COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 77,132: 16,821 24,586 2,234 983 2,989 1,425 10,563 3,522 40,480 24,671 8,084: 1,577 1,734
Old : 77,132: 16,821 24,586 2,234 983 2,989 1,425 10,563 3,522 40,480 24,671 8,084: 1,577 1,734
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -2,595: -1,615 -4,456 -544 -177 -72 -282 500 -609 1,830 3,300 -1,673: 370 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 31.9 2.9 1.3 3.9 1.8 13.7 4.6 52.5 32.0 10.5: 2.0 2.2
Old : 100.0: 21.8 31.9 2.9 1.3 3.9 1.8 13.7 4.6 52.5 32.0 10.5: 2.0 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 : 50: 10 12 . . . . 4 . 15 15 19:
Old : 50: 10 12 . . . . 4 . 15 15 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 37.6 64.8 58.9 40.9 36.1 56.0 50.7
Old : 41.5 37.6 64.8 58.9 40.9 36.1 56.0 50.7
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,990: 9,245 4,450 1,617 445 1,409 2,004 3,370 0 12,395 16,733 2,070: 250 513
Old : 28,990: 9,245 4,450 1,617 445 1,409 2,004 3,370 0 12,395 16,733 2,070: 250 513
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -5,740: -3,460 -1,455 -763 -500 315 -96 -1,195 -15 -971 -2,390 -603: -147 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 15.4 5.6 1.5 4.9 6.9 11.6 0.0 42.8 57.7 7.1: 0.9 1.8
Old : 100.0: 31.9 15.4 5.6 1.5 4.9 6.9 11.6 0.0 42.8 57.7 7.1: 0.9 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 : 42: 9 9 . . . . . 0 13 11 11:
Old : 42: 9 9 . . . . . 0 13 11 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 54.5 66.8 72.0 47.2 52.4 65.9 65.6
Old : 47.4 54.5 66.8 72.0 47.2 52.4 65.9 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,005: 101,119 103,745 8,026 13,302 14,606 9,552 2,960 8,904 5,667 4,761 4,591: 1,538 1,135
Old : 154,005: 101,119 103,745 8,026 13,302 14,606 9,552 2,960 8,904 5,667 4,761 4,591: 1,538 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -827: -1,311 -1,783 1,522 89 -379 -1,166 179 460 147 1,072 -441: 341 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 67.4 5.2 8.6 9.5 6.2 1.9 5.8 3.7 3.1 3.0: 1.0 0.7
Old : 100.0: 65.7 67.4 5.2 8.6 9.5 6.2 1.9 5.8 3.7 3.1 3.0: 1.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 75: 45 47 . 5 7 4 . 5 5 7 7:
Old : 75: 45 47 . 5 7 4 . 5 5 7 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 : 31.1 27.2 51.1 43.2 19.3 18.5 31.3 30.9
Old : 31.1 27.2 51.1 43.2 19.3 18.5 31.3 30.9
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,323: 28,049 47,522 18,911 4,216 1,668 5,103 52 1,362 0 273 230: -0 -0
Old : 55,323: 28,049 47,522 18,911 4,216 1,668 5,103 52 1,362 0 273 230: -0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -3,850: -3,355 -2,996 -23 286 -364 516 52 -598 0 -204 -26: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 85.9 34.2 7.6 3.0 9.2 0.1 2.5 0.0 0.5 0.4: -0.0 -0.0
Old : 100.0: 50.7 85.9 34.2 7.6 3.0 9.2 0.1 2.5 0.0 0.5 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: 22 18 . . . . . . 0 . .:
Old : 33: 22 18 . . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 54.3 91.5 78.6 68.4 53.5 81.7 72.7
Old : 71.3 54.3 91.5 78.6 68.4 53.5 81.7 72.7
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 427,279: 277,389 350,970 100,277 28,030 22,208 446 0 25,743 888 0 328: 0 0
Old : 427,279: 277,389 350,970 100,277 28,030 22,208 446 0 25,743 888 0 328: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -30,667: -26,105 -22,479 -5,404 -981 -656 94 -6,763 796 280 -912 328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 82.1 23.5 6.6 5.2 0.1 0.0 6.0 0.2 0.0 0.1: 0.0 0.0
Old : 100.0: 64.9 82.1 23.5 6.6 5.2 0.1 0.0 6.0 0.2 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 21 . . . . 0 . . 0 .:
Old : 32: 19 21 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 57.8 79.0 80.9 51.2 52.3 65.1 64.9
Old : 57.7 57.8 79.0 80.9 51.2 52.3 65.1 64.9
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,524,067: 1,171,749 1,299,098 157,540 54,072 100,444 18,052 13,564 47,479 21,814 792 5,854: 1,136 2,764
Old : 1,524,067: 1,171,749 1,299,098 157,540 54,072 100,444 18,052 13,564 47,479 21,814 792 5,854: 1,136 2,764
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -18,782: -16,103 -7,425 -1,900 -4,267 -5,926 368 -3,905 368 3,667 0 745: -0 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 85.2 10.3 3.5 6.6 1.2 0.9 3.1 1.4 0.1 0.4: 0.1 0.2
Old : 100.0: 76.9 85.2 10.3 3.5 6.6 1.2 0.9 3.1 1.4 0.1 0.4: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 35 35 5 4 6 . . . 4 . .:
Old : 61: 35 35 5 4 6 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 41.0 65.9 57.6 37.2 37.1 51.1 48.1
Old : 44.6 41.0 65.9 57.6 37.2 37.1 51.1 48.1
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,723: 39,446 26,373 2,018 6,119 4,004 180 7,742 4,404 231 1,642 440: 0 0
Old : 50,723: 39,446 26,373 2,018 6,119 4,004 180 7,742 4,404 231 1,642 440: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -435: -462 156 162 122 45 0 -776 442 153 614 -179: -597 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 52.0 4.0 12.1 7.9 0.4 15.3 8.7 0.5 3.2 0.9: 0.0 0.0
Old : 100.0: 77.8 52.0 4.0 12.1 7.9 0.4 15.3 8.7 0.5 3.2 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 20 . . . . . . . . .:
Old : 37: 21 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 52.6 76.9 76.4 32.3 38.6 48.5 48.2
Old : 48.5 52.6 76.9 76.4 32.3 38.6 48.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 314,991: 203,297 230,197 77,216 25,720 4,464 0 25,028 27,238 624 192 2,152: 0 0
Old : 314,991: 203,297 230,197 77,216 25,720 4,464 0 25,028 27,238 624 192 2,152: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -2,248: -1,591 -2,248 -977 0 0 0 0 0 320 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 73.1 24.5 8.2 1.4 0.0 7.9 8.6 0.2 0.1 0.7: 0.0 0.0
Old : 100.0: 64.5 73.1 24.5 8.2 1.4 0.0 7.9 8.6 0.2 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 : 27: 16 13 . . . 0 . . . . .:
Old : 27: 16 13 . . . 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 : 62.4 68.9 85.4 91.6 57.5 54.2 72.5 73.8
Old : 62.4 68.9 85.4 91.6 57.5 54.2 72.5 73.8
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 686,704: 505,671 474,561 30,503 100,933 98,801 32,649 0 12,409 6,671 0 0: 0 0
Old : 686,704: 505,671 474,561 30,503 100,933 98,801 32,649 0 12,409 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 25, 2014 :
: 58,129: 60,449 31,342 -23,244 1,600 23,244 -4,263 0 1,943 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 69.1 4.4 14.7 14.4 4.8 0.0 1.8 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.6 69.1 4.4 14.7 14.4 4.8 0.0 1.8 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 : 40: 22 24 . . . . 0 . . 0 0:
Old : 40: 22 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 : 48.9 47.4 75.2 71.7 33.1 28.7 40.0 41.5
Old : 48.9 47.4 75.2 71.7 33.1 28.7 40.0 41.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,410: 36,889 52,461 11,437 3,152 2,122 3,489 0 2,570 4,626 0 642: 635 1,463
Old : 62,410: 36,889 52,461 11,437 3,152 2,122 3,489 0 2,570 4,626 0 642: 635 1,463
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 3,660: 4,110 3,884 -2,422 -193 658 1,045 0 -156 150 -86 64: 211 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 84.1 18.3 5.1 3.4 5.6 0.0 4.1 7.4 0.0 1.0: 1.0 2.3
Old : 100.0: 59.1 84.1 18.3 5.1 3.4 5.6 0.0 4.1 7.4 0.0 1.0: 1.0 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 : 39: 24 23 . . 4 . 0 . . 0 .:
Old : 39: 24 23 . . 4 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 54.2 71.7 70.1 39.9 49.0 54.7 57.7
Old : 47.5 54.2 71.7 70.1 39.9 49.0 54.7 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,329,258: 2,568,768 3,329,258 760,490 0 0 0 0 0 0 0 0: 0 0
Old : 3,329,258: 2,568,768 3,329,258 760,490 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 25, 2014 :
: -182,880: -182,880 -182,880 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 100.0 22.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.2 100.0 22.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 12 . 0 0 0 0 0 0 0 0:
Old : 32: 22 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 : 57.0 92.2 82.8 98.2 55.6 92.1 81.4 96.3
Old : 57.0 92.2 82.8 98.2 55.6 92.1 81.4 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,269,150: 999,500 1,266,950 266,500 0 0 0 100 2,100 0 0 0: 1,050 0
Old : 1,269,150: 999,500 1,266,950 266,500 0 0 0 100 2,100 0 0 0: 1,050 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -46,850: -47,900 -46,850 0 0 0 0 0 0 0 0 0: 1,050 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 99.8 21.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 78.8 99.8 21.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 24 14 . 0 0 0 . . 0 0 0:
Old : 36: 24 14 . 0 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 94.7 80.1 98.1 54.6 91.6 79.7 94.2
Old : 55.0 94.7 80.1 98.1 54.6 91.6 79.7 94.2
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 870,680: 757,320 729,904 105,200 81,576 8,160 0 0 0 0 51,040 0: 0 0
Old : 870,680: 757,320 729,904 105,200 81,576 8,160 0 0 0 0 51,040 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 21,760: 49,280 9,520 -27,520 0 0 0 0 0 0 12,240 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 83.8 12.1 9.4 0.9 0.0 0.0 0.0 0.0 5.9 0.0: 0.0 0.0
Old : 100.0: 87.0 83.8 12.1 9.4 0.9 0.0 0.0 0.0 0.0 5.9 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: 15 15 . . . 0 0 0 0 . 0:
Old : 29: 15 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 : 64.5 58.6 88.5 82.1 59.4 58.6 83.4 80.4
Old : 64.5 58.6 88.5 82.1 59.4 58.6 83.4 80.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 290,816: 181,928 249,712 62,248 6,640 30,544 7,888 384 3,128 5,080 0 0: 0 408
Old : 290,816: 181,928 249,712 62,248 6,640 30,544 7,888 384 3,128 5,080 0 0: 0 408
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -736: -1,568 2,016 2,768 0 -3,136 0 384 0 1,608 0 0: -408 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 85.9 21.4 2.3 10.5 2.7 0.1 1.1 1.7 0.0 0.0: 0.0 0.1
Old : 100.0: 62.6 85.9 21.4 2.3 10.5 2.7 0.1 1.1 1.7 0.0 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 14 . . . . . . . 0 0:
Old : 32: 17 14 . . . . . . . 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 66.7 71.1 87.2 40.1 55.7 58.3 69.3
Old : 47.1 66.7 71.1 87.2 40.1 55.7 58.3 69.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,620: 8,211 6,805 0 3,840 892 787 236 42 2,196 128 130: 362 547
Old : 12,620: 8,211 6,805 0 3,840 892 787 236 42 2,196 128 130: 362 547
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -83: -469 -609 0 0 0 0 44 0 386 0 0: 0 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 53.9 0.0 30.4 7.1 6.2 1.9 0.3 17.4 1.0 1.0: 2.9 4.3
Old : 100.0: 65.1 53.9 0.0 30.4 7.1 6.2 1.9 0.3 17.4 1.0 1.0: 2.9 4.3
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 : 29: 12 12 0 4 . . . . . . .:
Old : 29: 12 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 : 47.6 52.1 72.1 77.9 44.9 45.4 64.6 62.1
Old : 47.6 52.1 72.1 77.9 44.9 45.4 64.6 62.1
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,261,690: 935,490 624,240 0 518,900 70,660 0 8,140 0 215,790 0 39,750: 0 0
Old : 1,261,690: 935,490 624,240 0 518,900 70,660 0 8,140 0 215,790 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 25, 2014 :
: 58,080: 3,680 58,080 0 0 0 0 0 0 54,400 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 49.5 0.0 41.1 5.6 0.0 0.6 0.0 17.1 0.0 3.2: 0.0 0.0
Old : 100.0: 74.1 49.5 0.0 41.1 5.6 0.0 0.6 0.0 17.1 0.0 3.2: 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 : 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 : 59.0 60.5 84.7 85.7 55.9 58.6 74.9 76.5
Old : 59.0 60.5 84.7 85.7 55.9 58.6 74.9 76.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 336,245: 295,745 271,275 28,615 43,335 4,435 7,450 0 0 0 17,200 0: 0 0
Old : 336,245: 295,745 271,275 28,615 43,335 4,435 7,450 0 0 0 17,200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 14,000: 14,000 11,950 0 0 0 0 0 0 0 2,050 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 80.7 8.5 12.9 1.3 2.2 0.0 0.0 0.0 5.1 0.0: 0.0 0.0
Old : 100.0: 88.0 80.7 8.5 12.9 1.3 2.2 0.0 0.0 0.0 5.1 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 : 32: 20 14 . . . . 0 0 0 . 0:
Old : 32: 20 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 : 60.9 66.6 83.1 84.1 59.0 65.0 78.9 82.5
Old : 60.9 66.6 83.1 84.1 59.0 65.0 78.9 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 207,362: 157,702 142,717 17,985 33,800 29,050 830 0 1,795 0 0 0: 0 0
Old : 207,362: 157,702 142,717 17,985 33,800 29,050 830 0 1,795 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 25, 2014 :
: 550: 110 110 0 -220 440 -220 0 220 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 68.8 8.7 16.3 14.0 0.4 0.0 0.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 76.1 68.8 8.7 16.3 14.0 0.4 0.0 0.9 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 14 . . . . 0 . 0 0 0:
Old : 28: 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 : 49.7 60.1 72.1 88.4 44.2 40.1 58.5 64.4
Old : 49.7 60.1 72.1 88.4 44.2 40.1 58.5 64.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,128: 15,980 15,507 1,851 1,876 2,549 485 0 555 389 149 21: 298 1,471
Old : 22,128: 15,980 15,507 1,851 1,876 2,549 485 0 555 389 149 21: 298 1,471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -387: -280 94 -152 -109 66 -85 -308 0 107 22 0: -43 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 70.1 8.4 8.5 11.5 2.2 0.0 2.5 1.8 0.7 0.1: 1.3 6.6
Old : 100.0: 72.2 70.1 8.4 8.5 11.5 2.2 0.0 2.5 1.8 0.7 0.1: 1.3 6.6
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 : 34: 24 19 . . . . 0 . . . .:
Old : 34: 24 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 : 35.1 56.5 55.9 75.9 25.7 50.6 41.6 56.0
Old : 35.1 56.5 55.9 75.9 25.7 50.6 41.6 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,004,472: 2,465,149 1,920,804 79,909 312,826 172,547 0 198,442 284,533 2,334 115,320 0: 0 0
Old : 3,004,472: 2,465,149 1,920,804 79,909 312,826 172,547 0 198,442 284,533 2,334 115,320 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 55,036: 58,956 34,248 0 12,928 -1,960 0 6,384 -1,960 0 5,396 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 63.9 2.7 10.4 5.7 0.0 6.6 9.5 0.1 3.8 0.0: 0.0 0.0
Old : 100.0: 82.0 63.9 2.7 10.4 5.7 0.0 6.6 9.5 0.1 3.8 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 : 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 : 41.1 47.8 64.1 66.1 37.8 30.7 54.2 45.2
Old : 41.1 47.8 64.1 66.1 37.8 30.7 54.2 45.2
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 929,869: 747,682 622,244 44,469 117,219 33,418 15,375 54,770 70,668 10,720 24,013 7,537: 0 0
Old : 929,869: 747,682 622,244 44,469 117,219 33,418 15,375 54,770 70,668 10,720 24,013 7,537: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 29,367: 29,327 14,483 -311 4,849 -1,074 0 6,114 -1,575 3,080 6,650 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 66.9 4.8 12.6 3.6 1.7 5.9 7.6 1.2 2.6 0.8: 0.0 0.0
Old : 100.0: 80.4 66.9 4.8 12.6 3.6 1.7 5.9 7.6 1.2 2.6 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 : 50: 33 26 . 5 5 . . . . . .:
Old : 50: 33 26 . 5 5 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 41.5 60.5 63.0 35.5 32.9 55.1 50.0
Old : 35.9 41.5 60.5 63.0 35.5 32.9 55.1 50.0
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,353,137: 2,176,667 2,309,707 176,470 43,430 0 0 0 0 0 0 0: 0 0
Old : 2,353,137: 2,176,667 2,309,707 176,470 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 25, 2014 :
: 97,360: 3,680 97,360 93,680 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 98.2 7.5 1.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 92.5 98.2 7.5 1.8 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 : 77.7 97.4 91.8 100.0 77.7 93.0 91.3 95.6
Old : 77.7 97.4 91.8 100.0 77.7 93.0 91.3 95.6
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 682,160: 610,760 666,980 65,000 7,680 6,400 0 1,100 0 0 0 0: 0 0
Old : 682,160: 610,760 666,980 65,000 7,680 6,400 0 1,100 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 28,850: 3,300 27,750 25,550 0 0 0 1,100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.5 97.8 9.5 1.1 0.9 0.0 0.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.5 97.8 9.5 1.1 0.9 0.0 0.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 14 . . . 0 . 0 0 0 0:
Old : 31: 21 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 : 70.8 91.8 83.4 97.0 70.5 87.6 82.1 91.4
Old : 70.8 91.8 83.4 97.0 70.5 87.6 82.1 91.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 522,107: 281,535 462,394 116,782 15,047 6,982 72,576 1,104 32,261 10,380 2,728 1,591: 0 0
Old : 522,107: 281,535 462,394 116,782 15,047 6,982 72,576 1,104 32,261 10,380 2,728 1,591: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 1,128: -474 -1,896 16 0 0 -2,992 0 2,208 2,370 816 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 88.6 22.4 2.9 1.3 13.9 0.2 6.2 2.0 0.5 0.3: 0.0 0.0
Old : 100.0: 53.9 88.6 22.4 2.9 1.3 13.9 0.2 6.2 2.0 0.5 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 : 42: 24 26 6 . . . . . . . .:
Old : 42: 24 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 : 44.6 46.8 64.7 68.5 37.6 42.5 51.2 57.5
Old : 44.6 46.8 64.7 68.5 37.6 42.5 51.2 57.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,934: 21,626 29,300 5,629 1,568 2,106 3,505 1,663 1,783 1,024 167 283: 977 63
Old : 36,934: 21,626 29,300 5,629 1,568 2,106 3,505 1,663 1,783 1,024 167 283: 977 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 595: 244 120 220 75 36 -330 0 298 82 21 46: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 79.3 15.2 4.2 5.7 9.5 4.5 4.8 2.8 0.5 0.8: 2.6 0.2
Old : 100.0: 58.6 79.3 15.2 4.2 5.7 9.5 4.5 4.8 2.8 0.5 0.8: 2.6 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 : 41.6 35.4 64.2 57.6 33.6 32.1 49.1 49.0
Old : 41.6 35.4 64.2 57.6 33.6 32.1 49.1 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,454: 11,161 18,808 3,092 829 1,589 5,178 0 1,228 206 0 0: 0 0
Old : 22,454: 11,161 18,808 3,092 829 1,589 5,178 0 1,228 206 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -873: -180 -1,183 0 310 0 -770 0 0 77 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 83.8 13.8 3.7 7.1 23.1 0.0 5.5 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 49.7 83.8 13.8 3.7 7.1 23.1 0.0 5.5 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 : 27: 17 10 . . . . 0 . . 0 0:
Old : 27: 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 : 61.5 89.0 80.9 97.1 55.0 78.7 70.3 82.3
Old : 61.5 89.0 80.9 97.1 55.0 78.7 70.3 82.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 215,561: 87,449 186,888 22,624 14,536 10,745 91,663 0 2,432 344 656 304: 0 0
Old : 215,561: 87,449 186,888 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 25, 2014 :
: 2,856: 2,856 2,856 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 86.7 10.5 6.7 5.0 42.5 0.0 1.1 0.2 0.3 0.1: 0.0 0.0
Old : 100.0: 40.6 86.7 10.5 6.7 5.0 42.5 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 : 76.7 92.0 91.2 98.7 75.2 87.0 86.6 91.4
Old : 76.7 92.0 91.2 98.7 75.2 87.0 86.6 91.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 439,913: 256,274 402,515 160,293 0 1,953 3,936 12,510 17,457 0 5,478 0: 0 0
Old : 439,913: 256,274 402,515 160,293 0 1,953 3,936 12,510 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 25, 2014 :
: 2,712: 15,675 4,312 -12,163 0 -800 0 -800 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 91.5 36.4 0.0 0.4 0.9 2.8 4.0 0.0 1.2 0.0: 0.0 0.0
Old : 100.0: 58.3 91.5 36.4 0.0 0.4 0.9 2.8 4.0 0.0 1.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.5 74.5 75.0 90.2 56.4 68.0 68.1 79.1
Old : 58.5 74.5 75.0 90.2 56.4 68.0 68.1 79.1
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,598: 14,654 17,704 0 2,160 3,882 1,400 0 428 3,513 0 63: 658 361
Old : 24,598: 14,654 17,704 0 2,160 3,882 1,400 0 428 3,513 0 63: 658 361
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -1,856: -614 -265 -404 -1,761 -46 -1,029 0 216 0 0 0: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 72.0 0.0 8.8 15.8 5.7 0.0 1.7 14.3 0.0 0.3: 2.7 1.5
Old : 100.0: 59.6 72.0 0.0 8.8 15.8 5.7 0.0 1.7 14.3 0.0 0.3: 2.7 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 : 30: 19 16 0 4 . . 0 . . 0 .:
Old : 30: 19 16 0 4 . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 62.4 71.0 78.3 32.3 40.1 46.0 51.5
Old : 46.5 62.4 71.0 78.3 32.3 40.1 46.0 51.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,764: 11,788 16,026 3,219 0 475 298 0 86 1,256 582 21: 621 574
Old : 17,764: 11,788 16,026 3,219 0 475 298 0 86 1,256 582 21: 621 574
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -353: -384 -62 -269 0 2 -22 0 0 64 -314 0: 256 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 90.2 18.1 0.0 2.7 1.7 0.0 0.5 7.1 3.3 0.1: 3.5 3.2
Old : 100.0: 66.4 90.2 18.1 0.0 2.7 1.7 0.0 0.5 7.1 3.3 0.1: 3.5 3.2
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 : 27: 13 16 4 0 . . 0 . . . .:
Old : 27: 13 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 : 46.6 51.0 66.9 73.1 39.2 42.3 51.4 54.3
Old : 46.6 51.0 66.9 73.1 39.2 42.3 51.4 54.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 248,547: 112,774 244,243 94,139 3,936 0 4,743 0 368 36,523 0 0: 0 0
Old : 248,547: 112,774 244,243 94,139 3,936 0 4,743 0 368 36,523 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 1,208: 856 840 736 0 0 -368 0 368 -384 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 98.3 37.9 1.6 0.0 1.9 0.0 0.1 14.7 0.0 0.0: 0.0 0.0
Old : 100.0: 45.4 98.3 37.9 1.6 0.0 1.9 0.0 0.1 14.7 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 17 4 . 0 . 0 . . 0 0:
Old : 28: 12 17 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 : 63.6 71.6 82.8 88.0 63.6 64.4 76.9 78.5
Old : 63.6 71.6 82.8 88.0 63.6 64.4 76.9 78.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,498: 6,181 7,766 3,643 3,921 1,043 1,474 0 63 494 0 364: 236 341
Old : 13,498: 6,181 7,766 3,643 3,921 1,043 1,474 0 63 494 0 364: 236 341
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -226: 61 -233 -429 -232 -231 518 0 0 -552 0 342: 65 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 57.5 27.0 29.0 7.7 10.9 0.0 0.5 3.7 0.0 2.7: 1.7 2.5
Old : 100.0: 45.8 57.5 27.0 29.0 7.7 10.9 0.0 0.5 3.7 0.0 2.7: 1.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 13 18 5 . . . 0 . . 0 .:
Old : 31: 13 18 5 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 46.9 60.3 65.4 27.9 44.1 45.9 57.7
Old : 35.8 46.9 60.3 65.4 27.9 44.1 45.9 57.7
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 168,019: 62,762 80,049 86,814 82,508 5,055 10,701 0 407 2,280 0 0: 0 0
Old : 168,019: 62,762 80,049 86,814 82,508 5,055 10,701 0 407 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 25, 2014 :
: -33: 9,351 -33 -14,416 368 -368 4,993 -407 407 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 47.6 51.7 49.1 3.0 6.4 0.0 0.2 1.4 0.0 0.0: 0.0 0.0
Old : 100.0: 37.4 47.6 51.7 49.1 3.0 6.4 0.0 0.2 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: 18 16 4 . . . 0 . . 0 0:
Old : 32: 18 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 : 58.3 66.6 81.1 81.1 55.5 65.0 73.8 76.3
Old : 58.3 66.6 81.1 81.1 55.5 65.0 73.8 76.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,934: 13,858 14,055 4,431 1,000 77 0 3,234 1,568 0 0 0: 0 0
Old : 19,934: 13,858 14,055 4,431 1,000 77 0 3,234 1,568 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 25, 2014 :
: -588: -1,152 -147 640 -78 -258 0 -287 182 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 70.5 22.2 5.0 0.4 0.0 16.2 7.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 69.5 70.5 22.2 5.0 0.4 0.0 16.2 7.9 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 14 . . . 0 . . 0 0 0:
Old : 24: 15 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 : 63.7 73.0 87.1 92.4 60.7 54.1 71.8 72.0
Old : 63.7 73.0 87.1 92.4 60.7 54.1 71.8 72.0
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,502: 120,998 66,969 0 62,349 13,184 8,320 0 0 0 0 0: 0 0
Old : 142,502: 120,998 66,969 0 62,349 13,184 8,320 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 25, 2014 :
: -9,165: -2,981 -7,857 0 5,530 -6,184 654 0 -654 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 47.0 0.0 43.8 9.3 5.8 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.9 47.0 0.0 43.8 9.3 5.8 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: 11 7 0 . . . 0 0 0 0 0:
Old : 20: 11 7 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 72.7 88.4 95.2 61.8 63.4 79.9 82.6
Old : 65.0 72.7 88.4 95.2 61.8 63.4 79.9 82.6
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 718,546: 660,825 559,884 46,081 117,257 11,640 0 23,660 0 0 0 0: 0 6,105
Old : 718,546: 660,825 559,884 46,081 117,257 11,640 0 23,660 0 0 0 0: 0 6,105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -37,568: -37,568 -37,568 6,105 0 -6,105 0 0 0 0 0 0: 0 6,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 77.9 6.4 16.3 1.6 0.0 3.3 0.0 0.0 0.0 0.0: 0.0 0.8
Old : 100.0: 92.0 77.9 6.4 16.3 1.6 0.0 3.3 0.0 0.0 0.0 0.0: 0.0 0.8
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 : 26: 14 11 . . . 0 . 0 0 0 0:
Old : 26: 14 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 : 74.9 63.8 89.0 86.2 69.4 59.1 81.5 79.1
Old : 74.9 63.8 89.0 86.2 69.4 59.1 81.5 79.1
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 218,730: 201,730 178,745 11,410 31,640 3,440 0 3,225 0 2,150 0 0: 0 1,680
Old : 218,730: 201,730 178,745 11,410 31,640 3,440 0 3,225 0 2,150 0 0: 0 1,680
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -9,515: -9,515 -9,515 1,680 0 -1,680 0 0 0 0 0 0: 0 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 81.7 5.2 14.5 1.6 0.0 1.5 0.0 1.0 0.0 0.0: 0.0 0.8
Old : 100.0: 92.2 81.7 5.2 14.5 1.6 0.0 1.5 0.0 1.0 0.0 0.0: 0.0 0.8
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: 15 11 . . . 0 . 0 . 0 0:
Old : 28: 15 11 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 65.6 84.0 87.9 62.3 60.8 74.7 79.7
Old : 66.5 65.6 84.0 87.9 62.3 60.8 74.7 79.7
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 393,955: 298,350 202,965 92,925 166,465 1,000 0 23,525 0 1,050 0 0: 630 0
Old : 393,955: 298,350 202,965 92,925 166,465 1,000 0 23,525 0 1,050 0 0: 630 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 38,825: 31,320 36,725 5,875 1,100 1,000 0 0 0 0 0 0: 630 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 51.5 23.6 42.3 0.3 0.0 6.0 0.0 0.3 0.0 0.0: 0.2 0.0
Old : 100.0: 75.7 51.5 23.6 42.3 0.3 0.0 6.0 0.0 0.3 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 9 4 . . 0 . 0 . 0 0:
Old : 30: 18 9 4 . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 70.4 75.6 91.7 46.9 68.0 70.9 83.8
Old : 47.5 70.4 75.6 91.7 46.9 68.0 70.9 83.8
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,358,775: 1,076,207 684,107 279,345 601,365 3,223 0 70,080 0 0 0 0: 0 0
Old : 1,358,775: 1,076,207 684,107 279,345 601,365 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 25, 2014 :
: 140,360: 140,360 140,360 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 50.3 20.6 44.3 0.2 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.2 50.3 20.6 44.3 0.2 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 7 5 . . 0 . 0 0 0 0:
Old : 27: 15 7 5 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 75.2 73.2 95.6 45.8 71.8 69.1 86.3
Old : 46.7 75.2 73.2 95.6 45.8 71.8 69.1 86.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 199,250: 172,675 158,840 10,565 24,400 16,010 0 0 0 0 0 0: 0 0
Old : 199,250: 172,675 158,840 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 25, 2014 :
: 2,560: 2,560 2,560 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 79.7 5.3 12.2 8.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.7 79.7 5.3 12.2 8.0 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 : 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 : 58.8 73.8 80.6 95.6 58.2 71.7 76.2 88.2
Old : 58.8 73.8 80.6 95.6 58.2 71.7 76.2 88.2
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 661,447: 559,880 507,458 54,586 107,008 46,981 0 0 0 0 0 0: 0 0
Old : 661,447: 559,880 507,458 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 25, 2014 :
: 9,328: 9,328 9,328 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 76.7 8.3 16.2 7.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.6 76.7 8.3 16.2 7.1 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 : 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 : 67.9 72.0 88.1 96.5 64.0 64.6 77.7 84.9
Old : 67.9 72.0 88.1 96.5 64.0 64.6 77.7 84.9
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 487,620: 455,410 426,145 7,145 36,835 19,815 0 0 0 0 3,250 1,050: 4,200 525
Old : 487,620: 455,410 426,145 7,145 36,835 19,815 0 0 0 0 3,250 1,050: 4,200 525
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 36,980: 36,350 35,250 -2,590 35 -980 0 0 0 0 2,150 0: 4,200 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 87.4 1.5 7.6 4.1 0.0 0.0 0.0 0.0 0.7 0.2: 0.9 0.1
Old : 100.0: 93.4 87.4 1.5 7.6 4.1 0.0 0.0 0.0 0.0 0.7 0.2: 0.9 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 : 26: 16 7 . 4 6 0 0 0 0 . .:
Old : 26: 16 7 . 4 6 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 86.1 88.9 97.5 59.4 77.8 73.4 80.4
Old : 73.4 86.1 88.9 97.5 59.4 77.8 73.4 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,727,112: 1,626,805 1,524,351 20,766 125,255 75,471 0 0 0 0 0 0: 4,070 2,035
Old : 1,727,112: 1,626,805 1,524,351 20,766 125,255 75,471 0 0 0 0 0 0: 4,070 2,035
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 136,640: 133,440 139,405 -4,070 -8,000 3,200 0 0 0 0 0 0: 4,070 2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 88.3 1.2 7.3 4.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.1
Old : 100.0: 94.2 88.3 1.2 7.3 4.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 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 : 76.1 86.9 92.0 98.3 67.7 78.7 74.8 80.0
Old : 76.1 86.9 92.0 98.3 67.7 78.7 74.8 80.0
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 1,775,040 1,902,762 117,140 0 18,816 0 0 0 0 0 0: 10,582 0
Old : 1,921,578: 1,775,040 1,902,762 117,140 0 18,816 0 0 0 0 0 0: 10,582 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 0: -6,919 0 -3,663 0 0 0 0 0 0 0 0: 10,582 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 99.0 6.1 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 92.4 99.0 6.1 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 85.0 100.0 67.3 93.9 80.1 93.9
Old : 71.4 96.5 85.0 100.0 67.3 93.9 80.1 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 489,480 513,675 22,200 0 9,400 0 0 0 0 0 0: 2,205 210
Old : 523,285: 489,480 513,675 22,200 0 9,400 0 0 0 0 0 0: 2,205 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 0: -1,785 0 -210 0 -210 0 0 0 0 0 0: 2,205 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 98.2 4.2 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.0
Old : 100.0: 93.5 98.2 4.2 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 84.4 99.9 67.8 93.2 81.1 93.9
Old : 70.7 95.9 84.4 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 :10,054,499: 8,012,055 9,182,180 1,035,065 98,487 773,832 205,837 0 0 7,360 0 0: 20,350 0
Old :10,054,499: 8,012,055 9,182,180 1,035,065 98,487 773,832 205,837 0 0 7,360 0 0: 20,350 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 197,325: 225,262 183,805 -60,240 4,857 8,663 0 0 0 3,290 0 0: 20,350 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 91.3 10.3 1.0 7.7 2.0 0.0 0.0 0.1 0.0 0.0: 0.2 0.0
Old : 100.0: 79.7 91.3 10.3 1.0 7.7 2.0 0.0 0.0 0.1 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 31 28 5 . 5 . 0 0 . 0 0:
Old : 46: 31 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 : 34.5 61.6 53.3 82.2 26.9 57.3 41.3 69.5
Old : 34.5 61.6 53.3 82.2 26.9 57.3 41.3 69.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,485,769: 2,832,914 3,279,354 405,792 10,075 173,505 51,475 0 11,870 2,125 0 5,825: 2,263 5,140
Old : 3,485,769: 2,832,914 3,279,354 405,792 10,075 173,505 51,475 0 11,870 2,125 0 5,825: 2,263 5,140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 76,390: 82,807 56,595 -13,935 1,100 5,305 -9,350 0 9,350 1,050 0 1,100: 63 2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 94.1 11.6 0.3 5.0 1.5 0.0 0.3 0.1 0.0 0.2: 0.1 0.1
Old : 100.0: 81.3 94.1 11.6 0.3 5.0 1.5 0.0 0.3 0.1 0.0 0.2: 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 : 52: 34 30 6 . 5 . 0 . . 0 .:
Old : 52: 34 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 : 31.9 62.6 50.8 81.8 28.1 58.5 45.2 72.2
Old : 31.9 62.6 50.8 81.8 28.1 58.5 45.2 72.2
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,232,159: 2,140,846 2,433,577 285,308 332,175 167,710 17,106 117,957 94,014 483,168 42,719 44,006: -0 -0
Old : 3,232,159: 2,140,846 2,433,577 285,308 332,175 167,710 17,106 117,957 94,014 483,168 42,719 44,006: -0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 38,328: 38,514 27,346 -6,322 9,088 4,119 0 -2,574 2,024 -75 -1,742 67: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 75.3 8.8 10.3 5.2 0.5 3.6 2.9 14.9 1.3 1.4: -0.0 -0.0
Old : 100.0: 66.2 75.3 8.8 10.3 5.2 0.5 3.6 2.9 14.9 1.3 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: 35 35 6 5 7 . 5 4 4 4 5:
Old : 69: 35 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 : 47.0 59.5 62.8 73.5 47.0 55.5 61.5 67.3
Old : 47.0 59.5 62.8 73.5 47.0 55.5 61.5 67.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,377,761: 6,046,607 6,010,356 320,218 382,090 649,358 121,790 165,288 85,373 108,479 39,360 45,936: 0 0
Old : 7,377,761: 6,046,607 6,010,356 320,218 382,090 649,358 121,790 165,288 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 25, 2014 :
: 99,048: 72,145 85,730 46,453 32,868 -19,550 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 81.5 4.3 5.2 8.8 1.7 2.2 1.2 1.5 0.5 0.6: 0.0 0.0
Old : 100.0: 82.0 81.5 4.3 5.2 8.8 1.7 2.2 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 4 4 6 . . . . . .:
Old : 48: 27 24 4 4 6 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 71.4 65.2 82.7 44.7 67.2 58.0 75.2
Old : 46.7 71.4 65.2 82.7 44.7 67.2 58.0 75.2
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 MWh :
: : Positions :
All : 606,367: 521,342 470,487 59,395 96,190 19,960 5,670 10,675 0 0 6,850 0: 0 2,205
Old : 606,367: 521,342 470,487 59,395 96,190 19,960 5,670 10,675 0 0 6,850 0: 0 2,205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 6,790: 6,790 4,640 3,820 3,765 -3,820 0 0 0 0 0 0: 0 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 77.6 9.8 15.9 3.3 0.9 1.8 0.0 0.0 1.1 0.0: 0.0 0.4
Old : 100.0: 86.0 77.6 9.8 15.9 3.3 0.9 1.8 0.0 0.0 1.1 0.0: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 27 12 4 . 5 . . 0 0 . 0:
Old : 37: 27 12 4 . 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 : 47.2 77.8 67.5 91.5 45.7 73.1 65.6 82.1
Old : 47.2 77.8 67.5 91.5 45.7 73.1 65.6 82.1
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,199,453: 1,826,327 1,847,008 223,899 172,912 132,133 16,280 35,190 0 0 0 0: 814 12,210
Old : 2,199,453: 1,826,327 1,847,008 223,899 172,912 132,133 16,280 35,190 0 0 0 0: 814 12,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 23,480: 23,480 11,650 8,140 8,574 -8,954 0 0 0 0 0 0: 814 12,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 84.0 10.2 7.9 6.0 0.7 1.6 0.0 0.0 0.0 0.0: 0.0 0.6
Old : 100.0: 83.0 84.0 10.2 7.9 6.0 0.7 1.6 0.0 0.0 0.0 0.0: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 44.9 77.8 63.9 92.8 44.7 67.8 63.2 79.0
Old : 44.9 77.8 63.9 92.8 44.7 67.8 63.2 79.0
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,006: 22,033 24,040 2,444 484 6,784 0 1,391 90 220 0 0: 4,435 3,217
Old : 36,006: 22,033 24,040 2,444 484 6,784 0 1,391 90 220 0 0: 4,435 3,217
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -2,246: -1,714 -1,075 404 -164 -476 0 -139 0 0 -192 -48: -412 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 66.8 6.8 1.3 18.8 0.0 3.9 0.2 0.6 0.0 0.0: 12.3 8.9
Old : 100.0: 61.2 66.8 6.8 1.3 18.8 0.0 3.9 0.2 0.6 0.0 0.0: 12.3 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 20 17 4 . 6 0 . . . 0 0:
Old : 30: 20 17 4 . 6 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 : 40.7 49.4 63.0 71.2 13.9 21.4 21.4 28.1
Old : 40.7 49.4 63.0 71.2 13.9 21.4 21.4 28.1
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,835: 5,064 6,148 268 34 1,488 0 532 1,068 0 0 0: 2,947 1,565
Old : 10,835: 5,064 6,148 268 34 1,488 0 532 1,068 0 0 0: 2,947 1,565
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -441: -282 -260 8 -6 -30 0 -50 -20 0 0 0: -117 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 56.7 2.5 0.3 13.7 0.0 4.9 9.9 0.0 0.0 0.0: 27.2 14.4
Old : 100.0: 46.7 56.7 2.5 0.3 13.7 0.0 4.9 9.9 0.0 0.0 0.0: 27.2 14.4
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 : 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 : 32.7 46.6 54.3 69.2 19.8 36.2 28.9 44.7
Old : 32.7 46.6 54.3 69.2 19.8 36.2 28.9 44.7
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 20,693: 13,271 17,491 6,142 1,859 192 0 640 0 640 0 0: 448 511
Old : 20,693: 13,271 17,491 6,142 1,859 192 0 640 0 640 0 0: 448 511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -1,447: -1,046 -1,174 -275 -168 0 0 -105 0 -105 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 84.5 29.7 9.0 0.9 0.0 3.1 0.0 3.1 0.0 0.0: 2.2 2.5
Old : 100.0: 64.1 84.5 29.7 9.0 0.9 0.0 3.1 0.0 3.1 0.0 0.0: 2.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 7 . . . 0 . 0 . 0 0:
Old : 22: 10 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 : 55.2 83.8 85.5 94.9 54.3 83.8 84.6 94.7
Old : 55.2 83.8 85.5 94.9 54.3 83.8 84.6 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 439,027: 304,602 430,188 125,586 0 5,310 0 3,529 0 3,529 0 0: 0 0
Old : 439,027: 304,602 430,188 125,586 0 5,310 0 3,529 0 3,529 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -37,905: -30,287 -37,498 -7,211 0 0 0 -407 0 -407 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 98.0 28.6 0.0 1.2 0.0 0.8 0.0 0.8 0.0 0.0: 0.0 0.0
Old : 100.0: 69.4 98.0 28.6 0.0 1.2 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 : 24: 13 10 . 0 . 0 . 0 . 0 0:
Old : 24: 13 10 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 92.8 82.7 97.8 54.9 92.8 80.3 96.1
Old : 56.2 92.8 82.7 97.8 54.9 92.8 80.3 96.1
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 339,029: 96,324 332,813 211,205 4,664 1,552 0 0 0 29,948 0 0: 0 0
Old : 339,029: 96,324 332,813 211,205 4,664 1,552 0 0 0 29,948 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -9,885: -4,594 -9,071 -814 0 -814 0 0 0 -3,663 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 98.2 62.3 1.4 0.5 0.0 0.0 0.0 8.8 0.0 0.0: 0.0 0.0
Old : 100.0: 28.4 98.2 62.3 1.4 0.5 0.0 0.0 0.0 8.8 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 : 20: 8 9 . . . 0 0 0 . 0 0:
Old : 20: 8 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 : 84.3 93.4 98.4 99.1 83.8 93.4 98.0 99.1
Old : 84.3 93.4 98.4 99.1 83.8 93.4 98.0 99.1
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,034: 36,151 49,505 13,161 0 2,275 0 0 0 0 0 0: 447 254
Old : 52,034: 36,151 49,505 13,161 0 2,275 0 0 0 0 0 0: 447 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -3,213: -1,449 -3,213 -1,743 0 0 0 0 0 0 0 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 95.1 25.3 0.0 4.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.5
Old : 100.0: 69.5 95.1 25.3 0.0 4.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 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 : 21: 8 15 . 0 . 0 0 0 0 0 0:
Old : 21: 8 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 : 70.4 63.6 95.8 82.7 61.9 51.7 74.9 69.5
Old : 70.4 63.6 95.8 82.7 61.9 51.7 74.9 69.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 828,385: 617,462 786,720 169,258 0 41,665 0 0 0 0 0 0: 0 0
Old : 828,385: 617,462 786,720 169,258 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 25, 2014 :
: -49,654: -26,455 -49,654 -23,199 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 95.0 20.4 0.0 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.5 95.0 20.4 0.0 5.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 11 18 4 0 . 0 0 0 0 0 0:
Old : 26: 11 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 : 64.8 60.5 91.0 81.1 55.2 49.1 72.6 66.0
Old : 64.8 60.5 91.0 81.1 55.2 49.1 72.6 66.0
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 147,906: 93,075 102,815 11,404 9,025 32,871 8,190 0 1,920 0 1,083 192: 254 0
Old : 147,906: 93,075 102,815 11,404 9,025 32,871 8,190 0 1,920 0 1,083 192: 254 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -3,453: -2,718 -2,541 -273 -576 -126 -105 0 -210 0 21 -21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 69.5 7.7 6.1 22.2 5.5 0.0 1.3 0.0 0.7 0.1: 0.2 0.0
Old : 100.0: 62.9 69.5 7.7 6.1 22.2 5.5 0.0 1.3 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 : 36: 17 22 5 . . . 0 . 0 . .:
Old : 36: 17 22 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 : 49.8 59.6 73.7 76.9 23.7 23.7 36.6 36.2
Old : 49.8 59.6 73.7 76.9 23.7 23.7 36.6 36.2
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,749,630: 1,530,226 1,162,160 60,419 240,463 129,959 0 191,200 23,520 3,178 0 2,328: 0 0
Old : 1,749,630: 1,530,226 1,162,160 60,419 240,463 129,959 0 191,200 23,520 3,178 0 2,328: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -58,534: -51,689 -50,394 -2,442 -2,516 -4,403 0 0 0 1,221 0 -1,221: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 66.4 3.5 13.7 7.4 0.0 10.9 1.3 0.2 0.0 0.1: 0.0 0.0
Old : 100.0: 87.5 66.4 3.5 13.7 7.4 0.0 10.9 1.3 0.2 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 18 . 4 . 0 . . . 0 .:
Old : 35: 20 18 . 4 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 56.0 79.2 79.7 57.0 45.6 69.0 63.9
Old : 60.0 56.0 79.2 79.7 57.0 45.6 69.0 63.9
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 23,415: 14,025 14,667 8,110 960 0 0 6,253 1,280 0 0 0: 0 255
Old : 23,415: 14,025 14,667 8,110 960 0 0 6,253 1,280 0 0 0: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -1,055: -110 331 -840 -105 0 0 -1,281 0 -105 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 62.6 34.6 4.1 0.0 0.0 26.7 5.5 0.0 0.0 0.0: 0.0 1.1
Old : 100.0: 59.9 62.6 34.6 4.1 0.0 0.0 26.7 5.5 0.0 0.0 0.0: 0.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 11 . . 0 0 . . 0 0 0:
Old : 22: 13 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 : 50.9 69.0 76.1 91.5 49.4 63.1 70.6 76.3
Old : 50.9 69.0 76.1 91.5 49.4 63.1 70.6 76.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,536: 40,649 44,412 7,427 530 6,180 0 2,878 1,280 0 0 0: 0 256
Old : 55,536: 40,649 44,412 7,427 530 6,180 0 2,878 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 25, 2014 :
: -2,341: -1,987 -1,837 -207 105 -147 0 -462 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 80.0 13.4 1.0 11.1 0.0 5.2 2.3 0.0 0.0 0.0: 0.0 0.5
Old : 100.0: 73.2 80.0 13.4 1.0 11.1 0.0 5.2 2.3 0.0 0.0 0.0: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 11 . . . 0 . . 0 0 0:
Old : 23: 12 11 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 67.7 75.6 88.9 41.4 47.4 58.0 61.5
Old : 52.4 67.7 75.6 88.9 41.4 47.4 58.0 61.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,033: 53,566 39,426 0 16,879 8,135 1,930 0 2,550 256 0 0: 596 43
Old : 67,033: 53,566 39,426 0 16,879 8,135 1,930 0 2,550 256 0 0: 596 43
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 4,122: 3,862 5,006 0 -567 -105 -210 0 0 -21 0 0: 596 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 58.8 0.0 25.2 12.1 2.9 0.0 3.8 0.4 0.0 0.0: 0.9 0.1
Old : 100.0: 79.9 58.8 0.0 25.2 12.1 2.9 0.0 3.8 0.4 0.0 0.0: 0.9 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: 20 17 0 4 . . 0 . . 0 0:
Old : 31: 20 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 : 48.9 65.5 70.6 82.3 39.6 48.8 53.9 60.3
Old : 48.9 65.5 70.6 82.3 39.6 48.8 53.9 60.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,926: 27,984 37,949 12,227 4,589 1,148 0 0 0 2,327 0 2,048: 192 192
Old : 45,926: 27,984 37,949 12,227 4,589 1,148 0 0 0 2,327 0 2,048: 192 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -1,302: -1,092 -1,008 -63 -252 -21 0 0 0 -105 0 0: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.9 82.6 26.6 10.0 2.5 0.0 0.0 0.0 5.1 0.0 4.5: 0.4 0.4
Old : 100.0: 60.9 82.6 26.6 10.0 2.5 0.0 0.0 0.0 5.1 0.0 4.5: 0.4 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 : 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 : 52.2 50.4 75.2 73.1 44.9 46.6 63.8 63.2
Old : 52.2 50.4 75.2 73.1 44.9 46.6 63.8 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,204: 39,524 25,981 1,659 15,115 2,916 0 0 0 105 0 0: 0 192
Old : 44,204: 39,524 25,981 1,659 15,115 2,916 0 0 0 105 0 0: 0 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -2,184: -2,142 -1,722 -42 -441 0 0 0 0 0 0 0: 0 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 58.8 3.8 34.2 6.6 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.4
Old : 100.0: 89.4 58.8 3.8 34.2 6.6 0.0 0.0 0.0 0.2 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 : 28: 16 10 . 4 . 0 0 0 . 0 0:
Old : 28: 16 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 : 46.8 59.9 71.0 86.0 46.8 56.2 69.0 80.7
Old : 46.8 59.9 71.0 86.0 46.8 56.2 69.0 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 381,990: 273,083 342,980 54,959 0 0 30,468 15,530 23,480 0 0 0: 0 0
Old : 381,990: 273,083 342,980 54,959 0 0 30,468 15,530 23,480 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 3,405: 15,208 7,475 -6,919 0 0 -2,849 -4,070 0 -2,035 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 89.8 14.4 0.0 0.0 8.0 4.1 6.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.5 89.8 14.4 0.0 0.0 8.0 4.1 6.1 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: 11 13 . 0 0 . . . 0 0 0:
Old : 22: 11 13 . 0 0 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 66.3 89.0 83.8 52.9 62.3 74.1 75.0
Old : 60.2 66.3 89.0 83.8 52.9 62.3 74.1 75.0
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 773,677: 601,154 560,626 43,523 96,777 80,984 12,726 0 35,290 0 0 0: 0 0
Old : 773,677: 601,154 560,626 43,523 96,777 80,984 12,726 0 35,290 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 25, 2014 :
: -18,964: -18,377 -649 -587 -14,245 0 4,070 0 -4,070 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.7 72.5 5.6 12.5 10.5 1.6 0.0 4.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.7 72.5 5.6 12.5 10.5 1.6 0.0 4.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 14 . . . . 0 . 0 0 0:
Old : 23: 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 : 61.9 54.1 85.6 75.8 32.5 25.8 41.9 37.7
Old : 61.9 54.1 85.6 75.8 32.5 25.8 41.9 37.7
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,446,865: 913,475 871,987 9,084 245,005 282,833 180,735 0 47,040 13,698 0 0: 0 0
Old : 1,446,865: 913,475 871,987 9,084 245,005 282,833 180,735 0 47,040 13,698 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 4,574: 14,749 -61,723 1,628 73,216 -6,919 -4,070 0 0 -814 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 60.3 0.6 16.9 19.5 12.5 0.0 3.3 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 63.1 60.3 0.6 16.9 19.5 12.5 0.0 3.3 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 : 29: 15 12 . 4 4 . 0 . . 0 0:
Old : 29: 15 12 . 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 : 61.6 70.9 82.8 87.1 47.8 53.7 61.0 64.8
Old : 61.6 70.9 82.8 87.1 47.8 53.7 61.0 64.8
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 698,218: 345,207 528,752 3,529 75,546 93,920 0 0 0 255,562 0 0: 0 0
Old : 698,218: 345,207 528,752 3,529 75,546 93,920 0 0 0 255,562 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -27,676: -19,943 -19,129 -407 -8,547 0 0 0 0 -7,326 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 75.7 0.5 10.8 13.5 0.0 0.0 0.0 36.6 0.0 0.0: 0.0 0.0
Old : 100.0: 49.4 75.7 0.5 10.8 13.5 0.0 0.0 0.0 36.6 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 : 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 : 69.4 52.0 88.9 75.1 67.8 41.1 69.7 54.4
Old : 69.4 52.0 88.9 75.1 67.8 41.1 69.7 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 532,071: 396,077 283,355 50,294 163,016 85,700 0 0 0 0 0 0: 0 0
Old : 532,071: 396,077 283,355 50,294 163,016 85,700 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 25, 2014 :
: -32,153: -24,827 -15,466 -2,442 -9,768 -4,884 0 0 0 0 -2,035 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 53.3 9.5 30.6 16.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.4 53.3 9.5 30.6 16.1 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 : 25: 13 11 . 5 . 0 0 0 0 0 0:
Old : 25: 13 11 . 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 : 48.4 57.6 81.4 84.2 37.8 43.0 62.3 60.8
Old : 48.4 57.6 81.4 84.2 37.8 43.0 62.3 60.8
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 25, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 79.3 83.4 52.7 94.1 78.9
Old : 84.0 52.7 95.9 79.3 83.4 52.7 94.1 78.9
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 25, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 208,933: 155,060 139,018 10,043 46,660 9,315 1,075 10,650 0 28,050 0 3,290: 2,100 0
Old : 208,933: 155,060 139,018 10,043 46,660 9,315 1,075 10,650 0 28,050 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 25, 2014 :
: -975: 11,250 -7,350 525 12,750 -6,375 0 0 0 -6,375 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 66.5 4.8 22.3 4.5 0.5 5.1 0.0 13.4 0.0 1.6: 1.0 0.0
Old : 100.0: 74.2 66.5 4.8 22.3 4.5 0.5 5.1 0.0 13.4 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 : 31: 19 16 . . 4 . . 0 . 0 .:
Old : 31: 19 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 : 59.1 48.0 75.6 70.4 41.0 36.7 54.7 51.3
Old : 59.1 48.0 75.6 70.4 41.0 36.7 54.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 348,653: 223,148 262,302 29,176 79,008 2,849 0 0 0 88,986 0 4,494: 0 0
Old : 348,653: 223,148 262,302 29,176 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 25, 2014 :
: -760: -24,080 -760 23,320 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 75.2 8.4 22.7 0.8 0.0 0.0 0.0 25.5 0.0 1.3: 0.0 0.0
Old : 100.0: 64.0 75.2 8.4 22.7 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 : 54.7 69.7 78.0 90.2 51.1 66.6 68.4 77.4
Old : 54.7 69.7 78.0 90.2 51.1 66.6 68.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 226,464: 193,690 97,329 1,086 69,450 25,210 5,428 6,400 525 0 27,025 525: 0 0
Old : 226,464: 193,690 97,329 1,086 69,450 25,210 5,428 6,400 525 0 27,025 525: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -2,458: -3,206 1,494 -550 -6,825 -330 1,650 0 -22 0 3,225 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 43.0 0.5 30.7 11.1 2.4 2.8 0.2 0.0 11.9 0.2: 0.0 0.0
Old : 100.0: 85.5 43.0 0.5 30.7 11.1 2.4 2.8 0.2 0.0 11.9 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: 23 15 . 4 6 . . . 0 . .:
Old : 35: 23 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 : 39.0 52.5 62.5 75.1 34.7 48.2 50.9 63.5
Old : 39.0 52.5 62.5 75.1 34.7 48.2 50.9 63.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 627,694: 547,152 323,467 0 218,316 77,771 0 7,404 736 2,035 0 0: 0 0
Old : 627,694: 547,152 323,467 0 218,316 77,771 0 7,404 736 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 25, 2014 :
: 47,071: 46,335 9,839 0 37,232 0 0 -736 736 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 51.5 0.0 34.8 12.4 0.0 1.2 0.1 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 87.2 51.5 0.0 34.8 12.4 0.0 1.2 0.1 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 : 30: 17 16 0 5 . 0 . . . 0 0:
Old : 30: 17 16 0 5 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 60.5 84.6 79.2 40.0 46.7 59.1 58.4
Old : 51.4 60.5 84.6 79.2 40.0 46.7 59.1 58.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,278: 77,238 115,878 48,575 5,790 3,010 525 2,200 0 3,930 6,400 0: 0 0
Old : 133,278: 77,238 115,878 48,575 5,790 3,010 525 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 25, 2014 :
: 550: 550 550 -1,100 -1,100 1,100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 86.9 36.4 4.3 2.3 0.4 1.7 0.0 2.9 4.8 0.0: 0.0 0.0
Old : 100.0: 58.0 86.9 36.4 4.3 2.3 0.4 1.7 0.0 2.9 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 : 67.3 73.8 88.0 94.6 67.3 69.0 85.4 88.6
Old : 67.3 73.8 88.0 94.6 67.3 69.0 85.4 88.6
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 297,959: 179,079 272,916 86,372 15,855 9,188 0 0 0 23,320 0 0: 0 0
Old : 297,959: 179,079 272,916 86,372 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 25, 2014 :
: 41,645: -4,995 41,645 46,640 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 91.6 29.0 5.3 3.1 0.0 0.0 0.0 7.8 0.0 0.0: 0.0 0.0
Old : 100.0: 60.1 91.6 29.0 5.3 3.1 0.0 0.0 0.0 7.8 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 : 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 : 60.6 62.2 86.6 90.7 55.3 57.7 74.0 74.2
Old : 60.6 62.2 86.6 90.7 55.3 57.7 74.0 74.2
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,319: 50,391 49,249 0 655 1,660 0 150 0 498 650 0: 770 955
Old : 53,319: 50,391 49,249 0 655 1,660 0 150 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 25, 2014 :
: -199: -199 -149 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 92.4 0.0 1.2 3.1 0.0 0.3 0.0 0.9 1.2 0.0: 1.4 1.8
Old : 100.0: 94.5 92.4 0.0 1.2 3.1 0.0 0.3 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: 17 15 0 . . 0 . 0 . . 0:
Old : 28: 17 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 : 71.2 82.4 89.5 93.1 69.5 76.0 80.2 81.0
Old : 71.2 82.4 89.5 93.1 69.5 76.0 80.2 81.0
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,522: 44,892 43,687 0 655 1,660 0 150 0 450 650 0: 520 720
Old : 47,522: 44,892 43,687 0 655 1,660 0 150 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 25, 2014 :
: -13: -13 37 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 91.9 0.0 1.4 3.5 0.0 0.3 0.0 0.9 1.4 0.0: 1.1 1.5
Old : 100.0: 94.5 91.9 0.0 1.4 3.5 0.0 0.3 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: 15 16 0 . . 0 . 0 . . 0:
Old : 26: 15 16 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 78.5 90.1 91.5 74.8 70.7 83.0 79.2
Old : 75.0 78.5 90.1 91.5 74.8 70.7 83.0 79.2
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 14,735 14,815 1,835 0 280 0 0 0 100 1,975 75: 120 0
Old : 17,145: 14,735 14,815 1,835 0 280 0 0 0 100 1,975 75: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 0: 250 0 0 0 0 0 0 0 0 0 0: -250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 86.4 10.7 0.0 1.6 0.0 0.0 0.0 0.6 11.5 0.4: 0.7 0.0
Old : 100.0: 85.9 86.4 10.7 0.0 1.6 0.0 0.0 0.0 0.6 11.5 0.4: 0.7 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 7 . 0 . 0 0 0 . . .:
Old : 23: 13 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 : 70.4 92.7 86.2 99.6 68.8 92.2 84.5 95.2
Old : 70.4 92.7 86.2 99.6 68.8 92.2 84.5 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,110: 14,640 13,415 2,020 300 270 0 0 0 0 3,125 0: 180 0
Old : 17,110: 14,640 13,415 2,020 300 270 0 0 0 0 3,125 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 78.4 11.8 1.8 1.6 0.0 0.0 0.0 0.0 18.3 0.0: 1.1 0.0
Old : 100.0: 85.6 78.4 11.8 1.8 1.6 0.0 0.0 0.0 0.0 18.3 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 6 . . . 0 0 0 0 . 0:
Old : 20: 13 6 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 92.0 88.6 99.6 71.9 90.3 87.7 93.9
Old : 72.8 92.0 88.6 99.6 71.9 90.3 87.7 93.9
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 25, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,045: 16,120 10,500 380 700 100 0 1,700 0 0 3,945 100: 345 0
Old : 17,045: 16,120 10,500 380 700 100 0 1,700 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 25, 2014 :
: 1,725: 1,725 825 0 0 0 0 900 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 61.6 2.2 4.1 0.6 0.0 10.0 0.0 0.0 23.1 0.6: 2.0 0.0
Old : 100.0: 94.6 61.6 2.2 4.1 0.6 0.0 10.0 0.0 0.0 23.1 0.6: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 7 . . . 0 . 0 0 . .:
Old : 22: 13 7 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 69.2 87.6 94.6 55.3 57.6 67.8 69.9
Old : 69.7 69.2 87.6 94.6 55.3 57.6 67.8 69.9
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 25, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,346: 24,511 24,541 895 0 0 0 300 600 0 750 0: 340 155
Old : 26,346: 24,511 24,541 895 0 0 0 300 600 0 750 0: 340 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 55: 55 70 0 0 0 0 0 0 0 0 0: 0 -15
: : :
: : 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 2.8 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 2.8 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 : 21: 16 9 . 0 0 0 . . 0 . 0:
Old : 21: 16 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 : 67.0 85.5 84.7 97.1 64.6 73.7 79.0 81.2
Old : 67.0 85.5 84.7 97.1 64.6 73.7 79.0 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,194: 48,495 58,223 1,425 2,410 340 3,953 0 6 6,760 0 340: 5,875 5,875
Old : 67,194: 48,495 58,223 1,425 2,410 340 3,953 0 6 6,760 0 340: 5,875 5,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,900: -275 1,825 0 0 0 2,100 0 0 0 0 0: 1,075 1,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 86.6 2.1 3.6 0.5 5.9 0.0 0.0 10.1 0.0 0.5: 8.7 8.7
Old : 100.0: 72.2 86.6 2.1 3.6 0.5 5.9 0.0 0.0 10.1 0.0 0.5: 8.7 8.7
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 : 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 : 60.1 45.2 79.2 66.2 49.8 43.1 64.7 59.4
Old : 60.1 45.2 79.2 66.2 49.8 43.1 64.7 59.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,001: 46,536 54,601 0 3,980 45 4,330 0 0 7,665 0 0: 6,425 6,375
Old : 65,001: 46,536 54,601 0 3,980 45 4,330 0 0 7,665 0 0: 6,425 6,375
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,690: 711 2,440 0 0 0 1,800 0 0 -50 0 0: 229 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 84.0 0.0 6.1 0.1 6.7 0.0 0.0 11.8 0.0 0.0: 9.9 9.8
Old : 100.0: 71.6 84.0 0.0 6.1 0.1 6.7 0.0 0.0 11.8 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 : 33: 18 21 0 . . . 0 0 . 0 0:
Old : 33: 18 21 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 44.5 79.1 66.8 50.1 43.8 64.3 61.8
Old : 61.1 44.5 79.1 66.8 50.1 43.8 64.3 61.8
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,000: 31,845 37,645 3,960 675 1,350 0 3,175 550 5,800 0 725: 2,770 2,880
Old : 47,000: 31,845 37,645 3,960 675 1,350 0 3,175 550 5,800 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 25, 2014 :
: -110: -410 -110 0 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 80.1 8.4 1.4 2.9 0.0 6.8 1.2 12.3 0.0 1.5: 5.9 6.1
Old : 100.0: 67.8 80.1 8.4 1.4 2.9 0.0 6.8 1.2 12.3 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: 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 : 49.6 47.6 67.7 70.6 41.4 40.7 55.4 56.1
Old : 49.6 47.6 67.7 70.6 41.4 40.7 55.4 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,436: 25,945 38,490 6,020 930 160 8,375 1,125 850 425 0 16: 645 865
Old : 42,436: 25,945 38,490 6,020 930 160 8,375 1,125 850 425 0 16: 645 865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -505: -470 -820 0 300 -60 -100 -50 125 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 90.7 14.2 2.2 0.4 19.7 2.7 2.0 1.0 0.0 0.0: 1.5 2.0
Old : 100.0: 61.1 90.7 14.2 2.2 0.4 19.7 2.7 2.0 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: 19 16 . . . . . . . 0 .:
Old : 30: 19 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 : 49.7 64.6 70.9 83.5 48.8 60.6 69.3 73.6
Old : 49.7 64.6 70.9 83.5 48.8 60.6 69.3 73.6
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,035: 10,280 20,625 1,200 700 600 0 3,055 565 12,800 0 0: 590 490
Old : 26,035: 10,280 20,625 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 25, 2014 :
: -35: -35 -35 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 79.2 4.6 2.7 2.3 0.0 11.7 2.2 49.2 0.0 0.0: 2.3 1.9
Old : 100.0: 39.5 79.2 4.6 2.7 2.3 0.0 11.7 2.2 49.2 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 67.4 88.1 89.3 68.8 59.3 77.6 80.5
Old : 74.2 67.4 88.1 89.3 68.8 59.3 77.6 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,465: 23,440 18,675 300 5,700 0 350 0 300 0 0 0: 1,075 790
Old : 25,465: 23,440 18,675 300 5,700 0 350 0 300 0 0 0: 1,075 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 50: -10 50 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 73.3 1.2 22.4 0.0 1.4 0.0 1.2 0.0 0.0 0.0: 4.2 3.1
Old : 100.0: 92.0 73.3 1.2 22.4 0.0 1.4 0.0 1.2 0.0 0.0 0.0: 4.2 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 : 80.7 67.9 91.8 88.0 76.2 67.4 86.0 86.4
Old : 80.7 67.9 91.8 88.0 76.2 67.4 86.0 86.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,448: 25,670 21,860 0 2,750 935 3,295 350 925 300 4,795 958: 2,365 1,875
Old : 34,448: 25,670 21,860 0 2,750 935 3,295 350 925 300 4,795 958: 2,365 1,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 275: 25 0 0 -50 0 0 0 0 300 375 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 63.5 0.0 8.0 2.7 9.6 1.0 2.7 0.9 13.9 2.8: 6.9 5.4
Old : 100.0: 74.5 63.5 0.0 8.0 2.7 9.6 1.0 2.7 0.9 13.9 2.8: 6.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 18 0 . . . . . . . .:
Old : 34: 21 18 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 50.2 68.5 67.1 46.2 48.7 61.9 61.8
Old : 50.2 50.2 68.5 67.1 46.2 48.7 61.9 61.8
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,145: 30,455 24,950 735 200 700 525 7,105 970 540 0 395: 825 825
Old : 35,145: 30,455 24,950 735 200 700 525 7,105 970 540 0 395: 825 825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 97: 10 35 0 0 0 -50 -125 175 -50 0 12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 71.0 2.1 0.6 2.0 1.5 20.2 2.8 1.5 0.0 1.1: 2.3 2.3
Old : 100.0: 86.7 71.0 2.1 0.6 2.0 1.5 20.2 2.8 1.5 0.0 1.1: 2.3 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 : 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 : 51.6 64.8 72.7 82.7 45.6 49.0 57.6 61.1
Old : 51.6 64.8 72.7 82.7 45.6 49.0 57.6 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 23,789 24,240 0 220 1,615 150 0 0 50 450 0: 1,121 200
Old : 26,725: 23,789 24,240 0 220 1,615 150 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 25, 2014 :
: 0: 50 0 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 90.7 0.0 0.8 6.0 0.6 0.0 0.0 0.2 1.7 0.0: 4.2 0.7
Old : 100.0: 89.0 90.7 0.0 0.8 6.0 0.6 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 91.8 98.1 74.6 82.2 85.8 89.2
Old : 74.6 84.3 91.8 98.1 74.6 82.2 85.8 89.2
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 23,210 23,695 75 220 1,615 150 0 0 50 450 0: 910 30
Old : 26,010: 23,210 23,695 75 220 1,615 150 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 25, 2014 :
: 0: 50 0 0 0 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 91.1 0.3 0.8 6.2 0.6 0.0 0.0 0.2 1.7 0.0: 3.5 0.1
Old : 100.0: 89.2 91.1 0.3 0.8 6.2 0.6 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 93.2 98.8 76.5 81.7 86.1 89.5
Old : 76.5 85.1 93.2 98.8 76.5 81.7 86.1 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2014