2.2 20.6 0.0 3.8 3.1 1.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 24 5 . . . 0 . . . 0:
Old : 43: 25 24 5 . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 58.6 66.8 77.4 40.7 52.9 54.6 64.8
Old : 46.9 58.6 66.8 77.4 40.7 52.9 54.6 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 37,456: 22,157 30,396 4,674 1,718 1,876 5,894 2,350 693 889 336 0: 1,272 86
Old : 37,456: 22,157 30,396 4,674 1,718 1,876 5,894 2,350 693 889 336 0: 1,272 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,847: -2,374 -2,185 -491 -147 -141 -147 -315 -42 -62 -2 -16: 426 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.2 81.2 12.5 4.6 5.0 15.7 6.3 1.9 2.4 0.9 0.0: 3.4 0.2
Old : 100.0: 59.2 81.2 12.5 4.6 5.0 15.7 6.3 1.9 2.4 0.9 0.0: 3.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 22 . . 4 . . . . . 0:
Old : 39: 22 22 . . 4 . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 46.1 70.2 67.3 39.3 44.1 56.6 64.6
Old : 44.6 46.1 70.2 67.3 39.3 44.1 56.6 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 29,778: 14,109 28,180 6,850 0 24 7,338 0 1,228 129 246 100: 0 0
Old : 29,778: 14,109 28,180 6,850 0 24 7,338 0 1,228 129 246 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 782: 961 0 -153 0 24 -664 0 614 -50 94 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 94.6 23.0 0.0 0.1 24.6 0.0 4.1 0.4 0.8 0.3: 0.0 0.0
Old : 100.0: 47.4 94.6 23.0 0.0 0.1 24.6 0.0 4.1 0.4 0.8 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 11 . 0 . . 0 . . . .:
Old : 28: 17 11 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 93.5 85.4 98.1 61.0 91.2 80.4 92.2
Old : 65.3 93.5 85.4 98.1 61.0 91.2 80.4 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 257,516: 85,692 235,228 34,854 0 17,624 115,218 0 344 3,784 4,320 0: 0 0
Old : 257,516: 85,692 235,228 34,854 0 17,624 115,218 0 344 3,784 4,320 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 2,736: 1,784 0 -320 0 320 952 0 0 0 2,416 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 91.3 13.5 0.0 6.8 44.7 0.0 0.1 1.5 1.7 0.0: 0.0 0.0
Old : 100.0: 33.3 91.3 13.5 0.0 6.8 44.7 0.0 0.1 1.5 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 9 . 0 . . 0 . . . 0:
Old : 27: 13 9 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 96.0 89.8 98.8 74.0 90.4 82.5 92.1
Old : 79.8 96.0 89.8 98.8 74.0 90.4 82.5 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 500,605: 276,670 471,573 189,333 0 2,753 14,008 8,438 17,841 0 0 0: 0 0
Old : 500,605: 276,670 471,573 189,333 0 2,753 14,008 8,438 17,841 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -30,795: -21,819 -27,898 -7,344 0 0 2,448 1,183 -4,080 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 94.2 37.8 0.0 0.5 2.8 1.7 3.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 55.3 94.2 37.8 0.0 0.5 2.8 1.7 3.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 14 4 0 . . . . 0 0 0:
Old : 31: 18 14 4 0 . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 80.0 77.6 93.7 60.4 72.8 72.7 82.5
Old : 60.4 80.0 77.6 93.7 60.4 72.8 72.7 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 28,828: 20,096 20,674 87 5,597 2,156 2,748 0 40 3,318 0 0: 383 361
Old : 28,828: 20,096 20,674 87 5,597 2,156 2,748 0 40 3,318 0 0: 383 361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,619: -1,240 -1,473 -86 -169 -41 -379 0 0 0 0 0: 127 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.7 71.7 0.3 19.4 7.5 9.5 0.0 0.1 11.5 0.0 0.0: 1.3 1.3
Old : 100.0: 69.7 71.7 0.3 19.4 7.5 9.5 0.0 0.1 11.5 0.0 0.0: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 13 . . . . 0 . . 0 0:
Old : 30: 20 13 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 77.2 76.6 91.3 45.0 58.4 61.3 69.6
Old : 47.9 77.2 76.6 91.3 45.0 58.4 61.3 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 6,875: 3,288 4,726 1,519 206 1,199 0 0 0 84 468 0: 785 276
Old : 6,875: 3,288 4,726 1,519 206 1,199 0 0 0 84 468 0: 785 276
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -483: -252 -420 -126 -42 0 0 0 0 -21 0 0: -84 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 68.7 22.1 3.0 17.4 0.0 0.0 0.0 1.2 6.8 0.0: 11.4 4.0
Old : 100.0: 47.8 68.7 22.1 3.0 17.4 0.0 0.0 0.0 1.2 6.8 0.0: 11.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 4 . . 0 0 0 . . 0:
Old : 22: 10 11 4 . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 59.4 78.8 84.9 37.0 42.0 48.7 58.2
Old : 56.8 59.4 78.8 84.9 37.0 42.0 48.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 18,315: 11,007 16,649 4,857 68 640 792 0 42 893 746 0: 84 170
Old : 18,315: 11,007 16,649 4,857 68 640 792 0 42 893 746 0: 84 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,557: -1,032 -1,346 -378 0 0 -105 -23 -63 63 -126 -63: 21 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 90.9 26.5 0.4 3.5 4.3 0.0 0.2 4.9 4.1 0.0: 0.5 0.9
Old : 100.0: 60.1 90.9 26.5 0.4 3.5 4.3 0.0 0.2 4.9 4.1 0.0: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 16 5 . 5 . 0 . . . 0:
Old : 28: 14 16 5 . 5 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 51.5 67.7 72.2 41.9 47.5 58.4 62.2
Old : 46.0 51.5 67.7 72.2 41.9 47.5 58.4 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 256,058: 90,988 249,498 120,958 4,680 1,488 4,704 0 0 37,920 392 0: 0 0
Old : 256,058: 90,988 249,498 120,958 4,680 1,488 4,704 0 0 37,920 392 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -28,968: -17,136 -22,032 -9,792 1,224 -1,224 -816 0 0 4,488 -2,448 -4,488: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 97.4 47.2 1.8 0.6 1.8 0.0 0.0 14.8 0.2 0.0: 0.0 0.0
Old : 100.0: 35.5 97.4 47.2 1.8 0.6 1.8 0.0 0.0 14.8 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 11 17 4 . . . 0 0 . . 0:
Old : 28: 11 17 4 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 70.3 83.0 85.8 61.9 63.0 73.7 73.0
Old : 63.1 70.3 83.0 85.8 61.9 63.0 73.7 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 15,724: 6,598 8,823 5,039 3,811 2,327 609 0 128 510 444 0: 513 191
Old : 15,724: 6,598 8,823 5,039 3,811 2,327 609 0 128 510 444 0: 513 191
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,267: -846 -966 -316 -273 -40 -24 -19 -128 -21 180 0: 108 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 56.1 32.0 24.2 14.8 3.9 0.0 0.8 3.2 2.8 0.0: 3.3 1.2
Old : 100.0: 42.0 56.1 32.0 24.2 14.8 3.9 0.0 0.8 3.2 2.8 0.0: 3.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 19 5 . 4 . 0 . . . 0:
Old : 31: 13 19 5 . 4 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 46.3 65.0 65.5 32.7 37.3 46.4 49.9
Old : 47.4 46.3 65.0 65.5 32.7 37.3 46.4 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 177,252: 46,668 86,095 123,169 75,910 6,279 40 0 1,096 0 7,872 0: 0 0
Old : 177,252: 46,668 86,095 123,169 75,910 6,279 40 0 1,096 0 7,872 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -20,400: -12,888 -18,320 -5,008 -3,672 -408 -776 -1,480 312 -1,632 3,168 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 48.6 69.5 42.8 3.5 0.0 0.0 0.6 0.0 4.4 0.0: 0.0 0.0
Old : 100.0: 26.3 48.6 69.5 42.8 3.5 0.0 0.0 0.6 0.0 4.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 13 4 . . . 0 . 0 . 0:
Old : 26: 13 13 4 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 65.9 89.7 82.0 72.4 65.9 83.1 78.6
Old : 75.9 65.9 89.7 82.0 72.4 65.9 83.1 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,183: 15,268 14,459 3,662 1,228 257 0 3,243 1,996 0 0 0: 0 0
Old : 21,183: 15,268 14,459 3,662 1,228 257 0 3,243 1,996 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,327: -826 -1,475 -201 200 -225 0 248 -75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 68.3 17.3 5.8 1.2 0.0 15.3 9.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.1 68.3 17.3 5.8 1.2 0.0 15.3 9.4 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 11 . . . 0 . . 0 0 0:
Old : 20: 12 11 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 72.7 90.9 93.2 56.4 52.3 66.7 67.4
Old : 66.3 72.7 90.9 93.2 56.4 52.3 66.7 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 664,378: 595,497 525,111 36,256 68,102 32,625 0 38,540 0 0 0 0: 0 0
Old : 664,378: 595,497 525,111 36,256 68,102 32,625 0 38,540 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -52,632: -48,552 -32,232 4,080 -4,080 -8,160 0 -8,160 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 79.0 5.5 10.3 4.9 0.0 5.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.6 79.0 5.5 10.3 4.9 0.0 5.8 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 9 . . . 0 . 0 0 0 0:
Old : 25: 13 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 70.5 80.1 93.2 58.7 69.8 74.4 85.7
Old : 59.6 70.5 80.1 93.2 58.7 69.8 74.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 190,065: 169,295 163,525 8,470 11,015 12,300 0 3,225 0 0 0 0: 0 0
Old : 190,065: 169,295 163,525 8,470 11,015 12,300 0 3,225 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -20,595: -19,545 -15,660 850 -1,985 -1,900 0 -1,050 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 86.0 4.5 5.8 6.5 0.0 1.7 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.1 86.0 4.5 5.8 6.5 0.0 1.7 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 9 . . . 0 . 0 0 0 0:
Old : 26: 15 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 70.9 75.8 90.2 54.1 66.0 68.9 79.3
Old : 55.0 70.9 75.8 90.2 54.1 66.0 68.9 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 Mwh :
: : Positions :
All : 275,700: 238,595 106,635 36,575 168,535 530 0 0 0 0 0 0: 0 0
Old : 275,700: 238,595 106,635 36,575 168,535 530 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 15,410: 16,460 -5,355 210 22,025 -1,260 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 38.7 13.3 61.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.5 38.7 13.3 61.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 7 . . . 0 0 0 0 0 0:
Old : 25: 16 7 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 94.1 84.6 99.4 57.8 93.1 84.1 97.7
Old : 58.2 94.1 84.6 99.4 57.8 93.1 84.1 97.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 Mwh :
: : Positions :
All : 967,425: 846,423 364,725 119,075 600,773 1,927 0 0 0 0 0 0: 0 0
Old : 967,425: 846,423 364,725 119,075 600,773 1,927 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 66,920: 74,672 -12,240 -7,752 79,160 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 37.7 12.3 62.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.5 37.7 12.3 62.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 4 4 . . 0 0 0 0 0 0:
Old : 22: 13 4 4 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 97.4 86.7 100.0 61.4 97.4 86.5 99.8
Old : 61.4 97.4 86.7 100.0 61.4 97.4 86.5 99.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 147,210: 118,265 103,840 8,675 23,100 20,270 0 0 0 0 0 0: 0 0
Old : 147,210: 118,265 103,840 8,675 23,100 20,270 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -3,370: -3,370 -12,810 1,050 10,490 -1,050 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 70.5 5.9 15.7 13.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.3 70.5 5.9 15.7 13.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 0 0 0:
Old : 20: 12 9 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 71.8 86.4 92.6 51.3 59.4 70.2 76.9
Old : 59.5 71.8 86.4 92.6 51.3 59.4 70.2 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :mwh :
: : Positions :
All : 654,380: 553,949 486,711 32,370 99,608 68,061 0 0 0 0 0 0: 0 0
Old : 654,380: 553,949 486,711 32,370 99,608 68,061 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -13,667: -13,667 -47,251 4,080 37,664 -4,080 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 74.4 4.9 15.2 10.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.7 74.4 4.9 15.2 10.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . . . 0 0 0 0 0 0:
Old : 21: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 64.5 88.1 90.3 59.2 58.1 76.5 80.5
Old : 66.0 64.5 88.1 90.3 59.2 58.1 76.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 203,525: 193,220 156,110 5,005 42,115 5,300 0 0 0 0 0 0: 0 0
Old : 203,525: 193,220 156,110 5,005 42,115 5,300 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -11,865: -10,920 -10,290 315 -315 -1,260 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 76.7 2.5 20.7 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.9 76.7 2.5 20.7 2.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 7 . 5 . 0 0 0 0 0 0:
Old : 25: 18 7 . 5 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 71.6 76.4 89.2 48.1 52.4 61.4 67.4
Old : 55.1 71.6 76.4 89.2 48.1 52.4 61.4 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 577,135: 533,356 458,810 9,707 84,253 34,072 0 0 0 0 0 0: 0 0
Old : 577,135: 533,356 458,810 9,707 84,253 34,072 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -39,576: -34,272 -38,352 -2,040 2,040 -3,264 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 79.5 1.7 14.6 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 92.4 79.5 1.7 14.6 5.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 8 . . . 0 0 0 0 0 0:
Old : 24: 16 8 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 73.5 78.1 91.5 57.9 65.5 74.3 80.5
Old : 60.1 73.5 78.1 91.5 57.9 65.5 74.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 1,247,987: 1,191,831 1,130,136 29,551 91,246 26,605 0 0 0 0 0 0: 0 0
Old : 1,247,987: 1,191,831 1,130,136 29,551 91,246 26,605 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -20,758: -15,454 -15,862 -408 0 -4,896 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 90.6 2.4 7.3 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 95.5 90.6 2.4 7.3 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 6 . . . 0 0 0 0 0 0:
Old : 24: 16 6 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 90.6 86.4 100.0 70.3 88.0 82.4 89.3
Old : 70.8 90.6 86.4 100.0 70.3 88.0 82.4 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 325,565: 307,620 291,520 8,090 24,190 9,855 0 0 0 0 0 0: 0 0
Old : 325,565: 307,620 291,520 8,090 24,190 9,855 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,480: -2,375 -1,010 -105 -1,470 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 89.5 2.5 7.4 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 94.5 89.5 2.5 7.4 3.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 7 . . . 0 0 0 0 0 0:
Old : 26: 17 7 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 90.9 85.7 99.8 70.2 86.1 82.5 90.6
Old : 70.5 90.9 85.7 99.8 70.2 86.1 82.5 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 8,845,695: 6,522,789 8,151,346 1,492,067 0 694,349 129,050 0 0 7,440 0 0: 0 0
Old : 8,845,695: 6,522,789 8,151,346 1,492,067 0 694,349 129,050 0 0 7,440 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -588,127: -596,509 -562,765 50,064 0 -25,362 -11,016 0 0 -5,304 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 92.2 16.9 0.0 7.8 1.5 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 73.7 92.2 16.9 0.0 7.8 1.5 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 29 22 7 0 4 . 0 0 . 0 0:
Old : 48: 29 22 7 0 4 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 60.8 62.4 85.0 33.6 57.6 51.8 74.2
Old : 41.9 60.8 62.4 85.0 33.6 57.6 51.8 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 2,881,730: 2,197,820 2,728,235 490,965 0 153,495 39,450 0 0 0 0 0: 0 0
Old : 2,881,730: 2,197,820 2,728,235 490,965 0 153,495 39,450 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -188,095: -186,470 -170,860 20,020 0 -17,235 -3,360 0 0 -1,050 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 94.7 17.0 0.0 5.3 1.4 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.3 94.7 17.0 0.0 5.3 1.4 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 36 25 7 0 4 . 0 0 0 0 0:
Old : 52: 36 25 7 0 4 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 60.3 56.3 82.8 29.6 56.2 47.5 70.0
Old : 34.0 60.3 56.3 82.8 29.6 56.2 47.5 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 3,163,380: 1,941,692 2,269,864 336,053 257,833 272,297 14,060 115,301 67,555 497,368 146,175 32,575: 1,780 1,780
Old : 3,163,380: 1,941,692 2,269,864 336,053 257,833 272,297 14,060 115,301 67,555 497,368 146,175 32,575: 1,780 1,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 5,752: -6,298 30,439 26,892 -7,660 -19,847 -1,715 12,385 -1,970 -12,503 -28,789 19,414: 1,780 1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.4 71.8 10.6 8.2 8.6 0.4 3.6 2.1 15.7 4.6 1.0: 0.1 0.1
Old : 100.0: 61.4 71.8 10.6 8.2 8.6 0.4 3.6 2.1 15.7 4.6 1.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 34 31 5 5 7 . 4 . . 5 4:
Old : 61: 34 31 5 5 7 . 4 . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 53.3 64.6 68.4 49.5 49.9 62.5 61.9
Old : 49.5 53.3 64.6 68.4 49.5 49.9 62.5 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :MWh (Megawatt Hours) :
: : Positions :
All : 6,590,691: 5,636,965 5,245,593 170,476 532,284 466,841 46,419 140,080 141,021 110,897 46,800 18,072: 0 0
Old : 6,590,691: 5,636,965 5,245,593 170,476 532,284 466,841 46,419 140,080 141,021 110,897 46,800 18,072: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -81,224: -63,272 -20,432 13,464 -22,848 -28,968 -1,632 -6,120 -816 2,040 0 -2,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 79.6 2.6 8.1 7.1 0.7 2.1 2.1 1.7 0.7 0.3: 0.0 0.0
Old : 100.0: 85.5 79.6 2.6 8.1 7.1 0.7 2.1 2.1 1.7 0.7 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 26 22 4 4 7 . . . . . .:
Old : 45: 26 22 4 4 7 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 73.8 69.7 85.2 51.7 68.3 66.2 76.3
Old : 51.9 73.8 69.7 85.2 51.7 68.3 66.2 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 606,540: 543,025 497,325 43,250 90,050 17,065 3,200 2,100 0 0 0 0: 0 0
Old : 606,540: 543,025 497,325 43,250 90,050 17,065 3,200 2,100 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -23,945: -22,105 -4,735 -5,040 -21,150 3,200 0 -1,260 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 82.0 7.1 14.8 2.8 0.5 0.3 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.5 82.0 7.1 14.8 2.8 0.5 0.3 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 9 . . 4 . . 0 0 0 0:
Old : 33: 24 9 . . 4 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 77.2 63.8 95.9 41.8 68.1 59.3 78.9
Old : 44.6 77.2 63.8 95.9 41.8 68.1 59.3 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :5 MWh :
: : Positions :
All : 2,045,345: 1,691,944 1,676,620 114,571 144,775 223,950 14,880 0 0 0 0 0: 0 0
Old : 2,045,345: 1,691,944 1,676,620 114,571 144,775 223,950 14,880 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -118,560: -154,096 -82,032 -816 -70,024 36,352 0 -2,856 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 82.0 5.6 7.1 10.9 0.7 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.7 82.0 5.6 7.1 10.9 0.7 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 9 . . . . 0 0 0 0 0:
Old : 32: 23 9 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 77.2 64.5 95.0 37.1 63.1 56.2 71.2
Old : 42.4 77.2 64.5 95.0 37.1 63.1 56.2 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 37,221: 22,473 23,590 2,727 1,172 4,845 0 1,928 90 816 0 0: 6,271 5,596
Old : 37,221: 22,473 23,590 2,727 1,172 4,845 0 1,928 90 816 0 0: 6,271 5,596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 666: 656 455 242 65 -166 0 0 0 0 -76 -88: 23 477
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 63.4 7.3 3.1 13.0 0.0 5.2 0.2 2.2 0.0 0.0: 16.8 15.0
Old : 100.0: 60.4 63.4 7.3 3.1 13.0 0.0 5.2 0.2 2.2 0.0 0.0: 16.8 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 18 . . 5 0 . . . 0 0:
Old : 29: 18 18 . . 5 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 43.5 55.9 63.4 20.3 25.4 29.9 33.3
Old : 37.2 43.5 55.9 63.4 20.3 25.4 29.9 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 23,102: 14,393 20,409 6,919 1,414 324 0 955 0 955 0 0: 511 0
Old : 23,102: 14,393 20,409 6,919 1,414 324 0 955 0 955 0 0: 511 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,688: -2,583 -2,121 378 -63 -483 0 0 0 0 0 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 88.3 29.9 6.1 1.4 0.0 4.1 0.0 4.1 0.0 0.0: 2.2 0.0
Old : 100.0: 62.3 88.3 29.9 6.1 1.4 0.0 4.1 0.0 4.1 0.0 0.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 9 . . . 0 . 0 . 0 0:
Old : 24: 11 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 83.0 87.3 95.7 55.2 83.0 85.9 94.9
Old : 56.6 83.0 87.3 95.7 55.2 83.0 85.9 94.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 510,351: 353,460 495,985 142,525 0 9,686 0 4,680 0 4,680 0 0: 0 0
Old : 510,351: 353,460 495,985 142,525 0 9,686 0 4,680 0 4,680 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -46,512: -46,512 -39,576 6,936 0 -6,936 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.3 97.2 27.9 0.0 1.9 0.0 0.9 0.0 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 69.3 97.2 27.9 0.0 1.9 0.0 0.9 0.0 0.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 10 . 0 . 0 . 0 . 0 0:
Old : 24: 13 10 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 91.9 83.5 98.0 57.6 91.9 82.0 96.0
Old : 59.1 91.9 83.5 98.0 57.6 91.9 82.0 96.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 46,635: 25,416 44,338 18,689 0 2,275 0 0 0 0 0 0: 255 22
Old : 46,635: 25,416 44,338 18,689 0 2,275 0 0 0 0 0 0: 255 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,793: -1,890 -2,815 -903 0 0 0 0 0 0 0 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 95.1 40.1 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Old : 100.0: 54.5 95.1 40.1 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 16 4 0 . 0 0 0 0 0 0:
Old : 23: 8 16 4 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 56.6 96.9 79.0 65.0 54.5 80.4 74.9
Old : 73.2 56.6 96.9 79.0 65.0 54.5 80.4 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 MEGAWATT HOURS) :
: : Positions :
All : 763,262: 478,908 721,597 235,649 0 41,665 7,040 0 0 0 0 0: 0 0
Old : 763,262: 478,908 721,597 235,649 0 41,665 7,040 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -42,328: -42,432 -41,920 -6,528 0 -408 7,040 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 94.5 30.9 0.0 5.5 0.9 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.7 94.5 30.9 0.0 5.5 0.9 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 18 4 0 . . 0 0 0 0 0:
Old : 26: 12 18 4 0 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 50.9 86.2 74.9 46.0 48.4 67.3 66.4
Old : 56.0 50.9 86.2 74.9 46.0 48.4 67.3 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 100,788: 75,564 59,606 12,705 36,087 1,270 8,190 0 2,550 0 1,020 255: 254 0
Old : 100,788: 75,564 59,606 12,705 36,087 1,270 8,190 0 2,550 0 1,020 255: 254 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,520: -1,451 -1,706 21 131 -609 -735 -315 0 0 0 0: 254 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 59.1 12.6 35.8 1.3 8.1 0.0 2.5 0.0 1.0 0.3: 0.3 0.0
Old : 100.0: 75.0 59.1 12.6 35.8 1.3 8.1 0.0 2.5 0.0 1.0 0.3: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 17 17 5 . . . 0 . 0 . .:
Old : 36: 17 17 5 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 48.5 71.3 74.8 42.3 47.3 60.3 69.3
Old : 46.9 48.5 71.3 74.8 42.3 47.3 60.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,741,773: 1,474,383 1,064,601 61,304 272,571 177,060 0 198,240 23,520 0 275 5,506: 0 0
Old : 1,741,773: 1,474,383 1,064,601 61,304 272,571 177,060 0 198,240 23,520 0 275 5,506: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -67,320: -66,096 -40,496 6,936 -17,952 -7,752 0 -1,120 0 -133 275 -275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 61.1 3.5 15.6 10.2 0.0 11.4 1.4 0.0 0.0 0.3: 0.0 0.0
Old : 100.0: 84.6 61.1 3.5 15.6 10.2 0.0 11.4 1.4 0.0 0.0 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 18 . 4 . 0 . . 0 . .:
Old : 36: 21 18 . 4 . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 52.3 78.3 76.1 51.2 38.8 63.4 57.7
Old : 55.7 52.3 78.3 76.1 51.2 38.8 63.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 26,480: 14,675 14,288 10,420 1,275 0 0 9,382 1,280 105 0 0: 0 255
Old : 26,480: 14,675 14,288 10,420 1,275 0 0 9,382 1,280 105 0 0: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,541: -1,953 -1,806 -588 -630 0 0 0 0 63 0 -63: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 54.0 39.4 4.8 0.0 0.0 35.4 4.8 0.4 0.0 0.0: 0.0 1.0
Old : 100.0: 55.4 54.0 39.4 4.8 0.0 0.0 35.4 4.8 0.4 0.0 0.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 . . 0 0 . . . 0 0:
Old : 22: 12 9 . . 0 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 75.8 74.7 93.7 47.9 66.0 71.5 78.8
Old : 48.9 75.8 74.7 93.7 47.9 66.0 71.5 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 57,596: 46,837 45,423 3,320 596 6,033 0 4,264 1,280 126 0 0: 0 0
Old : 57,596: 46,837 45,423 3,320 596 6,033 0 4,264 1,280 126 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,806: -1,575 -1,470 -63 63 -168 0 -231 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 78.9 5.8 1.0 10.5 0.0 7.4 2.2 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 81.3 78.9 5.8 1.0 10.5 0.0 7.4 2.2 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . . . 0 . . . 0 0:
Old : 23: 13 9 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 76.5 71.6 94.9 45.6 59.5 62.0 69.1
Old : 50.2 76.5 71.6 94.9 45.6 59.5 62.0 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 57,941: 39,717 40,369 5,300 8,757 6,181 3,725 0 2,550 384 0 84: 0 0
Old : 57,941: 39,717 40,369 5,300 8,757 6,181 3,725 0 2,550 384 0 84: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,680: -1,722 -1,029 84 -168 -147 420 0 -315 21 0 -21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 69.7 9.1 15.1 10.7 6.4 0.0 4.4 0.7 0.0 0.1: 0.0 0.0
Old : 100.0: 68.5 69.7 9.1 15.1 10.7 6.4 0.0 4.4 0.7 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 12 . . . . 0 . . 0 .:
Old : 27: 18 12 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 70.6 72.3 87.4 37.1 61.4 55.2 69.6
Old : 52.5 70.6 72.3 87.4 37.1 61.4 55.2 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 49,995: 31,444 41,351 12,290 4,920 1,421 0 0 0 2,537 0 2,048: 255 255
Old : 49,995: 31,444 41,351 12,290 4,920 1,421 0 0 0 2,537 0 2,048: 255 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -903: -609 -651 252 210 -462 0 0 0 -84 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 82.7 24.6 9.8 2.8 0.0 0.0 0.0 5.1 0.0 4.1: 0.5 0.5
Old : 100.0: 62.9 82.7 24.6 9.8 2.8 0.0 0.0 0.0 5.1 0.0 4.1: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 15 . . . 0 0 0 . 0 .:
Old : 24: 13 15 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 49.4 75.7 72.1 45.3 47.4 64.7 63.0
Old : 50.5 49.4 75.7 72.1 45.3 47.4 64.7 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 54,552: 49,662 34,041 1,785 17,511 3,000 0 0 0 105 0 0: 0 0
Old : 54,552: 49,662 34,041 1,785 17,511 3,000 0 0 0 105 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,772: -2,604 -2,079 -42 -483 -105 0 0 0 105 0 -105: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 62.4 3.3 32.1 5.5 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 91.0 62.4 3.3 32.1 5.5 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 13 . 5 . 0 0 0 . 0 0:
Old : 31: 19 13 . 5 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 60.5 71.6 84.6 42.7 57.7 66.3 78.7
Old : 43.0 60.5 71.6 84.6 42.7 57.7 66.3 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 348,556: 207,361 305,476 79,190 0 0 38,525 19,600 23,480 0 0 0: 0 0
Old : 348,556: 207,361 305,476 79,190 0 0 38,525 19,600 23,480 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -39,576: -14,688 -29,376 -9,792 -6,120 0 2,856 8,160 -12,240 -5,712 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 87.6 22.7 0.0 0.0 11.1 5.6 6.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.5 87.6 22.7 0.0 0.0 11.1 5.6 6.7 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 14 . 0 0 . . . 0 0 0:
Old : 23: 12 14 . 0 0 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 57.7 84.0 79.8 46.1 49.8 63.8 62.6
Old : 60.0 57.7 84.0 79.8 46.1 49.8 63.8 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 811,936: 642,480 542,745 51,480 152,431 69,960 1,216 0 46,800 0 0 0: 0 0
Old : 811,936: 642,480 542,745 51,480 152,431 69,960 1,216 0 46,800 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -58,344: -46,512 -51,816 -2,040 9,792 -9,792 1,216 -5,312 -1,216 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 66.8 6.3 18.8 8.6 0.1 0.0 5.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.1 66.8 6.3 18.8 8.6 0.1 0.0 5.8 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . . . . 0 . 0 0 0:
Old : 22: 12 13 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 54.4 85.8 76.6 40.4 28.4 50.4 42.9
Old : 64.2 54.4 85.8 76.6 40.4 28.4 50.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,210,143: 704,204 995,114 109,051 23,584 144,405 192,245 0 47,040 13,198 0 0: 0 0
Old : 1,210,143: 704,204 995,114 109,051 23,584 144,405 192,245 0 47,040 13,198 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -37,536: -24,888 -37,128 -11,648 592 -1,000 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 82.2 9.0 1.9 11.9 15.9 0.0 3.9 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 58.2 82.2 9.0 1.9 11.9 15.9 0.0 3.9 1.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 9 . . . . 0 . . 0 0:
Old : 27: 15 9 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 74.6 81.4 92.2 47.1 70.6 64.8 77.2
Old : 59.9 74.6 81.4 92.2 47.1 70.6 64.8 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 683,981: 421,093 486,624 4,680 99,717 97,640 0 0 0 160,568 0 0: 0 0
Old : 683,981: 421,093 486,624 4,680 99,717 97,640 0 0 0 160,568 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -15,096: -15,096 -11,016 0 -3,672 0 0 0 0 408 0 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 71.1 0.7 14.6 14.3 0.0 0.0 0.0 23.5 0.0 0.0: 0.0 0.0
Old : 100.0: 61.6 71.1 0.7 14.6 14.3 0.0 0.0 0.0 23.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . 4 . 0 0 0 . 0 0:
Old : 22: 12 11 . 4 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 58.4 85.8 81.6 60.8 41.2 67.5 57.0
Old : 60.8 58.4 85.8 81.6 60.8 41.2 67.5 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 611,123: 453,667 321,587 57,200 179,480 100,256 0 9,800 0 0 0 0: 0 0
Old : 611,123: 453,667 321,587 57,200 179,480 100,256 0 9,800 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -39,984: -27,336 -22,440 2,856 4,488 -15,504 0 0 0 0 -6,528 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 52.6 9.4 29.4 16.4 0.0 1.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.2 52.6 9.4 29.4 16.4 0.0 1.6 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 10 . 5 . 0 . 0 0 0 0:
Old : 26: 13 10 . 5 . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 54.9 80.3 80.5 38.8 39.5 62.2 59.0
Old : 46.8 54.9 80.3 80.5 38.8 39.5 62.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 16 MEGAWATTS PER HOUR) :
: : Positions :
All : 99,535: 63,548 76,222 14,557 7,095 488 0 12,330 0 16,782 0 2,010: 2,150 1,390
Old : 99,535: 63,548 76,222 14,557 7,095 488 0 12,330 0 16,782 0 2,010: 2,150 1,390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,310: -714 -1,785 -525 0 0 0 0 0 -546 0 -525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 76.6 14.6 7.1 0.5 0.0 12.4 0.0 16.9 0.0 2.0: 2.2 1.4
Old : 100.0: 63.8 76.6 14.6 7.1 0.5 0.0 12.4 0.0 16.9 0.0 2.0: 2.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 10 . . . 0 . 0 . 0 .:
Old : 28: 16 10 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 60.2 74.1 86.7 47.1 49.8 63.2 67.5
Old : 48.2 60.2 74.1 86.7 47.1 49.8 63.2 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 16 MEGAWATTS PER HOUR) :
: : Positions :
All : 98,285: 85,563 40,235 2,650 37,315 7,400 1,260 8,460 1,050 0 3,825 0: 362 0
Old : 98,285: 85,563 40,235 2,650 37,315 7,400 1,260 8,460 1,050 0 3,825 0: 362 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -2,055: -50 -1,230 1,050 1,029 -2,404 0 1,075 -525 0 0 0: -126 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 40.9 2.7 38.0 7.5 1.3 8.6 1.1 0.0 3.9 0.0: 0.4 0.0
Old : 100.0: 87.1 40.9 2.7 38.0 7.5 1.3 8.6 1.1 0.0 3.9 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 9 . 4 . . . . 0 . 0:
Old : 27: 16 9 . 4 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 62.4 80.6 86.2 54.7 59.6 74.6 74.3
Old : 54.7 62.4 80.6 86.2 54.7 59.6 74.6 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 49,298: 46,900 42,858 0 3,730 720 0 1,050 0 798 0 0: 880 940
Old : 49,298: 46,900 42,858 0 3,730 720 0 1,050 0 798 0 0: 880 940
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,995: -1,870 -2,205 0 -10 0 0 0 0 -305 0 0: 180 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 86.9 0.0 7.6 1.5 0.0 2.1 0.0 1.6 0.0 0.0: 1.8 1.9
Old : 100.0: 95.1 86.9 0.0 7.6 1.5 0.0 2.1 0.0 1.6 0.0 0.0: 1.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 0 . . 0 . 0 . 0 0:
Old : 25: 14 13 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 82.9 90.7 92.1 79.0 81.4 88.5 89.8
Old : 79.8 82.9 90.7 92.1 79.0 81.4 88.5 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 44,570: 42,690 38,360 0 3,730 720 0 1,050 0 750 0 0: 410 710
Old : 44,570: 42,690 38,360 0 3,730 720 0 1,050 0 750 0 0: 410 710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,745: -1,555 -1,895 0 -10 0 0 0 0 -300 0 0: 110 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 86.1 0.0 8.4 1.6 0.0 2.4 0.0 1.7 0.0 0.0: 0.9 1.6
Old : 100.0: 95.8 86.1 0.0 8.4 1.6 0.0 2.4 0.0 1.7 0.0 0.0: 0.9 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 0 . . 0 . 0 . 0 0:
Old : 25: 14 13 0 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 82.8 92.4 92.3 81.2 81.2 90.0 89.3
Old : 81.6 82.8 92.4 92.3 81.2 81.2 90.0 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,505: 12,950 7,685 720 545 425 0 100 0 0 5,750 0: 410 0
Old : 14,505: 12,950 7,685 720 545 425 0 100 0 0 5,750 0: 410 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,060: -2,215 -470 720 -445 165 0 -50 0 0 -260 0: 270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 53.0 5.0 3.8 2.9 0.0 0.7 0.0 0.0 39.6 0.0: 2.8 0.0
Old : 100.0: 89.3 53.0 5.0 3.8 2.9 0.0 0.7 0.0 0.0 39.6 0.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 6 . . . 0 . 0 0 . 0:
Old : 20: 12 6 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 93.0 85.3 98.5 64.3 89.2 82.7 93.0
Old : 64.3 93.0 85.3 98.5 64.3 89.2 82.7 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,695: 16,286 15,150 235 640 155 600 0 0 0 1,750 0: 419 0
Old : 17,695: 16,286 15,150 235 640 155 600 0 0 0 1,750 0: 419 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,190: -1,218 -780 35 0 -35 50 -75 0 0 -300 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 85.6 1.3 3.6 0.9 3.4 0.0 0.0 0.0 9.9 0.0: 2.4 0.0
Old : 100.0: 92.0 85.6 1.3 3.6 0.9 3.4 0.0 0.0 0.0 9.9 0.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 . . . . 0 0 0 . 0:
Old : 23: 15 9 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 76.1 84.4 97.0 50.2 70.1 69.5 80.7
Old : 65.1 76.1 84.4 97.0 50.2 70.1 69.5 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 41,905: 18,675 37,965 7,600 180 220 0 2,050 650 14,000 0 0: 760 840
Old : 41,905: 18,675 37,965 7,600 180 220 0 2,050 650 14,000 0 0: 760 840
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,755: -1,135 -755 50 0 -100 0 365 -365 700 0 -700: -205 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 90.6 18.1 0.4 0.5 0.0 4.9 1.6 33.4 0.0 0.0: 1.8 2.0
Old : 100.0: 44.6 90.6 18.1 0.4 0.5 0.0 4.9 1.6 33.4 0.0 0.0: 1.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 18 . . . 0 . . . 0 0:
Old : 26: 15 18 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 67.6 81.1 86.7 67.4 62.6 77.2 77.3
Old : 68.6 67.6 81.1 86.7 67.4 62.6 77.2 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,115: 12,215 20,755 300 1,300 600 0 2,850 1,200 12,800 300 0: 0 110
Old : 27,115: 12,215 20,755 300 1,300 600 0 2,850 1,200 12,800 300 0: 0 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -980: -580 -790 50 -15 -50 0 -15 -50 0 300 -300: -50 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 76.5 1.1 4.8 2.2 0.0 10.5 4.4 47.2 1.1 0.0: 0.0 0.4
Old : 100.0: 45.0 76.5 1.1 4.8 2.2 0.0 10.5 4.4 47.2 1.1 0.0: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . . . 0 . . . . 0:
Old : 23: 12 12 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 64.7 89.9 87.2 61.0 59.8 72.4 75.5
Old : 74.2 64.7 89.9 87.2 61.0 59.8 72.4 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,930: 26,655 19,655 0 6,550 0 50 0 925 0 500 0: 300 300
Old : 27,930: 26,655 19,655 0 6,550 0 50 0 925 0 500 0: 300 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,440: -490 -865 0 -60 -75 50 -215 -50 -200 500 -500: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 70.4 0.0 23.5 0.0 0.2 0.0 3.3 0.0 1.8 0.0: 1.1 1.1
Old : 100.0: 95.4 70.4 0.0 23.5 0.0 0.2 0.0 3.3 0.0 1.8 0.0: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 13 0 . 0 . 0 . 0 . 0:
Old : 21: 12 13 0 . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 65.3 94.1 85.4 76.4 63.6 86.4 82.6
Old : 80.5 65.3 94.1 85.4 76.4 63.6 86.4 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,730: 33,445 23,250 960 350 0 1,700 0 0 0 13,170 0: 1,625 960
Old : 37,730: 33,445 23,250 960 350 0 1,700 0 0 0 13,170 0: 1,625 960
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -1,045: -1,600 -1,050 30 50 -80 25 0 -25 0 30 -30: 635 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 61.6 2.5 0.9 0.0 4.5 0.0 0.0 0.0 34.9 0.0: 4.3 2.5
Old : 100.0: 88.6 61.6 2.5 0.9 0.0 4.5 0.0 0.0 0.0 34.9 0.0: 4.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 16 13 . . 0 . 0 0 0 . 0:
Old : 22: 16 13 . . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 80.0 78.7 92.3 54.5 69.0 71.8 78.1
Old : 58.2 80.0 78.7 92.3 54.5 69.0 71.8 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, January 7, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,799: 22,182 25,980 2,568 0 1,049 1,050 0 0 0 750 0: 950 20
Old : 27,799: 22,182 25,980 2,568 0 1,049 1,050 0 0 0 750 0: 950 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: -495: -877 -180 -13 0 0 0 0 0 0 -300 0: 395 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 93.5 9.2 0.0 3.8 3.8 0.0 0.0 0.0 2.7 0.0: 3.4 0.1
Old : 100.0: 79.8 93.5 9.2 0.0 3.8 3.8 0.0 0.0 0.0 2.7 0.0: 3.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 8 . 0 . . 0 0 0 . 0:
Old : 21: 11 8 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 87.6 88.5 97.5 62.3 87.5 84.7 94.4
Old : 62.3 87.6 88.5 97.5 62.3 87.5 84.7 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2014