CSX COAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-024652
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 TONS) :
: : Positions :
All : 7,905: 3,555 5,103 981 0 119 0 1,045 60 1,969 643 587: 634 348
Old : 7,905: 3,555 5,103 981 0 119 0 1,045 60 1,969 643 587: 634 348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -255: -56 181 298 0 -321 0 0 0 10 99 -331: 144 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 64.6 12.4 0.0 1.5 0.0 13.2 0.8 24.9 8.1 7.4: 8.0 4.4
Old : 100.0: 45.0 64.6 12.4 0.0 1.5 0.0 13.2 0.8 24.9 8.1 7.4: 8.0 4.4
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: 9 11 . 0 . 0 . . . . .:
Old : 20: 9 11 . 0 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 60.7 80.4 81.2 45.9 53.7 61.4 65.5
Old : 54.8 60.7 80.4 81.2 45.9 53.7 61.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 81,815: 16,224 25,569 2,414 722 2,776 1,639 8,603 5,019 44,399 29,665 7,891: 1,453 1,570
Old : 81,815: 16,224 25,569 2,414 722 2,776 1,639 8,603 5,019 44,399 29,665 7,891: 1,453 1,570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 2,259: 35 425 367 -66 79 472 -740 586 460 1,780 72: 188 123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 31.3 3.0 0.9 3.4 2.0 10.5 6.1 54.3 36.3 9.6: 1.8 1.9
Old : 100.0: 19.8 31.3 3.0 0.9 3.4 2.0 10.5 6.1 54.3 36.3 9.6: 1.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 11 12 . . . . 4 . 17 14 25:
Old : 52: 11 12 . . . . 4 . 17 14 25:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 39.9 63.9 59.4 42.1 34.5 58.0 51.6
Old : 43.3 39.9 63.9 59.4 42.1 34.5 58.0 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,543: 9,565 5,555 1,121 945 1,006 5,010 375 920 11,613 20,303 1,763: 545 676
Old : 31,543: 9,565 5,555 1,121 945 1,006 5,010 375 920 11,613 20,303 1,763: 545 676
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 982: 615 185 -60 0 -40 1,296 -15 87 -771 880 -195: 50 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 17.6 3.6 3.0 3.2 15.9 1.2 2.9 36.8 64.4 5.6: 1.7 2.1
Old : 100.0: 30.3 17.6 3.6 3.0 3.2 15.9 1.2 2.9 36.8 64.4 5.6: 1.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 9 8 . . 4 . . . 9 12 14:
Old : 40: 9 8 . . 4 . . . 9 12 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 58.8 70.7 72.2 46.3 54.6 67.4 65.4
Old : 46.9 58.8 70.7 72.2 46.3 54.6 67.4 65.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 168,721: 106,056 108,146 4,077 12,745 21,530 8,400 3,716 10,027 10,280 4,687 7,550: 801 320
Old : 168,721: 106,056 108,146 4,077 12,745 21,530 8,400 3,716 10,027 10,280 4,687 7,550: 801 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 13,807: 6,981 8,707 21 48 4,481 511 841 -1,016 2,171 58 671: -13 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 64.1 2.4 7.6 12.8 5.0 2.2 5.9 6.1 2.8 4.5: 0.5 0.2
Old : 100.0: 62.9 64.1 2.4 7.6 12.8 5.0 2.2 5.9 6.1 2.8 4.5: 0.5 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 : 79: 45 49 . 5 7 4 4 7 8 4 11:
Old : 79: 45 49 . 5 7 4 4 7 8 4 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 : 30.3 28.9 49.0 45.6 16.2 16.6 26.5 25.8
Old : 30.3 28.9 49.0 45.6 16.2 16.6 26.5 25.8
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,160: 23,519 45,689 18,758 3,357 1,505 6,839 0 1,028 151 221 360: 0 0
Old : 52,160: 23,519 45,689 18,758 3,357 1,505 6,839 0 1,028 151 221 360: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 277: -765 504 1,179 441 -441 301 0 -178 25 -205 156: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 87.6 36.0 6.4 2.9 13.1 0.0 2.0 0.3 0.4 0.7: 0.0 0.0
Old : 100.0: 45.1 87.6 36.0 6.4 2.9 13.1 0.0 2.0 0.3 0.4 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 : 34: 19 20 . . . . 0 . . . .:
Old : 34: 19 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 51.4 87.9 77.1 69.0 49.3 77.7 69.8
Old : 71.8 51.4 87.9 77.1 69.0 49.3 77.7 69.8
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 428,238: 236,789 346,844 102,088 26,510 28,941 33,509 1,640 23,983 2,608 0 320: 0 0
Old : 428,238: 236,789 346,844 102,088 26,510 28,941 33,509 1,640 23,983 2,608 0 320: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 11,060: 1,624 7,532 7,828 0 968 -1,912 656 1,904 648 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 81.0 23.8 6.2 6.8 7.8 0.4 5.6 0.6 0.0 0.1: 0.0 0.0
Old : 100.0: 55.3 81.0 23.8 6.2 6.8 7.8 0.4 5.6 0.6 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: 20 19 . . . . . . . 0 .:
Old : 32: 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 : 56.0 56.9 80.1 80.1 44.2 49.4 64.0 63.4
Old : 56.0 56.9 80.1 80.1 44.2 49.4 64.0 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,587,297: 1,163,140 1,342,331 195,333 32,292 104,904 19,221 14,662 62,825 35,751 5,505 6,122: 0 18,656
Old : 1,587,297: 1,163,140 1,342,331 195,333 32,292 104,904 19,221 14,662 62,825 35,751 5,505 6,122: 0 18,656
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 40,269: 26,695 45,302 14,760 -1,338 -2,493 0 -4,353 1,984 1,970 3,814 -2,647: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 84.6 12.3 2.0 6.6 1.2 0.9 4.0 2.3 0.3 0.4: 0.0 1.2
Old : 100.0: 73.3 84.6 12.3 2.0 6.6 1.2 0.9 4.0 2.3 0.3 0.4: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 36 37 6 . 7 . . . 4 . .:
Old : 58: 36 37 6 . 7 . . . 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 : 41.4 38.4 63.7 54.4 32.7 30.9 45.0 42.3
Old : 41.4 38.4 63.7 54.4 32.7 30.9 45.0 42.3
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 51,821: 42,775 26,114 0 9,874 3,662 693 6,490 4,249 187 1,178 256: 0 -0
Old : 51,821: 42,775 26,114 0 9,874 3,662 693 6,490 4,249 187 1,178 256: 0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 1,504: 873 902 0 -761 579 -1 826 107 72 -23 -125: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 50.4 0.0 19.1 7.1 1.3 12.5 8.2 0.4 2.3 0.5: 0.0 -0.0
Old : 100.0: 82.5 50.4 0.0 19.1 7.1 1.3 12.5 8.2 0.4 2.3 0.5: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 18 0 . . . . . . . .:
Old : 37: 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 : 49.8 53.3 73.2 78.8 38.4 37.5 55.0 59.5
Old : 49.8 53.3 73.2 78.8 38.4 37.5 55.0 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 321,852: 206,000 233,268 93,582 24,466 3,848 0 41,728 16,206 976 1,096 1,240: 0 0
Old : 321,852: 206,000 233,268 93,582 24,466 3,848 0 41,728 16,206 976 1,096 1,240: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 7,449: 2,598 2,232 16,567 0 0 0 17,253 -11,716 0 -320 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 72.5 29.1 7.6 1.2 0.0 13.0 5.0 0.3 0.3 0.4: 0.0 0.0
Old : 100.0: 64.0 72.5 29.1 7.6 1.2 0.0 13.0 5.0 0.3 0.3 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 : 28: 14 13 . . . 0 . . . . .:
Old : 28: 14 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 : 67.5 63.7 87.7 91.0 60.6 51.3 74.4 74.1
Old : 67.5 63.7 87.7 91.0 60.6 51.3 74.4 74.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 639,839: 507,454 435,117 21,972 131,121 61,928 33,692 0 11,673 3,120 0 0: 0 0
Old : 639,839: 507,454 435,117 21,972 131,121 61,928 33,692 0 11,673 3,120 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -9,866: 1,143 -16,890 0 15,248 -9,408 -2,785 0 1,184 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 68.0 3.4 20.5 9.7 5.3 0.0 1.8 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 79.3 68.0 3.4 20.5 9.7 5.3 0.0 1.8 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 24 . 4 . . 0 . . 0 0:
Old : 37: 22 24 . 4 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 45.0 67.5 68.0 31.5 29.8 45.9 45.4
Old : 41.9 45.0 67.5 68.0 31.5 29.8 45.9 45.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,760: 34,232 40,687 1,180 2,637 3,857 4,923 0 1,435 3,543 65 849: 741 1,230
Old : 50,760: 34,232 40,687 1,180 2,637 3,857 4,923 0 1,435 3,543 65 849: 741 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -365: 908 -21 -1,357 64 105 173 0 -215 -170 65 21: 170 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 80.2 2.3 5.2 7.6 9.7 0.0 2.8 7.0 0.1 1.7: 1.5 2.4
Old : 100.0: 67.4 80.2 2.3 5.2 7.6 9.7 0.0 2.8 7.0 0.1 1.7: 1.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 24 . . 4 5 0 . . . .:
Old : 39: 25 24 . . 4 5 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 41.8 69.6 60.1 31.6 32.5 44.3 44.2
Old : 42.8 41.8 69.6 60.1 31.6 32.5 44.3 44.2
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,880: 27,200 36,830 9,250 0 50 0 0 0 200 0 0: 180 0
Old : 36,880: 27,200 36,830 9,250 0 50 0 0 0 200 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 850: 850 850 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 99.9 25.1 0.0 0.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.5 0.0
Old : 100.0: 73.8 99.9 25.1 0.0 0.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 . 0 . 0 0 0 . 0 0:
Old : 30: 17 15 . 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 : 63.1 89.1 83.4 97.4 61.9 89.1 82.0 91.7
Old : 63.1 89.1 83.4 97.4 61.9 89.1 82.0 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,450: 3,050 2,950 0 50 0 0 50 300 100 50 0: 0 50
Old : 3,450: 3,050 2,950 0 50 0 0 50 300 100 50 0: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -200: -250 -200 0 -150 0 -200 0 250 100 50 0: -100 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 85.5 0.0 1.4 0.0 0.0 1.4 8.7 2.9 1.4 0.0: 0.0 1.4
Old : 100.0: 88.4 85.5 0.0 1.4 0.0 0.0 1.4 8.7 2.9 1.4 0.0: 0.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 0 . 0 0 . . . . 0:
Old : 20: 12 8 0 . 0 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 72.5 82.6 94.2 55.1 62.3 69.6 68.1
Old : 58.0 72.5 82.6 94.2 55.1 62.3 69.6 68.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 55,185: 42,585 54,685 12,200 0 0 0 300 200 200 0 0: 0 0
Old : 55,185: 42,585 54,685 12,200 0 0 0 300 200 200 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 975: 875 975 100 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 99.1 22.1 0.0 0.0 0.0 0.5 0.4 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 77.2 99.1 22.1 0.0 0.0 0.0 0.5 0.4 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 24 14 . 0 0 0 . . . 0 0:
Old : 35: 24 14 . 0 0 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 90.4 79.3 96.6 59.9 86.7 77.8 92.0
Old : 60.8 90.4 79.3 96.6 59.9 86.7 77.8 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,210: 8,460 9,060 1,950 800 450 0 0 0 50 600 0: 300 300
Old : 11,210: 8,460 9,060 1,950 800 450 0 0 0 50 600 0: 300 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 710: 110 110 0 0 300 0 0 0 0 0 0: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 80.8 17.4 7.1 4.0 0.0 0.0 0.0 0.4 5.4 0.0: 2.7 2.7
Old : 100.0: 75.5 80.8 17.4 7.1 4.0 0.0 0.0 0.0 0.4 5.4 0.0: 2.7 2.7
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 : 30: 16 16 . . . 0 0 0 . . 0:
Old : 30: 16 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 : 62.0 46.4 84.8 70.1 57.5 46.4 75.9 68.3
Old : 62.0 46.4 84.8 70.1 57.5 46.4 75.9 68.3
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 252,696: 174,792 214,008 34,408 6,640 28,160 9,720 384 2,352 2,880 768 384: 0 0
Old : 252,696: 174,792 214,008 34,408 6,640 28,160 9,720 384 2,352 2,880 768 384: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 2,328: 6,240 1,536 -5,888 0 1,184 1,184 0 -392 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.2 84.7 13.6 2.6 11.1 3.8 0.2 0.9 1.1 0.3 0.2: 0.0 0.0
Old : 100.0: 69.2 84.7 13.6 2.6 11.1 3.8 0.2 0.9 1.1 0.3 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 : 32: 17 15 . . . . . . . . .:
Old : 32: 17 15 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 58.7 69.0 79.7 32.6 46.2 48.6 60.5
Old : 42.7 58.7 69.0 79.7 32.6 46.2 48.6 60.5
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,286: 7,571 5,213 0 4,071 508 659 259 42 2,058 703 128: 320 362
Old : 11,286: 7,571 5,213 0 4,071 508 659 259 42 2,058 703 128: 320 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 18: 20 -43 0 0 0 0 -22 21 0 106 0: -23 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 46.2 0.0 36.1 4.5 5.8 2.3 0.4 18.2 6.2 1.1: 2.8 3.2
Old : 100.0: 67.1 46.2 0.0 36.1 4.5 5.8 2.3 0.4 18.2 6.2 1.1: 2.8 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 : 28: 12 10 0 4 . . . . . . .:
Old : 28: 12 10 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 : 55.0 51.9 79.1 77.4 52.7 47.6 70.9 71.9
Old : 55.0 51.9 79.1 77.4 52.7 47.6 70.9 71.9
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,250: 11,050 7,650 150 5,850 750 0 350 0 3,000 350 300: 0 0
Old : 15,250: 11,050 7,650 150 5,850 750 0 350 0 3,000 350 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 72.5 50.2 1.0 38.4 4.9 0.0 2.3 0.0 19.7 2.3 2.0: 0.0 0.0
Old : 100.0: 72.5 50.2 1.0 38.4 4.9 0.0 2.3 0.0 19.7 2.3 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 8 . . . 0 . 0 . . .:
Old : 21: 9 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 : 63.9 63.3 88.9 84.6 62.0 61.3 81.6 79.7
Old : 63.9 63.3 88.9 84.6 62.0 61.3 81.6 79.7
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,365: 14,305 13,230 1,090 1,625 910 850 0 0 200 1,300 0: 10 300
Old : 17,365: 14,305 13,230 1,090 1,625 910 850 0 0 200 1,300 0: 10 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 2,085: 1,435 1,485 -100 -100 400 300 0 0 50 0 0: 0 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 76.2 6.3 9.4 5.2 4.9 0.0 0.0 1.2 7.5 0.0: 0.1 1.7
Old : 100.0: 82.4 76.2 6.3 9.4 5.2 4.9 0.0 0.0 1.2 7.5 0.0: 0.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 16 . . . . 0 0 . . 0:
Old : 34: 20 16 . . . . 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 : 57.6 54.8 80.6 77.3 51.5 45.6 68.2 62.6
Old : 57.6 54.8 80.6 77.3 51.5 45.6 68.2 62.6
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,286: 7,846 6,841 625 2,575 560 375 0 50 0 0 0: 830 260
Old : 10,286: 7,846 6,841 625 2,575 560 375 0 50 0 0 0: 830 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 365: 365 325 0 60 0 0 0 0 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 66.5 6.1 25.0 5.4 3.6 0.0 0.5 0.0 0.0 0.0: 8.1 2.5
Old : 100.0: 76.3 66.5 6.1 25.0 5.4 3.6 0.0 0.5 0.0 0.0 0.0: 8.1 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 : 26: 17 15 . . . . 0 . 0 0 0:
Old : 26: 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 : 40.6 54.8 62.5 82.8 39.6 45.9 56.6 63.0
Old : 40.6 54.8 62.5 82.8 39.6 45.9 56.6 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,298: 14,927 15,491 1,767 1,579 2,186 914 42 596 503 42 43: 362 1,319
Old : 21,298: 14,927 15,491 1,767 1,579 2,186 914 42 596 503 42 43: 362 1,319
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -705: -658 -553 189 0 -254 -105 42 40 42 0 0: 41 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 72.7 8.3 7.4 10.3 4.3 0.2 2.8 2.4 0.2 0.2: 1.7 6.2
Old : 100.0: 70.1 72.7 8.3 7.4 10.3 4.3 0.2 2.8 2.4 0.2 0.2: 1.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 18 . . . . . . . . .:
Old : 34: 23 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 50.5 57.7 71.7 24.6 43.0 39.1 51.9
Old : 35.0 50.5 57.7 71.7 24.6 43.0 39.1 51.9
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,230: 30,013 22,808 811 2,888 3,389 0 3,888 1,462 0 1,270 400: 155 125
Old : 36,230: 30,013 22,808 811 2,888 3,389 0 3,888 1,462 0 1,270 400: 155 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 495: 393 167 -305 53 235 0 218 -93 -15 -365 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 63.0 2.2 8.0 9.4 0.0 10.7 4.0 0.0 3.5 1.1: 0.4 0.3
Old : 100.0: 82.8 63.0 2.2 8.0 9.4 0.0 10.7 4.0 0.0 3.5 1.1: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 19 . . 4 0 . . 0 . .:
Old : 37: 26 19 . . 4 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 49.4 54.6 68.1 35.3 35.2 49.4 50.8
Old : 36.2 49.4 54.6 68.1 35.3 35.2 49.4 50.8
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,492: 34,707 28,062 903 5,533 2,628 500 2,597 2,853 560 737 1,077: 264 5
Old : 43,492: 34,707 28,062 903 5,533 2,628 500 2,597 2,853 560 737 1,077: 264 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 1,292: 1,202 527 -10 405 70 0 415 -200 95 -60 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 64.5 2.1 12.7 6.0 1.1 6.0 6.6 1.3 1.7 2.5: 0.6 0.0
Old : 100.0: 79.8 64.5 2.1 12.7 6.0 1.1 6.0 6.6 1.3 1.7 2.5: 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 : 45: 29 25 . 5 5 . . . . . .:
Old : 45: 29 25 . 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 : 34.9 40.7 57.8 61.0 33.1 30.0 51.5 46.2
Old : 34.9 40.7 57.8 61.0 33.1 30.0 51.5 46.2
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,570: 30,670 35,760 4,850 0 450 0 50 0 600 0 0: 0 310
Old : 36,570: 30,670 35,760 4,850 0 450 0 50 0 600 0 0: 0 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -825: -475 -1,075 -600 0 250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 97.8 13.3 0.0 1.2 0.0 0.1 0.0 1.6 0.0 0.0: 0.0 0.8
Old : 100.0: 83.9 97.8 13.3 0.0 1.2 0.0 0.1 0.0 1.6 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: 19 8 . 0 . 0 . 0 . 0 0:
Old : 28: 19 8 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 94.3 81.2 98.9 63.2 90.0 79.1 91.4
Old : 64.4 94.3 81.2 98.9 63.2 90.0 79.1 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,200: 33,800 39,390 5,140 0 760 0 50 0 500 0 0: 0 0
Old : 40,200: 33,800 39,390 5,140 0 760 0 50 0 500 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -835: -485 -1,085 -600 0 250 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 98.0 12.8 0.0 1.9 0.0 0.1 0.0 1.2 0.0 0.0: 0.0 0.0
Old : 100.0: 84.1 98.0 12.8 0.0 1.9 0.0 0.1 0.0 1.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 14 . 0 . 0 . 0 . 0 0:
Old : 33: 23 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 : 58.7 90.7 75.0 96.2 56.7 85.7 71.7 88.4
Old : 58.7 90.7 75.0 96.2 56.7 85.7 71.7 88.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 490,584: 275,247 416,716 116,194 15,476 11,032 41,868 0 34,152 6,915 8,032 5,176: 0 0
Old : 490,584: 275,247 416,716 116,194 15,476 11,032 41,868 0 34,152 6,915 8,032 5,176: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 5,319: 1,812 2,705 1,890 2,353 -384 -768 0 768 3,636 1,512 -1,635: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 84.9 23.7 3.2 2.2 8.5 0.0 7.0 1.4 1.6 1.1: 0.0 0.0
Old : 100.0: 56.1 84.9 23.7 3.2 2.2 8.5 0.0 7.0 1.4 1.6 1.1: 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 : 40: 23 25 4 . . . 0 . . . .:
Old : 40: 23 25 4 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 47.0 66.9 70.0 38.8 42.1 54.9 54.4
Old : 47.8 47.0 66.9 70.0 38.8 42.1 54.9 54.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,441: 19,654 26,430 4,536 1,646 2,482 3,576 1,488 1,419 1,499 295 384: 891 297
Old : 34,441: 19,654 26,430 4,536 1,646 2,482 3,576 1,488 1,419 1,499 295 384: 891 297
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 319: 95 266 -84 -42 75 5 83 43 207 22 -23: -0 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.1 76.7 13.2 4.8 7.2 10.4 4.3 4.1 4.4 0.9 1.1: 2.6 0.9
Old : 100.0: 57.1 76.7 13.2 4.8 7.2 10.4 4.3 4.1 4.4 0.9 1.1: 2.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 25 26 . . 4 . . . . . .:
Old : 44: 25 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 : 41.4 35.9 63.4 57.2 34.5 30.2 50.0 45.6
Old : 41.4 35.9 63.4 57.2 34.5 30.2 50.0 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,523: 9,858 15,450 2,624 602 973 3,636 0 1,228 204 270 0: 0 0
Old : 18,523: 9,858 15,450 2,624 602 973 3,636 0 1,228 204 270 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 54: 77 0 0 77 -77 54 0 0 0 54 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 83.4 14.2 3.3 5.3 19.6 0.0 6.6 1.1 1.5 0.0: 0.0 0.0
Old : 100.0: 53.2 83.4 14.2 3.3 5.3 19.6 0.0 6.6 1.1 1.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 9 . . . . 0 . . . 0:
Old : 27: 15 9 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 88.6 80.3 97.4 52.2 80.2 70.5 84.7
Old : 60.1 88.6 80.3 97.4 52.2 80.2 70.5 84.7
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 188,992: 80,040 164,832 18,207 11,459 12,701 76,092 0 0 1,952 0 0: 0 0
Old : 188,992: 80,040 164,832 18,207 11,459 12,701 76,092 0 0 1,952 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 1,952: 1,952 0 0 1,952 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 87.2 9.6 6.1 6.7 40.3 0.0 0.0 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 42.4 87.2 9.6 6.1 6.7 40.3 0.0 0.0 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 : 24: 12 9 . . . . 0 0 . 0 0:
Old : 24: 12 9 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 95.7 89.7 99.5 73.3 89.0 84.9 91.9
Old : 73.3 95.7 89.7 99.5 73.3 89.0 84.9 91.9
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 549,076: 356,078 507,702 159,719 0 13,421 3,161 11,256 16,697 0 0 0: 0 0
Old : 549,076: 356,078 507,702 159,719 0 13,421 3,161 11,256 16,697 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 19,456: 14,752 18,688 4,704 0 0 0 768 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 92.5 29.1 0.0 2.4 0.6 2.0 3.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 64.9 92.5 29.1 0.0 2.4 0.6 2.0 3.0 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 : 29: 18 17 4 0 . . . . 0 0 0:
Old : 29: 18 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 : 56.6 76.3 74.2 92.2 53.3 67.3 67.5 79.7
Old : 56.6 76.3 74.2 92.2 53.3 67.3 67.5 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,420: 20,943 28,916 4,343 1,613 955 1,047 0 384 3,832 0 0: 916 552
Old : 32,420: 20,943 28,916 4,343 1,613 955 1,047 0 384 3,832 0 0: 916 552
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 1,795: 1,241 1,795 508 0 0 46 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.6 89.2 13.4 5.0 2.9 3.2 0.0 1.2 11.8 0.0 0.0: 2.8 1.7
Old : 100.0: 64.6 89.2 13.4 5.0 2.9 3.2 0.0 1.2 11.8 0.0 0.0: 2.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 15 . . . . 0 . . 0 0:
Old : 29: 19 15 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 78.1 69.0 87.5 40.5 68.4 59.0 72.3
Old : 43.2 78.1 69.0 87.5 40.5 68.4 59.0 72.3
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,905: 12,050 15,280 3,046 0 213 444 0 0 1,640 1,881 0: 512 531
Old : 17,905: 12,050 15,280 3,046 0 213 444 0 0 1,640 1,881 0: 512 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -217: -45 -283 -236 0 21 -21 0 0 0 67 0: 64 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.3 85.3 17.0 0.0 1.2 2.5 0.0 0.0 9.2 10.5 0.0: 2.9 3.0
Old : 100.0: 67.3 85.3 17.0 0.0 1.2 2.5 0.0 0.0 9.2 10.5 0.0: 2.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 18 . 0 . . 0 0 . . 0:
Old : 30: 18 18 . 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 : 44.7 49.7 66.3 74.7 39.4 43.8 55.9 58.0
Old : 44.7 49.7 66.3 74.7 39.4 43.8 55.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 237,208: 106,402 225,831 89,584 3,161 2,304 4,704 24 384 33,446 5,120 384: 0 0
Old : 237,208: 106,402 225,831 89,584 3,161 2,304 4,704 24 384 33,446 5,120 384: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 416: 416 0 0 0 0 0 0 0 0 416 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 95.2 37.8 1.3 1.0 2.0 0.0 0.2 14.1 2.2 0.2: 0.0 0.0
Old : 100.0: 44.9 95.2 37.8 1.3 1.0 2.0 0.0 0.2 14.1 2.2 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 12 18 4 . . . . . . . .:
Old : 29: 12 18 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 : 64.1 65.6 83.9 81.1 60.9 59.8 75.2 72.9
Old : 64.1 65.6 83.9 81.1 60.9 59.8 75.2 72.9
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,994: 5,910 7,402 3,859 4,216 421 1,374 0 171 557 0 529: 173 255
Old : 12,994: 5,910 7,402 3,859 4,216 421 1,374 0 171 557 0 529: 173 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 214: 127 -45 -62 301 0 42 0 -21 149 0 -21: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 57.0 29.7 32.4 3.2 10.6 0.0 1.3 4.3 0.0 4.1: 1.3 2.0
Old : 100.0: 45.5 57.0 29.7 32.4 3.2 10.6 0.0 1.3 4.3 0.0 4.1: 1.3 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 : 29: 14 17 4 . 4 . 0 . . 0 .:
Old : 29: 14 17 4 . 4 . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 53.6 62.6 72.2 34.3 51.5 52.3 66.9
Old : 39.2 53.6 62.6 72.2 34.3 51.5 52.3 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 145,761: 56,045 56,130 74,638 85,319 3,544 7,736 0 0 3,030 0 768: 0 0
Old : 145,761: 56,045 56,130 74,638 85,319 3,544 7,736 0 0 3,030 0 768: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 384: 768 376 -768 -760 0 768 0 0 -1,152 0 768: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 38.5 51.2 58.5 2.4 5.3 0.0 0.0 2.1 0.0 0.5: 0.0 0.0
Old : 100.0: 38.4 38.5 51.2 58.5 2.4 5.3 0.0 0.0 2.1 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 4 . . . 0 0 . 0 .:
Old : 24: 11 13 4 . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 72.3 80.5 87.4 53.6 70.5 69.9 80.2
Old : 56.9 72.3 80.5 87.4 53.6 70.5 69.9 80.2
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 20,870: 12,300 15,024 5,751 768 539 0 2,259 2,280 0 0 0: 0 0
Old : 20,870: 12,300 15,024 5,751 768 539 0 2,259 2,280 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 20: -258 250 279 -154 78 0 -75 -79 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 72.0 27.6 3.7 2.6 0.0 10.8 10.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 58.9 72.0 27.6 3.7 2.6 0.0 10.8 10.9 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: 16 12 . . . 0 . . 0 0 0:
Old : 24: 16 12 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 62.9 85.6 86.0 57.7 45.7 69.0 68.7
Old : 68.6 62.9 85.6 86.0 57.7 45.7 69.0 68.7
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,778: 117,661 83,338 0 42,035 21,405 7,712 0 0 0 0 0: 0 0
Old : 146,778: 117,661 83,338 0 42,035 21,405 7,712 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: May 13, 2014 :
: 657: 657 2,543 0 -1,886 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 56.8 0.0 28.6 14.6 5.3 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.2 56.8 0.0 28.6 14.6 5.3 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 8 0 . . . 0 0 0 0 0:
Old : 20: 11 8 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 63.7 90.5 93.8 53.3 49.1 68.7 72.0
Old : 68.8 63.7 90.5 93.8 53.3 49.1 68.7 72.0
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,350: 7,875 8,020 600 1,145 75 0 100 0 200 0 0: 600 10
Old : 9,350: 7,875 8,020 600 1,145 75 0 100 0 200 0 0: 600 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 40: 40 15 0 25 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 85.8 6.4 12.2 0.8 0.0 1.1 0.0 2.1 0.0 0.0: 6.4 0.1
Old : 100.0: 84.2 85.8 6.4 12.2 0.8 0.0 1.1 0.0 2.1 0.0 0.0: 6.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 . . . 0 . 0 . 0 0:
Old : 22: 11 12 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 70.9 88.7 91.6 72.6 68.4 77.2 79.7
Old : 78.8 70.9 88.7 91.6 72.6 68.4 77.2 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,440: 9,035 9,165 645 1,195 80 0 0 0 100 0 0: 580 0
Old : 10,440: 9,035 9,165 645 1,195 80 0 0 0 100 0 0: 580 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 190: 190 240 110 0 0 0 0 0 0 0 0: -110 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 87.8 6.2 11.4 0.8 0.0 0.0 0.0 1.0 0.0 0.0: 5.6 0.0
Old : 100.0: 86.5 87.8 6.2 11.4 0.8 0.0 0.0 0.0 1.0 0.0 0.0: 5.6 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 : 23: 12 12 . . . 0 0 0 . 0 0:
Old : 23: 12 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 70.1 87.2 93.1 70.2 70.1 77.2 84.7
Old : 74.5 70.1 87.2 93.1 70.2 70.1 77.2 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,215: 16,020 16,790 8,925 7,375 50 0 950 0 0 50 0: 220 0
Old : 25,215: 16,020 16,790 8,925 7,375 50 0 950 0 0 50 0: 220 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 50: 0 50 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 66.6 35.4 29.2 0.2 0.0 3.8 0.0 0.0 0.2 0.0: 0.9 0.0
Old : 100.0: 63.5 66.6 35.4 29.2 0.2 0.0 3.8 0.0 0.0 0.2 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 11 5 . . 0 . 0 0 . 0:
Old : 29: 14 11 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 : 49.5 73.7 76.8 91.8 49.3 71.7 73.7 84.4
Old : 49.5 73.7 76.8 91.8 49.3 71.7 73.7 84.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,335: 15,535 13,030 5,420 7,375 30 0 900 0 0 0 0: 350 0
Old : 21,335: 15,535 13,030 5,420 7,375 30 0 900 0 0 0 0: 350 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 72.8 61.1 25.4 34.6 0.1 0.0 4.2 0.0 0.0 0.0 0.0: 1.6 0.0
Old : 100.0: 72.8 61.1 25.4 34.6 0.1 0.0 4.2 0.0 0.0 0.0 0.0: 1.6 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 : 23: 11 7 5 . . 0 . 0 0 0 0:
Old : 23: 11 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 : 45.7 81.1 72.6 96.6 42.7 78.3 67.6 88.6
Old : 45.7 81.1 72.6 96.6 42.7 78.3 67.6 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,130: 8,765 8,360 590 1,230 460 0 0 0 0 0 0: 315 80
Old : 10,130: 8,765 8,360 590 1,230 460 0 0 0 0 0 0: 315 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 315: 315 315 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 82.5 5.8 12.1 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.8
Old : 100.0: 86.5 82.5 5.8 12.1 4.5 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 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: 18 13 . . . 0 0 0 0 0 0:
Old : 26: 18 13 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 73.0 68.5 93.9 49.0 67.0 64.5 82.1
Old : 49.9 73.0 68.5 93.9 49.0 67.0 64.5 82.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,715: 23,070 21,860 505 1,795 860 0 0 0 0 200 0: 280 0
Old : 24,715: 23,070 21,860 505 1,795 860 0 0 0 0 200 0: 280 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 250: 150 250 0 -100 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 88.4 2.0 7.3 3.5 0.0 0.0 0.0 0.0 0.8 0.0: 1.1 0.0
Old : 100.0: 93.3 88.4 2.0 7.3 3.5 0.0 0.0 0.0 0.0 0.8 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 : 26: 15 7 . 5 5 0 0 0 0 . 0:
Old : 26: 15 7 . 5 5 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 80.9 85.8 97.6 58.1 72.8 71.8 80.5
Old : 70.4 80.9 85.8 97.6 58.1 72.8 71.8 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,480: 19,655 19,060 255 1,545 860 0 0 0 0 0 0: 710 15
Old : 21,480: 19,655 19,060 255 1,545 860 0 0 0 0 0 0: 710 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 91.5 88.7 1.2 7.2 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 0.1
Old : 100.0: 91.5 88.7 1.2 7.2 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 9 . . 4 0 0 0 0 0 0:
Old : 22: 14 9 . . 4 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 80.6 90.2 97.5 66.3 69.8 72.3 77.7
Old : 74.7 80.6 90.2 97.5 66.3 69.8 72.3 77.7
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,590: 20,710 22,345 1,050 0 240 0 0 0 0 0 0: 590 5
Old : 22,590: 20,710 22,345 1,050 0 240 0 0 0 0 0 0: 590 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 91.7 98.9 4.6 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 0.0
Old : 100.0: 91.7 98.9 4.6 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 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 : 23: 17 8 . 0 . 0 0 0 0 0 0:
Old : 23: 17 8 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 95.3 85.4 99.8 69.6 94.2 81.4 94.7
Old : 72.8 95.3 85.4 99.8 69.6 94.2 81.4 94.7
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,760: 21,620 23,395 1,040 0 360 0 0 0 0 0 0: 740 5
Old : 23,760: 21,620 23,395 1,040 0 360 0 0 0 0 0 0: 740 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 250: 180 250 100 0 0 0 0 0 0 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 98.5 4.4 0.0 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 0.0
Old : 100.0: 91.0 98.5 4.4 0.0 1.5 0.0 0.0 0.0 0.0 0.0 0.0: 3.1 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 : 25: 18 9 . 0 . 0 0 0 0 0 0:
Old : 25: 18 9 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 93.1 83.2 99.4 68.3 92.0 79.8 94.4
Old : 70.9 93.1 83.2 99.4 68.3 92.0 79.8 94.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 129,450: 107,130 117,270 10,545 2,335 9,545 1,880 0 0 200 200 0: 150 100
Old : 129,450: 107,130 117,270 10,545 2,335 9,545 1,880 0 0 200 200 0: 150 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 3,780: 4,540 3,840 -800 -100 40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 90.6 8.1 1.8 7.4 1.5 0.0 0.0 0.2 0.2 0.0: 0.1 0.1
Old : 100.0: 82.8 90.6 8.1 1.8 7.4 1.5 0.0 0.0 0.2 0.2 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 32 27 4 . 6 . 0 0 . . 0:
Old : 47: 32 27 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 : 37.4 61.9 55.4 82.0 30.7 60.5 46.1 72.2
Old : 37.4 61.9 55.4 82.0 30.7 60.5 46.1 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 166,853: 140,199 157,973 16,169 1,570 7,210 2,490 0 100 375 0 0: 310 0
Old : 166,853: 140,199 157,973 16,169 1,570 7,210 2,490 0 100 375 0 0: 310 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 6,220: 6,430 5,720 -410 300 200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 94.7 9.7 0.9 4.3 1.5 0.0 0.1 0.2 0.0 0.0: 0.2 0.0
Old : 100.0: 84.0 94.7 9.7 0.9 4.3 1.5 0.0 0.1 0.2 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 : 52: 34 29 5 . 5 . 0 . . 0 0:
Old : 52: 34 29 5 . 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 : 35.1 62.7 53.3 82.5 30.0 60.4 46.2 73.5
Old : 35.1 62.7 53.3 82.5 30.0 60.4 46.2 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 152,172: 101,078 112,736 10,586 16,508 8,200 629 3,850 5,770 21,447 491 4,293: 170 325
Old : 152,172: 101,078 112,736 10,586 16,508 8,200 629 3,850 5,770 21,447 491 4,293: 170 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 2,692: 2,130 1,429 120 942 234 -252 110 -75 445 -33 99: -8 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 74.1 7.0 10.8 5.4 0.4 2.5 3.8 14.1 0.3 2.8: 0.1 0.2
Old : 100.0: 66.4 74.1 7.0 10.8 5.4 0.4 2.5 3.8 14.1 0.3 2.8: 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 : 63: 34 34 5 4 7 . . 4 6 . 6:
Old : 63: 34 34 5 4 7 . . 4 6 . 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 : 45.6 60.8 61.1 72.9 45.6 58.5 60.1 67.8
Old : 45.6 60.8 61.1 72.9 45.6 58.5 60.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 97,455: 79,995 80,820 5,530 5,390 7,035 1,280 2,020 1,070 1,480 150 970: 95 0
Old : 97,455: 79,995 80,820 5,530 5,390 7,035 1,280 2,020 1,070 1,480 150 970: 95 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 1,715: 1,565 1,675 -420 -65 -30 600 0 0 -135 0 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 82.9 5.7 5.5 7.2 1.3 2.1 1.1 1.5 0.2 1.0: 0.1 0.0
Old : 100.0: 82.1 82.9 5.7 5.5 7.2 1.3 2.1 1.1 1.5 0.2 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 28 25 . 4 6 . . . 4 . .:
Old : 46: 28 25 . 4 6 . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 69.8 63.3 80.4 41.9 67.8 55.6 74.9
Old : 45.1 69.8 63.3 80.4 41.9 67.8 55.6 74.9
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,380: 24,175 21,110 1,725 4,495 950 0 500 0 0 325 0: 530 0
Old : 27,380: 24,175 21,110 1,725 4,495 950 0 500 0 0 325 0: 530 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -5: -5 45 0 -50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 77.1 6.3 16.4 3.5 0.0 1.8 0.0 0.0 1.2 0.0: 1.9 0.0
Old : 100.0: 88.3 77.1 6.3 16.4 3.5 0.0 1.8 0.0 0.0 1.2 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 12 . . 4 0 . 0 0 . 0:
Old : 31: 20 12 . . 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 : 54.0 72.1 72.4 92.1 53.8 69.2 71.6 83.8
Old : 54.0 72.1 72.4 92.1 53.8 69.2 71.6 83.8
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,175: 20,740 20,195 1,770 1,890 1,445 0 350 0 0 0 0: 220 295
Old : 24,175: 20,740 20,195 1,770 1,890 1,445 0 350 0 0 0 0: 220 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -15: 35 -15 0 50 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 83.5 7.3 7.8 6.0 0.0 1.4 0.0 0.0 0.0 0.0: 0.9 1.2
Old : 100.0: 85.8 83.5 7.3 7.8 6.0 0.0 1.4 0.0 0.0 0.0 0.0: 0.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 9 . . . 0 . 0 0 0 0:
Old : 31: 23 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 78.3 69.6 95.9 49.4 71.5 68.3 82.9
Old : 49.7 78.3 69.6 95.9 49.4 71.5 68.3 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,820: 21,951 24,203 2,548 267 6,964 0 814 394 220 0 0: 4,744 4,178
Old : 36,820: 21,951 24,203 2,548 267 6,964 0 814 394 220 0 0: 4,744 4,178
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 156: -133 -37 40 -63 149 0 -8 0 0 0 0: 101 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 65.7 6.9 0.7 18.9 0.0 2.2 1.1 0.6 0.0 0.0: 12.9 11.3
Old : 100.0: 59.6 65.7 6.9 0.7 18.9 0.0 2.2 1.1 0.6 0.0 0.0: 12.9 11.3
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 : 31: 20 18 4 . 6 0 . . . 0 0:
Old : 31: 20 18 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 : 39.5 47.0 61.4 70.0 13.3 19.6 19.0 23.6
Old : 39.5 47.0 61.4 70.0 13.3 19.6 19.0 23.6
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,390: 4,672 5,952 522 0 1,514 0 482 1,048 0 0 0: 2,634 1,394
Old : 10,390: 4,672 5,952 522 0 1,514 0 482 1,048 0 0 0: 2,634 1,394
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 10: 10 0 0 0 0 0 0 0 0 0 0: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 57.3 5.0 0.0 14.6 0.0 4.6 10.1 0.0 0.0 0.0: 25.4 13.4
Old : 100.0: 45.0 57.3 5.0 0.0 14.6 0.0 4.6 10.1 0.0 0.0 0.0: 25.4 13.4
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: 10 9 4 0 4 0 . . 0 0 0:
Old : 20: 10 9 4 0 4 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 46.9 53.7 68.8 19.4 37.3 28.3 45.4
Old : 32.7 46.9 53.7 68.8 19.4 37.3 28.3 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,779: 14,117 17,649 6,750 1,683 126 0 1,810 0 658 0 0: 128 511
Old : 21,779: 14,117 17,649 6,750 1,683 126 0 1,810 0 658 0 0: 128 511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 341: 151 341 -66 0 0 0 0 0 128 0 0: 128 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.8 81.0 31.0 7.7 0.6 0.0 8.3 0.0 3.0 0.0 0.0: 0.6 2.3
Old : 100.0: 64.8 81.0 31.0 7.7 0.6 0.0 8.3 0.0 3.0 0.0 0.0: 0.6 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 : 24: 13 10 . . . 0 . 0 . 0 0:
Old : 24: 13 10 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 80.6 83.7 93.2 56.6 80.6 82.6 91.1
Old : 57.1 80.6 83.7 93.2 56.6 80.6 82.6 91.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 446,698: 304,912 416,011 134,419 0 4,206 0 26,481 0 3,161 0 0: 0 0
Old : 446,698: 304,912 416,011 134,419 0 4,206 0 26,481 0 3,161 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 368: 2,311 368 -1,943 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 93.1 30.1 0.0 0.9 0.0 5.9 0.0 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 68.3 93.1 30.1 0.0 0.9 0.0 5.9 0.0 0.7 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 : 24: 13 11 . 0 . 0 . 0 . 0 0:
Old : 24: 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 : 56.9 89.3 82.2 96.1 55.8 89.3 80.1 94.4
Old : 56.9 89.3 82.2 96.1 55.8 89.3 80.1 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A39
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 359,673: 95,452 356,136 223,365 0 3,537 0 0 0 37,319 0 0: 0 0
Old : 359,673: 95,452 356,136 223,365 0 3,537 0 0 0 37,319 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 26.5 99.0 62.1 0.0 1.0 0.0 0.0 0.0 10.4 0.0 0.0: 0.0 0.0
Old : 100.0: 26.5 99.0 62.1 0.0 1.0 0.0 0.0 0.0 10.4 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 : 22: 8 10 . 0 . 0 0 0 . 0 0:
Old : 22: 8 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 : 80.6 88.7 96.4 97.9 80.4 88.7 95.4 97.9
Old : 80.6 88.7 96.4 97.9 80.4 88.7 95.4 97.9
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,932: 34,897 46,403 11,335 0 2,275 0 0 0 0 0 0: 425 254
Old : 48,932: 34,897 46,403 11,335 0 2,275 0 0 0 0 0 0: 425 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 71.3 94.8 23.2 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.5
Old : 100.0: 71.3 94.8 23.2 0.0 4.6 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 : 70.8 64.2 96.1 83.7 62.2 51.9 74.4 69.6
Old : 70.8 64.2 96.1 83.7 62.2 51.9 74.4 69.6
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 787,905: 597,958 746,240 148,282 0 41,665 0 0 0 0 0 0: 0 0
Old : 787,905: 597,958 746,240 148,282 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: May 13, 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: 75.9 94.7 18.8 0.0 5.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.9 94.7 18.8 0.0 5.3 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: 11 17 4 0 . 0 0 0 0 0 0:
Old : 25: 11 17 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 : 65.0 61.0 91.4 82.5 55.5 51.0 72.3 67.3
Old : 65.0 61.0 91.4 82.5 55.5 51.0 72.3 67.3
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 150,007: 95,030 104,230 11,428 9,247 33,235 7,870 0 2,020 0 1,105 170: 254 0
Old : 150,007: 95,030 104,230 11,428 9,247 33,235 7,870 0 2,020 0 1,105 170: 254 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 63.4 69.5 7.6 6.2 22.2 5.2 0.0 1.3 0.0 0.7 0.1: 0.2 0.0
Old : 100.0: 63.4 69.5 7.6 6.2 22.2 5.2 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 : 51.4 59.6 74.4 77.2 22.2 25.4 34.4 36.4
Old : 51.4 59.6 74.4 77.2 22.2 25.4 34.4 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,783,021: 1,621,161 1,178,326 53,472 285,869 102,882 0 214,720 0 4,282 0 1,224: 0 0
Old : 1,783,021: 1,621,161 1,178,326 53,472 285,869 102,882 0 214,720 0 4,282 0 1,224: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 46,879: 70,280 23,479 0 46,801 -23,401 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 66.1 3.0 16.0 5.8 0.0 12.0 0.0 0.2 0.0 0.1: 0.0 0.0
Old : 100.0: 90.9 66.1 3.0 16.0 5.8 0.0 12.0 0.0 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 : 36: 22 19 . 5 . 0 . 0 . 0 .:
Old : 36: 22 19 . 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 : 54.3 55.3 77.3 78.2 50.1 40.2 62.9 57.7
Old : 54.3 55.3 77.3 78.2 50.1 40.2 62.9 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 22,116: 13,583 13,105 5,955 850 1,275 0 5,351 1,280 0 0 0: 23 255
Old : 22,116: 13,583 13,105 5,955 850 1,275 0 5,351 1,280 0 0 0: 23 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 61.4 59.3 26.9 3.8 5.8 0.0 24.2 5.8 0.0 0.0 0.0: 0.1 1.2
Old : 100.0: 61.4 59.3 26.9 3.8 5.8 0.0 24.2 5.8 0.0 0.0 0.0: 0.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . . 0 . . 0 0 0:
Old : 21: 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 : 57.6 67.3 81.2 90.8 53.5 62.3 70.3 75.2
Old : 57.6 67.3 81.2 90.8 53.5 62.3 70.3 75.2
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,639: 42,134 46,769 7,669 640 5,556 0 2,394 1,280 0 0 0: 0 0
Old : 56,639: 42,134 46,769 7,669 640 5,556 0 2,394 1,280 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 74.4 82.6 13.5 1.1 9.8 0.0 4.2 2.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.4 82.6 13.5 1.1 9.8 0.0 4.2 2.3 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 12 . . . 0 . . 0 0 0:
Old : 25: 13 12 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 64.5 73.9 87.2 40.0 44.8 56.6 61.9
Old : 48.6 64.5 73.9 87.2 40.0 44.8 56.6 61.9
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 68,685: 57,306 37,543 0 20,421 5,590 0 850 4,260 1,231 0 0: 298 21
Old : 68,685: 57,306 37,543 0 20,421 5,590 0 850 4,260 1,231 0 0: 298 21
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -558: -453 -558 0 0 0 0 105 -105 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 54.7 0.0 29.7 8.1 0.0 1.2 6.2 1.8 0.0 0.0: 0.4 0.0
Old : 100.0: 83.4 54.7 0.0 29.7 8.1 0.0 1.2 6.2 1.8 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 : 32: 22 16 0 4 . 0 . . . 0 0:
Old : 32: 22 16 0 4 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 57.4 67.0 81.1 37.1 43.4 48.9 52.5
Old : 43.9 57.4 67.0 81.1 37.1 43.4 48.9 52.5
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,602: 27,694 36,273 10,587 4,215 1,676 0 0 0 2,207 0 2,268: 170 170
Old : 44,602: 27,694 36,273 10,587 4,215 1,676 0 0 0 2,207 0 2,268: 170 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -960: 64 -960 -1,024 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 81.3 23.7 9.5 3.8 0.0 0.0 0.0 4.9 0.0 5.1: 0.4 0.4
Old : 100.0: 62.1 81.3 23.7 9.5 3.8 0.0 0.0 0.0 4.9 0.0 5.1: 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: 14 14 . . . 0 0 0 . 0 .:
Old : 25: 14 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 : 53.3 50.2 76.1 71.6 44.2 45.9 62.1 63.1
Old : 53.3 50.2 76.1 71.6 44.2 45.9 62.1 63.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,157: 37,588 24,918 1,946 14,551 3,518 0 0 0 105 0 0: 0 170
Old : 43,157: 37,588 24,918 1,946 14,551 3,518 0 0 0 105 0 0: 0 170
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 256: 0 0 256 256 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 57.7 4.5 33.7 8.2 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.4
Old : 100.0: 87.1 57.7 4.5 33.7 8.2 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: 17 10 . . . 0 0 0 . 0 0:
Old : 28: 17 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 : 45.8 62.0 68.4 87.3 45.8 57.4 67.0 79.5
Old : 45.8 62.0 68.4 87.3 45.8 57.4 67.0 79.5
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 357,710: 257,635 322,380 48,703 0 0 27,892 11,850 23,480 0 0 0: 0 0
Old : 357,710: 257,635 322,380 48,703 0 0 27,892 11,850 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: May 13, 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: 72.0 90.1 13.6 0.0 0.0 7.8 3.3 6.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.0 90.1 13.6 0.0 0.0 7.8 3.3 6.6 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 13 . 0 0 . . . 0 0 0:
Old : 23: 12 13 . 0 0 . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 66.2 88.8 83.5 51.6 61.4 73.1 73.7
Old : 58.9 66.2 88.8 83.5 51.6 61.4 73.1 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 966,273: 635,445 652,429 90,409 160,191 122,043 86,766 0 31,610 0 0 0: 0 0
Old : 966,273: 635,445 652,429 90,409 160,191 122,043 86,766 0 31,610 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 65.8 67.5 9.4 16.6 12.6 9.0 0.0 3.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.8 67.5 9.4 16.6 12.6 9.0 0.0 3.3 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 15 . . . . 0 . 0 0 0:
Old : 25: 14 15 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 52.2 82.5 73.5 34.1 26.1 41.5 39.4
Old : 62.4 52.2 82.5 73.5 34.1 26.1 41.5 39.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,651,976: 1,034,498 978,310 88,671 340,235 286,391 177,055 0 47,040 18,321 0 0: 0 0
Old : 1,651,976: 1,034,498 978,310 88,671 340,235 286,391 177,055 0 47,040 18,321 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 32,760: 0 46,800 0 -46,800 32,760 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 59.2 5.4 20.6 17.3 10.7 0.0 2.8 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 62.6 59.2 5.4 20.6 17.3 10.7 0.0 2.8 1.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 12 . . 5 . 0 . . 0 0:
Old : 29: 16 12 . . 5 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 70.4 77.5 89.2 40.7 55.1 53.5 60.2
Old : 52.2 70.4 77.5 89.2 40.7 55.1 53.5 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 685,101: 339,082 519,363 3,161 71,818 93,920 0 0 0 248,938 0 0: 0 0
Old : 685,101: 339,082 519,363 3,161 71,818 93,920 0 0 0 248,938 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 49.5 75.8 0.5 10.5 13.7 0.0 0.0 0.0 36.3 0.0 0.0: 0.0 0.0
Old : 100.0: 49.5 75.8 0.5 10.5 13.7 0.0 0.0 0.0 36.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 13 . 4 . 0 0 0 . 0 0:
Old : 23: 12 13 . 4 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 52.7 88.8 76.1 67.4 42.5 69.2 55.4
Old : 69.8 52.7 88.8 76.1 67.4 42.5 69.2 55.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 508,519: 380,989 261,883 51,766 170,872 75,764 0 0 0 0 0 0: 0 0
Old : 508,519: 380,989 261,883 51,766 170,872 75,764 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: May 13, 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: 74.9 51.5 10.2 33.6 14.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 74.9 51.5 10.2 33.6 14.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . 5 . 0 0 0 0 0 0:
Old : 25: 12 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 : 49.0 56.8 81.5 83.0 38.3 43.9 63.3 63.1
Old : 49.0 56.8 81.5 83.0 38.3 43.9 63.3 63.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,901: 9,906 17,140 3,895 856 120 0 0 0 4,145 0 0: 835 785
Old : 18,901: 9,906 17,140 3,895 856 120 0 0 0 4,145 0 0: 835 785
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 901: 901 901 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 90.7 20.6 4.5 0.6 0.0 0.0 0.0 21.9 0.0 0.0: 4.4 4.2
Old : 100.0: 52.4 90.7 20.6 4.5 0.6 0.0 0.0 0.0 21.9 0.0 0.0: 4.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 10 16 . . . 0 0 0 . 0 0:
Old : 26: 10 16 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 45.0 91.1 76.9 71.7 45.0 90.9 76.4
Old : 71.8 45.0 91.1 76.9 71.7 45.0 90.9 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,605: 9,796 15,820 2,600 480 470 0 0 0 3,860 0 0: 879 835
Old : 17,605: 9,796 15,820 2,600 480 470 0 0 0 3,860 0 0: 879 835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 1,526: 1,526 1,526 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 89.9 14.8 2.7 2.7 0.0 0.0 0.0 21.9 0.0 0.0: 5.0 4.7
Old : 100.0: 55.6 89.9 14.8 2.7 2.7 0.0 0.0 0.0 21.9 0.0 0.0: 5.0 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 8 15 . . . 0 0 0 . 0 0:
Old : 23: 8 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 : 76.3 47.6 92.5 71.5 72.2 47.6 85.5 69.1
Old : 76.3 47.6 92.5 71.5 72.2 47.6 85.5 69.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,293: 7,750 6,858 407 2,355 455 0 400 25 1,103 0 145: 408 55
Old : 10,293: 7,750 6,858 407 2,355 455 0 400 25 1,103 0 145: 408 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 603: 484 548 -3 25 0 -25 0 25 -5 0 5: 122 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 66.6 4.0 22.9 4.4 0.0 3.9 0.2 10.7 0.0 1.4: 4.0 0.5
Old : 100.0: 75.3 66.6 4.0 22.9 4.4 0.0 3.9 0.2 10.7 0.0 1.4: 4.0 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 : 29: 16 16 . 4 4 0 . . . 0 .:
Old : 29: 16 16 . 4 4 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 57.1 70.5 74.1 46.1 52.8 59.9 67.4
Old : 52.6 57.1 70.5 74.1 46.1 52.8 59.9 67.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,881: 10,272 5,046 215 3,890 1,060 25 325 25 0 1,440 50: 234 45
Old : 11,881: 10,272 5,046 215 3,890 1,060 25 325 25 0 1,440 50: 234 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 605: 955 -45 0 705 -120 0 -25 25 0 75 0: -255 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 42.5 1.8 32.7 8.9 0.2 2.7 0.2 0.0 12.1 0.4: 2.0 0.4
Old : 100.0: 86.5 42.5 1.8 32.7 8.9 0.2 2.7 0.2 0.0 12.1 0.4: 2.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 15 . 4 5 . . . 0 . .:
Old : 31: 17 15 . 4 5 . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 54.9 71.6 81.1 42.7 50.9 58.5 68.0
Old : 47.9 54.9 71.6 81.1 42.7 50.9 58.5 68.0
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,120: 7,515 4,830 790 3,600 690 0 0 0 0 0 0: 125 0
Old : 9,120: 7,515 4,830 790 3,600 690 0 0 0 0 0 0: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 82.4 53.0 8.7 39.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 82.4 53.0 8.7 39.5 7.6 0.0 0.0 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 . 4 . 0 0 0 0 0 0:
Old : 23: 15 11 . 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 63.9 82.3 85.5 48.8 56.5 66.0 68.4
Old : 56.2 63.9 82.3 85.5 48.8 56.5 66.0 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,152: 55,756 55,574 745 705 1,045 0 50 0 448 900 0: 1,158 878
Old : 59,152: 55,756 55,574 745 705 1,045 0 50 0 448 900 0: 1,158 878
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 1,155: 725 1,025 300 0 -170 0 0 0 0 300 0: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 94.0 1.3 1.2 1.8 0.0 0.1 0.0 0.8 1.5 0.0: 2.0 1.5
Old : 100.0: 94.3 94.0 1.3 1.2 1.8 0.0 0.1 0.0 0.8 1.5 0.0: 2.0 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 : 28: 16 15 . . . 0 . 0 . . 0:
Old : 28: 16 15 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 82.8 90.1 93.2 77.7 79.6 86.5 86.6
Old : 77.7 82.8 90.1 93.2 77.7 79.6 86.5 86.6
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,692: 52,402 51,040 470 525 1,190 0 50 0 150 900 0: 480 987
Old : 54,692: 52,402 51,040 470 525 1,190 0 50 0 150 900 0: 480 987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 2,285: 2,285 1,985 0 0 0 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 93.3 0.9 1.0 2.2 0.0 0.1 0.0 0.3 1.6 0.0: 0.9 1.8
Old : 100.0: 95.8 93.3 0.9 1.0 2.2 0.0 0.1 0.0 0.3 1.6 0.0: 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 : 26: 17 14 . . . 0 . 0 . . 0:
Old : 26: 17 14 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 83.4 91.5 93.2 81.8 80.8 87.3 87.6
Old : 82.0 83.4 91.5 93.2 81.8 80.8 87.3 87.6
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,335: 12,485 15,470 1,990 0 190 0 400 0 1,275 0 250: 145 25
Old : 16,335: 12,485 15,470 1,990 0 190 0 400 0 1,275 0 250: 145 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 430: 190 430 240 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 94.7 12.2 0.0 1.2 0.0 2.4 0.0 7.8 0.0 1.5: 0.9 0.2
Old : 100.0: 76.4 94.7 12.2 0.0 1.2 0.0 2.4 0.0 7.8 0.0 1.5: 0.9 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 : 26: 15 10 . 0 . 0 . 0 . 0 .:
Old : 26: 15 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 : 58.7 91.3 78.9 97.6 55.9 90.5 74.6 92.4
Old : 58.7 91.3 78.9 97.6 55.9 90.5 74.6 92.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 14,013: 11,260 13,260 1,650 305 90 0 50 0 525 0 308: 180 0
Old : 14,013: 11,260 13,260 1,650 305 90 0 50 0 525 0 308: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 50: 0 50 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 94.6 11.8 2.2 0.6 0.0 0.4 0.0 3.7 0.0 2.2: 1.3 0.0
Old : 100.0: 80.4 94.6 11.8 2.2 0.6 0.0 0.4 0.0 3.7 0.0 2.2: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 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 : 63.6 94.0 82.6 99.3 63.2 93.3 80.5 96.1
Old : 63.6 94.0 82.6 99.3 63.2 93.3 80.5 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,570: 10,680 8,810 300 1,075 150 0 550 0 0 650 0: 440 335
Old : 11,570: 10,680 8,810 300 1,075 150 0 550 0 0 650 0: 440 335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 25: -35 -35 0 0 0 0 0 0 0 0 0: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 76.1 2.6 9.3 1.3 0.0 4.8 0.0 0.0 5.6 0.0: 3.8 2.9
Old : 100.0: 92.3 76.1 2.6 9.3 1.3 0.0 4.8 0.0 0.0 5.6 0.0: 3.8 2.9
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 : 21: 13 10 . . . 0 . 0 0 . 0:
Old : 21: 13 10 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 55.1 88.7 83.9 48.9 42.3 59.3 61.3
Old : 71.6 55.1 88.7 83.9 48.9 42.3 59.3 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,830: 17,995 13,285 290 500 200 0 1,800 0 0 2,995 50: 295 0
Old : 18,830: 17,995 13,285 290 500 200 0 1,800 0 0 2,995 50: 295 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 50: 50 150 0 0 0 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.6 70.6 1.5 2.7 1.1 0.0 9.6 0.0 0.0 15.9 0.3: 1.6 0.0
Old : 100.0: 95.6 70.6 1.5 2.7 1.1 0.0 9.6 0.0 0.0 15.9 0.3: 1.6 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 : 25: 16 12 . . . 0 . 0 0 . .:
Old : 25: 16 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 : 68.9 51.1 86.3 82.9 58.1 50.4 67.9 69.5
Old : 68.9 51.1 86.3 82.9 58.1 50.4 67.9 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,083: 15,180 12,065 190 625 30 0 1,200 0 0 2,145 18: 665 0
Old : 16,083: 15,180 12,065 190 625 30 0 1,200 0 0 2,145 18: 665 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 75.0 1.2 3.9 0.2 0.0 7.5 0.0 0.0 13.3 0.1: 4.1 0.0
Old : 100.0: 94.4 75.0 1.2 3.9 0.2 0.0 7.5 0.0 0.0 13.3 0.1: 4.1 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 8 . . . 0 . 0 0 . .:
Old : 20: 13 8 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 54.6 89.9 88.2 62.0 54.1 70.0 75.0
Old : 75.6 54.6 89.9 88.2 62.0 54.1 70.0 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,366: 23,481 22,366 280 90 260 0 1,050 0 0 500 0: 345 100
Old : 24,366: 23,481 22,366 280 90 260 0 1,050 0 0 500 0: 345 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 91.8 1.1 0.4 1.1 0.0 4.3 0.0 0.0 2.1 0.0: 1.4 0.4
Old : 100.0: 96.4 91.8 1.1 0.4 1.1 0.0 4.3 0.0 0.0 2.1 0.0: 1.4 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 : 26: 17 12 . . . 0 . 0 0 . 0:
Old : 26: 17 12 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 86.9 86.9 96.3 67.4 80.3 82.1 87.1
Old : 68.7 86.9 86.9 96.3 67.4 80.3 82.1 87.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,056: 21,906 21,731 855 0 0 0 900 0 0 250 0: 295 175
Old : 23,056: 21,906 21,731 855 0 0 0 900 0 0 250 0: 295 175
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 95.0 94.3 3.7 0.0 0.0 0.0 3.9 0.0 0.0 1.1 0.0: 1.3 0.8
Old : 100.0: 95.0 94.3 3.7 0.0 0.0 0.0 3.9 0.0 0.0 1.1 0.0: 1.3 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 : 20: 15 8 . 0 0 0 . 0 0 . 0:
Old : 20: 15 8 . 0 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 88.7 89.6 97.7 67.9 80.3 82.8 86.3
Old : 70.9 88.7 89.6 97.7 67.9 80.3 82.8 86.3
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,255: 48,898 56,203 1,580 3,470 345 3,950 0 0 5,245 0 903: 5,334 5,334
Old : 66,255: 48,898 56,203 1,580 3,470 345 3,950 0 0 5,245 0 903: 5,334 5,334
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -172: -247 -587 -240 0 140 0 0 0 -100 0 0: 275 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.8 84.8 2.4 5.2 0.5 6.0 0.0 0.0 7.9 0.0 1.4: 8.1 8.1
Old : 100.0: 73.8 84.8 2.4 5.2 0.5 6.0 0.0 0.0 7.9 0.0 1.4: 8.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 22 . . . . 0 0 . 0 .:
Old : 34: 22 22 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 45.7 73.4 67.1 46.7 45.7 64.2 62.1
Old : 53.5 45.7 73.4 67.1 46.7 45.7 64.2 62.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 61,008: 47,901 51,511 500 3,675 265 2,750 0 0 4,365 300 454: 4,773 4,803
Old : 61,008: 47,901 51,511 500 3,675 265 2,750 0 0 4,365 300 454: 4,773 4,803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 600: 650 600 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 84.4 0.8 6.0 0.4 4.5 0.0 0.0 7.2 0.5 0.7: 7.8 7.9
Old : 100.0: 78.5 84.4 0.8 6.0 0.4 4.5 0.0 0.0 7.2 0.5 0.7: 7.8 7.9
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 : 34: 21 21 . . . . 0 0 . . .:
Old : 34: 21 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 : 57.0 44.5 77.0 67.3 47.1 44.5 63.9 63.2
Old : 57.0 44.5 77.0 67.3 47.1 44.5 63.9 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,050: 30,325 32,896 3,105 660 1,215 0 2,225 575 3,875 1,625 820: 2,135 2,034
Old : 42,050: 30,325 32,896 3,105 660 1,215 0 2,225 575 3,875 1,625 820: 2,135 2,034
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -450: 25 -475 0 0 0 0 25 0 -475 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 78.2 7.4 1.6 2.9 0.0 5.3 1.4 9.2 3.9 2.0: 5.1 4.8
Old : 100.0: 72.1 78.2 7.4 1.6 2.9 0.0 5.3 1.4 9.2 3.9 2.0: 5.1 4.8
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 17 . . . 0 . . . . .:
Old : 28: 17 17 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 46.7 74.4 72.3 45.8 39.6 59.2 57.2
Old : 54.3 46.7 74.4 72.3 45.8 39.6 59.2 57.2
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 37,676: 26,975 34,510 5,420 840 100 0 500 800 3,600 0 346: 435 580
Old : 37,676: 26,975 34,510 5,420 840 100 0 500 800 3,600 0 346: 435 580
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 960: 1,730 1,030 0 0 0 0 0 0 -700 0 -70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 91.6 14.4 2.2 0.3 0.0 1.3 2.1 9.6 0.0 0.9: 1.2 1.5
Old : 100.0: 71.6 91.6 14.4 2.2 0.3 0.0 1.3 2.1 9.6 0.0 0.9: 1.2 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: 18 15 . . . 0 . . . 0 .:
Old : 30: 18 15 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 65.5 68.6 82.2 43.7 62.0 63.6 74.8
Old : 45.2 65.5 68.6 82.2 43.7 62.0 63.6 74.8
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,315: 12,200 22,285 1,200 275 1,025 0 2,505 515 12,800 1,400 0: 575 310
Old : 28,315: 12,200 22,285 1,200 275 1,025 0 2,505 515 12,800 1,400 0: 575 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 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: 43.1 78.7 4.2 1.0 3.6 0.0 8.8 1.8 45.2 4.9 0.0: 2.0 1.1
Old : 100.0: 43.1 78.7 4.2 1.0 3.6 0.0 8.8 1.8 45.2 4.9 0.0: 2.0 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 : 25: 14 13 . . . 0 . . . . 0:
Old : 25: 14 13 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 60.0 84.8 88.0 61.8 53.5 70.5 74.1
Old : 72.1 60.0 84.8 88.0 61.8 53.5 70.5 74.1
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,700: 21,915 17,555 300 4,300 300 150 0 300 0 525 0: 735 720
Old : 23,700: 21,915 17,555 300 4,300 300 150 0 300 0 525 0: 735 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 135: 135 -65 0 0 0 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 74.1 1.3 18.1 1.3 0.6 0.0 1.3 0.0 2.2 0.0: 3.1 3.0
Old : 100.0: 92.5 74.1 1.3 18.1 1.3 0.6 0.0 1.3 0.0 2.2 0.0: 3.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 12 . . . . 0 . 0 . 0:
Old : 23: 13 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 : 75.7 65.6 89.8 85.2 72.2 64.1 84.3 82.4
Old : 75.7 65.6 89.8 85.2 72.2 64.1 84.3 82.4
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,544: 23,970 22,605 0 2,450 935 0 325 850 4,865 3,925 694: 2,230 1,760
Old : 33,544: 23,970 22,605 0 2,450 935 0 325 850 4,865 3,925 694: 2,230 1,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -125: -150 350 0 0 0 0 -25 25 0 -475 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 67.4 0.0 7.3 2.8 0.0 1.0 2.5 14.5 11.7 2.1: 6.6 5.2
Old : 100.0: 71.5 67.4 0.0 7.3 2.8 0.0 1.0 2.5 14.5 11.7 2.1: 6.6 5.2
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 : 33: 20 18 0 . . 0 . . . . .:
Old : 33: 20 18 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 46.8 70.5 67.1 45.9 43.0 63.4 59.2
Old : 50.0 46.8 70.5 67.1 45.9 43.0 63.4 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 30,195: 25,750 23,760 10 525 1,000 250 0 525 0 1,725 1,405: 1,255 1,255
Old : 30,195: 25,750 23,760 10 525 1,000 250 0 525 0 1,725 1,405: 1,255 1,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: -388: -685 95 0 0 0 0 0 0 0 -900 -8: 305 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 78.7 0.0 1.7 3.3 0.8 0.0 1.7 0.0 5.7 4.7: 4.2 4.2
Old : 100.0: 85.3 78.7 0.0 1.7 3.3 0.8 0.0 1.7 0.0 5.7 4.7: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 19 . . . . 0 . 0 . .:
Old : 27: 21 19 . . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 51.7 67.0 73.2 38.7 36.2 53.2 51.2
Old : 45.6 51.7 67.0 73.2 38.7 36.2 53.2 51.2
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,073: 26,577 27,040 0 670 1,165 50 0 0 300 150 0: 981 48
Old : 29,073: 26,577 27,040 0 670 1,165 50 0 0 300 150 0: 981 48
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 93.0 0.0 2.3 4.0 0.2 0.0 0.0 1.0 0.5 0.0: 3.4 0.2
Old : 100.0: 91.4 93.0 0.0 2.3 4.0 0.2 0.0 0.0 1.0 0.5 0.0: 3.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 70.8 87.7 92.4 99.1 70.5 87.2 89.5 93.8
Old : 70.8 87.7 92.4 99.1 70.5 87.2 89.5 93.8
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, May 20, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,015: 25,665 26,020 25 670 1,165 50 0 0 300 150 0: 810 10
Old : 28,015: 25,665 26,020 25 670 1,165 50 0 0 300 150 0: 810 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 92.9 0.1 2.4 4.2 0.2 0.0 0.0 1.1 0.5 0.0: 2.9 0.0
Old : 100.0: 91.6 92.9 0.1 2.4 4.2 0.2 0.0 0.0 1.1 0.5 0.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . . . 0 0 . . 0:
Old : 21: 11 9 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 87.6 93.4 99.3 73.5 87.1 90.0 93.4
Old : 73.5 87.6 93.4 99.3 73.5 87.1 90.0 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2014