COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,810: 15,388 23,421 2,075 3,197 2,313 4,481 14,042 4,467 50,264 31,454 7,331: 1,491 1,585
Old : 87,810: 15,388 23,421 2,075 3,197 2,313 4,481 14,042 4,467 50,264 31,454 7,331: 1,491 1,585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 2,774: -5 670 60 -135 -90 -165 1,525 -195 2,513 803 496: 160 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 26.7 2.4 3.6 2.6 5.1 16.0 5.1 57.2 35.8 8.3: 1.7 1.8
Old : 100.0: 17.5 26.7 2.4 3.6 2.6 5.1 16.0 5.1 57.2 35.8 8.3: 1.7 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 : 53: 13 13 . . 4 . 4 . 20 10 22:
Old : 53: 13 13 . . 4 . 4 . 20 10 22:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 43.2 66.3 62.8 43.6 39.2 59.9 54.9
Old : 44.8 43.2 66.3 62.8 43.6 39.2 59.9 54.9
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,483: 8,400 5,425 1,780 450 1,041 5,325 900 555 10,862 19,538 1,925: 595 649
Old : 30,483: 8,400 5,425 1,780 450 1,041 5,325 900 555 10,862 19,538 1,925: 595 649
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 880: 485 70 -135 0 60 -5 135 -10 280 485 115: 90 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 17.8 5.8 1.5 3.4 17.5 3.0 1.8 35.6 64.1 6.3: 2.0 2.1
Old : 100.0: 27.6 17.8 5.8 1.5 3.4 17.5 3.0 1.8 35.6 64.1 6.3: 2.0 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 : 39: 10 9 . . 4 . . . 8 11 13:
Old : 39: 10 9 . . 4 . . . 8 11 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 55.1 69.5 71.1 46.9 51.6 66.4 65.4
Old : 49.3 55.1 69.5 71.1 46.9 51.6 66.4 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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 171,149: 107,887 108,857 1,316 13,477 22,053 10,133 2,657 10,976 9,429 4,187 8,064: 1,291 879
Old : 171,149: 107,887 108,857 1,316 13,477 22,053 10,133 2,657 10,976 9,429 4,187 8,064: 1,291 879
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 4,574: 4,770 1,203 -4,060 103 2,315 359 -798 844 -372 129 436: 282 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 63.6 0.8 7.9 12.9 5.9 1.6 6.4 5.5 2.4 4.7: 0.8 0.5
Old : 100.0: 63.0 63.6 0.8 7.9 12.9 5.9 1.6 6.4 5.5 2.4 4.7: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 79: 47 48 . 7 7 5 4 7 8 . 10:
Old : 79: 47 48 . 7 7 5 4 7 8 . 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 28.4 49.6 45.9 17.1 16.5 28.3 25.7
Old : 30.5 28.4 49.6 45.9 17.1 16.5 28.3 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,765: 20,302 46,521 21,289 3,616 1,350 8,447 0 972 253 154 152: 0 0
Old : 52,765: 20,302 46,521 21,289 3,616 1,350 8,447 0 972 253 154 152: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 550: 132 419 335 258 -127 210 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 88.2 40.3 6.9 2.6 16.0 0.0 1.8 0.5 0.3 0.3: 0.0 0.0
Old : 100.0: 38.5 88.2 40.3 6.9 2.6 16.0 0.0 1.8 0.5 0.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 16 21 . . . . 0 . . . .:
Old : 34: 16 21 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 50.6 89.2 76.2 74.7 47.5 81.1 71.2
Old : 77.2 50.6 89.2 76.2 74.7 47.5 81.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 414,007: 208,542 337,852 120,438 24,870 25,006 30,222 992 25,287 4,512 0 0: 0 0
Old : 414,007: 208,542 337,852 120,438 24,870 25,006 30,222 992 25,287 4,512 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 2,296: -3,312 3,608 6,592 0 -656 -328 -984 328 -328 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 81.6 29.1 6.0 6.0 7.3 0.2 6.1 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 50.4 81.6 29.1 6.0 6.0 7.3 0.2 6.1 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 : 33: 19 18 . . . . . . . 0 0:
Old : 33: 19 18 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 57.5 82.5 79.5 46.9 50.4 65.0 64.5
Old : 59.2 57.5 82.5 79.5 46.9 50.4 65.0 64.5
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,572,620: 1,128,723 1,332,112 196,857 32,481 119,705 19,629 14,035 62,009 36,781 3,362 8,916: 0 0
Old : 1,572,620: 1,128,723 1,332,112 196,857 32,481 119,705 19,629 14,035 62,009 36,781 3,362 8,916: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 3,546: 8,025 4,356 -19,767 -106 14,933 0 -776 0 -4,003 -563 4,358: -0 -18,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 84.7 12.5 2.1 7.6 1.2 0.9 3.9 2.3 0.2 0.6: 0.0 0.0
Old : 100.0: 71.8 84.7 12.5 2.1 7.6 1.2 0.9 3.9 2.3 0.2 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 34 35 6 . 6 . . . 4 . .:
Old : 58: 34 35 6 . 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 : 42.1 36.2 62.7 53.4 31.6 30.2 43.7 42.0
Old : 42.1 36.2 62.7 53.4 31.6 30.2 43.7 42.0
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,831: 40,665 24,226 0 10,829 3,161 513 5,436 4,619 669 1,355 204: -0 0
Old : 49,831: 40,665 24,226 0 10,829 3,161 513 5,436 4,619 669 1,355 204: -0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 21: -831 420 0 -578 273 -129 -539 518 262 0 -73: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 48.6 0.0 21.7 6.3 1.0 10.9 9.3 1.3 2.7 0.4: -0.0 0.0
Old : 100.0: 81.6 48.6 0.0 21.7 6.3 1.0 10.9 9.3 1.3 2.7 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 : 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 : 49.3 54.5 72.3 76.6 37.1 37.7 53.6 55.0
Old : 49.3 54.5 72.3 76.6 37.1 37.7 53.6 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 310,562: 195,663 220,468 94,261 23,810 3,848 0 45,534 15,550 328 440 912: 0 0
Old : 310,562: 195,663 220,468 94,261 23,810 3,848 0 45,534 15,550 328 440 912: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 3,880: 3,881 1,919 975 0 0 0 1,961 0 -976 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 71.0 30.4 7.7 1.2 0.0 14.7 5.0 0.1 0.1 0.3: 0.0 0.0
Old : 100.0: 63.0 71.0 30.4 7.7 1.2 0.0 14.7 5.0 0.1 0.1 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 12 . . . 0 . . . . .:
Old : 28: 14 12 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 63.4 88.8 91.3 60.9 50.8 75.6 74.0
Old : 68.0 63.4 88.8 91.3 60.9 50.8 75.6 74.0
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 639,567: 509,993 438,441 20,340 127,909 61,144 32,513 0 12,073 3,504 0 0: 0 0
Old : 639,567: 509,993 438,441 20,340 127,909 61,144 32,513 0 12,073 3,504 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 2,400: 7,104 2,400 0 4,704 -4,704 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 68.6 3.2 20.0 9.6 5.1 0.0 1.9 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 79.7 68.6 3.2 20.0 9.6 5.1 0.0 1.9 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 : 36: 20 23 . 4 . . 0 . . 0 0:
Old : 36: 20 23 . 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 : 41.7 48.9 66.0 68.9 29.8 34.1 43.0 49.3
Old : 41.7 48.9 66.0 68.9 29.8 34.1 43.0 49.3
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,860: 38,280 45,296 4,162 2,640 1,830 3,355 1,102 2,202 2,924 44 1,322: 785 424
Old : 54,860: 38,280 45,296 4,162 2,640 1,830 3,355 1,102 2,202 2,924 44 1,322: 785 424
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 1,443: 1,322 2,230 1,699 -23 -1,022 -751 0 130 -171 -43 171: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 82.6 7.6 4.8 3.3 6.1 2.0 4.0 5.3 0.1 2.4: 1.4 0.8
Old : 100.0: 69.8 82.6 7.6 4.8 3.3 6.1 2.0 4.0 5.3 0.1 2.4: 1.4 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 : 38: 24 24 . . 5 . . . . . .:
Old : 38: 24 24 . . 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 : 42.1 49.7 67.9 65.2 33.7 42.1 51.0 53.4
Old : 42.1 49.7 67.9 65.2 33.7 42.1 51.0 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,500: 25,670 36,385 10,425 0 75 0 0 0 150 0 0: 180 40
Old : 36,500: 25,670 36,385 10,425 0 75 0 0 0 150 0 0: 180 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 645: 645 595 -50 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 99.7 28.6 0.0 0.2 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 0.1
Old : 100.0: 70.3 99.7 28.6 0.0 0.2 0.0 0.0 0.0 0.4 0.0 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 14 . 0 . 0 0 0 . 0 0:
Old : 29: 17 14 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 90.1 79.1 98.1 57.1 89.0 77.7 92.2
Old : 57.5 90.1 79.1 98.1 57.1 89.0 77.7 92.2
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,650: 4,700 4,200 0 150 0 850 700 100 0 50 0: 0 450
Old : 5,650: 4,700 4,200 0 150 0 850 700 100 0 50 0: 0 450
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 1,500: 700 1,850 0 -400 -50 850 -300 100 0 50 0: -100 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 74.3 0.0 2.7 0.0 15.0 12.4 1.8 0.0 0.9 0.0: 0.0 8.0
Old : 100.0: 83.2 74.3 0.0 2.7 0.0 15.0 12.4 1.8 0.0 0.9 0.0: 0.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 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 8 0 . 0 . . . 0 . 0:
Old : 25: 13 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 : 63.7 63.7 89.4 88.5 62.8 61.9 88.5 85.8
Old : 63.7 63.7 89.4 88.5 62.8 61.9 88.5 85.8
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,805: 40,965 53,015 12,230 0 250 0 400 100 200 0 0: 60 40
Old : 53,805: 40,965 53,015 12,230 0 250 0 400 100 200 0 0: 60 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 1,360: 1,430 1,360 -70 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 98.5 22.7 0.0 0.5 0.0 0.7 0.2 0.4 0.0 0.0: 0.1 0.1
Old : 100.0: 76.1 98.5 22.7 0.0 0.5 0.0 0.7 0.2 0.4 0.0 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 11 . 0 . 0 . . . 0 0:
Old : 32: 24 11 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 90.5 76.0 97.0 57.1 86.7 73.7 91.7
Old : 58.0 90.5 76.0 97.0 57.1 86.7 73.7 91.7
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,180: 8,780 8,930 2,050 700 350 0 0 0 0 1,200 0: 0 0
Old : 11,180: 8,780 8,930 2,050 700 350 0 0 0 0 1,200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 550: 550 350 0 0 0 0 0 0 0 200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 79.9 18.3 6.3 3.1 0.0 0.0 0.0 0.0 10.7 0.0: 0.0 0.0
Old : 100.0: 78.5 79.9 18.3 6.3 3.1 0.0 0.0 0.0 0.0 10.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 15 . . . 0 0 0 0 . 0:
Old : 30: 17 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 : 60.4 44.9 82.4 72.5 55.9 43.2 71.6 66.3
Old : 60.4 44.9 82.4 72.5 55.9 43.2 71.6 66.3
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 248,744: 181,616 206,416 21,320 6,640 31,808 10,504 384 2,728 768 768 0: 0 0
Old : 248,744: 181,616 206,416 21,320 6,640 31,808 10,504 384 2,728 768 768 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -3,888: 7,096 -4,296 -9,368 0 784 376 0 -376 -2,400 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 83.0 8.6 2.7 12.8 4.2 0.2 1.1 0.3 0.3 0.0: 0.0 0.0
Old : 100.0: 73.0 83.0 8.6 2.7 12.8 4.2 0.2 1.1 0.3 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 16 4 . . . . . . . 0:
Old : 34: 19 16 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 : 37.6 57.7 64.3 79.9 28.1 44.6 43.7 58.5
Old : 37.6 57.7 64.3 79.9 28.1 44.6 43.7 58.5
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 12,007: 8,579 5,910 0 3,733 529 449 87 107 1,718 1,021 258: 367 362
Old : 12,007: 8,579 5,910 0 3,733 529 449 87 107 1,718 1,021 258: 367 362
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 520: 389 389 0 0 0 0 -83 86 0 192 0: 45 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 49.2 0.0 31.1 4.4 3.7 0.7 0.9 14.3 8.5 2.1: 3.1 3.0
Old : 100.0: 71.5 49.2 0.0 31.1 4.4 3.7 0.7 0.9 14.3 8.5 2.1: 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 : 28: 14 14 0 4 . . . . . . .:
Old : 28: 14 14 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 : 52.4 46.1 76.2 71.7 46.6 43.0 64.9 65.7
Old : 52.4 46.1 76.2 71.7 46.6 43.0 64.9 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,250: 14,550 12,850 250 5,000 800 350 0 300 2,700 0 300: 0 0
Old : 19,250: 14,550 12,850 250 5,000 800 350 0 300 2,700 0 300: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 1,700: 1,600 1,700 0 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 66.8 1.3 26.0 4.2 1.8 0.0 1.6 14.0 0.0 1.6: 0.0 0.0
Old : 100.0: 75.6 66.8 1.3 26.0 4.2 1.8 0.0 1.6 14.0 0.0 1.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . . . . 0 . . 0 .:
Old : 23: 13 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 : 49.6 64.7 76.9 88.6 48.1 62.3 70.6 79.0
Old : 49.6 64.7 76.9 88.6 48.1 62.3 70.6 79.0
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,785: 14,535 14,050 1,325 1,400 675 750 0 0 500 1,650 0: 0 10
Old : 17,785: 14,535 14,050 1,325 1,400 675 750 0 0 500 1,650 0: 0 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 350: 350 50 0 0 0 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.7 79.0 7.5 7.9 3.8 4.2 0.0 0.0 2.8 9.3 0.0: 0.0 0.1
Old : 100.0: 81.7 79.0 7.5 7.9 3.8 4.2 0.0 0.0 2.8 9.3 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 19 . . . . 0 0 . . 0:
Old : 35: 19 19 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 49.4 80.0 72.4 48.6 41.0 65.3 57.2
Old : 56.1 49.4 80.0 72.4 48.6 41.0 65.3 57.2
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,404: 8,199 6,484 600 2,590 560 0 75 375 0 0 0: 670 320
Old : 10,404: 8,199 6,484 600 2,590 560 0 75 375 0 0 0: 670 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 0: 0 -25 0 0 0 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 62.3 5.8 24.9 5.4 0.0 0.7 3.6 0.0 0.0 0.0: 6.4 3.1
Old : 100.0: 78.8 62.3 5.8 24.9 5.4 0.0 0.7 3.6 0.0 0.0 0.0: 6.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 13 . . . 0 . . 0 0 0:
Old : 27: 19 13 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 53.8 64.3 80.2 41.9 45.0 56.9 60.3
Old : 42.4 53.8 64.3 80.2 41.9 45.0 56.9 60.3
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,424: 14,980 15,678 1,280 1,495 2,589 914 0 469 618 0 0: 574 1,193
Old : 21,424: 14,980 15,678 1,280 1,495 2,589 914 0 469 618 0 0: 574 1,193
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -19: -150 149 0 0 0 107 0 -85 129 0 0: -20 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 73.2 6.0 7.0 12.1 4.3 0.0 2.2 2.9 0.0 0.0: 2.7 5.6
Old : 100.0: 69.9 73.2 6.0 7.0 12.1 4.3 0.0 2.2 2.9 0.0 0.0: 2.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 19 . . . . 0 . . 0 0:
Old : 34: 23 19 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 51.2 55.6 72.1 23.5 41.4 39.8 52.0
Old : 34.2 51.2 55.6 72.1 23.5 41.4 39.8 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,360: 30,070 23,298 1,302 2,988 2,874 0 3,326 1,599 0 1,780 385: 130 110
Old : 36,360: 30,070 23,298 1,302 2,988 2,874 0 3,326 1,599 0 1,780 385: 130 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 90: 400 120 -259 0 -60 0 1 4 0 25 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 64.1 3.6 8.2 7.9 0.0 9.1 4.4 0.0 4.9 1.1: 0.4 0.3
Old : 100.0: 82.7 64.1 3.6 8.2 7.9 0.0 9.1 4.4 0.0 4.9 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 : 41: 25 22 4 . 4 0 . . 0 . .:
Old : 41: 25 22 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 : 35.0 48.0 54.7 67.3 32.7 34.5 48.5 50.0
Old : 35.0 48.0 54.7 67.3 32.7 34.5 48.5 50.0
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,448: 35,449 27,543 898 5,358 2,713 400 2,400 2,678 300 1,906 845: 165 5
Old : 43,448: 35,449 27,543 898 5,358 2,713 400 2,400 2,678 300 1,906 845: 165 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 475: 945 127 0 610 -350 0 270 -135 0 -57 10: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.6 63.4 2.1 12.3 6.2 0.9 5.5 6.2 0.7 4.4 1.9: 0.4 0.0
Old : 100.0: 81.6 63.4 2.1 12.3 6.2 0.9 5.5 6.2 0.7 4.4 1.9: 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 : 47: 30 27 . 5 5 . . . . . .:
Old : 47: 30 27 . 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 39.3 58.6 59.4 32.8 29.8 52.2 44.5
Old : 34.9 39.3 58.6 59.4 32.8 29.8 52.2 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,505: 30,605 35,055 3,750 0 450 0 0 0 700 0 0: 0 0
Old : 35,505: 30,605 35,055 3,750 0 450 0 0 0 700 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 380: 580 690 -200 0 0 0 0 0 0 0 0: 0 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 98.7 10.6 0.0 1.3 0.0 0.0 0.0 2.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.2 98.7 10.6 0.0 1.3 0.0 0.0 0.0 2.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 9 . 0 . 0 0 0 . 0 0:
Old : 26: 18 9 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 93.3 79.2 99.6 60.2 90.0 77.4 92.1
Old : 61.2 93.3 79.2 99.6 60.2 90.0 77.4 92.1
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,590: 36,345 40,830 4,020 0 760 0 0 0 450 0 0: 15 0
Old : 41,590: 36,345 40,830 4,020 0 760 0 0 0 450 0 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 625: 445 625 180 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 98.2 9.7 0.0 1.8 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 87.4 98.2 9.7 0.0 1.8 0.0 0.0 0.0 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 : 33: 23 14 . 0 . 0 0 0 . 0 0:
Old : 33: 23 14 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 90.3 72.7 96.3 54.2 88.7 70.2 91.9
Old : 54.2 90.3 72.7 96.3 54.2 88.7 70.2 91.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 466,518: 263,508 397,875 106,330 17,068 9,832 36,749 384 33,639 10,899 2,159 5,561: 0 0
Old : 466,518: 263,508 397,875 106,330 17,068 9,832 36,749 384 33,639 10,899 2,159 5,561: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 4,672: 4,632 6,272 -784 392 0 -1,568 0 0 2,784 -1,600 -392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 85.3 22.8 3.7 2.1 7.9 0.1 7.2 2.3 0.5 1.2: 0.0 0.0
Old : 100.0: 56.5 85.3 22.8 3.7 2.1 7.9 0.1 7.2 2.3 0.5 1.2: 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 : 42: 23 26 4 . . . . . . . .:
Old : 42: 23 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 : 47.8 47.3 67.4 69.9 38.9 42.7 54.3 55.4
Old : 47.8 47.3 67.4 69.9 38.9 42.7 54.3 55.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,310: 18,810 25,972 4,424 2,090 1,957 3,902 1,406 1,098 1,567 148 386: 1,167 254
Old : 33,310: 18,810 25,972 4,424 2,090 1,957 3,902 1,406 1,098 1,567 148 386: 1,167 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 416: 414 455 40 22 2 4 0 -45 -23 -42 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 78.0 13.3 6.3 5.9 11.7 4.2 3.3 4.7 0.4 1.2: 3.5 0.8
Old : 100.0: 56.5 78.0 13.3 6.3 5.9 11.7 4.2 3.3 4.7 0.4 1.2: 3.5 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 : 47: 25 31 . . 4 . . . . . .:
Old : 47: 25 31 . . 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 : 43.0 36.6 64.7 57.4 37.0 31.7 53.7 46.5
Old : 43.0 36.6 64.7 57.4 37.0 31.7 53.7 46.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,892: 10,517 14,264 2,781 1,397 484 2,368 0 1,458 102 107 182: 0 0
Old : 17,892: 10,517 14,264 2,781 1,397 484 2,368 0 1,458 102 107 182: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 436: 874 -180 104 540 -232 -310 0 154 -201 107 47: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 79.7 15.5 7.8 2.7 13.2 0.0 8.1 0.6 0.6 1.0: 0.0 0.0
Old : 100.0: 58.8 79.7 15.5 7.8 2.7 13.2 0.0 8.1 0.6 0.6 1.0: 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: 17 9 . . . . 0 . . . .:
Old : 25: 17 9 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 90.4 77.6 98.3 46.3 81.1 68.3 83.7
Old : 55.3 90.4 77.6 98.3 46.3 81.1 68.3 83.7
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 256,013: 109,688 231,501 41,433 0 16,800 78,108 0 7,712 2,272 0 0: 0 0
Old : 256,013: 109,688 231,501 41,433 0 16,800 78,108 0 7,712 2,272 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 2,895: 5,792 943 -1,952 0 1,952 -943 0 0 -1,954 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 90.4 16.2 0.0 6.6 30.5 0.0 3.0 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 42.8 90.4 16.2 0.0 6.6 30.5 0.0 3.0 0.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 8 . 0 . . 0 . . 0 0:
Old : 24: 13 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 : 75.1 95.6 90.4 99.8 65.4 89.3 80.7 89.4
Old : 75.1 95.6 90.4 99.8 65.4 89.3 80.7 89.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 539,866: 352,445 505,654 161,217 0 9,475 2,753 10,761 13,976 0 0 0: 0 0
Old : 539,866: 352,445 505,654 161,217 0 9,475 2,753 10,761 13,976 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 1,552: 1,552 1,552 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 93.7 29.9 0.0 1.8 0.5 2.0 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.3 93.7 29.9 0.0 1.8 0.5 2.0 2.6 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 : 29: 18 16 4 0 . . . . 0 0 0:
Old : 29: 18 16 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 : 54.1 76.4 73.8 92.1 51.7 66.2 66.3 78.1
Old : 54.1 76.4 73.8 92.1 51.7 66.2 66.3 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,105: 28,546 39,084 4,727 1,406 635 3,261 132 359 3,916 0 0: 661 489
Old : 42,105: 28,546 39,084 4,727 1,406 635 3,261 132 359 3,916 0 0: 661 489
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 2,029: 1,327 1,816 0 0 0 449 44 169 -172 0 0: 256 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.8 92.8 11.2 3.3 1.5 7.7 0.3 0.9 9.3 0.0 0.0: 1.6 1.2
Old : 100.0: 67.8 92.8 11.2 3.3 1.5 7.7 0.3 0.9 9.3 0.0 0.0: 1.6 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 : 30: 19 13 . . . . . . . 0 0:
Old : 30: 19 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 : 51.2 86.4 73.0 92.5 50.3 76.8 69.0 80.9
Old : 51.2 86.4 73.0 92.5 50.3 76.8 69.0 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,002: 56,917 71,082 22,701 4,248 384 0 4,288 0 0 0 0: 0 0
Old : 80,002: 56,917 71,082 22,701 4,248 384 0 4,288 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: June 10, 2014 :
: 0: 0 760 0 0 0 0 -760 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 88.9 28.4 5.3 0.5 0.0 5.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.1 88.9 28.4 5.3 0.5 0.0 5.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . . 0 . 0 0 0 0:
Old : 21: 11 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 72.8 87.8 90.3 53.1 72.3 79.0 84.4
Old : 60.1 72.8 87.8 90.3 53.1 72.3 79.0 84.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,661: 10,336 15,226 2,994 0 217 379 0 43 1,681 379 221: 790 575
Old : 16,661: 10,336 15,226 2,994 0 217 379 0 43 1,681 379 221: 790 575
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -148: -274 277 64 0 0 106 0 0 0 -381 -87: 43 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.0 91.4 18.0 0.0 1.3 2.3 0.0 0.3 10.1 2.3 1.3: 4.7 3.5
Old : 100.0: 62.0 91.4 18.0 0.0 1.3 2.3 0.0 0.3 10.1 2.3 1.3: 4.7 3.5
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: 15 17 . 0 . . 0 . . . .:
Old : 29: 15 17 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 48.2 63.7 71.1 33.3 38.8 53.2 51.0
Old : 39.8 48.2 63.7 71.1 33.3 38.8 53.2 51.0
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 228,649: 96,841 218,536 90,344 3,137 2,688 5,856 0 0 31,735 3,103 1,185: 0 0
Old : 228,649: 96,841 218,536 90,344 3,137 2,688 5,856 0 0 31,735 3,103 1,185: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -1,503: -2,688 -3,039 0 0 0 0 0 0 0 351 1,185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 95.6 39.5 1.4 1.2 2.6 0.0 0.0 13.9 1.4 0.5: 0.0 0.0
Old : 100.0: 42.4 95.6 39.5 1.4 1.2 2.6 0.0 0.0 13.9 1.4 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 : 33: 13 19 4 . . . 0 0 . . .:
Old : 33: 13 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 : 61.0 61.6 81.1 79.5 57.8 56.6 71.9 67.9
Old : 61.0 61.6 81.1 79.5 57.8 56.6 71.9 67.9
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,499: 6,384 6,961 3,180 4,046 681 1,465 0 0 298 236 298: 193 277
Old : 12,499: 6,384 6,961 3,180 4,046 681 1,465 0 0 298 236 298: 193 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 278: 300 215 -44 127 -86 174 0 0 0 -21 0: -66 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 55.7 25.4 32.4 5.4 11.7 0.0 0.0 2.4 1.9 2.4: 1.5 2.2
Old : 100.0: 51.1 55.7 25.4 32.4 5.4 11.7 0.0 0.0 2.4 1.9 2.4: 1.5 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 16 4 . 4 . 0 0 . . .:
Old : 29: 13 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 : 40.3 52.0 64.5 73.5 38.4 50.1 56.4 66.4
Old : 40.3 52.0 64.5 73.5 38.4 50.1 56.4 66.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,042: 57,954 57,779 63,766 78,871 3,120 10,424 0 0 4,506 0 4,272: 0 0
Old : 144,042: 57,954 57,779 63,766 78,871 3,120 10,424 0 0 4,506 0 4,272: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 5,073: 1,613 5,073 0 760 -760 -760 0 0 4,506 -474 474: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 40.1 44.3 54.8 2.2 7.2 0.0 0.0 3.1 0.0 3.0: 0.0 0.0
Old : 100.0: 40.2 40.1 44.3 54.8 2.2 7.2 0.0 0.0 3.1 0.0 3.0: 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 14 4 . . . 0 0 . 0 .:
Old : 29: 16 14 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 : 50.6 67.0 75.2 81.1 47.2 64.9 63.1 74.6
Old : 50.6 67.0 75.2 81.1 47.2 64.9 63.1 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,619: 12,726 15,005 5,131 794 487 0 2,058 2,275 0 0 0: 0 0
Old : 20,619: 12,726 15,005 5,131 794 487 0 2,058 2,275 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 359: 127 385 155 0 0 0 -103 77 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 72.8 24.9 3.9 2.4 0.0 10.0 11.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.7 72.8 24.9 3.9 2.4 0.0 10.0 11.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 12 . . . 0 . . 0 0 0:
Old : 24: 15 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 : 65.5 60.8 87.6 84.2 57.4 44.6 71.5 67.9
Old : 65.5 60.8 87.6 84.2 57.4 44.6 71.5 67.9
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 151,225: 120,925 82,207 0 38,390 26,444 0 328 3,856 0 0 0: 0 0
Old : 151,225: 120,925 82,207 0 38,390 26,444 0 328 3,856 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 3,806: 0 4,462 0 -4,462 3,806 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 54.4 0.0 25.4 17.5 0.0 0.2 2.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.0 54.4 0.0 25.4 17.5 0.0 0.2 2.5 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 0 . . 0 . . 0 0 0:
Old : 22: 12 9 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 65.9 87.6 91.2 40.8 53.7 62.2 68.2
Old : 57.5 65.9 87.6 91.2 40.8 53.7 62.2 68.2
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,705: 15,815 16,640 8,650 7,065 50 0 900 0 0 50 0: 190 0
Old : 24,705: 15,815 16,640 8,650 7,065 50 0 900 0 0 50 0: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 64.0 67.4 35.0 28.6 0.2 0.0 3.6 0.0 0.0 0.2 0.0: 0.8 0.0
Old : 100.0: 64.0 67.4 35.0 28.6 0.2 0.0 3.6 0.0 0.0 0.2 0.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 14 11 5 . . 0 . 0 0 . 0:
Old : 30: 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 : 50.1 74.3 77.5 92.6 50.1 72.5 74.1 84.8
Old : 50.1 74.3 77.5 92.6 50.1 72.5 74.1 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,300: 15,130 13,335 5,860 7,065 0 0 900 0 0 0 0: 310 0
Old : 21,300: 15,130 13,335 5,860 7,065 0 0 900 0 0 0 0: 310 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 71.0 62.6 27.5 33.2 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 1.5 0.0
Old : 100.0: 71.0 62.6 27.5 33.2 0.0 0.0 4.2 0.0 0.0 0.0 0.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 7 5 . 0 0 . 0 0 0 0:
Old : 23: 11 7 5 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 80.5 73.3 96.9 43.5 77.7 67.0 87.7
Old : 46.7 80.5 73.3 96.9 43.5 77.7 67.0 87.7
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,280: 9,080 8,565 635 1,365 280 0 0 0 0 0 0: 285 70
Old : 10,280: 9,080 8,565 635 1,365 280 0 0 0 0 0 0: 285 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 88.3 83.3 6.2 13.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 0.7
Old : 100.0: 88.3 83.3 6.2 13.3 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 11 . . . 0 0 0 0 0 0:
Old : 26: 18 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 75.3 70.9 94.4 50.3 69.2 66.9 85.1
Old : 50.8 75.3 70.9 94.4 50.3 69.2 66.9 85.1
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,665: 22,315 20,860 460 1,890 615 0 0 0 0 300 0: 275 0
Old : 23,665: 22,315 20,860 460 1,890 615 0 0 0 0 300 0: 275 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 80: 80 80 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 88.1 1.9 8.0 2.6 0.0 0.0 0.0 0.0 1.3 0.0: 1.2 0.0
Old : 100.0: 94.3 88.1 1.9 8.0 2.6 0.0 0.0 0.0 0.0 1.3 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 6 . 4 . 0 0 0 0 . 0:
Old : 22: 13 6 . 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 : 72.7 80.9 86.9 97.8 60.2 72.2 73.2 81.4
Old : 72.7 80.9 86.9 97.8 60.2 72.2 73.2 81.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,645: 20,885 22,405 980 0 240 0 0 0 0 0 0: 540 0
Old : 22,645: 20,885 22,405 980 0 240 0 0 0 0 0 0: 540 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -1,745: -1,625 -1,740 -70 0 0 0 0 0 0 0 0: -50 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 98.9 4.3 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 0.0
Old : 100.0: 92.2 98.9 4.3 0.0 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 6 . 0 . 0 0 0 0 0 0:
Old : 20: 15 6 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 96.5 86.1 100.0 71.7 95.4 82.9 95.4
Old : 74.2 96.5 86.1 100.0 71.7 95.4 82.9 95.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,000: 22,990 24,755 1,135 0 245 0 0 0 0 0 0: 630 0
Old : 25,000: 22,990 24,755 1,135 0 245 0 0 0 0 0 0: 630 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 92.0 99.0 4.5 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 0.0
Old : 100.0: 92.0 99.0 4.5 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.5 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 : 24: 18 8 . 0 . 0 0 0 0 0 0:
Old : 24: 18 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 : 70.9 93.8 83.7 99.8 68.7 92.6 81.1 95.4
Old : 70.9 93.8 83.7 99.8 68.7 92.6 81.1 95.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,170: 103,290 113,505 10,730 2,600 8,865 1,595 0 0 500 200 0: 190 0
Old : 125,170: 103,290 113,505 10,730 2,600 8,865 1,595 0 0 500 200 0: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 930: 680 1,110 50 0 0 0 0 0 200 0 0: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 90.7 8.6 2.1 7.1 1.3 0.0 0.0 0.4 0.2 0.0: 0.2 0.0
Old : 100.0: 82.5 90.7 8.6 2.1 7.1 1.3 0.0 0.0 0.4 0.2 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 : 44: 28 24 4 . 6 . 0 0 . . 0:
Old : 44: 28 24 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 : 37.6 63.1 58.1 81.4 30.8 62.8 46.7 73.8
Old : 37.6 63.1 58.1 81.4 30.8 62.8 46.7 73.8
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 164,414: 137,680 155,719 17,024 2,030 6,545 2,315 0 100 425 0 0: 325 20
Old : 164,414: 137,680 155,719 17,024 2,030 6,545 2,315 0 100 425 0 0: 325 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 1,090: 1,020 1,050 50 20 0 0 0 0 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 94.7 10.4 1.2 4.0 1.4 0.0 0.1 0.3 0.0 0.0: 0.2 0.0
Old : 100.0: 83.7 94.7 10.4 1.2 4.0 1.4 0.0 0.1 0.3 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 32 25 5 . 5 . 0 . . 0 0:
Old : 49: 32 25 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 : 35.7 64.3 55.2 83.7 30.3 62.7 48.2 75.9
Old : 35.7 64.3 55.2 83.7 30.3 62.7 48.2 75.9
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,607: 103,910 117,678 9,816 14,327 7,667 1,465 2,868 5,630 20,256 425 4,589: 273 423
Old : 153,607: 103,910 117,678 9,816 14,327 7,667 1,465 2,868 5,630 20,256 425 4,589: 273 423
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 633: 735 646 -635 276 -326 646 -55 5 -119 -245 185: 142 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 76.6 6.4 9.3 5.0 1.0 1.9 3.7 13.2 0.3 3.0: 0.2 0.3
Old : 100.0: 67.6 76.6 6.4 9.3 5.0 1.0 1.9 3.7 13.2 0.3 3.0: 0.2 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 : 61: 34 33 5 4 7 . . . 6 . 6:
Old : 61: 34 33 5 4 7 . . . 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 : 44.8 61.5 60.4 72.9 44.7 58.7 59.2 67.7
Old : 44.8 61.5 60.4 72.9 44.7 58.7 59.2 67.7
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,470: 79,010 81,485 8,175 5,425 6,270 865 1,895 1,035 1,285 450 665: 165 245
Old : 97,470: 79,010 81,485 8,175 5,425 6,270 865 1,895 1,035 1,285 450 665: 165 245
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -1,180: -175 -1,060 -650 -195 50 -300 -75 0 -205 0 55: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 83.6 8.4 5.6 6.4 0.9 1.9 1.1 1.3 0.5 0.7: 0.2 0.3
Old : 100.0: 81.1 83.6 8.4 5.6 6.4 0.9 1.9 1.1 1.3 0.5 0.7: 0.2 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 : 47: 27 22 . 4 6 . . . 4 . .:
Old : 47: 27 22 . 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 : 46.8 72.2 64.8 82.5 42.3 70.9 58.8 78.3
Old : 46.8 72.2 64.8 82.5 42.3 70.9 58.8 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,640: 22,620 19,880 1,525 4,065 920 0 450 0 0 325 0: 575 0
Old : 25,640: 22,620 19,880 1,525 4,065 920 0 450 0 0 325 0: 575 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 88.2 77.5 5.9 15.9 3.6 0.0 1.8 0.0 0.0 1.3 0.0: 2.2 0.0
Old : 100.0: 88.2 77.5 5.9 15.9 3.6 0.0 1.8 0.0 0.0 1.3 0.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 9 . . 4 0 . 0 0 . 0:
Old : 29: 17 9 . . 4 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 73.4 75.4 93.1 56.9 70.8 75.1 88.3
Old : 56.9 73.4 75.4 93.1 56.9 70.8 75.1 88.3
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,090: 18,980 18,340 1,530 1,835 1,320 0 300 0 0 0 0: 260 295
Old : 22,090: 18,980 18,340 1,530 1,835 1,320 0 300 0 0 0 0: 260 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 85.9 83.0 6.9 8.3 6.0 0.0 1.4 0.0 0.0 0.0 0.0: 1.2 1.3
Old : 100.0: 85.9 83.0 6.9 8.3 6.0 0.0 1.4 0.0 0.0 0.0 0.0: 1.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 7 . . . 0 . 0 0 0 0:
Old : 27: 17 7 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 81.1 74.2 96.7 52.9 75.9 73.2 89.6
Old : 52.9 81.1 74.2 96.7 52.9 75.9 73.2 89.6
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,678: 22,713 24,707 2,529 315 6,612 0 535 534 220 0 0: 4,071 3,975
Old : 36,678: 22,713 24,707 2,529 315 6,612 0 535 534 220 0 0: 4,071 3,975
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 368: 367 227 -2 141 264 0 -14 0 0 0 0: -262 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 67.4 6.9 0.9 18.0 0.0 1.5 1.5 0.6 0.0 0.0: 11.1 10.8
Old : 100.0: 61.9 67.4 6.9 0.9 18.0 0.0 1.5 1.5 0.6 0.0 0.0: 11.1 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 18 5 . 7 0 . . . 0 0:
Old : 32: 20 18 5 . 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 : 40.4 47.1 64.0 69.8 13.1 17.5 18.2 21.1
Old : 40.4 47.1 64.0 69.8 13.1 17.5 18.2 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,465: 4,400 6,216 1,052 0 1,460 0 432 1,028 0 0 0: 2,525 1,329
Old : 10,465: 4,400 6,216 1,052 0 1,460 0 432 1,028 0 0 0: 2,525 1,329
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -20: -20 -20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 59.4 10.1 0.0 14.0 0.0 4.1 9.8 0.0 0.0 0.0: 24.1 12.7
Old : 100.0: 42.0 59.4 10.1 0.0 14.0 0.0 4.1 9.8 0.0 0.0 0.0: 24.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 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 : 36.9 50.2 55.8 70.5 19.1 40.2 30.2 47.8
Old : 36.9 50.2 55.8 70.5 19.1 40.2 30.2 47.8
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,954: 12,546 16,244 6,599 1,494 0 0 1,705 0 681 0 0: 128 511
Old : 19,954: 12,546 16,244 6,599 1,494 0 0 1,705 0 681 0 0: 128 511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 126: 256 126 -130 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 81.4 33.1 7.5 0.0 0.0 8.5 0.0 3.4 0.0 0.0: 0.6 2.6
Old : 100.0: 62.9 81.4 33.1 7.5 0.0 0.0 8.5 0.0 3.4 0.0 0.0: 0.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 . . 0 0 . 0 . 0 0:
Old : 22: 11 9 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 80.1 85.2 92.9 59.2 80.1 84.1 90.6
Old : 59.2 80.1 85.2 92.9 59.2 80.1 84.1 90.6
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 413,218: 272,814 378,217 128,723 0 4,206 0 30,795 0 7,475 0 0: 0 0
Old : 413,218: 272,814 378,217 128,723 0 4,206 0 30,795 0 7,475 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 2,654: 3,454 2,654 -800 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 91.5 31.2 0.0 1.0 0.0 7.5 0.0 1.8 0.0 0.0: 0.0 0.0
Old : 100.0: 66.0 91.5 31.2 0.0 1.0 0.0 7.5 0.0 1.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 11 . 0 . 0 . 0 . 0 0:
Old : 23: 11 11 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 88.0 82.9 95.3 57.5 88.0 80.6 94.4
Old : 58.6 88.0 82.9 95.3 57.5 88.0 80.6 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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 346,497: 85,660 343,776 224,469 0 2,721 0 0 0 33,647 0 0: 0 0
Old : 346,497: 85,660 343,776 224,469 0 2,721 0 0 0 33,647 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 24.7 99.2 64.8 0.0 0.8 0.0 0.0 0.0 9.7 0.0 0.0: 0.0 0.0
Old : 100.0: 24.7 99.2 64.8 0.0 0.8 0.0 0.0 0.0 9.7 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 : 21: 7 10 . 0 . 0 0 0 . 0 0:
Old : 21: 7 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 : 81.7 89.0 97.1 97.9 81.7 89.0 96.3 97.9
Old : 81.7 89.0 97.1 97.9 81.7 89.0 96.3 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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 45,971: 33,700 43,442 9,592 0 2,275 0 0 0 0 0 0: 404 254
Old : 45,971: 33,700 43,442 9,592 0 2,275 0 0 0 0 0 0: 404 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 73.3 94.5 20.9 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.6
Old : 100.0: 73.3 94.5 20.9 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 13 . 0 . 0 0 0 0 0 0:
Old : 20: 8 13 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 64.8 96.4 85.2 62.4 54.4 73.9 69.8
Old : 71.1 64.8 96.4 85.2 62.4 54.4 73.9 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 745,065: 578,374 703,400 125,026 0 41,665 0 0 0 0 0 0: 0 0
Old : 745,065: 578,374 703,400 125,026 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: June 10, 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: 77.6 94.4 16.8 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.6 94.4 16.8 0.0 5.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 10 14 4 0 . 0 0 0 0 0 0:
Old : 23: 10 14 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 : 65.6 61.5 92.3 83.9 55.6 53.4 71.8 69.9
Old : 65.6 61.5 92.3 83.9 55.6 53.4 71.8 69.9
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,527: 101,898 99,170 9,949 12,322 34,147 2,565 1,792 4,565 0 1,126 149: 254 256
Old : 153,527: 101,898 99,170 9,949 12,322 34,147 2,565 1,792 4,565 0 1,126 149: 254 256
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 5,100: 5,100 0 -2,046 3,054 2,046 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.4 64.6 6.5 8.0 22.2 1.7 1.2 3.0 0.0 0.7 0.1: 0.2 0.2
Old : 100.0: 66.4 64.6 6.5 8.0 22.2 1.7 1.2 3.0 0.0 0.7 0.1: 0.2 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 : 37: 19 22 4 4 . . . . 0 . .:
Old : 37: 19 22 4 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 : 51.6 59.2 72.1 76.1 21.3 22.2 31.9 31.4
Old : 51.6 59.2 72.1 76.1 21.3 22.2 31.9 31.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,939,886: 2,233,531 1,568,223 50,208 412,302 650,641 0 308,720 0 5,506 0 0: 0 0
Old : 2,939,886: 2,233,531 1,568,223 50,208 412,302 650,641 0 308,720 0 5,506 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 164,551: 117,600 46,951 0 70,649 46,951 0 0 0 0 0 0: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 53.3 1.7 14.0 22.1 0.0 10.5 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 76.0 53.3 1.7 14.0 22.1 0.0 10.5 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 21 19 . 5 . 0 . 0 . 0 0:
Old : 36: 21 19 . 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 : 67.5 70.6 87.3 85.8 29.7 29.5 41.4 39.3
Old : 67.5 70.6 87.3 85.8 29.7 29.5 41.4 39.3
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,261: 13,463 12,796 5,220 745 1,275 0 4,910 1,280 0 0 0: 23 255
Old : 21,261: 13,463 12,796 5,220 745 1,275 0 4,910 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: June 10, 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: 63.3 60.2 24.6 3.5 6.0 0.0 23.1 6.0 0.0 0.0 0.0: 0.1 1.2
Old : 100.0: 63.3 60.2 24.6 3.5 6.0 0.0 23.1 6.0 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 10 . . . 0 . . 0 0 0:
Old : 21: 11 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 : 59.7 68.7 82.4 90.6 54.8 62.8 69.8 75.1
Old : 59.7 68.7 82.4 90.6 54.8 62.8 69.8 75.1
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,446: 40,093 45,336 7,920 745 4,153 0 1,932 1,280 0 0 0: 0 0
Old : 53,446: 40,093 45,336 7,920 745 4,153 0 1,932 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: June 10, 2014 :
: 302: 425 0 -425 0 302 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 84.8 14.8 1.4 7.8 0.0 3.6 2.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.0 84.8 14.8 1.4 7.8 0.0 3.6 2.4 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 11 . . . 0 . . 0 0 0:
Old : 24: 13 11 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 65.3 73.9 87.9 41.0 48.1 58.8 64.5
Old : 47.8 65.3 73.9 87.9 41.0 48.1 58.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,977: 59,230 43,615 0 21,212 5,590 3,925 0 2,560 1,374 0 0: 298 0
Old : 72,977: 59,230 43,615 0 21,212 5,590 3,925 0 2,560 1,374 0 0: 298 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 81.2 59.8 0.0 29.1 7.7 5.4 0.0 3.5 1.9 0.0 0.0: 0.4 0.0
Old : 100.0: 81.2 59.8 0.0 29.1 7.7 5.4 0.0 3.5 1.9 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 : 45.0 62.1 69.9 83.6 36.4 46.7 49.7 55.7
Old : 45.0 62.1 69.9 83.6 36.4 46.7 49.7 55.7
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,111: 26,518 35,223 10,566 3,858 1,613 0 0 0 1,997 0 2,268: 149 149
Old : 43,111: 26,518 35,223 10,566 3,858 1,613 0 0 0 1,997 0 2,268: 149 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 61.5 81.7 24.5 8.9 3.7 0.0 0.0 0.0 4.6 0.0 5.3: 0.3 0.3
Old : 100.0: 61.5 81.7 24.5 8.9 3.7 0.0 0.0 0.0 4.6 0.0 5.3: 0.3 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 : 24: 14 14 . . . 0 0 0 . 0 .:
Old : 24: 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 : 54.6 50.4 77.4 71.9 45.4 45.6 62.3 63.3
Old : 54.6 50.4 77.4 71.9 45.4 45.6 62.3 63.3
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,763: 35,320 23,175 2,198 14,299 3,140 0 0 0 105 0 0: 0 149
Old : 40,763: 35,320 23,175 2,198 14,299 3,140 0 0 0 105 0 0: 0 149
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 86.6 56.9 5.4 35.1 7.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.4
Old : 100.0: 86.6 56.9 5.4 35.1 7.7 0.0 0.0 0.0 0.3 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 : 46.1 62.7 68.0 88.8 46.1 58.0 66.6 80.6
Old : 46.1 62.7 68.0 88.8 46.1 58.0 66.6 80.6
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 332,798: 242,515 297,468 41,767 0 0 25,036 11,850 23,480 0 0 0: 0 0
Old : 332,798: 242,515 297,468 41,767 0 0 25,036 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: June 10, 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: 72.9 89.4 12.6 0.0 0.0 7.5 3.6 7.1 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.9 89.4 12.6 0.0 0.0 7.5 3.6 7.1 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . 0 0 . . . 0 0 0:
Old : 22: 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 : 58.4 68.4 88.7 85.1 50.7 62.7 71.8 74.4
Old : 58.4 68.4 88.7 85.1 50.7 62.7 71.8 74.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 972,305: 615,373 670,077 117,929 154,071 120,627 90,846 0 27,530 0 0 0: 0 0
Old : 972,305: 615,373 670,077 117,929 154,071 120,627 90,846 0 27,530 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 28,224: 30,504 23,520 -6,984 0 4,704 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 68.9 12.1 15.8 12.4 9.3 0.0 2.8 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 63.3 68.9 12.1 15.8 12.4 9.3 0.0 2.8 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 14 . . . . 0 . 0 0 0:
Old : 24: 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 : 62.7 54.7 83.8 74.3 35.5 29.1 43.3 43.4
Old : 62.7 54.7 83.8 74.3 35.5 29.1 43.3 43.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,742,200: 1,034,730 1,093,334 141,644 367,520 281,346 266,975 0 0 17,505 0 0: 0 0
Old : 1,742,200: 1,034,730 1,093,334 141,644 367,520 281,346 266,975 0 0 17,505 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 59.4 62.8 8.1 21.1 16.1 15.3 0.0 0.0 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.4 62.8 8.1 21.1 16.1 15.3 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 : 28: 15 11 4 . 5 . 0 0 . 0 0:
Old : 28: 15 11 4 . 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 : 51.4 76.8 77.0 92.5 43.4 62.2 55.9 66.9
Old : 51.4 76.8 77.0 92.5 43.4 62.2 55.9 66.9
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 673,254: 334,987 516,084 2,753 63,250 93,920 0 0 0 241,594 0 0: 0 0
Old : 673,254: 334,987 516,084 2,753 63,250 93,920 0 0 0 241,594 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 16,713: 16,713 16,713 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 76.7 0.4 9.4 14.0 0.0 0.0 0.0 35.9 0.0 0.0: 0.0 0.0
Old : 100.0: 49.8 76.7 0.4 9.4 14.0 0.0 0.0 0.0 35.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 12 . 4 . 0 0 0 . 0 0:
Old : 23: 12 12 . 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 : 69.1 57.2 89.1 80.9 65.5 49.4 72.6 61.8
Old : 69.1 57.2 89.1 80.9 65.5 49.4 72.6 61.8
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 481,183: 363,037 247,195 53,398 169,240 64,748 0 0 0 0 0 0: 0 0
Old : 481,183: 363,037 247,195 53,398 169,240 64,748 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: June 10, 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: 75.4 51.4 11.1 35.2 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.4 51.4 11.1 35.2 13.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.5 59.4 82.2 84.3 40.4 47.4 65.6 66.0
Old : 50.5 59.4 82.2 84.3 40.4 47.4 65.6 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,823: 9,045 19,084 6,535 819 120 0 0 0 4,228 0 0: 895 800
Old : 20,823: 9,045 19,084 6,535 819 120 0 0 0 4,228 0 0: 895 800
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 500: -100 500 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 91.6 31.4 3.9 0.6 0.0 0.0 0.0 20.3 0.0 0.0: 4.3 3.8
Old : 100.0: 43.4 91.6 31.4 3.9 0.6 0.0 0.0 0.0 20.3 0.0 0.0: 4.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 15 . . . 0 0 0 . 0 0:
Old : 25: 9 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 44.2 91.9 75.9 71.6 44.2 89.5 75.7
Old : 74.0 44.2 91.9 75.9 71.6 44.2 89.5 75.7
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 19,242: 9,060 17,562 5,290 480 470 0 0 0 3,643 0 0: 779 730
Old : 19,242: 9,060 17,562 5,290 480 470 0 0 0 3,643 0 0: 779 730
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 500: -100 500 600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 91.3 27.5 2.5 2.4 0.0 0.0 0.0 18.9 0.0 0.0: 4.0 3.8
Old : 100.0: 47.1 91.3 27.5 2.5 2.4 0.0 0.0 0.0 18.9 0.0 0.0: 4.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 8 16 . . . 0 0 0 . 0 0:
Old : 25: 8 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 : 79.2 46.7 93.5 72.7 72.9 46.7 84.3 69.0
Old : 79.2 46.7 93.5 72.7 72.9 46.7 84.3 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,918: 9,001 7,968 112 2,475 520 175 350 0 1,253 0 425: 432 180
Old : 11,918: 9,001 7,968 112 2,475 520 175 350 0 1,253 0 425: 432 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -22: -197 -102 57 0 50 150 0 0 373 0 105: -560 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 66.9 0.9 20.8 4.4 1.5 2.9 0.0 10.5 0.0 3.6: 3.6 1.5
Old : 100.0: 75.5 66.9 0.9 20.8 4.4 1.5 2.9 0.0 10.5 0.0 3.6: 3.6 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: 15 16 . 4 4 . . 0 . 0 .:
Old : 30: 15 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 : 56.8 56.4 74.3 73.1 48.5 52.6 60.8 65.8
Old : 56.8 56.4 74.3 73.1 48.5 52.6 60.8 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,729: 6,149 7,501 1,342 3,040 113 0 0 0 2,165 0 75: 885 0
Old : 10,729: 6,149 7,501 1,342 3,040 113 0 0 0 2,165 0 75: 885 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 891: 381 1,031 350 5 -50 0 0 0 50 0 25: 135 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 69.9 12.5 28.3 1.1 0.0 0.0 0.0 20.2 0.0 0.7: 8.2 0.0
Old : 100.0: 57.3 69.9 12.5 28.3 1.1 0.0 0.0 0.0 20.2 0.0 0.7: 8.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 15 . . . 0 0 0 . 0 .:
Old : 22: 11 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 : 61.2 54.4 80.0 76.1 45.1 35.3 55.5 55.8
Old : 61.2 54.4 80.0 76.1 45.1 35.3 55.5 55.8
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,288: 10,908 4,920 164 4,974 1,099 75 325 25 0 1,300 600: 417 45
Old : 13,288: 10,908 4,920 164 4,974 1,099 75 325 25 0 1,300 600: 417 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 150: 150 -55 164 200 235 0 0 0 0 5 0: -399 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 37.0 1.2 37.4 8.3 0.6 2.4 0.2 0.0 9.8 4.5: 3.1 0.3
Old : 100.0: 82.1 37.0 1.2 37.4 8.3 0.6 2.4 0.2 0.0 9.8 4.5: 3.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 15 . 4 5 . . . 0 . .:
Old : 32: 19 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 : 40.9 59.5 63.6 84.7 35.2 49.9 55.1 68.7
Old : 40.9 59.5 63.6 84.7 35.2 49.9 55.1 68.7
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,778: 8,129 4,434 460 4,559 665 0 0 0 170 0 120: 234 0
Old : 9,778: 8,129 4,434 460 4,559 665 0 0 0 170 0 120: 234 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 212: 360 30 0 326 -18 0 0 0 0 0 0: -130 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 45.3 4.7 46.6 6.8 0.0 0.0 0.0 1.7 0.0 1.2: 2.4 0.0
Old : 100.0: 83.1 45.3 4.7 46.6 6.8 0.0 0.0 0.0 1.7 0.0 1.2: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 13 . 4 4 0 0 0 . 0 .:
Old : 25: 14 13 . 4 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 : 54.6 65.5 78.2 83.8 46.8 59.6 66.9 70.4
Old : 54.6 65.5 78.2 83.8 46.8 59.6 66.9 70.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,782: 58,096 58,515 1,235 655 775 0 0 0 575 850 0: 1,101 987
Old : 61,782: 58,096 58,515 1,235 655 775 0 0 0 575 850 0: 1,101 987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 350: 350 350 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 94.7 2.0 1.1 1.3 0.0 0.0 0.0 0.9 1.4 0.0: 1.8 1.6
Old : 100.0: 94.0 94.7 2.0 1.1 1.3 0.0 0.0 0.0 0.9 1.4 0.0: 1.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 14 . . . 0 0 0 . . 0:
Old : 26: 15 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 82.7 92.5 92.5 81.3 81.3 90.4 88.4
Old : 81.3 82.7 92.5 92.5 81.3 81.3 90.4 88.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,837: 55,382 54,510 960 475 940 0 0 0 25 900 0: 530 1,012
Old : 57,837: 55,382 54,510 960 475 940 0 0 0 25 900 0: 530 1,012
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 465: 465 465 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 94.2 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.6 0.0: 0.9 1.7
Old : 100.0: 95.8 94.2 1.7 0.8 1.6 0.0 0.0 0.0 0.0 1.6 0.0: 0.9 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 : 26: 16 14 . . . 0 0 0 . . 0:
Old : 26: 16 14 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 85.1 84.3 94.0 93.1 84.9 82.5 91.4 89.2
Old : 85.1 84.3 94.0 93.1 84.9 82.5 91.4 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,640: 11,730 14,825 2,005 0 140 0 400 0 1,250 0 250: 265 25
Old : 15,640: 11,730 14,825 2,005 0 140 0 400 0 1,250 0 250: 265 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 50: -70 50 0 0 0 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 94.8 12.8 0.0 0.9 0.0 2.6 0.0 8.0 0.0 1.6: 1.7 0.2
Old : 100.0: 75.0 94.8 12.8 0.0 0.9 0.0 2.6 0.0 8.0 0.0 1.6: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 7 . 0 . 0 . 0 . 0 .:
Old : 22: 14 7 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 92.0 79.6 98.5 57.6 91.5 75.4 92.8
Old : 60.1 92.0 79.6 98.5 57.6 91.5 75.4 92.8
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,420: 10,510 8,285 410 1,830 95 0 550 0 0 350 0: 405 310
Old : 11,420: 10,510 8,285 410 1,830 95 0 550 0 0 350 0: 405 310
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 480: 480 -300 0 780 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 72.5 3.6 16.0 0.8 0.0 4.8 0.0 0.0 3.1 0.0: 3.5 2.7
Old : 100.0: 92.0 72.5 3.6 16.0 0.8 0.0 4.8 0.0 0.0 3.1 0.0: 3.5 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 : 21: 12 9 . . . 0 . 0 0 . 0:
Old : 21: 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 : 68.3 55.6 89.2 84.8 47.4 42.2 59.7 58.0
Old : 68.3 55.6 89.2 84.8 47.4 42.2 59.7 58.0
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,465: 17,775 12,850 0 450 200 0 1,800 0 0 3,045 0: 490 120
Old : 18,465: 17,775 12,850 0 450 200 0 1,800 0 0 3,045 0: 490 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 96.3 69.6 0.0 2.4 1.1 0.0 9.7 0.0 0.0 16.5 0.0: 2.7 0.6
Old : 100.0: 96.3 69.6 0.0 2.4 1.1 0.0 9.7 0.0 0.0 16.5 0.0: 2.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 12 0 . . 0 . 0 0 . 0:
Old : 22: 13 12 0 . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 54.9 86.4 86.8 62.2 54.9 72.3 74.2
Old : 69.0 54.9 86.4 86.8 62.2 54.9 72.3 74.2
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,378: 22,368 22,038 205 20 270 0 1,050 0 0 0 0: 535 0
Old : 23,378: 22,368 22,038 205 20 270 0 1,050 0 0 0 0: 535 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 97: 52 157 0 -105 45 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 94.3 0.9 0.1 1.2 0.0 4.5 0.0 0.0 0.0 0.0: 2.3 0.0
Old : 100.0: 95.7 94.3 0.9 0.1 1.2 0.0 4.5 0.0 0.0 0.0 0.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 11 . . . 0 . 0 0 0 0:
Old : 23: 14 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 89.4 86.7 98.1 66.2 82.9 81.6 88.5
Old : 67.8 89.4 86.7 98.1 66.2 82.9 81.6 88.5
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 62,780: 46,518 54,119 1,300 2,395 670 3,950 0 0 4,746 0 850: 4,746 4,746
Old : 62,780: 46,518 54,119 1,300 2,395 670 3,950 0 0 4,746 0 850: 4,746 4,746
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 1,005: 635 1,460 45 -780 325 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 86.2 2.1 3.8 1.1 6.3 0.0 0.0 7.6 0.0 1.4: 7.6 7.6
Old : 100.0: 74.1 86.2 2.1 3.8 1.1 6.3 0.0 0.0 7.6 0.0 1.4: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 21 . . . . 0 0 . 0 .:
Old : 32: 20 21 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 48.1 73.8 70.8 48.4 48.1 66.6 66.1
Old : 53.2 48.1 73.8 70.8 48.4 48.1 66.6 66.1
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,393: 45,474 49,029 640 2,840 550 2,750 0 0 3,625 600 154: 4,200 4,220
Old : 57,393: 45,474 49,029 640 2,840 550 2,750 0 0 3,625 600 154: 4,200 4,220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 800: 475 1,255 0 -780 325 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 85.4 1.1 4.9 1.0 4.8 0.0 0.0 6.3 1.0 0.3: 7.3 7.4
Old : 100.0: 79.2 85.4 1.1 4.9 1.0 4.8 0.0 0.0 6.3 1.0 0.3: 7.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 18 20 . . . . 0 0 . . .:
Old : 32: 18 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 45.9 77.7 69.7 47.7 45.9 65.4 66.4
Old : 56.5 45.9 77.7 69.7 47.7 45.9 65.4 66.4
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,045: 29,685 30,806 2,420 965 695 0 2,725 575 3,850 1,575 820: 2,000 1,884
Old : 40,045: 29,685 30,806 2,420 965 695 0 2,725 575 3,850 1,575 820: 2,000 1,884
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 1,025: 1,025 425 0 0 0 0 600 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 76.9 6.0 2.4 1.7 0.0 6.8 1.4 9.6 3.9 2.0: 5.0 4.7
Old : 100.0: 74.1 76.9 6.0 2.4 1.7 0.0 6.8 1.4 9.6 3.9 2.0: 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 : 29: 18 18 . . . 0 . . . . .:
Old : 29: 18 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 : 55.1 49.5 75.5 73.1 50.6 39.3 62.8 58.5
Old : 55.1 49.5 75.5 73.1 50.6 39.3 62.8 58.5
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,235: 27,400 33,205 5,245 715 0 0 350 1,050 1,750 0 430: 360 485
Old : 36,235: 27,400 33,205 5,245 715 0 0 350 1,050 1,750 0 430: 360 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 10: 10 10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 91.6 14.5 2.0 0.0 0.0 1.0 2.9 4.8 0.0 1.2: 1.0 1.3
Old : 100.0: 75.6 91.6 14.5 2.0 0.0 0.0 1.0 2.9 4.8 0.0 1.2: 1.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 . . 0 0 . . . 0 .:
Old : 29: 18 15 . . 0 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 64.9 66.6 82.8 41.6 61.2 61.9 73.9
Old : 44.3 64.9 66.6 82.8 41.6 61.2 61.9 73.9
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 27,470: 11,205 21,465 1,200 325 975 0 2,595 425 13,100 1,400 0: 565 285
Old : 27,470: 11,205 21,465 1,200 325 975 0 2,595 425 13,100 1,400 0: 565 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 40.8 78.1 4.4 1.2 3.5 0.0 9.4 1.5 47.7 5.1 0.0: 2.1 1.0
Old : 100.0: 40.8 78.1 4.4 1.2 3.5 0.0 9.4 1.5 47.7 5.1 0.0: 2.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 11 . . . 0 . . . . 0:
Old : 24: 14 11 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 60.4 84.2 88.6 63.6 52.7 70.7 74.1
Old : 71.9 60.4 84.2 88.6 63.6 52.7 70.7 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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,515: 20,405 16,870 300 4,050 300 50 0 300 0 300 0: 1,160 695
Old : 22,515: 20,405 16,870 300 4,050 300 50 0 300 0 300 0: 1,160 695
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 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: 90.6 74.9 1.3 18.0 1.3 0.2 0.0 1.3 0.0 1.3 0.0: 5.2 3.1
Old : 100.0: 90.6 74.9 1.3 18.0 1.3 0.2 0.0 1.3 0.0 1.3 0.0: 5.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . . 0 . 0 . 0:
Old : 20: 12 10 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.5 67.4 88.5 86.9 70.7 66.0 83.5 83.8
Old : 74.5 67.4 88.5 86.9 70.7 66.0 83.5 83.8
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,199: 23,935 22,630 0 2,185 935 0 25 1,025 4,670 4,225 639: 1,995 1,535
Old : 33,199: 23,935 22,630 0 2,185 935 0 25 1,025 4,670 4,225 639: 1,995 1,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: 625: 450 1,050 0 0 0 0 -600 175 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 68.2 0.0 6.6 2.8 0.0 0.1 3.1 14.1 12.7 1.9: 6.0 4.6
Old : 100.0: 72.1 68.2 0.0 6.6 2.8 0.0 0.1 3.1 14.1 12.7 1.9: 6.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 0 . . 0 . . . . .:
Old : 31: 18 17 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 44.5 70.5 63.9 44.1 38.9 60.8 54.9
Old : 50.4 44.5 70.5 63.9 44.1 38.9 60.8 54.9
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, June 17, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,040: 23,895 23,335 10 550 950 225 0 750 0 245 1,075: 1,135 1,135
Old : 28,040: 23,895 23,335 10 550 950 225 0 750 0 245 1,075: 1,135 1,135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -85: 35 -80 0 0 0 0 0 0 0 115 -100: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 83.2 0.0 2.0 3.4 0.8 0.0 2.7 0.0 0.9 3.8: 4.0 4.0
Old : 100.0: 85.2 83.2 0.0 2.0 3.4 0.8 0.0 2.7 0.0 0.9 3.8: 4.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 18 . . . . 0 . 0 . .:
Old : 27: 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 : 44.3 48.1 65.6 70.3 34.4 35.6 50.5 48.6
Old : 44.3 48.1 65.6 70.3 34.4 35.6 50.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2014