COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 80,823: 18,926 31,152 3,313 1,335 2,652 4,455 10,878 3,735 36,226 19,950 10,396: 1,120 725
Old : 80,823: 18,926 31,152 3,313 1,335 2,652 4,455 10,878 3,735 36,226 19,950 10,396: 1,120 725
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -1,435: -79 -2,899 -969 785 45 117 1,225 -275 2,216 2,359 -2,491: 1 -184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 38.5 4.1 1.7 3.3 5.5 13.5 4.6 44.8 24.7 12.9: 1.4 0.9
Old : 100.0: 23.4 38.5 4.1 1.7 3.3 5.5 13.5 4.6 44.8 24.7 12.9: 1.4 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 : 56: 9 12 . . 4 . . . 20 14 26:
Old : 56: 9 12 . . 4 . . . 20 14 26:
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 : 38.6 37.7 63.0 60.1 35.2 32.9 50.6 47.8
Old : 38.6 37.7 63.0 60.1 35.2 32.9 50.6 47.8
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, March 4, 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 : 35,198: 12,625 4,995 3,055 1,620 578 1,528 5,165 0 15,238 20,388 1,837: 337 615
Old : 35,198: 12,625 4,995 3,055 1,620 578 1,528 5,165 0 15,238 20,388 1,837: 337 615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -2,303: -2,715 -520 328 -50 -210 702 -1,020 -132 -377 -354 23: 78 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 14.2 8.7 4.6 1.6 4.3 14.7 0.0 43.3 57.9 5.2: 1.0 1.7
Old : 100.0: 35.9 14.2 8.7 4.6 1.6 4.3 14.7 0.0 43.3 57.9 5.2: 1.0 1.7
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: 8 6 . . . . . 0 17 11 15:
Old : 44: 8 6 . . . . . 0 17 11 15:
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 55.3 76.0 72.3 56.7 52.1 73.6 66.6
Old : 57.8 55.3 76.0 72.3 56.7 52.1 73.6 66.6
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, March 4, 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 : 152,398: 95,796 106,192 15,370 14,565 12,614 10,977 2,067 7,559 4,587 3,648 4,184: 1,312 1,568
Old : 152,398: 95,796 106,192 15,370 14,565 12,614 10,977 2,067 7,559 4,587 3,648 4,184: 1,312 1,568
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -3,957: -1,422 -2,533 -1,108 1 -1,427 8 -489 254 -252 28 -65: 55 274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 69.7 10.1 9.6 8.3 7.2 1.4 5.0 3.0 2.4 2.7: 0.9 1.0
Old : 100.0: 62.9 69.7 10.1 9.6 8.3 7.2 1.4 5.0 3.0 2.4 2.7: 0.9 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 : 76: 45 48 . 6 7 4 . 5 5 5 7:
Old : 76: 45 48 . 6 7 4 . 5 5 5 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 : 35.4 25.0 53.1 42.1 24.5 18.0 34.3 31.5
Old : 35.4 25.0 53.1 42.1 24.5 18.0 34.3 31.5
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, March 4, 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 : 58,672: 34,406 50,461 15,379 3,981 2,007 5,416 0 1,261 25 784 178: 0 0
Old : 58,672: 34,406 50,461 15,379 3,981 2,007 5,416 0 1,261 25 784 178: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -1,963: -259 -2,502 -572 163 -33 -951 0 7 -25 556 -130: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 86.0 26.2 6.8 3.4 9.2 0.0 2.1 0.0 1.3 0.3: 0.0 0.0
Old : 100.0: 58.6 86.0 26.2 6.8 3.4 9.2 0.0 2.1 0.0 1.3 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 : 31: 20 17 . . . . 0 . . . .:
Old : 31: 20 17 . . . . 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 : 66.6 52.5 88.9 78.8 64.9 51.8 79.5 73.9
Old : 66.6 52.5 88.9 78.8 64.9 51.8 79.5 73.9
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, March 4, 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 : 462,620: 331,694 376,500 90,623 29,011 20,528 0 15,526 19,775 0 1,280 0: 0 0
Old : 462,620: 331,694 376,500 90,623 29,011 20,528 0 15,526 19,775 0 1,280 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -19,281: -8,827 -20,937 -8,590 -864 -984 0 2,800 -576 -304 1,280 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 81.4 19.6 6.3 4.4 0.0 3.4 4.3 0.0 0.3 0.0: 0.0 0.0
Old : 100.0: 71.7 81.4 19.6 6.3 4.4 0.0 3.4 4.3 0.0 0.3 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: 19 20 . . . 0 . . 0 . 0:
Old : 30: 19 20 . . . 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 60.6 83.7 81.7 52.7 57.1 73.0 72.6
Old : 60.0 60.6 83.7 81.7 52.7 57.1 73.0 72.6
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, March 4, 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 : 1,568,124: 1,186,409 1,374,138 205,315 49,361 93,976 17,928 923 42,344 14,418 352 5,894: 1,840 1,136
Old : 1,568,124: 1,186,409 1,374,138 205,315 49,361 93,976 17,928 923 42,344 14,418 352 5,894: 1,840 1,136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 26,224: 31,313 15,421 -18,716 8,135 -8,354 166 923 16,668 11,011 0 -3,457: -2,408 -3,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 87.6 13.1 3.1 6.0 1.1 0.1 2.7 0.9 0.0 0.4: 0.1 0.1
Old : 100.0: 75.7 87.6 13.1 3.1 6.0 1.1 0.1 2.7 0.9 0.0 0.4: 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 : 60: 36 35 5 4 6 . . . 4 . .:
Old : 60: 36 35 5 4 6 . . . 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 : 47.9 43.8 66.0 60.5 39.7 40.8 52.6 51.7
Old : 47.9 43.8 66.0 60.5 39.7 40.8 52.6 51.7
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, March 4, 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 : 54,696: 44,987 29,184 433 5,937 4,145 26 10,104 3,773 902 1,124 429: 0 0
Old : 54,696: 44,987 29,184 433 5,937 4,145 26 10,104 3,773 902 1,124 429: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 1,463: 1,026 552 219 149 244 26 389 -4 -181 0 132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 53.4 0.8 10.9 7.6 0.0 18.5 6.9 1.6 2.1 0.8: 0.0 0.0
Old : 100.0: 82.2 53.4 0.8 10.9 7.6 0.0 18.5 6.9 1.6 2.1 0.8: 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: 23 22 . . . . . . . . .:
Old : 37: 23 22 . . . . . . . . .:
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 54.4 73.9 78.5 32.9 43.4 48.9 52.2
Old : 48.2 54.4 73.9 78.5 32.9 43.4 48.9 52.2
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, March 4, 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 : 340,006: 216,343 252,092 84,721 26,296 4,464 0 28,276 27,846 5,600 0 1,032: 0 0
Old : 340,006: 216,343 252,092 84,721 26,296 4,464 0 28,276 27,846 5,600 0 1,032: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 981: 1,606 981 1,279 0 0 0 0 0 -1,904 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 74.1 24.9 7.7 1.3 0.0 8.3 8.2 1.6 0.0 0.3: 0.0 0.0
Old : 100.0: 63.6 74.1 24.9 7.7 1.3 0.0 8.3 8.2 1.6 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 : 25: 13 12 . . . 0 . . . 0 .:
Old : 25: 13 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 : 59.1 70.2 83.7 92.5 53.4 56.3 72.4 75.5
Old : 59.1 70.2 83.7 92.5 53.4 56.3 72.4 75.5
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, March 4, 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 : 552,613: 432,973 358,208 26,480 132,425 47,792 25,901 0 11,724 7,743 0 0: 0 2,464
Old : 552,613: 432,973 358,208 26,480 132,425 47,792 25,901 0 11,724 7,743 0 0: 0 2,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 21,662: 8,327 42,297 0 -33,640 9,408 419 0 1,133 2,375 0 0: 0 2,464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 64.8 4.8 24.0 8.6 4.7 0.0 2.1 1.4 0.0 0.0: 0.0 0.4
Old : 100.0: 78.4 64.8 4.8 24.0 8.6 4.7 0.0 2.1 1.4 0.0 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 : 41: 22 26 . 4 . . 0 . . 0 0:
Old : 41: 22 26 . 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 : 43.9 44.0 66.2 63.2 24.7 26.4 35.7 37.2
Old : 43.9 44.0 66.2 63.2 24.7 26.4 35.7 37.2
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, March 4, 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 : 53,071: 36,820 44,759 7,931 3,148 1,367 1,439 0 1,596 3,016 212 524: 378 1,465
Old : 53,071: 36,820 44,759 7,931 3,148 1,367 1,439 0 1,596 3,016 212 524: 378 1,465
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 110: 497 369 405 -42 -406 -445 0 126 -88 42 0: 21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 84.3 14.9 5.9 2.6 2.7 0.0 3.0 5.7 0.4 1.0: 0.7 2.8
Old : 100.0: 69.4 84.3 14.9 5.9 2.6 2.7 0.0 3.0 5.7 0.4 1.0: 0.7 2.8
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 : 42: 26 26 . . 4 . 0 . . . .:
Old : 42: 26 26 . . 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 : 48.0 49.3 69.8 68.9 46.8 42.9 59.6 54.4
Old : 48.0 49.3 69.8 68.9 46.8 42.9 59.6 54.4
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, March 4, 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 : 3,587,558: 2,767,148 3,587,558 820,410 0 0 0 0 0 0 0 0: 0 0
Old : 3,587,558: 2,767,148 3,587,558 820,410 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: February 25, 2014 :
: 29,288: 29,288 29,288 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 100.0 22.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.1 100.0 22.9 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 : 28: 18 13 . 0 0 0 0 0 0 0 0:
Old : 28: 18 13 . 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 : 57.1 93.1 83.2 97.9 55.9 92.8 82.0 96.5
Old : 57.1 93.1 83.2 97.9 55.9 92.8 82.0 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 2,950: 2,800 1,350 0 500 0 0 550 0 0 0 0: 150 550
Old : 2,950: 2,800 1,350 0 500 0 0 550 0 0 0 0: 150 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -2,550: -1,800 -2,100 -250 500 0 -550 -650 -50 0 -50 0: 100 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 45.8 0.0 16.9 0.0 0.0 18.6 0.0 0.0 0.0 0.0: 5.1 18.6
Old : 100.0: 94.9 45.8 0.0 16.9 0.0 0.0 18.6 0.0 0.0 0.0 0.0: 5.1 18.6
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 : 21: 12 10 0 . 0 0 . 0 0 0 0:
Old : 21: 12 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 : 64.4 64.4 86.4 74.6 62.7 62.7 83.1 72.9
Old : 64.4 64.4 86.4 74.6 62.7 62.7 83.1 72.9
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, March 4, 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 : 1,354,350: 1,080,650 1,354,350 273,700 0 0 0 0 0 0 0 0: 0 0
Old : 1,354,350: 1,080,650 1,354,350 273,700 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: February 25, 2014 :
: 4,200: 4,200 4,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 100.0 20.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.8 100.0 20.2 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 : 30: 22 13 . 0 0 0 0 0 0 0 0:
Old : 30: 22 13 . 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 : 53.7 95.0 80.9 98.6 53.4 92.1 80.6 95.0
Old : 53.7 95.0 80.9 98.6 53.4 92.1 80.6 95.0
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, March 4, 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 : 815,000: 612,680 726,384 202,320 88,616 0 0 0 0 0 0 0: 0 0
Old : 815,000: 612,680 726,384 202,320 88,616 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: February 25, 2014 :
: 4,080: 4,080 4,080 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 89.1 24.8 10.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.2 89.1 24.8 10.9 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 : 26: 16 13 . . 0 0 0 0 0 0 0:
Old : 26: 16 13 . . 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 : 67.8 72.3 88.8 92.4 64.0 72.3 82.3 87.2
Old : 67.8 72.3 88.8 92.4 64.0 72.3 82.3 87.2
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, March 4, 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 : 297,888: 196,512 252,584 53,152 5,368 35,640 8,288 0 3,888 0 0 0: 408 408
Old : 297,888: 196,512 252,584 53,152 5,368 35,640 8,288 0 3,888 0 0 0: 408 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 12,936: 8,616 11,696 3,080 0 1,240 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 84.8 17.8 1.8 12.0 2.8 0.0 1.3 0.0 0.0 0.0: 0.1 0.1
Old : 100.0: 66.0 84.8 17.8 1.8 12.0 2.8 0.0 1.3 0.0 0.0 0.0: 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 : 31: 22 14 . . . . 0 . 0 0 0:
Old : 31: 22 14 . . . . 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 : 48.6 67.8 71.6 88.8 40.3 56.2 58.5 68.9
Old : 48.6 67.8 71.6 88.8 40.3 56.2 58.5 68.9
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, March 4, 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 : 12,373: 9,192 7,109 0 3,953 804 847 212 62 1,171 128 44: 253 61
Old : 12,373: 9,192 7,109 0 3,953 804 847 212 62 1,171 128 44: 253 61
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 399: 124 398 0 -252 231 0 22 0 22 0 0: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 57.5 0.0 31.9 6.5 6.8 1.7 0.5 9.5 1.0 0.4: 2.0 0.5
Old : 100.0: 74.3 57.5 0.0 31.9 6.5 6.8 1.7 0.5 9.5 1.0 0.4: 2.0 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 : 30: 13 14 0 5 . . . . . . .:
Old : 30: 13 14 0 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 : 46.4 52.1 72.1 73.7 40.7 46.3 64.4 67.2
Old : 46.4 52.1 72.1 73.7 40.7 46.3 64.4 67.2
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, March 4, 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 : 1,208,660: 998,220 508,160 0 481,860 70,660 0 15,180 0 46,500 39,520 93,280: 0 0
Old : 1,208,660: 998,220 508,160 0 481,860 70,660 0 15,180 0 46,500 39,520 93,280: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 0: 0 4,070 0 0 0 0 0 0 0 -4,070 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 42.0 0.0 39.9 5.8 0.0 1.3 0.0 3.8 3.3 7.7: 0.0 0.0
Old : 100.0: 82.6 42.0 0.0 39.9 5.8 0.0 1.3 0.0 3.8 3.3 7.7: 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: 9 6 0 4 . 0 . 0 . . .:
Old : 20: 9 6 0 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 : 52.6 58.0 82.2 88.4 52.6 56.0 72.2 74.4
Old : 52.6 58.0 82.2 88.4 52.6 56.0 72.2 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 119,460: 106,310 98,555 13,150 13,980 0 0 6,925 0 0 0 0: 0 0
Old : 119,460: 106,310 98,555 13,150 13,980 0 0 6,925 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: February 25, 2014 :
: 525: 525 525 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 82.5 11.0 11.7 0.0 0.0 5.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.0 82.5 11.0 11.7 0.0 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 : 22: 13 9 . . 0 0 . 0 0 0 0:
Old : 22: 13 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 : 59.2 70.9 89.3 94.9 57.0 70.9 79.2 87.1
Old : 59.2 70.9 89.3 94.9 57.0 70.9 79.2 87.1
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, March 4, 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 : 332,860: 284,445 280,925 38,415 50,335 1,600 8,400 0 0 0 0 0: 0 0
Old : 332,860: 284,445 280,925 38,415 50,335 1,600 8,400 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: February 25, 2014 :
: 3,150: 3,150 3,150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 84.4 11.5 15.1 0.5 2.5 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.5 84.4 11.5 15.1 0.5 2.5 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: 20 12 . . . . 0 0 0 0 0:
Old : 30: 20 12 . . . . 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 : 60.2 76.5 84.0 94.7 59.1 75.3 81.9 92.3
Old : 60.2 76.5 84.0 94.7 59.1 75.3 81.9 92.3
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, March 4, 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 : 205,936: 157,541 142,081 17,560 35,120 28,210 2,100 0 525 0 0 0: 0 0
Old : 205,936: 157,541 142,081 17,560 35,120 28,210 2,100 0 525 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 6,585: 6,375 6,375 0 -525 210 -525 0 525 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 69.0 8.5 17.1 13.7 1.0 0.0 0.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.5 69.0 8.5 17.1 13.7 1.0 0.0 0.3 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: 20 15 . . . . 0 . 0 0 0:
Old : 30: 20 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 : 49.1 61.7 71.4 87.6 43.7 41.9 58.6 65.0
Old : 49.1 61.7 71.4 87.6 43.7 41.9 58.6 65.0
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, March 4, 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 : 23,576: 17,556 16,278 1,587 2,171 2,754 760 0 580 0 348 0: 339 1,445
Old : 23,576: 17,556 16,278 1,587 2,171 2,754 760 0 580 0 348 0: 339 1,445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -20: 89 -17 -22 -42 0 -22 0 -21 0 40 0: -44 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 69.0 6.7 9.2 11.7 3.2 0.0 2.5 0.0 1.5 0.0: 1.4 6.1
Old : 100.0: 74.5 69.0 6.7 9.2 11.7 3.2 0.0 2.5 0.0 1.5 0.0: 1.4 6.1
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 : 34: 25 21 . . . . 0 . 0 . 0:
Old : 34: 25 21 . . . . 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 : 34.3 54.2 57.9 74.8 24.9 48.0 41.2 54.3
Old : 34.3 54.2 57.9 74.8 24.9 48.0 41.2 54.3
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, March 4, 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 : 2,982,444: 2,442,820 1,953,840 73,925 244,764 173,752 0 184,253 287,965 0 137,056 814: 3,168 0
Old : 2,982,444: 2,442,820 1,953,840 73,925 244,764 173,752 0 184,253 287,965 0 137,056 814: 3,168 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -1,659: 4,831 -20,781 -13,038 15,730 2,566 0 0 0 0 12 814: 3,168 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 65.5 2.5 8.2 5.8 0.0 6.2 9.7 0.0 4.6 0.0: 0.1 0.0
Old : 100.0: 81.9 65.5 2.5 8.2 5.8 0.0 6.2 9.7 0.0 4.6 0.0: 0.1 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 : 46: 27 25 . 5 4 0 . . 0 . .:
Old : 46: 27 25 . 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 : 39.6 51.7 64.3 69.5 36.6 35.2 52.5 48.3
Old : 39.6 51.7 64.3 69.5 36.6 35.2 52.5 48.3
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, March 4, 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 : 913,949: 729,209 626,243 56,610 101,700 38,102 12,775 55,433 64,913 6,450 23,368 2,950: 2,940 1,240
Old : 913,949: 729,209 626,243 56,610 101,700 38,102 12,775 55,433 64,913 6,450 23,368 2,950: 2,940 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 16,302: 19,142 10,469 -8,660 440 2,900 1,240 1,970 -1,240 0 523 0: 2,920 1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 68.5 6.2 11.1 4.2 1.4 6.1 7.1 0.7 2.6 0.3: 0.3 0.1
Old : 100.0: 79.8 68.5 6.2 11.1 4.2 1.4 6.1 7.1 0.7 2.6 0.3: 0.3 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 : 51: 33 25 . 4 4 . . . . . .:
Old : 51: 33 25 . 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 : 36.0 43.9 59.5 65.2 35.4 36.6 55.9 53.3
Old : 36.0 43.9 59.5 65.2 35.4 36.6 55.9 53.3
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, March 4, 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 : 2,164,268: 2,056,838 2,113,798 107,430 50,470 0 0 0 0 0 0 0: 0 0
Old : 2,164,268: 2,056,838 2,113,798 107,430 50,470 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: February 25, 2014 :
: 11,040: 11,040 11,040 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 97.7 5.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 95.0 97.7 5.0 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 : 27: 20 9 . . 0 0 0 0 0 0 0:
Old : 27: 20 9 . . 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 : 79.0 92.7 91.2 99.8 79.0 86.0 89.0 93.0
Old : 79.0 92.7 91.2 99.8 79.0 86.0 89.0 93.0
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, March 4, 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 : 642,120: 590,570 627,740 45,150 7,980 6,400 0 0 0 0 0 0: 0 0
Old : 642,120: 590,570 627,740 45,150 7,980 6,400 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: February 25, 2014 :
: 6,925: 5,875 6,925 1,050 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 97.8 7.0 1.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 92.0 97.8 7.0 1.2 1.0 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 : 32: 24 14 . . . 0 0 0 0 0 0:
Old : 32: 24 14 . . . 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 : 68.1 85.2 79.3 95.9 67.5 81.8 78.4 89.1
Old : 68.1 85.2 79.3 95.9 67.5 81.8 78.4 89.1
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, March 4, 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 : 521,575: 266,768 472,248 115,027 17,431 6,159 93,409 1,104 24,226 14,523 0 407: 1,056 0
Old : 521,575: 266,768 472,248 115,027 17,431 6,159 93,409 1,104 24,226 14,523 0 407: 1,056 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 8,145: -790 7,080 7,879 0 0 -368 1,104 368 407 0 -407: 1,056 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 90.5 22.1 3.3 1.2 17.9 0.2 4.6 2.8 0.0 0.1: 0.2 0.0
Old : 100.0: 51.1 90.5 22.1 3.3 1.2 17.9 0.2 4.6 2.8 0.0 0.1: 0.2 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 : 45: 27 27 6 . . . . . . 0 .:
Old : 45: 27 27 6 . . . . . . 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 : 46.1 48.6 64.3 69.5 40.8 44.5 54.1 58.6
Old : 46.1 48.6 64.3 69.5 40.8 44.5 54.1 58.6
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, March 4, 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 : 36,770: 20,460 30,364 5,846 1,495 1,978 5,477 1,923 842 984 42 44: 1,140 83
Old : 36,770: 20,460 30,364 5,846 1,495 1,978 5,477 1,923 842 984 42 44: 1,140 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 173: -97 71 102 -171 120 -149 0 132 88 42 0: -24 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 82.6 15.9 4.1 5.4 14.9 5.2 2.3 2.7 0.1 0.1: 3.1 0.2
Old : 100.0: 55.6 82.6 15.9 4.1 5.4 14.9 5.2 2.3 2.7 0.1 0.1: 3.1 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 : 45: 26 28 4 . 4 . . . . . .:
Old : 45: 26 28 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 : 44.4 36.6 66.1 58.0 35.9 33.5 50.3 52.0
Old : 44.4 36.6 66.1 58.0 35.9 33.5 50.3 52.0
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, March 4, 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 : 26,533: 12,949 23,569 3,759 0 1,400 7,070 0 1,228 100 309 27: 0 0
Old : 26,533: 12,949 23,569 3,759 0 1,400 7,070 0 1,228 100 309 27: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -104: 129 -441 -233 0 207 -77 0 0 -104 156 -26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 88.8 14.2 0.0 5.3 26.6 0.0 4.6 0.4 1.2 0.1: 0.0 0.0
Old : 100.0: 48.8 88.8 14.2 0.0 5.3 26.6 0.0 4.6 0.4 1.2 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 : 31: 20 12 . 0 . . 0 . . . .:
Old : 31: 20 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 : 65.4 87.4 83.5 95.3 59.9 81.6 71.9 83.4
Old : 65.4 87.4 83.5 95.3 59.9 81.6 71.9 83.4
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, March 4, 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 : 223,673: 86,306 189,512 24,640 20,249 10,744 101,983 0 0 0 3,168 0: 0 0
Old : 223,673: 86,306 189,512 24,640 20,249 10,744 101,983 0 0 0 3,168 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 4,135: 6,039 -952 0 5,443 0 0 0 0 -596 952 -1,308: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 84.7 11.0 9.1 4.8 45.6 0.0 0.0 0.0 1.4 0.0: 0.0 0.0
Old : 100.0: 38.6 84.7 11.0 9.1 4.8 45.6 0.0 0.0 0.0 1.4 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 : 22: 12 7 . . . . 0 0 0 . 0:
Old : 22: 12 7 . . . . 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 : 78.4 97.0 91.2 99.4 77.5 92.2 88.0 94.1
Old : 78.4 97.0 91.2 99.4 77.5 92.2 88.0 94.1
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, March 4, 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 : 493,940: 290,682 453,182 176,328 0 2,753 4,288 14,750 17,073 0 6,182 0: 2,816 0
Old : 493,940: 290,682 453,182 176,328 0 2,753 4,288 14,750 17,073 0 6,182 0: 2,816 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 1,104: 1,143 1,472 -3,223 0 0 0 -736 368 0 0 0: 2,816 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 91.7 35.7 0.0 0.6 0.9 3.0 3.5 0.0 1.3 0.0: 0.6 0.0
Old : 100.0: 58.8 91.7 35.7 0.0 0.6 0.9 3.0 3.5 0.0 1.3 0.0: 0.6 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 18 4 0 . . . . 0 . 0:
Old : 34: 19 18 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 : 56.3 77.2 74.6 92.2 56.1 67.8 68.4 78.7
Old : 56.3 77.2 74.6 92.2 56.1 67.8 68.4 78.7
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, March 4, 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 : 30,697: 19,902 22,232 623 4,665 3,064 2,707 0 252 3,513 0 63: 573 421
Old : 30,697: 19,902 22,232 623 4,665 3,064 2,707 0 252 3,513 0 63: 573 421
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 126: 169 85 -21 22 -44 21 0 0 -63 0 63: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 72.4 2.0 15.2 10.0 8.8 0.0 0.8 11.4 0.0 0.2: 1.9 1.4
Old : 100.0: 64.8 72.4 2.0 15.2 10.0 8.8 0.0 0.8 11.4 0.0 0.2: 1.9 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 : 31: 21 15 . . . . 0 . . 0 .:
Old : 31: 21 15 . . . . 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 : 47.5 68.3 74.2 86.3 40.6 44.5 52.4 59.9
Old : 47.5 68.3 74.2 86.3 40.6 44.5 52.4 59.9
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, March 4, 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 : 6,965: 3,798 4,576 1,677 0 1,053 0 617 0 0 465 0: 437 254
Old : 6,965: 3,798 4,576 1,677 0 1,053 0 617 0 0 465 0: 437 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 193: -39 172 216 0 -44 0 65 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.5 65.7 24.1 0.0 15.1 0.0 8.9 0.0 0.0 6.7 0.0: 6.3 3.6
Old : 100.0: 54.5 65.7 24.1 0.0 15.1 0.0 8.9 0.0 0.0 6.7 0.0: 6.3 3.6
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 : 23: 11 10 5 0 . 0 . 0 0 . 0:
Old : 23: 11 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 : 58.3 68.1 82.6 87.2 46.6 55.8 63.0 67.8
Old : 58.3 68.1 82.6 87.2 46.6 55.8 63.0 67.8
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, March 4, 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 : 18,176: 11,901 16,771 4,009 109 532 298 0 106 1,148 429 61: 121 168
Old : 18,176: 11,901 16,771 4,009 109 532 298 0 106 1,148 429 61: 121 168
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 667: 522 710 1 0 -22 1 0 0 383 63 -63: -155 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 92.3 22.1 0.6 2.9 1.6 0.0 0.6 6.3 2.4 0.3: 0.7 0.9
Old : 100.0: 65.5 92.3 22.1 0.6 2.9 1.6 0.0 0.6 6.3 2.4 0.3: 0.7 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 : 30: 16 16 5 . 4 . 0 . . . .:
Old : 30: 16 16 5 . 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 : 49.7 50.0 69.2 73.8 38.8 42.8 50.4 54.0
Old : 49.7 50.0 69.2 73.8 38.8 42.8 50.4 54.0
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, March 4, 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 : 245,013: 100,496 240,021 101,075 4,288 0 5,111 0 0 37,979 0 0: 352 704
Old : 245,013: 100,496 240,021 101,075 4,288 0 5,111 0 0 37,979 0 0: 352 704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -5,448: -33,315 -6,152 -5,800 0 0 0 0 0 33,315 0 0: 352 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 98.0 41.3 1.8 0.0 2.1 0.0 0.0 15.5 0.0 0.0: 0.1 0.3
Old : 100.0: 41.0 98.0 41.3 1.8 0.0 2.1 0.0 0.0 15.5 0.0 0.0: 0.1 0.3
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 : 28: 12 18 4 . 0 . 0 0 . 0 0:
Old : 28: 12 18 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 : 61.1 68.8 82.9 84.7 60.2 62.4 71.5 73.7
Old : 61.1 68.8 82.9 84.7 60.2 62.4 71.5 73.7
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, March 4, 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 : 15,392: 6,416 9,648 4,863 3,797 1,680 1,360 0 84 739 0 103: 147 80
Old : 15,392: 6,416 9,648 4,863 3,797 1,680 1,360 0 84 739 0 103: 147 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -102: 300 158 -215 0 0 1 0 -43 -21 0 0: -124 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 62.7 31.6 24.7 10.9 8.8 0.0 0.5 4.8 0.0 0.7: 1.0 0.5
Old : 100.0: 41.7 62.7 31.6 24.7 10.9 8.8 0.0 0.5 4.8 0.0 0.7: 1.0 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 : 35: 14 20 5 . 4 4 0 . . 0 .:
Old : 35: 14 20 5 . 4 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 : 45.8 43.7 64.9 63.8 31.9 38.4 46.9 51.1
Old : 45.8 43.7 64.9 63.8 31.9 38.4 46.9 51.1
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, March 4, 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 : 170,937: 54,492 89,666 101,513 74,272 6,240 6,060 407 352 2,280 0 0: 0 0
Old : 170,937: 54,492 89,666 101,513 74,272 6,240 6,060 407 352 2,280 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 321: 39 -1,552 -777 2,280 -407 -814 0 0 2,280 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 52.5 59.4 43.4 3.7 3.5 0.2 0.2 1.3 0.0 0.0: 0.0 0.0
Old : 100.0: 31.9 52.5 59.4 43.4 3.7 3.5 0.2 0.2 1.3 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: 17 14 4 . . . . . . 0 0:
Old : 31: 17 14 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 : 66.5 62.7 85.3 81.1 62.8 62.1 76.8 79.6
Old : 66.5 62.7 85.3 81.1 62.8 62.1 76.8 79.6
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, March 4, 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 : 20,868: 14,846 14,374 3,845 1,078 335 0 3,239 1,842 0 0 0: 0 0
Old : 20,868: 14,846 14,374 3,845 1,078 335 0 3,239 1,842 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -1,296: -988 -984 -384 -72 0 0 -316 76 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 68.9 18.4 5.2 1.6 0.0 15.5 8.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.1 68.9 18.4 5.2 1.6 0.0 15.5 8.8 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 : 24: 14 13 . . . 0 . . 0 0 0:
Old : 24: 14 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 : 62.3 73.9 87.5 91.7 56.4 53.7 70.0 70.2
Old : 62.3 73.9 87.5 91.7 56.4 53.7 70.0 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 150,977: 123,243 74,489 0 55,812 20,022 7,058 0 654 0 0 0: 0 0
Old : 150,977: 123,243 74,489 0 55,812 20,022 7,058 0 654 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -7,688: -1,928 -7,112 0 5,184 -5,760 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 49.3 0.0 37.0 13.3 4.7 0.0 0.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.6 49.3 0.0 37.0 13.3 4.7 0.0 0.4 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 : 22: 12 10 0 . . . 0 . 0 0 0:
Old : 22: 12 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 : 66.8 67.3 88.7 92.3 58.4 54.1 74.8 76.3
Old : 66.8 67.3 88.7 92.3 58.4 54.1 74.8 76.3
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, March 4, 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 : 802,818: 741,577 628,316 43,496 117,257 17,745 0 34,220 0 0 0 0: 0 5,280
Old : 802,818: 741,577 628,316 43,496 117,257 17,745 0 34,220 0 0 0 0: 0 5,280
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 0: 0 0 5,280 0 -5,280 0 0 0 0 0 0: 0 5,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 78.3 5.4 14.6 2.2 0.0 4.3 0.0 0.0 0.0 0.0: 0.0 0.7
Old : 100.0: 92.4 78.3 5.4 14.6 2.2 0.0 4.3 0.0 0.0 0.0 0.0: 0.0 0.7
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 11 . . . 0 . 0 0 0 0:
Old : 26: 15 11 . . . 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 : 66.1 72.1 83.0 90.4 61.5 68.3 75.3 82.0
Old : 66.1 72.1 83.0 90.4 61.5 68.3 75.3 82.0
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, March 4, 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 : 230,540: 211,540 188,955 10,730 30,640 6,120 0 3,225 0 2,150 0 0: 0 1,600
Old : 230,540: 211,540 188,955 10,730 30,640 6,120 0 3,225 0 2,150 0 0: 0 1,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 0: 0 0 1,600 0 -1,600 0 0 0 0 0 0: 0 1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 82.0 4.7 13.3 2.7 0.0 1.4 0.0 0.9 0.0 0.0: 0.0 0.7
Old : 100.0: 91.8 82.0 4.7 13.3 2.7 0.0 1.4 0.0 0.9 0.0 0.0: 0.0 0.7
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 11 . . . 0 . 0 . 0 0:
Old : 29: 17 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 : 60.3 70.7 78.8 89.3 56.1 63.9 68.9 78.0
Old : 60.3 70.7 78.8 89.3 56.1 63.9 68.9 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 84,455: 79,295 75,855 2,100 5,440 960 0 0 0 2,100 0 0: 0 2,200
Old : 84,455: 79,295 75,855 2,100 5,440 960 0 0 0 2,100 0 0: 0 2,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 89.8 2.5 6.4 1.1 0.0 0.0 0.0 2.5 0.0 0.0: 0.0 2.6
Old : 100.0: 93.9 89.8 2.5 6.4 1.1 0.0 0.0 0.0 2.5 0.0 0.0: 0.0 2.6
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 : 20: 12 10 . . . 0 0 0 . 0 0:
Old : 20: 12 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 : 72.4 70.6 91.0 89.2 61.4 70.0 78.1 79.5
Old : 72.4 70.6 91.0 89.2 61.4 70.0 78.1 79.5
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, March 4, 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 : 314,755: 251,480 126,840 62,125 175,640 100 0 10,675 0 1,050 0 0: 0 1,500
Old : 314,755: 251,480 126,840 62,125 175,640 100 0 10,675 0 1,050 0 0: 0 1,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 11,625: -1,075 11,625 14,200 0 -1,500 0 0 0 0 0 0: 0 1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 40.3 19.7 55.8 0.0 0.0 3.4 0.0 0.3 0.0 0.0: 0.0 0.5
Old : 100.0: 79.9 40.3 19.7 55.8 0.0 0.0 3.4 0.0 0.3 0.0 0.0: 0.0 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 : 31: 18 10 4 . . 0 . 0 . 0 0:
Old : 31: 18 10 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 : 55.4 83.5 75.6 95.5 54.7 82.5 74.9 92.5
Old : 55.4 83.5 75.6 95.5 54.7 82.5 74.9 92.5
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, March 4, 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 : 1,064,695: 850,335 414,571 210,785 623,189 3,575 0 23,360 0 0 0 0: 0 0
Old : 1,064,695: 850,335 414,571 210,785 623,189 3,575 0 23,360 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: February 25, 2014 :
: 44,920: -4,070 42,880 46,950 0 2,040 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 38.9 19.8 58.5 0.3 0.0 2.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.9 38.9 19.8 58.5 0.3 0.0 2.2 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: 14 5 5 . . 0 . 0 0 0 0:
Old : 25: 14 5 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 : 55.9 92.0 80.9 99.9 55.7 91.2 80.7 95.6
Old : 55.9 92.0 80.9 99.9 55.7 91.2 80.7 95.6
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, March 4, 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 : 179,305: 152,865 136,365 9,665 26,165 16,775 0 0 0 0 0 0: 0 0
Old : 179,305: 152,865 136,365 9,665 26,165 16,775 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: February 25, 2014 :
: 9,500: 10,025 9,500 0 525 -525 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 76.1 5.4 14.6 9.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.3 76.1 5.4 14.6 9.4 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 : 22: 13 9 . . . 0 0 0 0 0 0:
Old : 22: 13 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 : 60.1 83.1 85.3 95.8 58.8 74.6 79.3 86.5
Old : 60.1 83.1 85.3 95.8 58.8 74.6 79.3 86.5
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, March 4, 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 : 685,135: 588,232 520,994 35,898 103,136 61,005 0 0 0 0 0 0: 0 0
Old : 685,135: 588,232 520,994 35,898 103,136 61,005 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: February 25, 2014 :
: 46,960: 46,960 46,960 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 76.0 5.2 15.1 8.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.9 76.0 5.2 15.1 8.9 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 : 21: 13 10 . . . 0 0 0 0 0 0:
Old : 21: 13 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 : 66.2 71.0 87.3 94.5 60.2 64.3 76.9 83.7
Old : 66.2 71.0 87.3 94.5 60.2 64.3 76.9 83.7
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, March 4, 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 : 444,870: 409,260 397,345 24,585 35,400 9,975 0 0 0 0 1,100 1,050: 0 0
Old : 444,870: 409,260 397,345 24,585 35,400 9,975 0 0 0 0 1,100 1,050: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 75,045: 75,045 62,345 0 12,700 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 89.3 5.5 8.0 2.2 0.0 0.0 0.0 0.0 0.2 0.2: 0.0 0.0
Old : 100.0: 92.0 89.3 5.5 8.0 2.2 0.0 0.0 0.0 0.0 0.2 0.2: 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: 17 9 . . 6 0 0 0 0 . .:
Old : 27: 17 9 . . 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 : 69.2 82.0 86.4 97.2 53.8 72.1 66.7 74.5
Old : 69.2 82.0 86.4 97.2 53.8 72.1 66.7 74.5
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, March 4, 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 : 1,476,820: 1,372,449 1,314,654 70,500 131,815 30,351 0 0 0 0 0 0: 3,520 0
Old : 1,476,820: 1,372,449 1,314,654 70,500 131,815 30,351 0 0 0 0 0 0: 3,520 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 257,120: 257,120 210,160 -3,520 46,960 0 0 0 0 0 0 0: 3,520 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 89.0 4.8 8.9 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 92.9 89.0 4.8 8.9 2.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 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 : 25: 16 9 . . 4 0 0 0 0 0 0:
Old : 25: 16 9 . . 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 : 73.5 86.5 89.9 97.9 60.4 76.0 71.1 78.5
Old : 73.5 86.5 89.9 97.9 60.4 76.0 71.1 78.5
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, March 4, 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 : 2,038,650: 1,895,863 2,019,834 123,267 0 18,816 0 0 0 0 0 0: 704 0
Old : 2,038,650: 1,895,863 2,019,834 123,267 0 18,816 0 0 0 0 0 0: 704 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 16,280: 16,280 16,280 -704 0 0 0 0 0 0 0 0: 704 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 99.1 6.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.0 99.1 6.0 0.0 0.9 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 : 26: 18 7 4 0 . 0 0 0 0 0 0:
Old : 26: 18 7 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 : 71.7 96.3 85.7 100.0 67.7 94.0 81.0 94.1
Old : 71.7 96.3 85.7 100.0 67.7 94.0 81.0 94.1
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, March 4, 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 : 554,085: 519,765 544,475 22,810 0 9,610 0 0 0 0 0 0: 1,900 0
Old : 554,085: 519,765 544,475 22,810 0 9,610 0 0 0 0 0 0: 1,900 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 7,450: 7,450 5,300 -4,050 0 2,150 0 0 0 0 0 0: 1,900 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 98.3 4.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 93.8 98.3 4.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 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 : 27: 19 7 4 0 . 0 0 0 0 0 0:
Old : 27: 19 7 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 : 70.8 95.9 85.1 99.9 67.9 93.2 81.6 94.0
Old : 70.8 95.9 85.1 99.9 67.9 93.2 81.6 94.0
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, March 4, 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 : 9,719,731: 7,690,267 8,826,696 1,010,304 54,726 838,309 165,869 0 0 4,070 0 0: 10,912 0
Old : 9,719,731: 7,690,267 8,826,696 1,010,304 54,726 838,309 165,869 0 0 4,070 0 0: 10,912 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 371,950: 302,307 252,903 -73,454 6,832 112,215 15,900 0 0 4,070 0 0: 10,912 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 90.8 10.4 0.6 8.6 1.7 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 79.1 90.8 10.4 0.6 8.6 1.7 0.0 0.0 0.0 0.0 0.0: 0.1 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 : 49: 34 30 6 . 5 . 0 0 . 0 0:
Old : 49: 34 30 6 . 5 . 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 : 34.8 63.9 53.9 82.8 27.3 58.0 41.2 67.1
Old : 34.8 63.9 53.9 82.8 27.3 58.0 41.2 67.1
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, March 4, 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 : 3,440,660: 2,792,415 3,264,190 420,330 0 171,125 50,820 0 420 825 0 4,725: 0 200
Old : 3,440,660: 2,792,415 3,264,190 420,330 0 171,125 50,820 0 420 825 0 4,725: 0 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 110,585: 90,525 97,060 -35 0 13,430 6,245 0 420 425 -100 -425: 0 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 94.9 12.2 0.0 5.0 1.5 0.0 0.0 0.0 0.0 0.1: 0.0 0.0
Old : 100.0: 81.2 94.9 12.2 0.0 5.0 1.5 0.0 0.0 0.0 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 : 57: 36 33 7 0 5 . 0 . . 0 .:
Old : 57: 36 33 7 0 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 : 31.9 64.6 50.8 84.8 28.9 58.3 45.7 73.5
Old : 31.9 64.6 50.8 84.8 28.9 58.3 45.7 73.5
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, March 4, 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 : 3,254,131: 2,119,783 2,415,528 289,602 316,204 205,739 10,678 102,136 93,095 485,998 68,693 49,236: 0 3,500
Old : 3,254,131: 2,119,783 2,415,528 289,602 316,204 205,739 10,678 102,136 93,095 485,998 68,693 49,236: 0 3,500
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 20,892: 33,193 34,981 -17,703 -8,207 -2,101 -295 -7,526 7,505 0 -7,552 292: -0 3,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 74.2 8.9 9.7 6.3 0.3 3.1 2.9 14.9 2.1 1.5: 0.0 0.1
Old : 100.0: 65.1 74.2 8.9 9.7 6.3 0.3 3.1 2.9 14.9 2.1 1.5: 0.0 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 : 67: 35 35 6 5 7 . . . . 5 6:
Old : 67: 35 35 6 5 7 . . . . 5 6:
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 : 47.1 57.9 62.2 71.5 47.0 53.8 61.1 64.8
Old : 47.1 57.9 62.2 71.5 47.0 53.8 61.1 64.8
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, March 4, 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 : 6,997,934: 5,942,376 5,697,132 258,790 465,223 490,966 83,696 132,640 88,189 79,149 69,720 50,544: 4,224 3,520
Old : 6,997,934: 5,942,376 5,697,132 258,790 465,223 490,966 83,696 132,640 88,189 79,149 69,720 50,544: 4,224 3,520
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 53,784: 56,624 68,156 22,104 32,519 -48,848 0 -3,520 0 17,723 0 1,957: 4,224 3,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 81.4 3.7 6.6 7.0 1.2 1.9 1.3 1.1 1.0 0.7: 0.1 0.1
Old : 100.0: 84.9 81.4 3.7 6.6 7.0 1.2 1.9 1.3 1.1 1.0 0.7: 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 : 47: 27 23 4 4 6 . . . . . .:
Old : 47: 27 23 4 4 6 . . . . . .:
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 : 48.1 71.5 65.8 82.7 48.1 66.7 62.2 74.8
Old : 48.1 71.5 65.8 82.7 48.1 66.7 62.2 74.8
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, March 4, 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 : 663,507: 577,602 550,602 57,225 88,025 16,430 8,350 5,250 0 0 2,200 1,000: 2,900 0
Old : 663,507: 577,602 550,602 57,225 88,025 16,430 8,350 5,250 0 0 2,200 1,000: 2,900 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 15,762: 12,192 16,287 -525 2,900 -2,900 4,095 0 0 0 -525 0: 2,900 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 83.0 8.6 13.3 2.5 1.3 0.8 0.0 0.0 0.3 0.2: 0.4 0.0
Old : 100.0: 87.1 83.0 8.6 13.3 2.5 1.3 0.8 0.0 0.0 0.3 0.2: 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 : 39: 29 13 . . 5 . . 0 0 . .:
Old : 39: 29 13 . . 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 : 41.1 74.9 61.3 93.2 40.6 66.5 60.5 78.5
Old : 41.1 74.9 61.3 93.2 40.6 66.5 60.5 78.5
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, March 4, 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 : 2,424,698: 1,993,160 2,049,007 183,520 133,179 220,122 23,320 11,830 0 0 0 0: 4,576 10,560
Old : 2,424,698: 1,993,160 2,049,007 183,520 133,179 220,122 23,320 11,830 0 0 0 0: 4,576 10,560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 43,830: 29,585 27,550 8,525 20,856 -15,136 16,280 0 0 0 0 0: 4,576 10,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 84.5 7.6 5.5 9.1 1.0 0.5 0.0 0.0 0.0 0.0: 0.2 0.4
Old : 100.0: 82.2 84.5 7.6 5.5 9.1 1.0 0.5 0.0 0.0 0.0 0.0: 0.2 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 : 34: 25 11 . . 4 . . 0 0 0 0:
Old : 34: 25 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 : 37.6 75.1 58.9 92.6 34.0 65.1 53.1 72.4
Old : 37.6 75.1 58.9 92.6 34.0 65.1 53.1 72.4
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, March 4, 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 : 35,852: 22,620 23,169 2,231 1,230 4,866 0 1,650 90 640 0 240: 5,165 4,606
Old : 35,852: 22,620 23,169 2,231 1,230 4,866 0 1,650 90 640 0 240: 5,165 4,606
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -3,217: -1,757 -2,421 -225 35 -669 0 -139 0 -248 0 240: -559 -263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 64.6 6.2 3.4 13.6 0.0 4.6 0.3 1.8 0.0 0.7: 14.4 12.8
Old : 100.0: 63.1 64.6 6.2 3.4 13.6 0.0 4.6 0.3 1.8 0.0 0.7: 14.4 12.8
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 : 30: 19 18 . . 5 0 . . . 0 .:
Old : 30: 19 18 . . 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 : 34.0 45.6 55.9 64.7 15.0 21.2 23.3 29.6
Old : 34.0 45.6 55.9 64.7 15.0 21.2 23.3 29.6
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, March 4, 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 : 20,087: 12,031 16,612 6,650 2,027 192 0 745 0 745 0 0: 469 511
Old : 20,087: 12,031 16,612 6,650 2,027 192 0 745 0 745 0 0: 469 511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -2,878: -2,423 -2,969 -824 -320 0 0 -100 0 -100 0 0: 469 511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 82.7 33.1 10.1 1.0 0.0 3.7 0.0 3.7 0.0 0.0: 2.3 2.5
Old : 100.0: 59.9 82.7 33.1 10.1 1.0 0.0 3.7 0.0 3.7 0.0 0.0: 2.3 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 : 23: 10 8 . . . 0 . 0 . 0 0:
Old : 23: 10 8 . . . 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 : 58.5 81.3 86.7 94.0 57.5 81.3 85.8 93.5
Old : 58.5 81.3 86.7 94.0 57.5 81.3 85.8 93.5
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, March 4, 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 : 438,274: 291,918 429,028 137,110 0 5,310 0 3,936 0 3,936 0 0: 0 0
Old : 438,274: 291,918 429,028 137,110 0 5,310 0 3,936 0 3,936 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -52,096: -36,066 -49,280 -13,214 0 -2,464 0 -352 0 -352 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 97.9 31.3 0.0 1.2 0.0 0.9 0.0 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 66.6 97.9 31.3 0.0 1.2 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 : 25: 13 10 . 0 . 0 . 0 . 0 0:
Old : 25: 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 : 60.9 92.0 84.8 97.9 59.6 92.0 83.5 97.2
Old : 60.9 92.0 84.8 97.9 59.6 92.0 83.5 97.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 347,074: 100,918 340,044 212,019 4,664 2,366 0 0 0 31,771 0 0: 0 0
Old : 347,074: 100,918 340,044 212,019 4,664 2,366 0 0 0 31,771 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 98.0 61.1 1.3 0.7 0.0 0.0 0.0 9.2 0.0 0.0: 0.0 0.0
Old : 100.0: 29.1 98.0 61.1 1.3 0.7 0.0 0.0 0.0 9.2 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 : 20: 8 10 . . . 0 0 0 . 0 0:
Old : 20: 8 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 : 82.8 92.7 97.7 98.5 81.9 92.7 96.8 98.4
Old : 82.8 92.7 97.7 98.5 81.9 92.7 96.8 98.4
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, March 4, 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 : 55,247: 37,600 52,718 14,904 0 2,275 0 0 0 0 0 0: 468 254
Old : 55,247: 37,600 52,718 14,904 0 2,275 0 0 0 0 0 0: 468 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -2,660: -980 -2,660 -1,660 0 0 0 0 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 95.4 27.0 0.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.5
Old : 100.0: 68.1 95.4 27.0 0.0 4.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 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 : 22: 9 15 . 0 . 0 0 0 0 0 0:
Old : 22: 9 15 . 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 : 69.8 62.8 95.2 82.4 61.4 51.6 74.7 69.8
Old : 69.8 62.8 95.2 82.4 61.4 51.6 74.7 69.8
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, March 4, 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 : 876,199: 642,077 834,534 192,457 0 41,665 0 0 0 0 0 0: 0 0
Old : 876,199: 642,077 834,534 192,457 0 41,665 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: February 25, 2014 :
: -61,600: -34,496 -59,840 -20,064 -1,760 0 -7,040 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 95.2 22.0 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.3 95.2 22.0 0.0 4.8 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 : 27: 12 18 4 0 . 0 0 0 0 0 0:
Old : 27: 12 18 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 : 64.1 60.0 90.2 80.4 54.8 47.7 73.1 65.6
Old : 64.1 60.0 90.2 80.4 54.8 47.7 73.1 65.6
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, March 4, 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 : 150,388: 95,373 105,105 12,350 10,105 31,773 8,295 0 2,130 0 1,062 213: 254 0
Old : 150,388: 95,373 105,105 12,350 10,105 31,773 8,295 0 2,130 0 1,062 213: 254 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -3,139: -2,667 -1,762 335 -690 -587 -100 0 -100 0 20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.4 69.9 8.2 6.7 21.1 5.5 0.0 1.4 0.0 0.7 0.1: 0.2 0.0
Old : 100.0: 63.4 69.9 8.2 6.7 21.1 5.5 0.0 1.4 0.0 0.7 0.1: 0.2 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 : 37: 17 24 6 . 4 . 0 . 0 . .:
Old : 37: 17 24 6 . 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 : 49.9 58.6 73.7 76.2 23.0 22.9 34.5 35.7
Old : 49.9 58.6 73.7 76.2 23.0 22.9 34.5 35.7
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, March 4, 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 : 1,829,021: 1,601,755 1,210,627 64,701 266,586 133,539 0 191,200 23,520 1,957 0 3,549: 0 0
Old : 1,829,021: 1,601,755 1,210,627 64,701 266,586 133,539 0 191,200 23,520 1,957 0 3,549: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -61,584: -42,240 -24,688 -6,650 -16,105 -12,695 0 -7,040 0 1,056 0 -1,056: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 66.2 3.5 14.6 7.3 0.0 10.5 1.3 0.1 0.0 0.2: 0.0 0.0
Old : 100.0: 87.6 66.2 3.5 14.6 7.3 0.0 10.5 1.3 0.1 0.0 0.2: 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 : 35: 20 19 . 4 . 0 . . . 0 .:
Old : 35: 20 19 . 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 : 59.8 54.9 78.9 78.9 56.3 44.5 68.5 63.5
Old : 59.8 54.9 78.9 78.9 56.3 44.5 68.5 63.5
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, March 4, 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 : 23,712: 13,377 13,578 8,950 1,065 0 0 7,534 1,280 105 0 0: 0 255
Old : 23,712: 13,377 13,578 8,950 1,065 0 0 7,534 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: February 25, 2014 :
: -1,520: -820 -540 -700 -100 0 0 -880 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 57.3 37.7 4.5 0.0 0.0 31.8 5.4 0.4 0.0 0.0: 0.0 1.1
Old : 100.0: 56.4 57.3 37.7 4.5 0.0 0.0 31.8 5.4 0.4 0.0 0.0: 0.0 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 : 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 : 50.2 75.1 76.1 92.9 48.2 67.1 70.7 79.5
Old : 50.2 75.1 76.1 92.9 48.2 67.1 70.7 79.5
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, March 4, 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 : 54,247: 42,106 42,619 4,725 616 6,136 0 3,340 1,280 0 0 0: 0 256
Old : 54,247: 42,106 42,619 4,725 616 6,136 0 3,340 1,280 0 0 0: 0 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -3,600: -3,000 -3,020 -209 291 -331 0 -540 0 -60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.6 78.6 8.7 1.1 11.3 0.0 6.2 2.4 0.0 0.0 0.0: 0.0 0.5
Old : 100.0: 77.6 78.6 8.7 1.1 11.3 0.0 6.2 2.4 0.0 0.0 0.0: 0.0 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 : 22: 13 10 . . . 0 . . 0 0 0:
Old : 22: 13 10 . . . 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 : 48.1 72.1 70.5 92.1 43.5 55.3 60.5 67.2
Old : 48.1 72.1 70.5 92.1 43.5 55.3 60.5 67.2
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, March 4, 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 : 63,018: 48,961 37,435 0 14,538 8,240 2,990 0 2,550 277 0 0: 0 255
Old : 63,018: 48,961 37,435 0 14,538 8,240 2,990 0 2,550 277 0 0: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -1,317: -546 -277 0 -1,005 105 -300 0 0 -436 0 -140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 59.4 0.0 23.1 13.1 4.7 0.0 4.0 0.4 0.0 0.0: 0.0 0.4
Old : 100.0: 77.7 59.4 0.0 23.1 13.1 4.7 0.0 4.0 0.4 0.0 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 : 31: 20 16 0 4 . . 0 . . 0 0:
Old : 31: 20 16 0 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 : 41.9 61.7 66.9 80.1 29.1 41.7 45.4 51.9
Old : 41.9 61.7 66.9 80.1 29.1 41.7 45.4 51.9
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, March 4, 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 : 46,929: 28,882 38,873 12,290 4,626 1,169 0 0 0 2,327 0 2,048: 213 213
Old : 46,929: 28,882 38,873 12,290 4,626 1,169 0 0 0 2,327 0 2,048: 213 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -1,460: -5,695 -3,228 0 -140 -120 0 0 0 2,327 0 2,048: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 82.8 26.2 9.9 2.5 0.0 0.0 0.0 5.0 0.0 4.4: 0.5 0.5
Old : 100.0: 61.5 82.8 26.2 9.9 2.5 0.0 0.0 0.0 5.0 0.0 4.4: 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: 12 14 . . . 0 0 0 . 0 .:
Old : 24: 12 14 . . . 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 : 51.8 50.1 75.3 72.7 44.6 46.8 64.6 63.2
Old : 51.8 50.1 75.3 72.7 44.6 46.8 64.6 63.2
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, March 4, 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 : 46,388: 41,666 27,703 1,701 15,556 2,916 0 0 0 105 0 0: 0 213
Old : 46,388: 41,666 27,703 1,701 15,556 2,916 0 0 0 105 0 0: 0 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -3,040: -2,960 -2,380 -40 -833 -40 0 0 0 0 0 0: 0 213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 59.7 3.7 33.5 6.3 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.5
Old : 100.0: 89.8 59.7 3.7 33.5 6.3 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 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 : 28: 17 10 . 4 . 0 0 0 . 0 0:
Old : 28: 17 10 . 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 : 46.3 59.7 71.0 85.3 46.3 56.2 68.6 80.0
Old : 46.3 59.7 71.0 85.3 46.3 56.2 68.6 80.0
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, March 4, 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 : 378,585: 257,875 335,505 61,878 0 0 33,317 19,600 23,480 2,035 0 0: 0 0
Old : 378,585: 257,875 335,505 61,878 0 0 33,317 19,600 23,480 2,035 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -17,677: -11,264 -17,677 -5,984 0 0 -2,464 0 0 2,035 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 88.6 16.3 0.0 0.0 8.8 5.2 6.2 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 68.1 88.6 16.3 0.0 0.0 8.8 5.2 6.2 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 : 22: 10 13 . 0 0 . . . . 0 0:
Old : 22: 10 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 : 55.6 68.2 88.3 85.9 46.9 64.7 72.3 75.7
Old : 55.6 68.2 88.3 85.9 46.9 64.7 72.3 75.7
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, March 4, 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 : 751,348: 562,694 508,485 44,110 106,975 96,528 8,656 0 39,360 0 0 0: 0 0
Old : 751,348: 562,694 508,485 44,110 106,975 96,528 8,656 0 39,360 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -48,466: -45,408 -31,570 -3,058 -13,376 0 3,520 0 -3,520 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 67.7 5.9 14.2 12.8 1.2 0.0 5.2 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.9 67.7 5.9 14.2 12.8 1.2 0.0 5.2 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 15 . . . . 0 . 0 0 0:
Old : 22: 12 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 : 65.1 52.0 85.8 72.5 36.1 24.5 41.9 36.8
Old : 65.1 52.0 85.8 72.5 36.1 24.5 41.9 36.8
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, March 4, 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 : 1,303,675: 783,630 911,894 27,136 100,029 244,712 184,805 0 47,040 16,352 0 0: 0 0
Old : 1,303,675: 783,630 911,894 27,136 100,029 244,712 184,805 0 47,040 16,352 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -36,960: -8,160 -32,384 -352 21,056 -24,928 -3,520 0 0 704 0 -704: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 69.9 2.1 7.7 18.8 14.2 0.0 3.6 1.3 0.0 0.0: 0.0 0.0
Old : 100.0: 60.1 69.9 2.1 7.7 18.8 14.2 0.0 3.6 1.3 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: 17 13 . . . . 0 . . 0 0:
Old : 31: 17 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 : 57.4 68.4 76.5 87.1 42.1 47.7 54.6 60.5
Old : 57.4 68.4 76.5 87.1 42.1 47.7 54.6 60.5
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, March 4, 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 : 724,293: 363,549 546,280 3,936 84,093 93,920 0 0 0 262,888 0 0: 0 0
Old : 724,293: 363,549 546,280 3,936 84,093 93,920 0 0 0 262,888 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -31,680: -292,456 -22,528 -352 -7,392 -1,760 0 0 0 262,888 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 75.4 0.5 11.6 13.0 0.0 0.0 0.0 36.3 0.0 0.0: 0.0 0.0
Old : 100.0: 50.2 75.4 0.5 11.6 13.0 0.0 0.0 0.0 36.3 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 13 . 4 . 0 0 0 . 0 0:
Old : 23: 12 13 . 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 : 68.9 51.7 89.2 75.5 68.4 40.3 70.4 54.0
Old : 68.9 51.7 89.2 75.5 68.4 40.3 70.4 54.0
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, March 4, 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 : 561,505: 418,185 296,102 52,736 172,784 90,584 0 0 0 0 2,035 0: 0 0
Old : 561,505: 418,185 296,102 52,736 172,784 90,584 0 0 0 0 2,035 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -24,123: -17,435 -18,414 -2,112 -3,168 -4,576 0 0 0 0 2,035 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 52.7 9.4 30.8 16.1 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 74.5 52.7 9.4 30.8 16.1 0.0 0.0 0.0 0.0 0.4 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: 12 11 . 5 . 0 0 0 0 . 0:
Old : 26: 12 11 . 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 : 47.4 56.2 81.5 82.4 38.8 40.6 63.2 60.0
Old : 47.4 56.2 81.5 82.4 38.8 40.6 63.2 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 20,277: 9,995 18,787 2,150 925 120 0 0 0 7,537 0 0: 475 445
Old : 20,277: 9,995 18,787 2,150 925 120 0 0 0 7,537 0 0: 475 445
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 535: 1,200 600 -600 0 0 0 0 0 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 92.7 10.6 4.6 0.6 0.0 0.0 0.0 37.2 0.0 0.0: 2.3 2.2
Old : 100.0: 49.3 92.7 10.6 4.6 0.6 0.0 0.0 0.0 37.2 0.0 0.0: 2.3 2.2
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 : 23: 9 16 . . . 0 0 0 . 0 0:
Old : 23: 9 16 . . . 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 : 83.0 54.7 96.0 78.7 82.0 54.7 93.8 78.4
Old : 83.0 54.7 96.0 78.7 82.0 54.7 93.8 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 19,735: 10,070 18,615 1,550 480 120 0 50 0 7,501 0 0: 494 470
Old : 19,735: 10,070 18,615 1,550 480 120 0 50 0 7,501 0 0: 494 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 590: 1,255 655 -600 0 0 0 0 0 0 0 0: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 94.3 7.9 2.4 0.6 0.0 0.3 0.0 38.0 0.0 0.0: 2.5 2.4
Old : 100.0: 51.0 94.3 7.9 2.4 0.6 0.0 0.3 0.0 38.0 0.0 0.0: 2.5 2.4
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 : 22: 9 14 . . . 0 . 0 . 0 0:
Old : 22: 9 14 . . . 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 : 87.8 53.9 96.5 77.2 87.8 53.8 94.6 76.8
Old : 87.8 53.9 96.5 77.2 87.8 53.8 94.6 76.8
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, March 4, 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 : 181,415: 124,172 129,480 6,175 30,167 5,983 2,075 11,450 0 35,095 0 3,335: 4,580 1,000
Old : 181,415: 124,172 129,480 6,175 30,167 5,983 2,075 11,450 0 35,095 0 3,335: 4,580 1,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 14,100: -7,585 5,955 0 5,850 550 1,075 0 0 15,885 0 1,745: 2,430 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 71.4 3.4 16.6 3.3 1.1 6.3 0.0 19.3 0.0 1.8: 2.5 0.6
Old : 100.0: 68.4 71.4 3.4 16.6 3.3 1.1 6.3 0.0 19.3 0.0 1.8: 2.5 0.6
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 : 30: 17 15 . . 5 . . 0 . 0 .:
Old : 30: 17 15 . . 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 : 56.5 47.8 78.4 70.7 38.2 37.8 47.2 50.3
Old : 56.5 47.8 78.4 70.7 38.2 37.8 47.2 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 332,706: 175,969 241,779 29,791 75,231 8,386 0 0 0 111,250 0 7,310: 0 0
Old : 332,706: 175,969 241,779 29,791 75,231 8,386 0 0 0 111,250 0 7,310: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -4,861: -75,021 -44,819 0 32,648 0 0 0 0 62,850 0 7,310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 72.7 9.0 22.6 2.5 0.0 0.0 0.0 33.4 0.0 2.2: 0.0 0.0
Old : 100.0: 52.9 72.7 9.0 22.6 2.5 0.0 0.0 0.0 33.4 0.0 2.2: 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: 16 9 . . . 0 0 0 . 0 .:
Old : 26: 16 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 : 69.4 72.3 86.7 91.2 63.6 69.2 76.9 80.4
Old : 69.4 72.3 86.7 91.2 63.6 69.2 76.9 80.4
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, March 4, 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 : 173,040: 154,795 51,783 1,600 79,185 10,925 1,100 8,852 2,995 1,100 16,055 525: 0 2,720
Old : 173,040: 154,795 51,783 1,600 79,185 10,925 1,100 8,852 2,995 1,100 16,055 525: 0 2,720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 10,003: 7,648 323 0 2,620 1,255 1,100 1,050 -525 0 2,035 525: 0 2,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 29.9 0.9 45.8 6.3 0.6 5.1 1.7 0.6 9.3 0.3: 0.0 1.6
Old : 100.0: 89.5 29.9 0.9 45.8 6.3 0.6 5.1 1.7 0.6 9.3 0.3: 0.0 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 : 40: 21 15 . 5 5 . . . . . .:
Old : 40: 21 15 . 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 : 52.3 50.0 72.1 69.6 49.7 46.4 65.5 59.2
Old : 52.3 50.0 72.1 69.6 49.7 46.4 65.5 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 385,418: 361,132 139,162 0 200,025 22,251 0 18,348 0 2,035 3,168 0: 0 2,464
Old : 385,418: 361,132 139,162 0 200,025 22,251 0 18,348 0 2,035 3,168 0: 0 2,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 44,014: 42,901 4,328 0 28,321 3,148 0 8,140 -2,035 2,035 2,035 -2,035: 0 2,112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 36.1 0.0 51.9 5.8 0.0 4.8 0.0 0.5 0.8 0.0: 0.0 0.6
Old : 100.0: 93.7 36.1 0.0 51.9 5.8 0.0 4.8 0.0 0.5 0.8 0.0: 0.0 0.6
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 : 28: 15 15 0 5 . 0 . 0 . . 0:
Old : 28: 15 15 0 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 : 59.2 59.0 87.9 77.0 54.7 56.1 78.4 72.8
Old : 59.2 59.0 87.9 77.0 54.7 56.1 78.4 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 125,058: 67,018 107,558 49,475 4,340 3,110 525 1,650 0 4,930 7,500 0: 0 900
Old : 125,058: 67,018 107,558 49,475 4,340 3,110 525 1,650 0 4,930 7,500 0: 0 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 4,825: 3,725 1,750 1,100 525 0 0 1,650 0 0 0 0: 0 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 86.0 39.6 3.5 2.5 0.4 1.3 0.0 3.9 6.0 0.0: 0.0 0.7
Old : 100.0: 53.6 86.0 39.6 3.5 2.5 0.4 1.3 0.0 3.9 6.0 0.0: 0.0 0.7
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: 15 10 . . . . . 0 . . 0:
Old : 29: 15 10 . . . . . 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 76.8 86.6 92.1 66.0 71.1 83.4 85.7
Old : 66.3 76.8 86.6 92.1 66.0 71.1 83.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 187,930: 131,970 164,887 28,972 17,967 3,668 0 0 0 23,320 0 0: 0 1,408
Old : 187,930: 131,970 164,887 28,972 17,967 3,668 0 0 0 23,320 0 0: 0 1,408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 43,731: 20,331 37,032 23,400 5,291 0 0 0 0 0 0 0: 0 1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 87.7 15.4 9.6 2.0 0.0 0.0 0.0 12.4 0.0 0.0: 0.0 0.7
Old : 100.0: 70.2 87.7 15.4 9.6 2.0 0.0 0.0 0.0 12.4 0.0 0.0: 0.0 0.7
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 9 . . . 0 0 0 . 0 0:
Old : 23: 12 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 : 63.3 70.9 89.9 92.3 61.9 66.8 82.6 87.1
Old : 63.3 70.9 89.9 92.3 61.9 66.8 82.6 87.1
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, March 4, 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 : 61,118: 58,725 56,083 0 1,655 1,095 0 750 0 648 700 0: 650 835
Old : 61,118: 58,725 56,083 0 1,655 1,095 0 750 0 648 700 0: 650 835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 755: 755 755 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.1 91.8 0.0 2.7 1.8 0.0 1.2 0.0 1.1 1.1 0.0: 1.1 1.4
Old : 100.0: 96.1 91.8 0.0 2.7 1.8 0.0 1.2 0.0 1.1 1.1 0.0: 1.1 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 : 31: 19 16 0 . . 0 . 0 . . 0:
Old : 31: 19 16 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 : 75.2 80.3 91.7 91.5 73.6 78.9 89.6 87.2
Old : 75.2 80.3 91.7 91.5 73.6 78.9 89.6 87.2
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, March 4, 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 : 54,775: 52,725 50,000 0 1,655 1,095 0 750 0 600 700 0: 355 575
Old : 54,775: 52,725 50,000 0 1,655 1,095 0 750 0 600 700 0: 355 575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 700: 700 700 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 91.3 0.0 3.0 2.0 0.0 1.4 0.0 1.1 1.3 0.0: 0.6 1.0
Old : 100.0: 96.3 91.3 0.0 3.0 2.0 0.0 1.4 0.0 1.1 1.3 0.0: 0.6 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 : 29: 16 15 0 . . 0 . 0 . . 0:
Old : 29: 16 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 : 77.6 77.0 91.4 91.3 77.5 74.8 89.1 86.1
Old : 77.6 77.0 91.4 91.3 77.5 74.8 89.1 86.1
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, March 4, 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 : 14,705: 12,590 12,115 1,220 0 330 0 50 0 100 2,125 75: 390 10
Old : 14,705: 12,590 12,115 1,220 0 330 0 50 0 100 2,125 75: 390 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 60: 180 280 -100 0 -20 0 0 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 82.4 8.3 0.0 2.2 0.0 0.3 0.0 0.7 14.5 0.5: 2.7 0.1
Old : 100.0: 85.6 82.4 8.3 0.0 2.2 0.0 0.3 0.0 0.7 14.5 0.5: 2.7 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 : 25: 15 7 . 0 . 0 . 0 . . .:
Old : 25: 15 7 . 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 : 59.3 93.7 78.6 98.9 57.0 89.9 76.4 92.4
Old : 59.3 93.7 78.6 98.9 57.0 89.9 76.4 92.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.EASTERN HUB_month_on_dap - NODAL EXCHANGE Code-064EAS
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 11,675: 9,560 9,855 0 800 150 0 0 50 1,080 0 550: 285 270
Old : 11,675: 9,560 9,855 0 800 150 0 0 50 1,080 0 550: 285 270
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 350: 300 50 0 250 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 84.4 0.0 6.9 1.3 0.0 0.0 0.4 9.3 0.0 4.7: 2.4 2.3
Old : 100.0: 81.9 84.4 0.0 6.9 1.3 0.0 0.0 0.4 9.3 0.0 4.7: 2.4 2.3
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 : 20: 11 12 0 . . 0 0 . . 0 .:
Old : 20: 11 12 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 : 76.9 63.5 93.7 83.4 66.2 51.4 69.3 64.3
Old : 76.9 63.5 93.7 83.4 66.2 51.4 69.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 15,990: 15,130 10,290 400 750 100 0 800 0 0 4,045 0: 360 5
Old : 15,990: 15,130 10,290 400 750 100 0 800 0 0 4,045 0: 360 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -855: -955 -955 400 150 0 0 0 0 0 -50 0: -300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 64.4 2.5 4.7 0.6 0.0 5.0 0.0 0.0 25.3 0.0: 2.3 0.0
Old : 100.0: 94.6 64.4 2.5 4.7 0.6 0.0 5.0 0.0 0.0 25.3 0.0: 2.3 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 : 23: 15 8 . . . 0 . 0 0 . 0:
Old : 23: 15 8 . . . 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 : 67.7 72.6 85.8 93.7 52.2 53.9 65.7 68.9
Old : 67.7 72.6 85.8 93.7 52.2 53.9 65.7 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 14,485: 13,560 9,920 125 675 95 0 600 0 0 3,195 0: 705 0
Old : 14,485: 13,560 9,920 125 675 95 0 600 0 0 3,195 0: 705 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -1,200: -1,200 -1,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 68.5 0.9 4.7 0.7 0.0 4.1 0.0 0.0 22.1 0.0: 4.9 0.0
Old : 100.0: 93.6 68.5 0.9 4.7 0.7 0.0 4.1 0.0 0.0 22.1 0.0: 4.9 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: 13 6 . . . 0 . 0 0 . 0:
Old : 20: 13 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 : 72.5 78.9 88.5 98.1 55.3 58.6 68.4 75.3
Old : 72.5 78.9 88.5 98.1 55.3 58.6 68.4 75.3
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, March 4, 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 : 28,596: 26,025 25,756 625 485 155 391 0 600 0 1,250 50: 750 300
Old : 28,596: 26,025 25,756 625 485 155 391 0 600 0 1,250 50: 750 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 175: 30 230 100 -100 45 -50 0 0 0 -50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 90.1 2.2 1.7 0.5 1.4 0.0 2.1 0.0 4.4 0.2: 2.6 1.0
Old : 100.0: 91.0 90.1 2.2 1.7 0.5 1.4 0.0 2.1 0.0 4.4 0.2: 2.6 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 : 27: 19 10 . . . . 0 . 0 . .:
Old : 27: 19 10 . . . . 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 : 62.6 79.9 81.4 94.5 62.1 75.6 76.9 85.0
Old : 62.6 79.9 81.4 94.5 62.1 75.6 76.9 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 26,881: 24,801 25,086 710 25 135 345 0 600 0 1,000 0: 290 35
Old : 26,881: 24,801 25,086 710 25 135 345 0 600 0 1,000 0: 290 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 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: 92.3 93.3 2.6 0.1 0.5 1.3 0.0 2.2 0.0 3.7 0.0: 1.1 0.1
Old : 100.0: 92.3 93.3 2.6 0.1 0.5 1.3 0.0 2.2 0.0 3.7 0.0: 1.1 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 : 24: 14 10 . . . . 0 . 0 . 0:
Old : 24: 14 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 : 65.6 83.3 83.5 96.3 63.2 72.5 78.2 81.7
Old : 65.6 83.3 83.5 96.3 63.2 72.5 78.2 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 64,707: 52,852 59,703 1,795 2,730 75 875 291 0 7,202 0 768: 1,140 1,140
Old : 64,707: 52,852 59,703 1,795 2,730 75 875 291 0 7,202 0 768: 1,140 1,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -2,953: 675 725 150 -150 0 50 0 -50 -300 0 50: -3,528 -3,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 92.3 2.8 4.2 0.1 1.4 0.4 0.0 11.1 0.0 1.2: 1.8 1.8
Old : 100.0: 81.7 92.3 2.8 4.2 0.1 1.4 0.4 0.0 11.1 0.0 1.2: 1.8 1.8
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 : 36: 16 27 . . . . . 0 . 0 .:
Old : 36: 16 27 . . . . . 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 : 69.7 44.1 90.0 69.1 55.1 41.7 69.5 57.6
Old : 69.7 44.1 90.0 69.1 55.1 41.7 69.5 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 58,137: 48,252 53,312 0 3,235 370 675 345 0 7,965 0 0: 875 875
Old : 58,137: 48,252 53,312 0 3,235 370 675 345 0 7,965 0 0: 875 875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -4,358: 525 275 0 100 -20 0 0 0 -150 0 0: -4,713 -4,713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 91.7 0.0 5.6 0.6 1.2 0.6 0.0 13.7 0.0 0.0: 1.5 1.5
Old : 100.0: 83.0 91.7 0.0 5.6 0.6 1.2 0.6 0.0 13.7 0.0 0.0: 1.5 1.5
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 : 34: 18 22 0 . . . . 0 . 0 0:
Old : 34: 18 22 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 : 74.3 46.4 90.8 72.0 62.1 45.1 73.5 65.9
Old : 74.3 46.4 90.8 72.0 62.1 45.1 73.5 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 46,780: 34,020 39,995 4,570 970 880 0 1,375 750 3,875 0 1,950: 735 860
Old : 46,780: 34,020 39,995 4,570 970 880 0 1,375 750 3,875 0 1,950: 735 860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -1,950: -550 60 0 0 0 0 0 0 425 -125 125: -1,950 -2,010
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 85.5 9.8 2.1 1.9 0.0 2.9 1.6 8.3 0.0 4.2: 1.6 1.8
Old : 100.0: 72.7 85.5 9.8 2.1 1.9 0.0 2.9 1.6 8.3 0.0 4.2: 1.6 1.8
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 : 32: 19 19 . . . 0 . . . 0 .:
Old : 32: 19 19 . . . 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 : 52.8 51.1 74.5 75.2 44.8 46.1 60.6 59.1
Old : 52.8 51.1 74.5 75.2 44.8 46.1 60.6 59.1
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, March 4, 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 : 45,100: 26,405 41,580 6,520 55 295 0 1,475 650 10,450 25 75: 705 945
Old : 45,100: 26,405 41,580 6,520 55 295 0 1,475 650 10,450 25 75: 705 945
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -305: 175 -305 -480 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 92.2 14.5 0.1 0.7 0.0 3.3 1.4 23.2 0.1 0.2: 1.6 2.1
Old : 100.0: 58.5 92.2 14.5 0.1 0.7 0.0 3.3 1.4 23.2 0.1 0.2: 1.6 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 : 30: 18 16 . . . 0 . . . . .:
Old : 30: 18 16 . . . 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 : 57.0 67.9 77.2 85.3 56.0 63.9 74.3 77.5
Old : 57.0 67.9 77.2 85.3 56.0 63.9 74.3 77.5
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, March 4, 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 : 27,620: 11,665 22,035 1,275 700 600 0 2,940 680 12,800 150 0: 600 515
Old : 27,620: 11,665 22,035 1,275 700 600 0 2,940 680 12,800 150 0: 600 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 70: 70 70 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 79.8 4.6 2.5 2.2 0.0 10.6 2.5 46.3 0.5 0.0: 2.2 1.9
Old : 100.0: 42.2 79.8 4.6 2.5 2.2 0.0 10.6 2.5 46.3 0.5 0.0: 2.2 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 : 23: 12 11 . . . 0 . . . . 0:
Old : 23: 12 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 : 71.9 66.8 85.8 89.1 65.1 58.3 74.8 79.3
Old : 71.9 66.8 85.8 89.1 65.1 58.3 74.8 79.3
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, March 4, 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 : 26,835: 25,360 19,335 0 6,125 0 350 0 300 0 250 0: 825 825
Old : 26,835: 25,360 19,335 0 6,125 0 350 0 300 0 250 0: 825 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 300: 300 300 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 72.1 0.0 22.8 0.0 1.3 0.0 1.1 0.0 0.9 0.0: 3.1 3.1
Old : 100.0: 94.5 72.1 0.0 22.8 0.0 1.3 0.0 1.1 0.0 0.9 0.0: 3.1 3.1
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 : 22: 13 12 0 . 0 . 0 . 0 . 0:
Old : 22: 13 12 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 : 80.2 66.9 92.2 86.9 76.0 65.6 86.6 84.4
Old : 80.2 66.9 92.2 86.9 76.0 65.6 86.6 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 35,450: 27,875 22,720 0 2,690 930 0 325 1,225 1,660 4,300 1,140: 2,620 2,120
Old : 35,450: 27,875 22,720 0 2,690 930 0 325 1,225 1,660 4,300 1,140: 2,620 2,120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 655: 30 -315 0 380 -10 0 0 0 635 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 64.1 0.0 7.6 2.6 0.0 0.9 3.5 4.7 12.1 3.2: 7.4 6.0
Old : 100.0: 78.6 64.1 0.0 7.6 2.6 0.0 0.9 3.5 4.7 12.1 3.2: 7.4 6.0
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: 21 17 0 . . 0 . . . . .:
Old : 32: 21 17 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 : 48.8 50.3 67.9 68.0 41.3 48.9 57.8 62.1
Old : 48.8 50.3 67.9 68.0 41.3 48.9 57.8 62.1
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, March 4, 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 : 36,855: 32,260 25,455 760 325 100 850 0 475 0 8,210 1,390: 1,020 900
Old : 36,855: 32,260 25,455 760 325 100 850 0 475 0 8,210 1,390: 1,020 900
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 0: 0 90 0 0 0 0 0 0 0 -105 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 69.1 2.1 0.9 0.3 2.3 0.0 1.3 0.0 22.3 3.8: 2.8 2.4
Old : 100.0: 87.5 69.1 2.1 0.9 0.3 2.3 0.0 1.3 0.0 22.3 3.8: 2.8 2.4
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 : 25: 19 18 . . . . 0 . 0 . .:
Old : 25: 19 18 . . . . 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 : 51.5 71.0 73.2 87.4 46.2 53.2 60.0 64.7
Old : 51.5 71.0 73.2 87.4 46.2 53.2 60.0 64.7
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, March 4, 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 : 32,190: 28,463 30,285 705 0 1,095 750 0 0 100 600 0: 1,077 210
Old : 32,190: 28,463 30,285 705 0 1,095 750 0 0 100 600 0: 1,077 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 975: 975 975 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 94.1 2.2 0.0 3.4 2.3 0.0 0.0 0.3 1.9 0.0: 3.3 0.7
Old : 100.0: 88.4 94.1 2.2 0.0 3.4 2.3 0.0 0.0 0.3 1.9 0.0: 3.3 0.7
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 8 . 0 . . 0 0 . . 0:
Old : 22: 12 8 . 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 : 69.3 87.8 91.8 98.1 69.3 87.1 88.4 94.3
Old : 69.3 87.8 91.8 98.1 69.3 87.1 88.4 94.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Disaggregated Commitments of Traders - Options and Futures Combined, March 4, 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 : 30,800: 27,090 29,065 805 0 1,095 750 0 0 100 600 0: 960 40
Old : 30,800: 27,090 29,065 805 0 1,095 750 0 0 100 600 0: 960 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: 975: 975 975 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 94.4 2.6 0.0 3.6 2.4 0.0 0.0 0.3 1.9 0.0: 3.1 0.1
Old : 100.0: 88.0 94.4 2.6 0.0 3.6 2.4 0.0 0.0 0.3 1.9 0.0: 3.1 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 : 22: 11 8 . 0 . . 0 0 . . 0:
Old : 22: 11 8 . 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 : 70.1 88.6 93.0 98.6 70.1 87.9 89.5 94.8
Old : 70.1 88.6 93.0 98.6 70.1 87.9 89.5 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2014