COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, March 25, 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 : 79,727: 18,436 29,042 2,778 1,160 3,061 1,707 10,063 4,131 38,650 21,371 9,757: 1,207 1,142
Old : 79,727: 18,436 29,042 2,778 1,160 3,061 1,707 10,063 4,131 38,650 21,371 9,757: 1,207 1,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 219: -123 991 -355 -15 75 -120 -1,475 1,037 -140 -564 -10: -145 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 36.4 3.5 1.5 3.8 2.1 12.6 5.2 48.5 26.8 12.2: 1.5 1.4
Old : 100.0: 23.1 36.4 3.5 1.5 3.8 2.1 12.6 5.2 48.5 26.8 12.2: 1.5 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 : 56: 11 13 . . . . 4 . 17 15 25:
Old : 56: 11 13 . . . . 4 . 17 15 25:
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 : 39.8 37.8 63.3 58.3 39.4 35.4 54.0 49.6
Old : 39.8 37.8 63.3 58.3 39.4 35.4 54.0 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, March 25, 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 : 34,730: 12,705 5,905 2,380 945 1,094 2,100 4,565 15 13,366 19,123 2,673: 397 410
Old : 34,730: 12,705 5,905 2,380 945 1,094 2,100 4,565 15 13,366 19,123 2,673: 397 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 186: 1,285 210 -235 -415 170 0 770 15 -1,675 -1,185 643: -17 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 17.0 6.9 2.7 3.2 6.0 13.1 0.0 38.5 55.1 7.7: 1.1 1.2
Old : 100.0: 36.6 17.0 6.9 2.7 3.2 6.0 13.1 0.0 38.5 55.1 7.7: 1.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 10 7 . . . . 4 . 16 11 15:
Old : 47: 10 7 . . . . 4 . 16 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 : 48.4 57.8 67.9 73.3 48.3 53.4 66.0 67.2
Old : 48.4 57.8 67.9 73.3 48.3 53.4 66.0 67.2
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 25, 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 : 154,832: 102,430 105,528 6,504 13,213 14,985 10,718 2,781 8,444 5,520 3,689 5,033: 1,197 1,160
Old : 154,832: 102,430 105,528 6,504 13,213 14,985 10,718 2,781 8,444 5,520 3,689 5,033: 1,197 1,160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 2,792: 1,978 717 -1,237 -172 882 919 652 688 -460 125 4: 19 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 68.2 4.2 8.5 9.7 6.9 1.8 5.5 3.6 2.4 3.3: 0.8 0.7
Old : 100.0: 66.2 68.2 4.2 8.5 9.7 6.9 1.8 5.5 3.6 2.4 3.3: 0.8 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 : 76: 47 48 . 5 7 4 4 6 5 4 7:
Old : 76: 47 48 . 5 7 4 4 6 5 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 26.8 50.1 43.7 19.8 19.0 31.4 31.1
Old : 29.6 26.8 50.1 43.7 19.8 19.0 31.4 31.1
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 25, 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 : 59,173: 31,404 50,518 18,934 3,930 2,032 4,587 0 1,960 0 477 256: 0 0
Old : 59,173: 31,404 50,518 18,934 3,930 2,032 4,587 0 1,960 0 477 256: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 2,711: -1,519 2,736 4,022 -103 25 131 0 52 0 1 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 85.4 32.0 6.6 3.4 7.8 0.0 3.3 0.0 0.8 0.4: 0.0 0.0
Old : 100.0: 53.1 85.4 32.0 6.6 3.4 7.8 0.0 3.3 0.0 0.8 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 17 . . . . 0 . 0 . .:
Old : 33: 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 : 68.4 53.7 89.3 78.2 66.0 52.2 78.9 72.5
Old : 68.4 53.7 89.3 78.2 66.0 52.2 78.9 72.5
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 25, 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 : 457,946: 303,494 373,449 105,681 29,011 22,864 352 6,763 24,947 608 912 0: 0 0
Old : 457,946: 303,494 373,449 105,681 29,011 22,864 352 6,763 24,947 608 912 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 2,384: -6,594 6,039 3,142 0 -304 352 -8,163 5,180 608 -368 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 81.5 23.1 6.3 5.0 0.1 1.5 5.4 0.1 0.2 0.0: 0.0 0.0
Old : 100.0: 66.3 81.5 23.1 6.3 5.0 0.1 1.5 5.4 0.1 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 19 . . . . . . . . 0:
Old : 31: 19 19 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 57.2 80.1 80.7 53.8 52.7 69.3 66.1
Old : 59.9 57.2 80.1 80.7 53.8 52.7 69.3 66.1
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 25, 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 : 1,542,849: 1,187,852 1,306,523 159,440 58,339 106,370 17,684 17,469 47,111 18,147 792 5,109: 1,136 1,136
Old : 1,542,849: 1,187,852 1,306,523 159,440 58,339 106,370 17,684 17,469 47,111 18,147 792 5,109: 1,136 1,136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 16,370: 23,671 9,289 -16,967 1,363 222 36 368 4,704 4,704 424 0: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 84.7 10.3 3.8 6.9 1.1 1.1 3.1 1.2 0.1 0.3: 0.1 0.1
Old : 100.0: 77.0 84.7 10.3 3.8 6.9 1.1 1.1 3.1 1.2 0.1 0.3: 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: 34 34 5 4 6 . . . 4 . .:
Old : 60: 34 34 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 : 45.0 41.4 65.8 57.7 36.6 37.2 52.0 48.2
Old : 45.0 41.4 65.8 57.7 36.6 37.2 52.0 48.2
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 25, 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 : 51,158: 39,908 26,216 1,856 5,996 3,959 180 8,518 3,962 78 1,028 619: 597 860
Old : 51,158: 39,908 26,216 1,856 5,996 3,959 180 8,518 3,962 78 1,028 619: 597 860
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 468: -103 -1,103 -749 7 780 0 -292 226 -272 0 -10: 597 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 51.2 3.6 11.7 7.7 0.4 16.7 7.7 0.2 2.0 1.2: 1.2 1.7
Old : 100.0: 78.0 51.2 3.6 11.7 7.7 0.4 16.7 7.7 0.2 2.0 1.2: 1.2 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 : 37: 22 21 . . . . . . . . .:
Old : 37: 22 21 . . . . . . . . .:
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 : 48.7 53.3 76.0 76.7 32.2 39.8 49.3 49.0
Old : 48.7 53.3 76.0 76.7 32.2 39.8 49.3 49.0
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 25, 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 : 317,239: 204,888 232,445 78,193 25,720 4,464 0 25,028 27,238 304 192 2,152: 0 0
Old : 317,239: 204,888 232,445 78,193 25,720 4,464 0 25,028 27,238 304 192 2,152: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -1,872: -6,303 -2,232 3,847 0 0 0 0 0 0 -224 584: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 73.3 24.6 8.1 1.4 0.0 7.9 8.6 0.1 0.1 0.7: 0.0 0.0
Old : 100.0: 64.6 73.3 24.6 8.1 1.4 0.0 7.9 8.6 0.1 0.1 0.7: 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 : 26: 15 12 . . . 0 . . . . .:
Old : 26: 15 12 . . . 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 : 62.7 69.5 85.6 92.1 57.9 55.1 72.8 74.3
Old : 62.7 69.5 85.6 92.1 57.9 55.1 72.8 74.3
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 25, 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 : 628,575: 445,222 443,219 53,747 99,333 75,557 36,912 0 10,466 6,671 0 0: 0 0
Old : 628,575: 445,222 443,219 53,747 99,333 75,557 36,912 0 10,466 6,671 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 23,488: 4,672 23,488 18,816 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 70.5 8.6 15.8 12.0 5.9 0.0 1.7 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 70.8 70.5 8.6 15.8 12.0 5.9 0.0 1.7 1.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 24 . . . . 0 . . 0 0:
Old : 40: 23 24 . . . . 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 : 43.4 44.9 70.6 68.1 24.0 24.6 34.2 34.8
Old : 43.4 44.9 70.6 68.1 24.0 24.6 34.2 34.8
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 25, 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 : 58,750: 32,779 48,577 13,859 3,345 1,464 2,444 0 2,726 4,476 86 578: 424 1,974
Old : 58,750: 32,779 48,577 13,859 3,345 1,464 2,444 0 2,726 4,476 86 578: 424 1,974
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 1,527: 127 489 -151 -45 700 382 0 150 106 -234 192: 21 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 82.7 23.6 5.7 2.5 4.2 0.0 4.6 7.6 0.1 1.0: 0.7 3.4
Old : 100.0: 55.8 82.7 23.6 5.7 2.5 4.2 0.0 4.6 7.6 0.1 1.0: 0.7 3.4
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 : 39: 24 23 . . 4 . 0 . . . .:
Old : 39: 24 23 . . 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 : 49.1 49.9 71.5 66.5 42.0 43.9 54.4 53.3
Old : 49.1 49.9 71.5 66.5 42.0 43.9 54.4 53.3
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 25, 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 : 3,512,138: 2,751,648 3,512,138 760,490 0 0 0 0 0 0 0 0: 0 0
Old : 3,512,138: 2,751,648 3,512,138 760,490 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: March 18, 2014 :
: 148,080: 148,080 148,080 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 100.0 21.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.3 100.0 21.7 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 : 31: 21 12 . 0 0 0 0 0 0 0 0:
Old : 31: 21 12 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 92.8 82.5 98.3 56.8 92.7 81.3 96.6
Old : 58.0 92.8 82.5 98.3 56.8 92.7 81.3 96.6
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 25, 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 : 1,316,000: 1,047,400 1,313,800 266,500 0 0 0 100 2,100 0 0 0: 0 0
Old : 1,316,000: 1,047,400 1,313,800 266,500 0 0 0 100 2,100 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 39,500: 39,500 39,500 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 99.8 20.3 0.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.6 99.8 20.3 0.0 0.0 0.0 0.0 0.2 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 : 34: 24 13 . 0 0 0 . . 0 0 0:
Old : 34: 24 13 . 0 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 94.9 80.2 98.3 55.6 92.0 79.9 94.5
Old : 56.0 94.9 80.2 98.3 55.6 92.0 79.9 94.5
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 25, 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 : 848,920: 708,040 720,384 132,720 81,576 8,160 0 0 0 0 38,800 0: 0 0
Old : 848,920: 708,040 720,384 132,720 81,576 8,160 0 0 0 0 38,800 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 83,120: 110,640 62,720 -27,520 0 0 0 0 0 0 20,400 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 84.9 15.6 9.6 1.0 0.0 0.0 0.0 0.0 4.6 0.0: 0.0 0.0
Old : 100.0: 83.4 84.9 15.6 9.6 1.0 0.0 0.0 0.0 0.0 4.6 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: 16 15 . . . 0 0 0 0 . 0:
Old : 30: 16 15 . . . 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 : 64.8 60.1 89.4 81.7 59.5 60.1 84.1 79.9
Old : 64.8 60.1 89.4 81.7 59.5 60.1 84.1 79.9
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 25, 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 : 291,552: 183,496 247,696 59,480 6,640 33,680 7,888 0 3,128 3,472 0 0: 408 408
Old : 291,552: 183,496 247,696 59,480 6,640 33,680 7,888 0 3,128 3,472 0 0: 408 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 424: -1,208 1,608 2,752 1,976 -2,752 0 0 0 2,040 0 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 85.0 20.4 2.3 11.6 2.7 0.0 1.1 1.2 0.0 0.0: 0.1 0.1
Old : 100.0: 62.9 85.0 20.4 2.3 11.6 2.7 0.0 1.1 1.2 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: 18 15 . . . . 0 . . 0 0:
Old : 31: 18 15 . . . . 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 : 47.1 66.3 71.0 86.7 39.2 54.2 57.1 67.8
Old : 47.1 66.3 71.0 86.7 39.2 54.2 57.1 67.8
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 25, 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 : 12,703: 8,680 7,414 0 3,840 892 787 192 42 1,810 128 130: 362 65
Old : 12,703: 8,680 7,414 0 3,840 892 787 192 42 1,810 128 130: 362 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 857: 0 623 0 167 88 0 0 0 768 0 -43: 44 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 58.4 0.0 30.2 7.0 6.2 1.5 0.3 14.2 1.0 1.0: 2.8 0.5
Old : 100.0: 68.3 58.4 0.0 30.2 7.0 6.2 1.5 0.3 14.2 1.0 1.0: 2.8 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 : 27: 11 12 0 4 . . . . . . .:
Old : 27: 11 12 0 4 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 50.9 72.8 75.5 41.7 45.4 64.7 67.5
Old : 46.8 50.9 72.8 75.5 41.7 45.4 64.7 67.5
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 25, 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 : 1,203,610: 931,810 566,160 0 518,900 70,660 0 8,140 0 161,390 0 39,750: 0 0
Old : 1,203,610: 931,810 566,160 0 518,900 70,660 0 8,140 0 161,390 0 39,750: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 30,150: -31,210 65,040 0 51,120 0 0 0 0 114,890 -32,480 -53,530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 47.0 0.0 43.1 5.9 0.0 0.7 0.0 13.4 0.0 3.3: 0.0 0.0
Old : 100.0: 77.4 47.0 0.0 43.1 5.9 0.0 0.7 0.0 13.4 0.0 3.3: 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 : 21: 9 8 0 4 . 0 . 0 . 0 .:
Old : 21: 9 8 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 : 56.8 62.2 83.4 85.0 53.5 60.2 73.2 78.1
Old : 56.8 62.2 83.4 85.0 53.5 60.2 73.2 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, March 25, 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 : 322,245: 281,745 259,325 28,615 43,335 4,435 7,450 0 0 0 15,150 0: 0 0
Old : 322,245: 281,745 259,325 28,615 43,335 4,435 7,450 0 0 0 15,150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 20,200: 20,200 14,950 0 0 0 0 0 0 0 5,250 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 80.5 8.9 13.4 1.4 2.3 0.0 0.0 0.0 4.7 0.0: 0.0 0.0
Old : 100.0: 87.4 80.5 8.9 13.4 1.4 2.3 0.0 0.0 0.0 4.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 14 . . . . 0 0 0 . 0:
Old : 33: 21 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 : 60.6 69.1 83.0 85.4 58.6 67.5 78.4 83.4
Old : 60.6 69.1 83.0 85.4 58.6 67.5 78.4 83.4
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 25, 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 : 206,812: 157,592 142,607 17,985 34,020 28,610 1,050 0 1,575 0 0 0: 0 0
Old : 206,812: 157,592 142,607 17,985 34,020 28,610 1,050 0 1,575 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 7,966: 7,966 7,966 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 69.0 8.7 16.4 13.8 0.5 0.0 0.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.2 69.0 8.7 16.4 13.8 0.5 0.0 0.8 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 : 27: 18 14 . . . . 0 . 0 0 0:
Old : 27: 18 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 : 49.9 60.0 72.3 88.6 44.3 40.0 58.6 64.7
Old : 49.9 60.0 72.3 88.6 44.3 40.0 58.6 64.7
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 25, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 22,515: 16,260 15,413 2,003 1,985 2,483 570 308 555 282 127 21: 341 1,623
Old : 22,515: 16,260 15,413 2,003 1,985 2,483 570 308 555 282 127 21: 341 1,623
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 272: 572 -27 85 22 0 -21 308 20 105 -181 0: -489 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 68.5 8.9 8.8 11.0 2.5 1.4 2.5 1.3 0.6 0.1: 1.5 7.2
Old : 100.0: 72.2 68.5 8.9 8.8 11.0 2.5 1.4 2.5 1.3 0.6 0.1: 1.5 7.2
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 : 34: 23 18 . . . . . . . . .:
Old : 34: 23 18 . . . . . . . . .:
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 : 35.3 54.3 57.0 74.2 26.8 48.6 43.3 55.5
Old : 35.3 54.3 57.0 74.2 26.8 48.6 43.3 55.5
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 25, 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 : 2,949,436: 2,406,193 1,886,556 79,909 299,898 174,507 0 192,058 286,493 2,334 109,924 0: 0 0
Old : 2,949,436: 2,406,193 1,886,556 79,909 299,898 174,507 0 192,058 286,493 2,334 109,924 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 4,754: 50 -46 0 -4,704 4,704 0 1,472 0 0 3,328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 64.0 2.7 10.2 5.9 0.0 6.5 9.7 0.1 3.7 0.0: 0.0 0.0
Old : 100.0: 81.6 64.0 2.7 10.2 5.9 0.0 6.5 9.7 0.1 3.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 30 23 . 5 . 0 . . . . 0:
Old : 43: 30 23 . 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 : 42.4 47.8 64.5 65.9 38.9 30.2 54.4 44.7
Old : 42.4 47.8 64.5 65.9 38.9 30.2 54.4 44.7
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 25, 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 : 900,502: 718,355 607,761 44,780 112,370 34,492 15,375 48,656 72,243 7,640 17,363 7,617: 0 0
Old : 900,502: 718,355 607,761 44,780 112,370 34,492 15,375 48,656 72,243 7,640 17,363 7,617: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 3,412: 4,592 -923 -550 4,175 -2,000 550 770 0 -275 295 1,095: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 67.5 5.0 12.5 3.8 1.7 5.4 8.0 0.8 1.9 0.8: 0.0 0.0
Old : 100.0: 79.8 67.5 5.0 12.5 3.8 1.7 5.4 8.0 0.8 1.9 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 : 49: 32 24 . 4 5 . . . . . .:
Old : 49: 32 24 . 4 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 : 38.2 42.3 61.9 62.8 37.1 34.0 56.0 50.5
Old : 38.2 42.3 61.9 62.8 37.1 34.0 56.0 50.5
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 25, 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 : 2,255,777: 2,172,987 2,212,347 82,790 43,430 0 0 0 0 0 0 0: 0 0
Old : 2,255,777: 2,172,987 2,212,347 82,790 43,430 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: March 18, 2014 :
: 325,941: 325,941 325,941 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 98.1 3.7 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 96.3 98.1 3.7 1.9 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 : 24: 18 6 . . 0 0 0 0 0 0 0:
Old : 24: 18 6 . . 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 : 79.1 97.3 91.5 100.0 79.1 92.7 90.9 95.4
Old : 79.1 97.3 91.5 100.0 79.1 92.7 90.9 95.4
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 25, 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 : 653,310: 607,460 639,230 39,450 7,680 6,400 0 0 0 0 0 0: 0 0
Old : 653,310: 607,460 639,230 39,450 7,680 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: March 18, 2014 :
: 93,215: 93,215 93,215 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 97.8 6.0 1.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.0 97.8 6.0 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 : 30: 21 14 . . . 0 0 0 0 0 0:
Old : 30: 21 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 : 70.1 91.9 83.0 97.1 69.5 87.6 81.7 91.2
Old : 70.1 91.9 83.0 97.1 69.5 87.6 81.7 91.2
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 25, 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 : 520,979: 282,009 464,290 116,766 15,047 6,982 75,568 1,104 30,053 8,010 1,912 1,591: 0 0
Old : 520,979: 282,009 464,290 116,766 15,047 6,982 75,568 1,104 30,053 8,010 1,912 1,591: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 8,968: -664 6,640 8,160 0 0 -1,512 0 1,512 288 -368 1,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 89.1 22.4 2.9 1.3 14.5 0.2 5.8 1.5 0.4 0.3: 0.0 0.0
Old : 100.0: 54.1 89.1 22.4 2.9 1.3 14.5 0.2 5.8 1.5 0.4 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 : 43: 25 26 6 . . . . . . . .:
Old : 43: 25 26 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 : 44.9 46.6 64.7 68.5 38.3 42.7 52.3 56.5
Old : 44.9 46.6 64.7 68.5 38.3 42.7 52.3 56.5
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 25, 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 : 36,338: 21,383 29,180 5,409 1,493 2,071 3,835 1,663 1,485 942 146 237: 977 63
Old : 36,338: 21,383 29,180 5,409 1,493 2,071 3,835 1,663 1,485 942 146 237: 977 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 513: 496 272 -243 0 48 -62 -64 106 16 -1 152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 80.3 14.9 4.1 5.7 10.6 4.6 4.1 2.6 0.4 0.7: 2.7 0.2
Old : 100.0: 58.8 80.3 14.9 4.1 5.7 10.6 4.6 4.1 2.6 0.4 0.7: 2.7 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: 24 26 4 . . . . . . . .:
Old : 45: 24 26 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 : 42.0 35.8 64.3 58.2 34.6 32.4 49.7 49.5
Old : 42.0 35.8 64.3 58.2 34.6 32.4 49.7 49.5
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 25, 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 : 23,327: 11,341 19,991 3,092 519 1,589 5,948 0 1,228 129 0 0: 0 0
Old : 23,327: 11,341 19,991 3,092 519 1,589 5,948 0 1,228 129 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 78: 103 -26 0 130 0 0 0 0 1 0 -26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 85.7 13.3 2.2 6.8 25.5 0.0 5.3 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 48.6 85.7 13.3 2.2 6.8 25.5 0.0 5.3 0.6 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: 17 10 . . . . 0 . . 0 0:
Old : 28: 17 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 : 64.1 87.1 82.8 96.7 57.9 76.4 72.3 80.5
Old : 64.1 87.1 82.8 96.7 57.9 76.4 72.3 80.5
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 25, 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 : 212,705: 84,593 184,032 22,624 14,536 10,745 91,663 0 2,432 344 656 304: 0 0
Old : 212,705: 84,593 184,032 22,624 14,536 10,745 91,663 0 2,432 344 656 304: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 0: -977 952 0 -1,929 977 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 86.5 10.6 6.8 5.1 43.1 0.0 1.1 0.2 0.3 0.1: 0.0 0.0
Old : 100.0: 39.8 86.5 10.6 6.8 5.1 43.1 0.0 1.1 0.2 0.3 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 : 23: 13 8 . . . . 0 . . . .:
Old : 23: 13 8 . . . . 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 : 77.8 92.2 91.1 98.7 75.5 87.2 86.4 91.3
Old : 77.8 92.2 91.1 98.7 75.5 87.2 86.4 91.3
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 25, 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 : 437,201: 240,599 398,203 172,456 0 2,753 3,936 13,310 17,457 0 5,478 0: 0 0
Old : 437,201: 240,599 398,203 172,456 0 2,753 3,936 13,310 17,457 0 5,478 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -32,452: -32,452 -32,452 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 91.1 39.4 0.0 0.6 0.9 3.0 4.0 0.0 1.3 0.0: 0.0 0.0
Old : 100.0: 55.0 91.1 39.4 0.0 0.6 0.9 3.0 4.0 0.0 1.3 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: 17 16 4 0 . . . . 0 . 0:
Old : 30: 17 16 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 : 59.2 73.7 76.7 90.1 57.1 67.2 70.1 79.0
Old : 59.2 73.7 76.7 90.1 57.1 67.2 70.1 79.0
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 25, 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 : 26,454: 15,268 17,969 404 3,921 3,928 2,429 0 212 3,513 0 63: 637 361
Old : 26,454: 15,268 17,969 404 3,921 3,928 2,429 0 212 3,513 0 63: 637 361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -2,362: -2,065 -1,661 -64 -575 -126 -64 0 0 0 0 0: -43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 67.9 1.5 14.8 14.8 9.2 0.0 0.8 13.3 0.0 0.2: 2.4 1.4
Old : 100.0: 57.7 67.9 1.5 14.8 14.8 9.2 0.0 0.8 13.3 0.0 0.2: 2.4 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 : 30: 19 16 . . . . 0 . . 0 .:
Old : 30: 19 16 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 62.8 73.4 82.4 36.4 36.4 47.2 53.1
Old : 48.3 62.8 73.4 82.4 36.4 36.4 47.2 53.1
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 25, 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 : 18,117: 12,172 16,088 3,488 0 473 320 0 86 1,192 896 21: 365 553
Old : 18,117: 12,172 16,088 3,488 0 473 320 0 86 1,192 896 21: 365 553
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 852: 831 511 0 0 21 -22 0 0 21 320 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 88.8 19.3 0.0 2.6 1.8 0.0 0.5 6.6 4.9 0.1: 2.0 3.1
Old : 100.0: 67.2 88.8 19.3 0.0 2.6 1.8 0.0 0.5 6.6 4.9 0.1: 2.0 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 : 28: 14 17 4 0 . . 0 . . . .:
Old : 28: 14 17 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 : 45.9 50.0 65.7 72.7 37.5 41.5 50.2 54.7
Old : 45.9 50.0 65.7 72.7 37.5 41.5 50.2 54.7
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 25, 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 : 247,339: 111,918 243,403 93,403 3,936 0 5,111 0 0 36,907 0 0: 0 0
Old : 247,339: 111,918 243,403 93,403 3,936 0 5,111 0 0 36,907 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 2,768: -1,640 2,768 4,408 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 98.4 37.8 1.6 0.0 2.1 0.0 0.0 14.9 0.0 0.0: 0.0 0.0
Old : 100.0: 45.2 98.4 37.8 1.6 0.0 2.1 0.0 0.0 14.9 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 : 28: 12 16 4 . 0 . 0 0 . 0 0:
Old : 28: 12 16 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 : 63.6 71.7 83.8 88.3 63.6 65.1 77.6 78.8
Old : 63.6 71.7 83.8 88.3 63.6 65.1 77.6 78.8
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 25, 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 : 13,724: 6,120 7,999 4,072 4,153 1,274 956 0 63 1,046 0 22: 171 213
Old : 13,724: 6,120 7,999 4,072 4,153 1,274 956 0 63 1,046 0 22: 171 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 70: 217 25 -427 132 -43 -21 0 -22 344 0 0: 22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 58.3 29.7 30.3 9.3 7.0 0.0 0.5 7.6 0.0 0.2: 1.2 1.6
Old : 100.0: 44.6 58.3 29.7 30.3 9.3 7.0 0.0 0.5 7.6 0.0 0.2: 1.2 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 : 32: 13 19 5 . . . 0 . . 0 .:
Old : 32: 13 19 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 49.7 63.5 68.3 30.0 46.1 47.2 59.5
Old : 41.1 49.7 63.5 68.3 30.0 46.1 47.2 59.5
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 25, 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 : 168,052: 53,411 80,082 101,230 82,140 5,423 5,708 407 0 2,280 0 0: 0 0
Old : 168,052: 53,411 80,082 101,230 82,140 5,423 5,708 407 0 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: March 18, 2014 :
: 1,472: 1,472 1,472 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 47.7 60.2 48.9 3.2 3.4 0.2 0.0 1.4 0.0 0.0: 0.0 0.0
Old : 100.0: 31.8 47.7 60.2 48.9 3.2 3.4 0.2 0.0 1.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 16 4 . . . . 0 . 0 0:
Old : 32: 17 16 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 : 67.0 66.2 84.9 80.4 63.5 64.8 78.7 75.8
Old : 67.0 66.2 84.9 80.4 63.5 64.8 78.7 75.8
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 25, 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 : 20,522: 15,010 14,202 3,791 1,078 335 0 3,521 1,386 0 0 0: 0 0
Old : 20,522: 15,010 14,202 3,791 1,078 335 0 3,521 1,386 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -350: -17 -48 -281 0 -52 0 -250 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 69.2 18.5 5.3 1.6 0.0 17.2 6.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.1 69.2 18.5 5.3 1.6 0.0 17.2 6.8 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 : 25: 16 13 . . . 0 . . 0 0 0:
Old : 25: 16 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 : 62.2 71.4 87.0 90.4 57.9 53.6 71.7 71.4
Old : 62.2 71.4 87.0 90.4 57.9 53.6 71.7 71.4
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 25, 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 : 151,667: 123,979 74,826 0 56,819 19,368 7,666 0 654 0 0 0: 0 0
Old : 151,667: 123,979 74,826 0 56,819 19,368 7,666 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: March 18, 2014 :
: -1,264: 1,344 -2,560 0 3,904 -2,608 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 49.3 0.0 37.5 12.8 5.1 0.0 0.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.7 49.3 0.0 37.5 12.8 5.1 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 : 66.3 70.0 88.5 93.8 58.3 57.3 75.1 77.6
Old : 66.3 70.0 88.5 93.8 58.3 57.3 75.1 77.6
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 25, 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 : 756,114: 698,393 597,452 39,976 117,257 17,745 0 23,660 0 0 0 0: 0 0
Old : 756,114: 698,393 597,452 39,976 117,257 17,745 0 23,660 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: March 18, 2014 :
: -46,960: -46,960 0 0 -46,960 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 79.0 5.3 15.5 2.3 0.0 3.1 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 92.4 79.0 5.3 15.5 2.3 0.0 3.1 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 10 . . . 0 . 0 0 0 0:
Old : 26: 15 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 : 71.1 75.4 85.0 92.1 66.0 71.7 77.6 85.0
Old : 71.1 75.4 85.0 92.1 66.0 71.7 77.6 85.0
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 25, 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 : 228,245: 211,245 188,260 9,730 31,640 5,120 0 3,225 0 2,150 0 0: 0 0
Old : 228,245: 211,245 188,260 9,730 31,640 5,120 0 3,225 0 2,150 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -10,550: -10,550 2,150 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: 92.6 82.5 4.3 13.9 2.2 0.0 1.4 0.0 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 92.6 82.5 4.3 13.9 2.2 0.0 1.4 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 : 28: 17 10 . . . 0 . 0 . 0 0:
Old : 28: 17 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 : 63.8 75.6 79.4 91.2 59.3 71.0 70.1 81.0
Old : 63.8 75.6 79.4 91.2 59.3 71.0 70.1 81.0
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 25, 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 : 355,130: 267,030 166,240 87,050 165,365 0 0 23,525 0 1,050 0 0: 0 0
Old : 355,130: 267,030 166,240 87,050 165,365 0 0 23,525 0 1,050 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 27,725: 19,225 17,950 8,500 -3,075 0 0 12,850 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 46.8 24.5 46.6 0.0 0.0 6.6 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 75.2 46.8 24.5 46.6 0.0 0.0 6.6 0.0 0.3 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 : 29: 16 8 4 . 0 0 . 0 . 0 0:
Old : 29: 16 8 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 : 52.7 75.7 78.0 95.8 52.1 75.7 77.4 91.6
Old : 52.7 75.7 78.0 95.8 52.1 75.7 77.4 91.6
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 25, 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 : 1,218,415: 935,847 543,747 279,345 601,365 3,223 0 70,080 0 0 0 0: 0 0
Old : 1,218,415: 935,847 543,747 279,345 601,365 3,223 0 70,080 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: March 18, 2014 :
: 70,120: 70,120 23,400 0 0 0 0 46,720 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 44.6 22.9 49.4 0.3 0.0 5.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.8 44.6 22.9 49.4 0.3 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 : 26: 14 6 5 . . 0 . 0 0 0 0:
Old : 26: 14 6 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 : 51.1 80.0 77.2 99.7 51.1 80.0 77.1 96.2
Old : 51.1 80.0 77.2 99.7 51.1 80.0 77.1 96.2
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 25, 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 : 196,690: 170,115 156,280 10,565 24,400 16,010 0 0 0 0 0 0: 0 0
Old : 196,690: 170,115 156,280 10,565 24,400 16,010 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: March 18, 2014 :
: 25,600: 25,600 25,600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 79.5 5.4 12.4 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.5 79.5 5.4 12.4 8.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 . . . 0 0 0 0 0 0:
Old : 23: 14 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 : 58.2 73.4 80.3 95.5 57.7 71.3 75.8 88.1
Old : 58.2 73.4 80.3 95.5 57.7 71.3 75.8 88.1
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 25, 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 : 652,119: 550,552 498,130 54,586 107,008 46,981 0 0 0 0 0 0: 0 0
Old : 652,119: 550,552 498,130 54,586 107,008 46,981 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: March 18, 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: 84.4 76.4 8.4 16.4 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.4 76.4 8.4 16.4 7.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 0 0 0:
Old : 20: 12 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 71.6 87.9 96.4 63.5 64.1 77.4 84.7
Old : 67.4 71.6 87.9 96.4 63.5 64.1 77.4 84.7
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 25, 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 : 450,640: 419,060 390,895 9,735 36,800 20,795 0 0 0 0 1,100 1,050: 0 0
Old : 450,640: 419,060 390,895 9,735 36,800 20,795 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: March 18, 2014 :
: 18,725: 18,725 5,875 -12,850 0 12,850 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 86.7 2.2 8.2 4.6 0.0 0.0 0.0 0.0 0.2 0.2: 0.0 0.0
Old : 100.0: 93.0 86.7 2.2 8.2 4.6 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 : 26: 16 7 . . 5 0 0 0 0 . .:
Old : 26: 16 7 . . 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 : 71.9 85.3 89.1 97.5 57.3 76.3 71.3 78.6
Old : 71.9 85.3 89.1 97.5 57.3 76.3 71.3 78.6
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 25, 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 : 1,590,472: 1,493,365 1,384,946 24,836 133,255 72,271 0 0 0 0 0 0: 0 0
Old : 1,590,472: 1,493,365 1,384,946 24,836 133,255 72,271 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: March 18, 2014 :
: 151,492: 151,492 104,772 -46,720 0 46,720 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 87.1 1.6 8.4 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.9 87.1 1.6 8.4 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 7 . . 5 0 0 0 0 0 0:
Old : 24: 15 7 . . 5 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 85.5 92.2 98.2 65.6 76.5 73.0 78.5
Old : 76.3 85.5 92.2 98.2 65.6 76.5 73.0 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 25, 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 : 1,921,578: 1,781,959 1,902,762 120,803 0 18,816 0 0 0 0 0 0: 0 0
Old : 1,921,578: 1,781,959 1,902,762 120,803 0 18,816 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: March 18, 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: 92.7 99.0 6.3 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 92.7 99.0 6.3 0.0 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 : 24: 16 7 4 0 . 0 0 0 0 0 0:
Old : 24: 16 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 : 71.4 96.5 85.2 100.0 67.3 93.9 80.3 93.9
Old : 71.4 96.5 85.2 100.0 67.3 93.9 80.3 93.9
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 25, 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 : 523,285: 491,265 513,675 22,410 0 9,610 0 0 0 0 0 0: 0 0
Old : 523,285: 491,265 513,675 22,410 0 9,610 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: March 18, 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: 93.9 98.2 4.3 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 93.9 98.2 4.3 0.0 1.8 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 : 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 : 70.7 95.9 84.5 99.9 67.8 93.2 81.1 93.9
Old : 70.7 95.9 84.5 99.9 67.8 93.2 81.1 93.9
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 25, 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 : 9,857,174: 7,786,793 8,998,375 1,095,305 93,630 765,169 205,837 0 0 4,070 0 0: 0 0
Old : 9,857,174: 7,786,793 8,998,375 1,095,305 93,630 765,169 205,837 0 0 4,070 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 286,267: 190,624 273,263 20,314 -15,605 28,609 46,720 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 91.3 11.1 0.9 7.8 2.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.0 91.3 11.1 0.9 7.8 2.1 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 : 46: 32 28 5 . 5 . 0 0 . 0 0:
Old : 46: 32 28 5 . 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 : 35.5 62.9 53.9 82.4 28.0 57.9 41.4 69.3
Old : 35.5 62.9 53.9 82.4 28.0 57.9 41.4 69.3
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 25, 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 : 3,409,379: 2,750,107 3,222,759 419,727 8,975 168,200 60,825 0 2,520 1,075 0 4,725: 2,200 2,200
Old : 3,409,379: 2,750,107 3,222,759 419,727 8,975 168,200 60,825 0 2,520 1,075 0 4,725: 2,200 2,200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 43,665: 18,820 46,115 4,220 -6,575 1,925 12,850 0 0 1,075 -2,575 2,575: 2,200 2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 94.5 12.3 0.3 4.9 1.8 0.0 0.1 0.0 0.0 0.1: 0.1 0.1
Old : 100.0: 80.7 94.5 12.3 0.3 4.9 1.8 0.0 0.1 0.0 0.0 0.1: 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 : 53: 35 30 6 . 5 . 0 . . 0 .:
Old : 53: 35 30 6 . 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 : 32.7 63.4 51.6 82.7 29.3 59.1 46.1 72.0
Old : 32.7 63.4 51.6 82.7 29.3 59.1 46.1 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, March 25, 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 : 3,193,831: 2,102,332 2,406,232 291,630 323,087 163,591 17,106 120,531 91,990 483,243 44,462 43,938: 0 0
Old : 3,193,831: 2,102,332 2,406,232 291,630 323,087 163,591 17,106 120,531 91,990 483,243 44,462 43,938: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 5,334: 23,473 2,816 -21,639 10,979 294 3,738 9,855 2,125 8,240 -9,838 -10,897: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 75.3 9.1 10.1 5.1 0.5 3.8 2.9 15.1 1.4 1.4: 0.0 0.0
Old : 100.0: 65.8 75.3 9.1 10.1 5.1 0.5 3.8 2.9 15.1 1.4 1.4: 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 : 69: 34 35 6 5 7 . 5 4 4 4 5:
Old : 69: 34 35 6 5 7 . 5 4 4 4 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 : 46.7 58.8 62.6 73.0 46.7 54.8 61.4 66.6
Old : 46.7 58.8 62.6 73.0 46.7 54.8 61.4 66.6
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 25, 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 : 7,278,713: 5,974,462 5,924,626 273,765 349,222 668,908 121,790 165,288 85,373 108,479 39,360 45,936: 0 0
Old : 7,278,713: 5,974,462 5,924,626 273,765 349,222 668,908 121,790 165,288 85,373 108,479 39,360 45,936: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 113,051: 26,616 169,219 22,079 -49,964 -6,204 44,078 0 0 26,482 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 81.4 3.8 4.8 9.2 1.7 2.3 1.2 1.5 0.5 0.6: 0.0 0.0
Old : 100.0: 82.1 81.4 3.8 4.8 9.2 1.7 2.3 1.2 1.5 0.5 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 27 24 5 . 6 . . . . . .:
Old : 48: 27 24 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 : 46.6 71.3 65.7 82.8 45.4 67.0 59.0 75.0
Old : 46.6 71.3 65.7 82.8 45.4 67.0 59.0 75.0
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 25, 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 : 599,577: 514,552 465,847 55,575 92,425 23,780 5,670 10,675 0 0 6,850 0: 0 0
Old : 599,577: 514,552 465,847 55,575 92,425 23,780 5,670 10,675 0 0 6,850 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 23,800: 23,800 7,300 0 12,850 0 0 0 0 0 3,650 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 77.7 9.3 15.4 4.0 0.9 1.8 0.0 0.0 1.1 0.0: 0.0 0.0
Old : 100.0: 85.8 77.7 9.3 15.4 4.0 0.9 1.8 0.0 0.0 1.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 12 . . 5 . . 0 0 . 0:
Old : 37: 26 12 . . 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 : 46.7 77.9 67.3 91.0 45.1 73.2 65.2 81.6
Old : 46.7 77.9 67.3 91.0 45.1 73.2 65.2 81.6
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 25, 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 : 2,175,973: 1,802,847 1,835,358 215,759 164,338 141,087 16,280 35,190 0 0 0 0: 0 0
Old : 2,175,973: 1,802,847 1,835,358 215,759 164,338 141,087 16,280 35,190 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: March 18, 2014 :
: 7,360: 7,360 0 0 7,360 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 84.3 9.9 7.6 6.5 0.7 1.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.9 84.3 9.9 7.6 6.5 0.7 1.6 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 11 . . 4 . . 0 0 0 0:
Old : 34: 24 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 : 44.4 77.9 63.5 92.7 44.1 67.8 62.8 79.2
Old : 44.4 77.9 63.5 92.7 44.1 67.8 62.8 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, March 25, 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 : 38,252: 23,747 25,115 2,040 648 7,260 0 1,530 90 220 192 48: 4,847 3,369
Old : 38,252: 23,747 25,115 2,040 648 7,260 0 1,530 90 220 192 48: 4,847 3,369
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -146: -1,537 -780 5 -7 -76 0 0 0 0 0 0: 1,461 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 65.7 5.3 1.7 19.0 0.0 4.0 0.2 0.6 0.5 0.1: 12.7 8.8
Old : 100.0: 62.1 65.7 5.3 1.7 19.0 0.0 4.0 0.2 0.6 0.5 0.1: 12.7 8.8
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 : 31: 19 17 4 . 6 0 . . . . .:
Old : 31: 19 17 4 . 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 : 39.8 48.1 62.3 70.1 12.8 19.9 20.5 26.9
Old : 39.8 48.1 62.3 70.1 12.8 19.9 20.5 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, March 25, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(2.5 MEGAWATTS PER OFF PEAK HRS) :
: : Positions :
All : 11,276: 5,346 6,408 260 40 1,518 0 582 1,088 0 0 0: 3,064 1,640
Old : 11,276: 5,346 6,408 260 40 1,518 0 582 1,088 0 0 0: 3,064 1,640
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 56.8 2.3 0.4 13.5 0.0 5.2 9.6 0.0 0.0 0.0: 27.2 14.5
Old : 100.0: 47.4 56.8 2.3 0.4 13.5 0.0 5.2 9.6 0.0 0.0 0.0: 27.2 14.5
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 : 20: 11 9 . . . 0 . . 0 0 0:
Old : 20: 11 9 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 45.6 54.0 69.3 20.4 35.7 29.8 44.4
Old : 31.6 45.6 54.0 69.3 20.4 35.7 29.8 44.4
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 25, 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 : 22,140: 14,317 18,665 6,417 2,027 192 0 745 0 745 0 0: 469 511
Old : 22,140: 14,317 18,665 6,417 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: March 18, 2014 :
: 2,053: 2,286 2,053 -233 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 84.3 29.0 9.2 0.9 0.0 3.4 0.0 3.4 0.0 0.0: 2.1 2.3
Old : 100.0: 64.7 84.3 29.0 9.2 0.9 0.0 3.4 0.0 3.4 0.0 0.0: 2.1 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 : 23: 11 8 . . . 0 . 0 . 0 0:
Old : 23: 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 : 53.3 83.6 83.6 95.1 52.4 83.6 82.7 94.7
Old : 53.3 83.6 83.6 95.1 52.4 83.6 82.7 94.7
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 25, 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 : 476,932: 334,889 467,686 132,797 0 5,310 0 3,936 0 3,936 0 0: 0 0
Old : 476,932: 334,889 467,686 132,797 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: March 18, 2014 :
: 38,658: 42,971 38,658 -4,313 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 98.1 27.8 0.0 1.1 0.0 0.8 0.0 0.8 0.0 0.0: 0.0 0.0
Old : 100.0: 70.2 98.1 27.8 0.0 1.1 0.0 0.8 0.0 0.8 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 10 . 0 . 0 . 0 . 0 0:
Old : 25: 14 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 : 55.1 93.2 80.6 98.0 53.8 93.2 78.4 96.4
Old : 55.1 93.2 80.6 98.0 53.8 93.2 78.4 96.4
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 25, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 348,914: 100,918 341,884 212,019 4,664 2,366 0 0 0 33,611 0 0: 0 0
Old : 348,914: 100,918 341,884 212,019 4,664 2,366 0 0 0 33,611 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 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: 28.9 98.0 60.8 1.3 0.7 0.0 0.0 0.0 9.6 0.0 0.0: 0.0 0.0
Old : 100.0: 28.9 98.0 60.8 1.3 0.7 0.0 0.0 0.0 9.6 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 : 82.9 92.2 97.7 98.4 82.0 92.2 96.8 98.4
Old : 82.9 92.2 97.7 98.4 82.0 92.2 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 25, 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: March 18, 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: 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 25, 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 : 878,039: 643,917 836,374 192,457 0 41,665 0 0 0 0 0 0: 0 0
Old : 878,039: 643,917 836,374 192,457 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: March 18, 2014 :
: 1,840: 1,840 1,840 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 95.3 21.9 0.0 4.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.3 95.3 21.9 0.0 4.7 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 59.9 90.2 80.2 54.7 47.3 72.9 65.2
Old : 64.1 59.9 90.2 80.2 54.7 47.3 72.9 65.2
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 25, 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 : 151,359: 95,793 105,356 11,677 9,601 32,997 8,295 0 2,130 0 1,062 213: 254 0
Old : 151,359: 95,793 105,356 11,677 9,601 32,997 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: March 18, 2014 :
: 105: 105 105 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 69.6 7.7 6.3 21.8 5.5 0.0 1.4 0.0 0.7 0.1: 0.2 0.0
Old : 100.0: 63.3 69.6 7.7 6.3 21.8 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 5 . 4 . 0 . 0 . .:
Old : 37: 17 24 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 : 49.5 58.9 73.7 76.5 23.0 23.0 35.6 35.5
Old : 49.5 58.9 73.7 76.5 23.0 23.0 35.6 35.5
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 25, 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 : 1,808,164: 1,581,915 1,212,554 62,861 242,979 134,362 0 191,200 23,520 1,957 0 3,549: -0 0
Old : 1,808,164: 1,581,915 1,212,554 62,861 242,979 134,362 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: March 18, 2014 :
: -35,490: -35,472 -35,490 0 18 -18 0 0 0 0 0 0: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 67.1 3.5 13.4 7.4 0.0 10.6 1.3 0.1 0.0 0.2: -0.0 0.0
Old : 100.0: 87.5 67.1 3.5 13.4 7.4 0.0 10.6 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 : 59.3 55.5 78.6 78.7 55.6 45.0 67.9 62.9
Old : 59.3 55.5 78.6 78.7 55.6 45.0 67.9 62.9
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 25, 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 : 24,470: 14,135 14,336 8,950 1,065 0 0 7,534 1,280 105 0 0: 0 255
Old : 24,470: 14,135 14,336 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: March 18, 2014 :
: 341: 341 341 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 58.6 36.6 4.4 0.0 0.0 30.8 5.2 0.4 0.0 0.0: 0.0 1.0
Old : 100.0: 57.8 58.6 36.6 4.4 0.0 0.0 30.8 5.2 0.4 0.0 0.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 . . 0 0 . . . 0 0:
Old : 23: 14 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 : 48.6 72.7 74.2 91.4 46.7 65.1 68.4 76.8
Old : 48.6 72.7 74.2 91.4 46.7 65.1 68.4 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, March 25, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 57,877: 42,636 46,249 7,634 425 6,327 0 3,340 1,280 0 0 0: 0 256
Old : 57,877: 42,636 46,249 7,634 425 6,327 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: March 18, 2014 :
: 1,070: 850 1,070 220 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 79.9 13.2 0.7 10.9 0.0 5.8 2.2 0.0 0.0 0.0: 0.0 0.4
Old : 100.0: 73.7 79.9 13.2 0.7 10.9 0.0 5.8 2.2 0.0 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 : 23: 13 11 . . . 0 . . 0 0 0:
Old : 23: 13 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 : 52.3 67.5 74.8 89.2 41.3 48.2 57.6 62.4
Old : 52.3 67.5 74.8 89.2 41.3 48.2 57.6 62.4
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 25, 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 : 62,911: 49,704 34,420 0 17,446 8,240 2,140 0 2,550 277 0 0: 0 255
Old : 62,911: 49,704 34,420 0 17,446 8,240 2,140 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: March 18, 2014 :
: 430: 430 105 0 325 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 54.7 0.0 27.7 13.1 3.4 0.0 4.1 0.4 0.0 0.0: 0.0 0.4
Old : 100.0: 79.0 54.7 0.0 27.7 13.1 3.4 0.0 4.1 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 : 32: 21 17 0 4 . . 0 . . 0 0:
Old : 32: 21 17 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 : 42.1 61.9 65.2 80.1 26.3 41.8 41.9 52.0
Old : 42.1 61.9 65.2 80.1 26.3 41.8 41.9 52.0
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 25, 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 : 47,228: 29,076 38,957 12,290 4,841 1,169 0 0 0 2,432 0 2,048: 213 213
Old : 47,228: 29,076 38,957 12,290 4,841 1,169 0 0 0 2,432 0 2,048: 213 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 84: 84 84 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 82.5 26.0 10.3 2.5 0.0 0.0 0.0 5.1 0.0 4.3: 0.5 0.5
Old : 100.0: 61.6 82.5 26.0 10.3 2.5 0.0 0.0 0.0 5.1 0.0 4.3: 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 : 25: 13 14 . . . 0 0 0 . 0 .:
Old : 25: 13 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 : 51.3 50.2 74.7 72.9 44.1 47.0 64.0 63.0
Old : 51.3 50.2 74.7 72.9 44.1 47.0 64.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, March 25, 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: March 18, 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: 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 80.2
Old : 46.3 59.7 71.0 85.3 46.3 56.2 68.6 80.2
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 25, 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: March 18, 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: 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: 11 13 . 0 0 . . . . 0 0:
Old : 22: 11 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 87.7 85.9 46.9 64.7 71.7 75.7
Old : 55.6 68.2 87.7 85.9 46.9 64.7 71.7 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 25, 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 : 792,641: 619,531 561,275 44,110 111,022 80,984 8,656 0 39,360 0 0 0: 0 0
Old : 792,641: 619,531 561,275 44,110 111,022 80,984 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: March 18, 2014 :
: 37,130: 37,130 37,130 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 70.8 5.6 14.0 10.2 1.1 0.0 5.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.2 70.8 5.6 14.0 10.2 1.1 0.0 5.0 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: 12 14 . . . . 0 . 0 0 0:
Old : 22: 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 : 64.4 52.2 86.0 74.5 36.3 26.3 44.4 39.3
Old : 64.4 52.2 86.0 74.5 36.3 26.3 44.4 39.3
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 25, 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 : 1,442,291: 898,726 933,710 7,456 171,789 289,752 184,805 0 47,040 14,512 0 0: 0 0
Old : 1,442,291: 898,726 933,710 7,456 171,789 289,752 184,805 0 47,040 14,512 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 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: 62.3 64.7 0.5 11.9 20.1 12.8 0.0 3.3 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.3 64.7 0.5 11.9 20.1 12.8 0.0 3.3 1.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 14 . 4 4 . 0 . . 0 0:
Old : 31: 17 14 . 4 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 : 57.3 69.8 77.1 86.6 38.1 42.5 49.5 54.1
Old : 57.3 69.8 77.1 86.6 38.1 42.5 49.5 54.1
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 25, 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 : 725,894: 365,150 547,881 3,936 84,093 93,920 0 0 0 262,888 0 0: 0 0
Old : 725,894: 365,150 547,881 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: March 18, 2014 :
: 1,601: 1,601 1,601 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 75.5 0.5 11.6 12.9 0.0 0.0 0.0 36.2 0.0 0.0: 0.0 0.0
Old : 100.0: 50.3 75.5 0.5 11.6 12.9 0.0 0.0 0.0 36.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 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 : 68.4 51.6 88.9 75.1 68.0 40.2 69.9 54.4
Old : 68.4 51.6 88.9 75.1 68.0 40.2 69.9 54.4
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 25, 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 : 564,224: 420,904 298,821 52,736 172,784 90,584 0 0 0 0 2,035 0: 0 0
Old : 564,224: 420,904 298,821 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: March 18, 2014 :
: 2,719: 2,719 2,719 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 53.0 9.3 30.6 16.1 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 74.6 53.0 9.3 30.6 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: 13 12 . 5 . 0 0 0 0 . 0:
Old : 26: 13 12 . 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 : 47.2 55.9 81.1 82.0 38.6 40.5 62.4 59.7
Old : 47.2 55.9 81.1 82.0 38.6 40.5 62.4 59.7
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 25, 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 : 19,694: 9,590 18,232 2,340 907 120 0 0 0 7,179 0 0: 465 435
Old : 19,694: 9,590 18,232 2,340 907 120 0 0 0 7,179 0 0: 465 435
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 535: 235 535 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 92.6 11.9 4.6 0.6 0.0 0.0 0.0 36.5 0.0 0.0: 2.4 2.2
Old : 100.0: 48.7 92.6 11.9 4.6 0.6 0.0 0.0 0.0 36.5 0.0 0.0: 2.4 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 : 22: 9 15 . . . 0 0 0 . 0 0:
Old : 22: 9 15 . . . 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 : 84.0 52.7 95.9 78.7 83.4 52.7 94.1 78.3
Old : 84.0 52.7 95.9 78.7 83.4 52.7 94.1 78.3
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 25, 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 : 19,043: 9,505 18,033 1,840 480 120 0 0 0 7,144 0 0: 434 410
Old : 19,043: 9,505 18,033 1,840 480 120 0 0 0 7,144 0 0: 434 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 295: -5 295 300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.9 94.7 9.7 2.5 0.6 0.0 0.0 0.0 37.5 0.0 0.0: 2.3 2.2
Old : 100.0: 49.9 94.7 9.7 2.5 0.6 0.0 0.0 0.0 37.5 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 : 21: 8 14 . . . 0 0 0 . 0 0:
Old : 21: 8 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 89.6 53.6 97.0 76.0 89.6 53.4 95.1 75.8
Old : 89.6 53.6 97.0 76.0 89.6 53.4 95.1 75.8
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 25, 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 : 209,908: 143,810 146,368 9,518 33,910 15,690 1,075 10,650 0 34,425 0 3,290: 2,100 0
Old : 209,908: 143,810 146,368 9,518 33,910 15,690 1,075 10,650 0 34,425 0 3,290: 2,100 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 21,063: 9,513 35,328 5,420 -18,780 3,990 0 0 0 1,615 0 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 69.7 4.5 16.2 7.5 0.5 5.1 0.0 16.4 0.0 1.6: 1.0 0.0
Old : 100.0: 68.5 69.7 4.5 16.2 7.5 0.5 5.1 0.0 16.4 0.0 1.6: 1.0 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: 18 16 . . 4 . . 0 . 0 .:
Old : 30: 18 16 . . 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 : 57.6 48.8 76.1 68.8 38.5 35.4 52.5 47.8
Old : 57.6 48.8 76.1 68.8 38.5 35.4 52.5 47.8
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 25, 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 : 349,413: 247,228 263,062 5,856 79,008 2,849 0 0 0 88,986 0 4,494: 0 0
Old : 349,413: 247,228 263,062 5,856 79,008 2,849 0 0 0 88,986 0 4,494: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 34,768: 32,848 34,768 1,920 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 75.3 1.7 22.6 0.8 0.0 0.0 0.0 25.5 0.0 1.3: 0.0 0.0
Old : 100.0: 70.8 75.3 1.7 22.6 0.8 0.0 0.0 0.0 25.5 0.0 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 10 . . . 0 0 0 . 0 .:
Old : 24: 14 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 : 60.7 70.2 81.0 90.8 57.2 66.5 71.1 78.0
Old : 60.7 70.2 81.0 90.8 57.2 66.5 71.1 78.0
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 25, 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 : 228,922: 196,896 95,835 1,636 76,275 25,540 3,778 6,400 547 0 23,800 525: 0 0
Old : 228,922: 196,896 95,835 1,636 76,275 25,540 3,778 6,400 547 0 23,800 525: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 5,922: 13,977 -2,408 -17,134 -1,249 7,979 1,100 0 0 0 1,600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 41.9 0.7 33.3 11.2 1.7 2.8 0.2 0.0 10.4 0.2: 0.0 0.0
Old : 100.0: 86.0 41.9 0.7 33.3 11.2 1.7 2.8 0.2 0.0 10.4 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 : 34: 21 15 . 4 6 . . . 0 . .:
Old : 34: 21 15 . 4 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 : 40.6 51.8 64.4 75.7 37.5 46.0 54.4 64.6
Old : 40.6 51.8 64.4 75.7 37.5 46.0 54.4 64.6
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 25, 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 : 580,623: 500,817 313,628 0 181,084 77,771 0 8,140 0 2,035 0 0: 0 0
Old : 580,623: 500,817 313,628 0 181,084 77,771 0 8,140 0 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: March 18, 2014 :
: 30,655: 33,695 -4,036 0 37,731 -3,040 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 54.0 0.0 31.2 13.4 0.0 1.4 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 86.3 54.0 0.0 31.2 13.4 0.0 1.4 0.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 15 0 5 . 0 . 0 . 0 0:
Old : 29: 16 15 0 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 : 56.6 61.4 87.1 82.6 47.3 47.1 64.0 59.8
Old : 56.6 61.4 87.1 82.6 47.3 47.1 64.0 59.8
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 25, 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 : 132,728: 76,688 115,328 49,675 6,890 1,910 525 2,200 0 3,930 6,400 0: 0 0
Old : 132,728: 76,688 115,328 49,675 6,890 1,910 525 2,200 0 3,930 6,400 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 1,100: 1,100 525 0 575 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 86.9 37.4 5.2 1.4 0.4 1.7 0.0 3.0 4.8 0.0: 0.0 0.0
Old : 100.0: 57.8 86.9 37.4 5.2 1.4 0.4 1.7 0.0 3.0 4.8 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 8 . . . . . 0 . . 0:
Old : 26: 12 8 . . . . . 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 : 67.9 73.7 88.6 94.6 67.9 68.9 86.0 89.3
Old : 67.9 73.7 88.6 94.6 67.9 68.9 86.0 89.3
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 25, 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 : 256,314: 184,074 231,271 39,732 15,855 9,188 0 0 0 23,320 0 0: 0 0
Old : 256,314: 184,074 231,271 39,732 15,855 9,188 0 0 0 23,320 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 90.2 15.5 6.2 3.6 0.0 0.0 0.0 9.1 0.0 0.0: 0.0 0.0
Old : 100.0: 71.8 90.2 15.5 6.2 3.6 0.0 0.0 0.0 9.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . . 0 0 0 . 0 0:
Old : 20: 10 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 : 62.6 70.0 88.1 92.2 59.6 67.1 81.4 85.4
Old : 62.6 70.0 88.1 92.2 59.6 67.1 81.4 85.4
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 25, 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 : 53,518: 50,590 49,398 0 655 1,660 0 200 0 498 650 0: 770 955
Old : 53,518: 50,590 49,398 0 655 1,660 0 200 0 498 650 0: 770 955
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -3,550: -3,550 -3,500 0 0 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 92.3 0.0 1.2 3.1 0.0 0.4 0.0 0.9 1.2 0.0: 1.4 1.8
Old : 100.0: 94.5 92.3 0.0 1.2 3.1 0.0 0.4 0.0 0.9 1.2 0.0: 1.4 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 : 28: 16 14 0 . . 0 . 0 . . 0:
Old : 28: 16 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 : 71.5 82.6 89.8 93.4 69.4 80.5 83.7 85.5
Old : 71.5 82.6 89.8 93.4 69.4 80.5 83.7 85.5
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 25, 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 : 47,535: 44,905 43,650 0 655 1,660 0 200 0 450 650 0: 520 720
Old : 47,535: 44,905 43,650 0 655 1,660 0 200 0 450 650 0: 520 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -3,325: -3,325 -3,275 0 0 0 0 -50 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 91.8 0.0 1.4 3.5 0.0 0.4 0.0 0.9 1.4 0.0: 1.1 1.5
Old : 100.0: 94.5 91.8 0.0 1.4 3.5 0.0 0.4 0.0 0.9 1.4 0.0: 1.1 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 : 26: 14 15 0 . . 0 . 0 . . 0:
Old : 26: 14 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 : 75.0 78.8 90.5 92.1 74.9 76.2 83.5 82.7
Old : 75.0 78.8 90.5 92.1 74.9 76.2 83.5 82.7
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 25, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,145: 14,485 14,815 1,835 0 280 0 0 0 100 1,975 75: 370 0
Old : 17,145: 14,485 14,815 1,835 0 280 0 0 0 100 1,975 75: 370 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 2,040: 1,440 2,040 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 86.4 10.7 0.0 1.6 0.0 0.0 0.0 0.6 11.5 0.4: 2.2 0.0
Old : 100.0: 84.5 86.4 10.7 0.0 1.6 0.0 0.0 0.0 0.6 11.5 0.4: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 70.6 92.7 86.4 99.6 69.0 92.2 84.7 95.2
Old : 70.6 92.7 86.4 99.6 69.0 92.2 84.7 95.2
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 25, 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 : 10,980: 9,065 9,165 0 1,090 160 200 50 0 1,020 0 300: 235 215
Old : 10,980: 9,065 9,165 0 1,090 160 200 50 0 1,020 0 300: 235 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 0: 0 0 0 0 0 200 0 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.6 83.5 0.0 9.9 1.5 1.8 0.5 0.0 9.3 0.0 2.7: 2.1 2.0
Old : 100.0: 82.6 83.5 0.0 9.9 1.5 1.8 0.5 0.0 9.3 0.0 2.7: 2.1 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 7 10 0 . . . . 0 . 0 .:
Old : 20: 7 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 : 81.0 67.3 95.3 86.0 74.4 57.4 79.9 72.5
Old : 81.0 67.3 95.3 86.0 74.4 57.4 79.9 72.5
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 25, 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 : 15,320: 14,395 9,675 380 700 100 0 800 0 0 3,945 100: 345 0
Old : 15,320: 14,395 9,675 380 700 100 0 800 0 0 3,945 100: 345 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 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: 94.0 63.2 2.5 4.6 0.7 0.0 5.2 0.0 0.0 25.8 0.7: 2.3 0.0
Old : 100.0: 94.0 63.2 2.5 4.6 0.7 0.0 5.2 0.0 0.0 25.8 0.7: 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 : 22: 13 8 . . . 0 . 0 0 . .:
Old : 22: 13 8 . . . 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 : 67.6 71.1 86.2 93.5 51.3 52.3 64.3 67.3
Old : 67.6 71.1 86.2 93.5 51.3 52.3 64.3 67.3
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 25, 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 : 27,576: 25,391 24,716 430 220 290 0 500 700 0 800 50: 715 300
Old : 27,576: 25,391 24,716 430 220 290 0 500 700 0 800 50: 715 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 700: 700 600 0 0 0 0 300 0 -50 -250 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 89.6 1.6 0.8 1.1 0.0 1.8 2.5 0.0 2.9 0.2: 2.6 1.1
Old : 100.0: 92.1 89.6 1.6 0.8 1.1 0.0 1.8 2.5 0.0 2.9 0.2: 2.6 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 : 26: 17 10 . . . 0 . . 0 . .:
Old : 26: 17 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 : 65.5 82.2 83.8 93.5 64.7 74.7 79.6 81.3
Old : 65.5 82.2 83.8 93.5 64.7 74.7 79.6 81.3
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 25, 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 : 26,291: 24,456 24,471 895 0 0 0 300 600 0 750 0: 340 170
Old : 26,291: 24,456 24,471 895 0 0 0 300 600 0 750 0: 340 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 93.1 3.4 0.0 0.0 0.0 1.1 2.3 0.0 2.9 0.0: 1.3 0.6
Old : 100.0: 93.0 93.1 3.4 0.0 0.0 0.0 1.1 2.3 0.0 2.9 0.0: 1.3 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 : 20: 15 8 . 0 0 0 . . 0 . 0:
Old : 20: 15 8 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 85.4 84.8 97.1 64.8 73.9 79.1 81.2
Old : 67.2 85.4 84.8 97.1 64.8 73.9 79.1 81.2
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 25, 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 : 64,294: 48,770 56,398 1,425 2,410 340 1,853 0 6 6,760 0 340: 4,800 4,800
Old : 64,294: 48,770 56,398 1,425 2,410 340 1,853 0 6 6,760 0 340: 4,800 4,800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: 45: 280 -220 -600 0 265 203 0 6 -103 0 -6: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 87.7 2.2 3.7 0.5 2.9 0.0 0.0 10.5 0.0 0.5: 7.5 7.5
Old : 100.0: 75.9 87.7 2.2 3.7 0.5 2.9 0.0 0.0 10.5 0.0 0.5: 7.5 7.5
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: 17 23 . . . . 0 . . 0 .:
Old : 34: 17 23 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 44.9 81.7 66.7 52.7 41.4 65.4 58.2
Old : 63.4 44.9 81.7 66.7 52.7 41.4 65.4 58.2
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 25, 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 : 62,311: 45,825 52,161 0 3,980 45 2,530 0 0 7,715 0 0: 6,196 6,125
Old : 62,311: 45,825 52,161 0 3,980 45 2,530 0 0 7,715 0 0: 6,196 6,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -95: 240 -360 0 600 -335 1,030 0 0 -1,030 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 83.7 0.0 6.4 0.1 4.1 0.0 0.0 12.4 0.0 0.0: 9.9 9.8
Old : 100.0: 73.5 83.7 0.0 6.4 0.1 4.1 0.0 0.0 12.4 0.0 0.0: 9.9 9.8
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: 17 20 0 . . . 0 0 . 0 0:
Old : 32: 17 20 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 42.5 80.5 65.9 52.4 41.4 63.5 60.2
Old : 63.8 42.5 80.5 65.9 52.4 41.4 63.5 60.2
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 25, 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 : 47,110: 32,255 37,755 3,960 675 1,350 0 3,175 550 5,500 0 725: 2,770 2,880
Old : 47,110: 32,255 37,755 3,960 675 1,350 0 3,175 550 5,500 0 725: 2,770 2,880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -290: 0 -450 0 0 0 0 2,350 -250 0 -1,900 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 80.1 8.4 1.4 2.9 0.0 6.7 1.2 11.7 0.0 1.5: 5.9 6.1
Old : 100.0: 68.5 80.1 8.4 1.4 2.9 0.0 6.7 1.2 11.7 0.0 1.5: 5.9 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 : 33: 20 18 . . . 0 . . . 0 .:
Old : 33: 20 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 : 52.4 49.0 70.5 70.7 45.8 43.7 59.8 59.0
Old : 52.4 49.0 70.5 70.7 45.8 43.7 59.8 59.0
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 25, 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 : 42,941: 26,415 39,310 6,020 630 220 8,475 1,175 725 425 0 16: 645 865
Old : 42,941: 26,415 39,310 6,020 630 220 8,475 1,175 725 425 0 16: 645 865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -384: 100 -350 0 0 0 8,475 -100 75 -9,025 0 -59: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.5 91.5 14.0 1.5 0.5 19.7 2.7 1.7 1.0 0.0 0.0: 1.5 2.0
Old : 100.0: 61.5 91.5 14.0 1.5 0.5 19.7 2.7 1.7 1.0 0.0 0.0: 1.5 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 54.7 65.7 75.7 84.6 54.0 62.5 74.3 78.7
Old : 54.7 65.7 75.7 84.6 54.0 62.5 74.3 78.7
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 25, 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 : 26,070: 10,315 20,660 1,200 700 600 0 3,055 565 12,800 0 0: 590 490
Old : 26,070: 10,315 20,660 1,200 700 600 0 3,055 565 12,800 0 0: 590 490
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 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: 39.6 79.2 4.6 2.7 2.3 0.0 11.7 2.2 49.1 0.0 0.0: 2.3 1.9
Old : 100.0: 39.6 79.2 4.6 2.7 2.3 0.0 11.7 2.2 49.1 0.0 0.0: 2.3 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 : 22: 12 12 . . . 0 . . . 0 0:
Old : 22: 12 12 . . . 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 : 74.2 67.5 88.1 89.4 68.9 59.4 77.7 80.6
Old : 74.2 67.5 88.1 89.4 68.9 59.4 77.7 80.6
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 25, 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 : 25,415: 23,450 18,625 300 5,700 0 350 0 300 0 0 0: 1,015 790
Old : 25,415: 23,450 18,625 300 5,700 0 350 0 300 0 0 0: 1,015 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -275: -275 -275 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 73.3 1.2 22.4 0.0 1.4 0.0 1.2 0.0 0.0 0.0: 4.0 3.1
Old : 100.0: 92.3 73.3 1.2 22.4 0.0 1.4 0.0 1.2 0.0 0.0 0.0: 4.0 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 : 20: 11 11 . . 0 . 0 . 0 0 0:
Old : 20: 11 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 : 80.8 68.0 92.0 88.2 76.3 67.6 86.2 86.5
Old : 80.8 68.0 92.0 88.2 76.3 67.6 86.2 86.5
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 25, 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 : 34,173: 25,645 21,860 0 2,800 935 3,295 350 925 0 4,420 1,008: 2,365 1,875
Old : 34,173: 25,645 21,860 0 2,800 935 3,295 350 925 0 4,420 1,008: 2,365 1,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -250: -425 175 0 25 0 3,295 -450 50 -3,145 0 0: -25 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 64.0 0.0 8.2 2.7 9.6 1.0 2.7 0.0 12.9 2.9: 6.9 5.5
Old : 100.0: 75.0 64.0 0.0 8.2 2.7 9.6 1.0 2.7 0.0 12.9 2.9: 6.9 5.5
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 : 33: 21 18 0 . . . . . 0 . .:
Old : 33: 21 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 : 50.6 50.6 69.0 67.7 46.3 49.1 62.1 62.2
Old : 50.6 50.6 69.0 67.7 46.3 49.1 62.1 62.2
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 25, 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 : 35,048: 30,445 24,915 735 200 700 575 7,230 795 590 0 383: 825 825
Old : 35,048: 30,445 24,915 735 200 700 575 7,230 795 590 0 383: 825 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -217: -230 475 0 0 0 -100 7,230 320 480 -7,555 -737: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 71.1 2.1 0.6 2.0 1.6 20.6 2.3 1.7 0.0 1.1: 2.4 2.4
Old : 100.0: 86.9 71.1 2.1 0.6 2.0 1.6 20.6 2.3 1.7 0.0 1.1: 2.4 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 : 27: 20 19 . . . . . . . 0 .:
Old : 27: 20 19 . . . . . . . 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 : 51.7 65.0 72.9 83.0 45.7 49.4 57.9 61.8
Old : 51.7 65.0 72.9 83.0 45.7 49.4 57.9 61.8
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 25, 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 : 26,725: 23,739 24,240 0 220 1,615 200 0 0 50 450 0: 1,121 200
Old : 26,725: 23,739 24,240 0 220 1,615 200 0 0 50 450 0: 1,121 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -4,075: -4,025 -4,075 0 0 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 90.7 0.0 0.8 6.0 0.7 0.0 0.0 0.2 1.7 0.0: 4.2 0.7
Old : 100.0: 88.8 90.7 0.0 0.8 6.0 0.7 0.0 0.0 0.2 1.7 0.0: 4.2 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 : 20: 10 8 0 . . . 0 0 . . 0:
Old : 20: 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 : 74.6 84.3 91.7 98.1 74.6 82.2 85.8 89.4
Old : 74.6 84.3 91.7 98.1 74.6 82.2 85.8 89.4
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 25, 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 : 26,010: 23,160 23,695 75 220 1,615 200 0 0 50 450 0: 910 30
Old : 26,010: 23,160 23,695 75 220 1,615 200 0 0 50 450 0: 910 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -3,625: -3,575 -3,625 0 0 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 91.1 0.3 0.8 6.2 0.8 0.0 0.0 0.2 1.7 0.0: 3.5 0.1
Old : 100.0: 89.0 91.1 0.3 0.8 6.2 0.8 0.0 0.0 0.2 1.7 0.0: 3.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 8 . . . . 0 0 . . 0:
Old : 21: 10 8 . . . . 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 : 76.5 85.1 93.0 98.8 76.5 81.7 86.3 89.7
Old : 76.5 85.1 93.0 98.8 76.5 81.7 86.3 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2014