COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,627: 14,895 25,567 1,954 1,029 3,125 4,530 6,899 2,070 55,523 43,217 6,993: 1,537 1,727
Old : 90,627: 14,895 25,567 1,954 1,029 3,125 4,530 6,899 2,070 55,523 43,217 6,993: 1,537 1,727
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 1,359: 640 2,105 -117 -945 217 -1,908 977 -1,005 3,967 424 -523: 88 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 28.2 2.2 1.1 3.4 5.0 7.6 2.3 61.3 47.7 7.7: 1.7 1.9
Old : 100.0: 16.4 28.2 2.2 1.1 3.4 5.0 7.6 2.3 61.3 47.7 7.7: 1.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 11 13 . . . . . . 19 14 22:
Old : 53: 11 13 . . . . . . 19 14 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 : 47.0 42.3 66.4 61.4 46.0 41.2 60.3 57.1
Old : 47.0 42.3 66.4 61.4 46.0 41.2 60.3 57.1
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 31,497: 10,680 5,445 2,554 390 833 645 115 1,695 11,581 19,535 2,689: 820 795
Old : 31,497: 10,680 5,445 2,554 390 833 645 115 1,695 11,581 19,535 2,689: 820 795
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -446: 1,515 -375 -635 0 55 -2,745 -880 555 990 322 -211: 30 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 17.3 8.1 1.2 2.6 2.0 0.4 5.4 36.8 62.0 8.5: 2.6 2.5
Old : 100.0: 33.9 17.3 8.1 1.2 2.6 2.0 0.4 5.4 36.8 62.0 8.5: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 9 8 . . . . . . 11 12 15:
Old : 41: 9 8 . . . . . . 11 12 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 53.7 69.1 70.3 48.1 50.5 64.1 63.4
Old : 50.2 53.7 69.1 70.3 48.1 50.5 64.1 63.4
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 169,484: 100,723 107,460 451 14,095 21,724 6,028 3,662 5,369 21,315 3,227 13,099: 775 848
Old : 169,484: 100,723 107,460 451 14,095 21,724 6,028 3,662 5,369 21,315 3,227 13,099: 775 848
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 407: -1,883 178 389 -302 211 180 -481 383 82 -661 1,051: -5 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 63.4 0.3 8.3 12.8 3.6 2.2 3.2 12.6 1.9 7.7: 0.5 0.5
Old : 100.0: 59.4 63.4 0.3 8.3 12.8 3.6 2.2 3.2 12.6 1.9 7.7: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 80: 45 46 . 6 6 4 4 7 11 . 11:
Old : 80: 45 46 . 6 6 4 4 7 11 . 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 29.6 50.7 47.2 18.3 15.8 30.2 26.8
Old : 33.7 29.6 50.7 47.2 18.3 15.8 30.2 26.8
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,134: 18,634 44,008 19,320 3,816 1,075 9,826 0 1,001 224 180 54: 0 0
Old : 50,134: 18,634 44,008 19,320 3,816 1,075 9,826 0 1,001 224 180 54: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -480: 779 -428 -1,127 -52 52 -183 0 0 -1 -52 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 87.8 38.5 7.6 2.1 19.6 0.0 2.0 0.4 0.4 0.1: 0.0 0.0
Old : 100.0: 37.2 87.8 38.5 7.6 2.1 19.6 0.0 2.0 0.4 0.4 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 19 20 . . . . 0 . . . .:
Old : 33: 19 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 52.0 89.5 78.2 73.1 49.9 82.1 75.2
Old : 76.7 52.0 89.5 78.2 73.1 49.9 82.1 75.2
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 396,020: 214,615 332,057 107,889 23,270 14,718 31,839 0 25,975 984 0 0: 0 0
Old : 396,020: 214,615 332,057 107,889 23,270 14,718 31,839 0 25,975 984 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 4,233: 4,488 5,273 -4,760 0 1,256 5,217 -328 -1,968 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 83.8 27.2 5.9 3.7 8.0 0.0 6.6 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 54.2 83.8 27.2 5.9 3.7 8.0 0.0 6.6 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 : 31: 19 17 . . . . 0 . . 0 0:
Old : 31: 19 17 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 61.3 83.6 86.6 47.0 54.9 69.9 72.4
Old : 56.9 61.3 83.6 86.6 47.0 54.9 69.9 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,504,886: 1,091,646 1,281,578 184,257 30,079 105,646 0 21,752 9,485 59,447 1,940 54,406: -0 0
Old : 1,504,886: 1,091,646 1,281,578 184,257 30,079 105,646 0 21,752 9,485 59,447 1,940 54,406: -0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 9,887: 8,175 15,735 7,149 351 -4,632 0 750 -391 1,526 15 -1,941: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 85.2 12.2 2.0 7.0 0.0 1.4 0.6 4.0 0.1 3.6: -0.0 0.0
Old : 100.0: 72.5 85.2 12.2 2.0 7.0 0.0 1.4 0.6 4.0 0.1 3.6: -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 : 60: 34 37 6 . 5 0 . . 5 . 4:
Old : 60: 34 37 6 . 5 0 . . 5 . 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 : 43.1 36.5 62.5 52.9 33.1 30.2 43.2 38.3
Old : 43.1 36.5 62.5 52.9 33.1 30.2 43.2 38.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,939: 37,450 23,208 23 11,580 1,840 619 2,817 4,910 742 1,230 355: 0 -0
Old : 45,939: 37,450 23,208 23 11,580 1,840 619 2,817 4,910 742 1,230 355: 0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 320: 245 931 0 198 -251 29 -806 247 23 -26 26: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 50.5 0.1 25.2 4.0 1.3 6.1 10.7 1.6 2.7 0.8: 0.0 -0.0
Old : 100.0: 81.5 50.5 0.1 25.2 4.0 1.3 6.1 10.7 1.6 2.7 0.8: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 17 . . . . . . . . .:
Old : 35: 22 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 53.5 71.4 77.9 35.5 36.8 49.0 50.2
Old : 48.8 53.5 71.4 77.9 35.5 36.8 49.0 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 305,369: 201,584 212,307 84,451 23,170 4,176 0 50,430 13,270 648 776 1,240: 0 0
Old : 305,369: 201,584 212,307 84,451 23,170 4,176 0 50,430 13,270 648 776 1,240: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 5,904: 11,152 3,608 -5,248 0 328 0 1,640 0 -656 0 328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 69.5 27.7 7.6 1.4 0.0 16.5 4.3 0.2 0.3 0.4: 0.0 0.0
Old : 100.0: 66.0 69.5 27.7 7.6 1.4 0.0 16.5 4.3 0.2 0.3 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 13 . . . 0 . . . . .:
Old : 29: 13 13 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 61.4 85.5 88.6 56.0 49.4 75.0 73.0
Old : 62.4 61.4 85.5 88.6 56.0 49.4 75.0 73.0
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 639,437: 516,126 501,556 18,804 75,980 56,440 37,135 0 5,461 5,471 0 0: 0 0
Old : 639,437: 516,126 501,556 18,804 75,980 56,440 37,135 0 5,461 5,471 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 17,840: 17,840 18,599 0 0 0 759 0 -759 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 78.4 2.9 11.9 8.8 5.8 0.0 0.9 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 80.7 78.4 2.9 11.9 8.8 5.8 0.0 0.9 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 : 38: 20 25 . 4 . . 0 . . 0 0:
Old : 38: 20 25 . 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 : 44.0 50.7 67.9 71.1 30.6 35.9 44.5 50.3
Old : 44.0 50.7 67.9 71.1 30.6 35.9 44.5 50.3
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,387: 39,332 45,557 5,148 1,244 743 3,488 0 823 2,944 3,874 1,166: 743 980
Old : 54,387: 39,332 45,557 5,148 1,244 743 3,488 0 823 2,944 3,874 1,166: 743 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 854: 1,100 573 -294 0 0 25 0 -19 21 0 0: 21 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 83.8 9.5 2.3 1.4 6.4 0.0 1.5 5.4 7.1 2.1: 1.4 1.8
Old : 100.0: 72.3 83.8 9.5 2.3 1.4 6.4 0.0 1.5 5.4 7.1 2.1: 1.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 25 . . . 4 0 . . . .:
Old : 40: 25 25 . . . 4 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 51.5 70.5 70.2 39.9 47.7 54.2 58.2
Old : 46.3 51.5 70.5 70.2 39.9 47.7 54.2 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,535: 32,945 42,255 8,950 0 250 0 0 0 150 0 0: 240 30
Old : 42,535: 32,945 42,255 8,950 0 250 0 0 0 150 0 0: 240 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 3,325: 2,825 3,325 500 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 99.3 21.0 0.0 0.6 0.0 0.0 0.0 0.4 0.0 0.0: 0.6 0.1
Old : 100.0: 77.5 99.3 21.0 0.0 0.6 0.0 0.0 0.0 0.4 0.0 0.0: 0.6 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: 18 15 . 0 . 0 0 0 . 0 0:
Old : 29: 18 15 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 85.5 78.6 95.6 53.6 82.8 72.3 85.9
Old : 55.5 85.5 78.6 95.6 53.6 82.8 72.3 85.9
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,800: 5,400 3,400 0 50 150 100 1,600 0 100 0 0: 50 600
Old : 5,800: 5,400 3,400 0 50 150 100 1,600 0 100 0 0: 50 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 58.6 0.0 0.9 2.6 1.7 27.6 0.0 1.7 0.0 0.0: 0.9 10.3
Old : 100.0: 93.1 58.6 0.0 0.9 2.6 1.7 27.6 0.0 1.7 0.0 0.0: 0.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 0 . . . . 0 . 0 0:
Old : 20: 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 : 82.3 62.9 92.7 84.5 78.0 59.5 85.8 78.0
Old : 82.3 62.9 92.7 84.5 78.0 59.5 85.8 78.0
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,170: 46,535 57,420 10,955 0 250 50 450 50 150 0 0: 180 0
Old : 58,170: 46,535 57,420 10,955 0 250 50 450 50 150 0 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 4,190: 3,630 4,190 500 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 98.7 18.8 0.0 0.4 0.1 0.8 0.1 0.3 0.0 0.0: 0.3 0.0
Old : 100.0: 80.0 98.7 18.8 0.0 0.4 0.1 0.8 0.1 0.3 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 28 17 . 0 . . . . . 0 0:
Old : 38: 28 17 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 86.0 72.7 93.3 52.0 82.1 65.4 86.6
Old : 54.4 86.0 72.7 93.3 52.0 82.1 65.4 86.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,670: 7,320 8,520 2,000 100 350 0 0 0 0 700 0: 0 0
Old : 9,670: 7,320 8,520 2,000 100 350 0 0 0 0 700 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 290: 340 240 -100 0 50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 88.1 20.7 1.0 3.6 0.0 0.0 0.0 0.0 7.2 0.0: 0.0 0.0
Old : 100.0: 75.7 88.1 20.7 1.0 3.6 0.0 0.0 0.0 0.0 7.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 17 . . . 0 0 0 0 . 0:
Old : 31: 16 17 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 45.6 76.5 69.1 51.7 40.4 66.4 61.6
Old : 55.3 45.6 76.5 69.1 51.7 40.4 66.4 61.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 276,768: 192,024 238,896 40,656 0 30,064 10,440 768 2,768 0 3,456 816: 0 0
Old : 276,768: 192,024 238,896 40,656 0 30,064 10,440 768 2,768 0 3,456 816: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 11,744: 9,792 11,072 880 0 -1,296 1,168 0 384 0 768 816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 86.3 14.7 0.0 10.9 3.8 0.3 1.0 0.0 1.2 0.3: 0.0 0.0
Old : 100.0: 69.4 86.3 14.7 0.0 10.9 3.8 0.3 1.0 0.0 1.2 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 : 35: 19 18 4 0 . . . . 0 . .:
Old : 35: 19 18 4 0 . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 62.4 62.1 80.7 30.2 48.3 44.9 55.6
Old : 39.7 62.4 62.1 80.7 30.2 48.3 44.9 55.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 11,922: 8,850 6,806 0 2,886 657 0 119 107 1,834 1,005 255: 219 86
Old : 11,922: 8,850 6,806 0 2,886 657 0 119 107 1,834 1,005 255: 219 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 105: 190 96 0 0 0 0 6 21 -44 3 21: -83 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 57.1 0.0 24.2 5.5 0.0 1.0 0.9 15.4 8.4 2.1: 1.8 0.7
Old : 100.0: 74.2 57.1 0.0 24.2 5.5 0.0 1.0 0.9 15.4 8.4 2.1: 1.8 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 : 29: 15 14 0 4 . 0 . . . . .:
Old : 29: 15 14 0 4 . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 50.1 77.2 73.7 41.3 46.9 64.2 66.8
Old : 47.6 50.1 77.2 73.7 41.3 46.9 64.2 66.8
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,600: 14,400 12,950 0 4,300 750 500 0 150 2,600 250 200: 0 0
Old : 18,600: 14,400 12,950 0 4,300 750 500 0 150 2,600 250 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 50: -50 100 0 0 0 0 0 0 150 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 69.6 0.0 23.1 4.0 2.7 0.0 0.8 14.0 1.3 1.1: 0.0 0.0
Old : 100.0: 77.4 69.6 0.0 23.1 4.0 2.7 0.0 0.8 14.0 1.3 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 8 0 4 . . 0 . . . .:
Old : 23: 13 8 0 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 : 52.7 66.4 78.8 90.9 51.6 62.4 73.4 79.0
Old : 52.7 66.4 78.8 90.9 51.6 62.4 73.4 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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,220: 14,610 15,165 1,075 200 675 290 0 20 550 1,100 0: 0 60
Old : 17,220: 14,610 15,165 1,075 200 675 290 0 20 550 1,100 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 460: 910 340 0 0 0 -470 0 20 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 88.1 6.2 1.2 3.9 1.7 0.0 0.1 3.2 6.4 0.0: 0.0 0.3
Old : 100.0: 84.8 88.1 6.2 1.2 3.9 1.7 0.0 0.1 3.2 6.4 0.0: 0.0 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 : 35: 16 18 . . . . 0 . . . 0:
Old : 35: 16 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 : 53.0 52.2 77.5 69.0 42.4 41.4 58.3 56.7
Old : 53.0 52.2 77.5 69.0 42.4 41.4 58.3 56.7
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,262: 10,897 7,112 600 3,830 150 0 535 375 0 0 0: 240 260
Old : 12,262: 10,897 7,112 600 3,830 150 0 535 375 0 0 0: 240 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 875: 905 -235 0 900 -30 0 0 0 0 0 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 58.0 4.9 31.2 1.2 0.0 4.4 3.1 0.0 0.0 0.0: 2.0 2.1
Old : 100.0: 88.9 58.0 4.9 31.2 1.2 0.0 4.4 3.1 0.0 0.0 0.0: 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 : 29: 21 14 . . . 0 . . 0 0 0:
Old : 29: 21 14 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 52.8 68.8 76.9 46.1 47.7 61.0 63.1
Old : 49.1 52.8 68.8 76.9 46.1 47.7 61.0 63.1
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,904: 14,452 14,696 48 775 2,570 1,142 0 666 387 131 0: 639 1,066
Old : 19,904: 14,452 14,696 48 775 2,570 1,142 0 666 387 131 0: 639 1,066
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -342: -115 -303 -105 21 0 -189 0 46 0 -21 0: 21 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 73.8 0.2 3.9 12.9 5.7 0.0 3.3 1.9 0.7 0.0: 3.2 5.4
Old : 100.0: 72.6 73.8 0.2 3.9 12.9 5.7 0.0 3.3 1.9 0.7 0.0: 3.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 20 . . . . 0 . . . 0:
Old : 34: 24 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 : 33.9 56.6 54.4 72.5 24.1 41.2 37.5 48.5
Old : 33.9 56.6 54.4 72.5 24.1 41.2 37.5 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,542: 28,495 22,288 1,324 1,240 2,089 0 4,151 1,169 0 2,195 300: 165 110
Old : 33,542: 28,495 22,288 1,324 1,240 2,089 0 4,151 1,169 0 2,195 300: 165 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 767: 902 62 20 0 -20 0 370 15 0 490 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 66.4 3.9 3.7 6.2 0.0 12.4 3.5 0.0 6.5 0.9: 0.5 0.3
Old : 100.0: 85.0 66.4 3.9 3.7 6.2 0.0 12.4 3.5 0.0 6.5 0.9: 0.5 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: 28 25 4 . . 0 . . 0 . .:
Old : 41: 28 25 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 : 33.4 49.9 55.0 69.6 29.7 38.1 47.2 54.2
Old : 33.4 49.9 55.0 69.6 29.7 38.1 47.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,090: 35,490 28,068 741 5,383 804 225 3,021 2,375 650 749 1,675: 130 15
Old : 42,090: 35,490 28,068 741 5,383 804 225 3,021 2,375 650 749 1,675: 130 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 1,236: 1,196 521 0 -10 0 75 800 -220 0 -40 185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 66.7 1.8 12.8 1.9 0.5 7.2 5.6 1.5 1.8 4.0: 0.3 0.0
Old : 100.0: 84.3 66.7 1.8 12.8 1.9 0.5 7.2 5.6 1.5 1.8 4.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 30 30 . 6 5 . . . . . .:
Old : 48: 30 30 . 6 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 : 37.4 39.3 61.3 60.4 32.0 30.2 52.2 47.4
Old : 37.4 39.3 61.3 60.4 32.0 30.2 52.2 47.4
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,035: 35,845 30,685 100 6,100 1,250 0 0 0 600 0 0: 240 0
Old : 38,035: 35,845 30,685 100 6,100 1,250 0 0 0 600 0 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 3,875: 3,875 575 0 3,300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 80.7 0.3 16.0 3.3 0.0 0.0 0.0 1.6 0.0 0.0: 0.6 0.0
Old : 100.0: 94.2 80.7 0.3 16.0 3.3 0.0 0.0 0.0 1.6 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 10 . . . 0 0 0 . 0 0:
Old : 27: 21 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 : 53.5 92.9 73.3 99.5 51.9 80.8 68.6 83.2
Old : 53.5 92.9 73.3 99.5 51.9 80.8 68.6 83.2
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,554: 44,094 38,894 400 6,110 1,550 0 0 0 450 0 0: 60 0
Old : 46,554: 44,094 38,894 400 6,110 1,550 0 0 0 450 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 7,440: 7,440 4,140 0 3,300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 83.5 0.9 13.1 3.3 0.0 0.0 0.0 1.0 0.0 0.0: 0.1 0.0
Old : 100.0: 94.7 83.5 0.9 13.1 3.3 0.0 0.0 0.0 1.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 25 14 . . . 0 0 0 . 0 0:
Old : 33: 25 14 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 91.4 72.3 96.8 54.9 82.2 69.5 85.6
Old : 54.9 91.4 72.3 96.8 54.9 82.2 69.5 85.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 447,479: 272,839 390,387 81,488 20,996 4,737 43,971 0 22,879 17,132 4,047 4,433: 0 0
Old : 447,479: 272,839 390,387 81,488 20,996 4,737 43,971 0 22,879 17,132 4,047 4,433: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 6,976: 4,993 3,480 0 1,536 0 2,351 0 0 -1,568 760 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 87.2 18.2 4.7 1.1 9.8 0.0 5.1 3.8 0.9 1.0: 0.0 0.0
Old : 100.0: 61.0 87.2 18.2 4.7 1.1 9.8 0.0 5.1 3.8 0.9 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 : 41: 24 26 4 . . . 0 . . . .:
Old : 41: 24 26 4 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 46.7 68.4 67.2 40.7 43.3 56.8 58.1
Old : 46.6 46.7 68.4 67.2 40.7 43.3 56.8 58.1
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,268: 19,458 27,773 4,136 1,529 384 4,230 193 956 1,551 961 386: 1,168 87
Old : 32,268: 19,458 27,773 4,136 1,529 384 4,230 193 956 1,551 961 386: 1,168 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 387: 402 260 -44 64 -9 112 -63 55 -166 0 80: -43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 86.1 12.8 4.7 1.2 13.1 0.6 3.0 4.8 3.0 1.2: 3.6 0.3
Old : 100.0: 60.3 86.1 12.8 4.7 1.2 13.1 0.6 3.0 4.8 3.0 1.2: 3.6 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 : 44: 25 29 . . . . . . 4 . .:
Old : 44: 25 29 . . . . . . 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 : 43.2 35.4 69.1 58.0 38.6 31.7 53.2 49.7
Old : 43.2 35.4 69.1 58.0 38.6 31.7 53.2 49.7
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,801: 9,468 11,842 2,163 0 713 306 0 1,996 25 120 130: 0 0
Old : 14,801: 9,468 11,842 2,163 0 713 306 0 1,996 25 120 130: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -135: 281 -154 181 -127 127 -724 0 154 -154 -135 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 80.0 14.6 0.0 4.8 2.1 0.0 13.5 0.2 0.8 0.9: 0.0 0.0
Old : 100.0: 64.0 80.0 14.6 0.0 4.8 2.1 0.0 13.5 0.2 0.8 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 9 . 0 . . 0 . . . .:
Old : 24: 15 9 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 88.2 75.8 97.2 44.3 75.1 61.6 76.5
Old : 52.5 88.2 75.8 97.2 44.3 75.1 61.6 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 253,583: 108,506 230,351 50,744 0 15,520 68,205 0 7,712 2,896 0 0: 0 0
Old : 253,583: 108,506 230,351 50,744 0 15,520 68,205 0 7,712 2,896 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 7,711: 7,779 7,711 909 0 0 -943 0 0 -34 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 90.8 20.0 0.0 6.1 26.9 0.0 3.0 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 42.8 90.8 20.0 0.0 6.1 26.9 0.0 3.0 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 : 21: 10 4 . 0 . . 0 . . 0 0:
Old : 21: 10 4 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 99.0 91.5 100.0 65.9 90.8 82.4 90.8
Old : 75.0 99.0 91.5 100.0 65.9 90.8 82.4 90.8
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 486,808: 337,880 458,913 131,327 0 2,400 0 10,753 12,832 2,369 1,910 0: 0 0
Old : 486,808: 337,880 458,913 131,327 0 2,400 0 10,753 12,832 2,369 1,910 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -23,056: -13,688 -23,056 -9,368 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 94.3 27.0 0.0 0.5 0.0 2.2 2.6 0.5 0.4 0.0: 0.0 0.0
Old : 100.0: 69.4 94.3 27.0 0.0 0.5 0.0 2.2 2.6 0.5 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 17 4 0 . 0 . . . . 0:
Old : 32: 19 17 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 : 51.0 79.2 73.0 93.4 48.6 66.5 66.5 77.3
Old : 51.0 79.2 73.0 93.4 48.6 66.5 66.5 77.3
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,705: 29,646 41,721 4,387 1,324 0 2,527 132 1,060 6,404 0 0: 681 468
Old : 44,705: 29,646 41,721 4,387 1,324 0 2,527 132 1,060 6,404 0 0: 681 468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 848: 635 785 -42 0 0 -21 0 42 192 0 0: 42 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 93.3 9.8 3.0 0.0 5.7 0.3 2.4 14.3 0.0 0.0: 1.5 1.0
Old : 100.0: 66.3 93.3 9.8 3.0 0.0 5.7 0.3 2.4 14.3 0.0 0.0: 1.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 15 . . 0 . . . . 0 0:
Old : 29: 19 15 . . 0 . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 85.2 77.3 92.3 48.6 75.1 68.6 79.3
Old : 50.8 85.2 77.3 92.3 48.6 75.1 68.6 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,887: 4,482 4,416 732 106 105 0 832 0 123 256 0: 445 172
Old : 5,887: 4,482 4,416 732 106 105 0 832 0 123 256 0: 445 172
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -66: -87 -23 22 0 -22 0 0 0 0 0 0: 21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 75.0 12.4 1.8 1.8 0.0 14.1 0.0 2.1 4.3 0.0: 7.6 2.9
Old : 100.0: 76.1 75.0 12.4 1.8 1.8 0.0 14.1 0.0 2.1 4.3 0.0: 7.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 4 . . 0 . 0 . . 0:
Old : 20: 9 9 4 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 78.0 77.5 90.2 55.6 76.2 73.6 85.9
Old : 57.4 78.0 77.5 90.2 55.6 76.2 73.6 85.9
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 75,754: 73,402 67,218 2,352 4,632 0 0 3,904 0 0 0 0: 0 0
Old : 75,754: 73,402 67,218 2,352 4,632 0 0 3,904 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: July 15, 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: 96.9 88.7 3.1 6.1 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 96.9 88.7 3.1 6.1 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 . . 0 0 . 0 0 0 0:
Old : 21: 11 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 : 64.5 74.4 90.2 92.8 59.4 74.3 84.5 87.7
Old : 64.5 74.4 90.2 92.8 59.4 74.3 84.5 87.7
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 15,439: 10,282 14,042 1,010 0 261 148 0 0 2,154 62 306: 1,278 768
Old : 15,439: 10,282 14,042 1,010 0 261 148 0 0 2,154 62 306: 1,278 768
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -107: -325 129 -63 0 21 0 0 0 69 -317 -23: 214 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 91.0 6.5 0.0 1.7 1.0 0.0 0.0 14.0 0.4 2.0: 8.3 5.0
Old : 100.0: 66.6 91.0 6.5 0.0 1.7 1.0 0.0 0.0 14.0 0.4 2.0: 8.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . 0 . . 0 0 . . .:
Old : 27: 15 16 . 0 . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 48.8 60.9 73.4 27.2 38.9 45.9 51.3
Old : 38.4 48.8 60.9 73.4 27.2 38.9 45.9 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 211,532: 125,954 201,731 43,126 2,753 0 0 0 0 40,850 742 1,602: 0 4,704
Old : 211,532: 125,954 201,731 43,126 2,753 0 0 0 0 40,850 742 1,602: 0 4,704
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 5,112: 1,185 408 16 0 0 0 0 0 4,328 417 -417: 0 4,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 95.4 20.4 1.3 0.0 0.0 0.0 0.0 19.3 0.4 0.8: 0.0 2.2
Old : 100.0: 59.5 95.4 20.4 1.3 0.0 0.0 0.0 0.0 19.3 0.4 0.8: 0.0 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 13 19 4 . 0 0 0 0 . . .:
Old : 32: 13 19 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 : 62.1 60.8 83.1 78.4 57.3 57.0 72.9 66.6
Old : 62.1 60.8 83.1 78.4 57.3 57.0 72.9 66.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,999: 7,138 6,874 2,092 3,859 513 1,228 0 42 256 28 533: 197 150
Old : 11,999: 7,138 6,874 2,092 3,859 513 1,228 0 42 256 28 533: 197 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 413: 365 498 -42 43 0 -21 0 21 0 -195 67: 23 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 57.3 17.4 32.2 4.3 10.2 0.0 0.4 2.1 0.2 4.4: 1.6 1.3
Old : 100.0: 59.5 57.3 17.4 32.2 4.3 10.2 0.0 0.4 2.1 0.2 4.4: 1.6 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 : 31: 14 19 . . . . 0 . . . .:
Old : 31: 14 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 53.8 68.2 74.4 39.6 53.0 58.7 70.1
Old : 45.2 53.8 68.2 74.4 39.6 53.0 58.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 131,089: 85,113 51,354 31,334 76,599 784 4,280 0 0 7,226 0 2,352: 0 0
Old : 131,089: 85,113 51,354 31,334 76,599 784 4,280 0 0 7,226 0 2,352: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 0: 0 -417 0 417 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 39.2 23.9 58.4 0.6 3.3 0.0 0.0 5.5 0.0 1.8: 0.0 0.0
Old : 100.0: 64.9 39.2 23.9 58.4 0.6 3.3 0.0 0.0 5.5 0.0 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.5 70.1 78.0 84.8 50.3 66.6 67.2 76.8
Old : 52.5 70.1 78.0 84.8 50.3 66.6 67.2 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,573: 14,097 15,437 4,227 769 385 0 2,170 1,812 52 0 0: 0 0
Old : 20,573: 14,097 15,437 4,227 769 385 0 2,170 1,812 52 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 53: -102 128 155 0 0 0 -75 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.5 75.0 20.5 3.7 1.9 0.0 10.5 8.8 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 68.5 75.0 20.5 3.7 1.9 0.0 10.5 8.8 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 12 . . . 0 . . . 0 0:
Old : 25: 16 12 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 63.0 82.7 85.0 54.9 45.8 68.6 67.7
Old : 60.4 63.0 82.7 85.0 54.9 45.8 68.6 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,596: 120,613 80,866 0 39,091 24,127 0 656 3,856 0 0 0: 0 0
Old : 148,596: 120,613 80,866 0 39,091 24,127 0 656 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: July 15, 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 54.4 0.0 26.3 16.2 0.0 0.4 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.2 54.4 0.0 26.3 16.2 0.0 0.4 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 : 24: 14 9 0 . . 0 . . 0 0 0:
Old : 24: 14 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 : 54.6 65.1 85.2 90.9 39.5 53.1 61.0 68.8
Old : 54.6 65.1 85.2 90.9 39.5 53.1 61.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 120,658: 6,885 10,186 3,331 0 1,416 0 73 158 1,739 1,691 1,763: 105,367 105,372
Old : 120,658: 6,885 10,186 3,331 0 1,416 0 73 158 1,739 1,691 1,763: 105,367 105,372
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -6,850: -378 -469 -97 0 -19 0 19 24 -94 -109 83: -6,369 -6,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 8.4 2.8 0.0 1.2 0.0 0.1 0.1 1.4 1.4 1.5: 87.3 87.3
Old : 100.0: 5.7 8.4 2.8 0.0 1.2 0.0 0.1 0.1 1.4 1.4 1.5: 87.3 87.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 5 0 4 0 . . . . .:
Old : 23: 11 12 5 0 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 : 6.4 6.3 9.8 9.6 4.4 4.6 5.6 5.6
Old : 6.4 6.3 9.8 9.6 4.4 4.6 5.6 5.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,170: 15,040 15,365 7,650 6,805 50 0 825 75 0 50 0: 355 0
Old : 23,170: 15,040 15,365 7,650 6,805 50 0 825 75 0 50 0: 355 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 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: 64.9 66.3 33.0 29.4 0.2 0.0 3.6 0.3 0.0 0.2 0.0: 1.5 0.0
Old : 100.0: 64.9 66.3 33.0 29.4 0.2 0.0 3.6 0.3 0.0 0.2 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 : 29: 14 10 5 . . 0 . . 0 . 0:
Old : 29: 14 10 5 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 73.1 80.4 92.1 52.4 70.9 75.0 83.5
Old : 52.7 73.1 80.4 92.1 52.4 70.9 75.0 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,265: 14,525 11,560 4,245 6,805 0 0 900 0 0 0 0: 495 0
Old : 19,265: 14,525 11,560 4,245 6,805 0 0 900 0 0 0 0: 495 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 0: 25 0 -25 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 60.0 22.0 35.3 0.0 0.0 4.7 0.0 0.0 0.0 0.0: 2.6 0.0
Old : 100.0: 75.4 60.0 22.0 35.3 0.0 0.0 4.7 0.0 0.0 0.0 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 7 4 . 0 0 . 0 0 0 0:
Old : 22: 11 7 4 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 79.0 78.0 96.7 46.3 75.8 69.2 86.4
Old : 49.9 79.0 78.0 96.7 46.3 75.8 69.2 86.4
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,220: 9,315 9,020 580 900 240 0 0 0 0 0 0: 85 60
Old : 10,220: 9,315 9,020 580 900 240 0 0 0 0 0 0: 85 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 380: 550 560 0 -180 0 0 0 0 0 0 0: -170 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 88.3 5.7 8.8 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.6
Old : 100.0: 91.1 88.3 5.7 8.8 2.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 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 : 27: 18 12 . . . 0 0 0 0 0 0:
Old : 27: 18 12 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 76.3 71.3 94.3 47.8 74.0 64.9 84.6
Old : 49.8 76.3 71.3 94.3 47.8 74.0 64.9 84.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,495: 21,360 20,545 385 1,155 495 0 0 0 0 300 0: 255 0
Old : 22,495: 21,360 20,545 385 1,155 495 0 0 0 0 300 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 560: 560 560 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 91.3 1.7 5.1 2.2 0.0 0.0 0.0 0.0 1.3 0.0: 1.1 0.0
Old : 100.0: 95.0 91.3 1.7 5.1 2.2 0.0 0.0 0.0 0.0 1.3 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 7 . . . 0 0 0 0 . 0:
Old : 21: 12 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 : 76.5 82.6 90.1 98.7 63.4 77.4 76.5 83.9
Old : 76.5 82.6 90.1 98.7 63.4 77.4 76.5 83.9
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,795: 19,715 20,795 485 0 0 0 0 0 0 0 0: 595 0
Old : 20,795: 19,715 20,795 485 0 0 0 0 0 0 0 0: 595 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 110: 0 110 0 0 0 0 0 0 0 0 0: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 100.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 0.0
Old : 100.0: 94.8 100.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 8 . 0 0 0 0 0 0 0 0:
Old : 20: 16 8 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 96.1 87.7 100.0 71.7 93.9 84.1 93.9
Old : 75.3 96.1 87.7 100.0 71.7 93.9 84.1 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,850: 22,220 23,845 960 0 5 0 0 0 0 0 0: 665 0
Old : 23,850: 22,220 23,845 960 0 5 0 0 0 0 0 0: 665 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 170: 50 170 10 0 0 0 0 0 0 0 0: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 100.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 0.0
Old : 100.0: 93.2 100.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 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 : 24: 19 11 . 0 . 0 0 0 0 0 0:
Old : 24: 19 11 . 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 91.2 84.5 99.3 68.0 89.6 81.3 94.2
Old : 71.1 91.2 84.5 99.3 68.0 89.6 81.3 94.2
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,595: 107,360 112,150 4,690 1,865 9,355 1,510 0 0 500 225 0: 180 0
Old : 123,595: 107,360 112,150 4,690 1,865 9,355 1,510 0 0 500 225 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 1,560: 1,510 1,545 -50 15 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 90.7 3.8 1.5 7.6 1.2 0.0 0.0 0.4 0.2 0.0: 0.1 0.0
Old : 100.0: 86.9 90.7 3.8 1.5 7.6 1.2 0.0 0.0 0.4 0.2 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 25 4 . 5 . 0 0 . . 0:
Old : 45: 28 25 4 . 5 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 64.0 62.5 80.2 36.4 63.6 52.6 72.7
Old : 42.8 64.0 62.5 80.2 36.4 63.6 52.6 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,546: 140,600 147,906 5,756 1,405 7,185 2,520 50 0 425 0 0: 60 0
Old : 156,546: 140,600 147,906 5,756 1,405 7,185 2,520 50 0 425 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -455: 655 -695 -1,235 265 -25 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 94.5 3.7 0.9 4.6 1.6 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 89.8 94.5 3.7 0.9 4.6 1.6 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 34 28 4 . 5 4 . 0 . 0 0:
Old : 53: 34 28 4 . 5 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 : 41.5 64.1 61.1 83.4 35.4 62.5 54.0 76.4
Old : 41.5 64.1 61.1 83.4 35.4 62.5 54.0 76.4
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,957: 108,374 121,932 11,270 15,311 3,153 374 131 3,576 19,009 1,494 6,015: 186 345
Old : 151,957: 108,374 121,932 11,270 15,311 3,153 374 131 3,576 19,009 1,494 6,015: 186 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 890: 672 1,637 229 -740 -111 -30 31 -20 -170 -268 587: -265 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 80.2 7.4 10.1 2.1 0.2 0.1 2.4 12.5 1.0 4.0: 0.1 0.2
Old : 100.0: 71.3 80.2 7.4 10.1 2.1 0.2 0.1 2.4 12.5 1.0 4.0: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 37 33 5 4 6 . . . 4 4 7:
Old : 63: 37 33 5 4 6 . . . 4 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 63.2 64.8 74.5 45.6 60.6 63.0 69.4
Old : 46.4 63.2 64.8 74.5 45.6 60.6 63.0 69.4
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,581: 78,356 81,230 8,295 5,796 5,575 1,050 0 1,000 1,245 1,870 930: 130 180
Old : 96,581: 78,356 81,230 8,295 5,796 5,575 1,050 0 1,000 1,245 1,870 930: 130 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 1,481: 526 1,555 965 -119 45 300 0 0 -355 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 84.1 8.6 6.0 5.8 1.1 0.0 1.0 1.3 1.9 1.0: 0.1 0.2
Old : 100.0: 81.1 84.1 8.6 6.0 5.8 1.1 0.0 1.0 1.3 1.9 1.0: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 28 26 . 4 5 . 0 . 4 . .:
Old : 47: 28 26 . 4 5 . 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 : 50.9 71.4 67.3 80.8 46.2 69.8 60.7 77.0
Old : 50.9 71.4 67.3 80.8 46.2 69.8 60.7 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,630: 21,290 18,685 1,165 3,760 535 0 525 0 0 125 0: 640 0
Old : 23,630: 21,290 18,685 1,165 3,760 535 0 525 0 0 125 0: 640 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 110: 60 110 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 79.1 4.9 15.9 2.3 0.0 2.2 0.0 0.0 0.5 0.0: 2.7 0.0
Old : 100.0: 90.1 79.1 4.9 15.9 2.3 0.0 2.2 0.0 0.0 0.5 0.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.3 74.2 77.1 94.8 58.3 71.5 76.8 89.8
Old : 58.3 74.2 77.1 94.8 58.3 71.5 76.8 89.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,145: 18,080 17,755 1,480 1,825 1,260 0 300 0 0 0 0: 325 5
Old : 21,145: 18,080 17,755 1,480 1,825 1,260 0 300 0 0 0 0: 325 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 100: 50 100 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 84.0 7.0 8.6 6.0 0.0 1.4 0.0 0.0 0.0 0.0: 1.5 0.0
Old : 100.0: 85.5 84.0 7.0 8.6 6.0 0.0 1.4 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 : 28: 17 8 . . . 0 . 0 0 0 0:
Old : 28: 17 8 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 82.7 74.3 97.7 52.7 76.7 72.9 90.4
Old : 52.7 82.7 74.3 97.7 52.7 76.7 72.9 90.4
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,622: 20,586 22,634 2,250 470 4,570 0 261 316 220 64 374: 5,305 4,934
Old : 33,622: 20,586 22,634 2,250 470 4,570 0 261 316 220 64 374: 5,305 4,934
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -74: 250 -106 -527 180 -147 0 62 12 0 0 0: 338 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 67.3 6.7 1.4 13.6 0.0 0.8 0.9 0.7 0.2 1.1: 15.8 14.7
Old : 100.0: 61.2 67.3 6.7 1.4 13.6 0.0 0.8 0.9 0.7 0.2 1.1: 15.8 14.7
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 : 31: 20 18 . 4 6 0 . . . . .:
Old : 31: 20 18 . 4 6 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 46.1 60.6 68.4 15.9 20.6 21.2 24.1
Old : 41.5 46.1 60.6 68.4 15.9 20.6 21.2 24.1
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,895: 10,755 15,058 6,052 640 0 0 1,600 0 576 0 0: 512 597
Old : 17,895: 10,755 15,058 6,052 640 0 0 1,600 0 576 0 0: 512 597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -238: -238 321 0 -581 0 0 0 0 0 0 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 84.1 33.8 3.6 0.0 0.0 8.9 0.0 3.2 0.0 0.0: 2.9 3.3
Old : 100.0: 60.1 84.1 33.8 3.6 0.0 0.0 8.9 0.0 3.2 0.0 0.0: 2.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . . 0 0 . 0 . 0 0:
Old : 20: 9 8 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 81.0 86.1 93.8 61.4 81.0 85.6 89.9
Old : 61.4 81.0 86.1 93.8 61.4 81.0 85.6 89.9
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 366,608: 243,999 336,965 116,286 0 0 0 29,643 0 6,323 0 0: 0 0
Old : 366,608: 243,999 336,965 116,286 0 0 0 29,643 0 6,323 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -8,969: -2,694 -4,763 -2,069 0 -4,206 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 91.9 31.7 0.0 0.0 0.0 8.1 0.0 1.7 0.0 0.0: 0.0 0.0
Old : 100.0: 66.6 91.9 31.7 0.0 0.0 0.0 8.1 0.0 1.7 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 : 23: 11 11 . 0 0 0 . 0 . 0 0:
Old : 23: 11 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 : 60.8 89.0 84.7 96.5 59.5 89.0 82.4 96.5
Old : 60.8 89.0 84.7 96.5 59.5 89.0 82.4 96.5
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 328,335: 87,692 325,614 207,347 0 2,721 0 0 0 30,575 0 0: 0 0
Old : 328,335: 87,692 325,614 207,347 0 2,721 0 0 0 30,575 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -3,954: 9,328 -3,954 -13,282 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 99.2 63.2 0.0 0.8 0.0 0.0 0.0 9.3 0.0 0.0: 0.0 0.0
Old : 100.0: 26.7 99.2 63.2 0.0 0.8 0.0 0.0 0.0 9.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 9 . 0 . 0 0 0 . 0 0:
Old : 20: 8 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 : 84.0 91.9 97.1 98.4 84.0 91.9 95.3 98.2
Old : 84.0 91.9 97.1 98.4 84.0 91.9 95.3 98.2
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,029: 32,911 39,521 6,460 0 2,275 0 0 0 0 0 0: 383 233
Old : 42,029: 32,911 39,521 6,460 0 2,275 0 0 0 0 0 0: 383 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -1,086: 765 -1,086 -1,851 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 94.0 15.4 0.0 5.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.9 0.6
Old : 100.0: 78.3 94.0 15.4 0.0 5.4 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: 9 13 . 0 . 0 0 0 0 0 0:
Old : 20: 9 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 : 72.7 63.4 96.2 85.0 62.7 53.1 70.8 68.3
Old : 72.7 63.4 96.2 85.0 62.7 53.1 70.8 68.3
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 686,742: 570,214 645,077 74,863 0 41,665 0 0 0 0 0 0: 0 0
Old : 686,742: 570,214 645,077 74,863 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: July 15, 2014 :
: -19,923: 14,112 -19,923 -34,035 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 93.9 10.9 0.0 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.0 93.9 10.9 0.0 6.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 14 4 0 . 0 0 0 0 0 0:
Old : 23: 11 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 : 67.2 61.6 94.5 83.8 56.7 52.9 70.1 67.4
Old : 67.2 61.6 94.5 83.8 56.7 52.9 70.1 67.4
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 149,180: 101,918 97,093 9,613 9,815 28,962 3,950 7,680 4,355 0 1,147 128: 254 0
Old : 149,180: 101,918 97,093 9,613 9,815 28,962 3,950 7,680 4,355 0 1,147 128: 254 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -3,920: -3,920 2,260 0 -6,180 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 65.1 6.4 6.6 19.4 2.6 5.1 2.9 0.0 0.8 0.1: 0.2 0.0
Old : 100.0: 68.3 65.1 6.4 6.6 19.4 2.6 5.1 2.9 0.0 0.8 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 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 : 49.9 56.7 71.8 75.1 26.3 26.4 38.1 37.6
Old : 49.9 56.7 71.8 75.1 26.3 26.4 38.1 37.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,921,470: 2,179,308 1,612,292 47,136 310,170 690,288 0 308,720 0 4,738 0 0: 0 0
Old : 2,921,470: 2,179,308 1,612,292 47,136 310,170 690,288 0 308,720 0 4,738 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 134,435: -5,840 191,160 0 -197,000 140,275 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 55.2 1.6 10.6 23.6 0.0 10.6 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 74.6 55.2 1.6 10.6 23.6 0.0 10.6 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 : 68.6 72.4 88.2 88.3 29.1 30.5 40.8 40.5
Old : 68.6 72.4 88.2 88.3 29.1 30.5 40.8 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 20,206: 16,543 12,287 1,085 640 1,275 0 629 1,280 0 3,840 0: 23 255
Old : 20,206: 16,543 12,287 1,085 640 1,275 0 629 1,280 0 3,840 0: 23 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 0: 3,400 0 -3,400 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 60.8 5.4 3.2 6.3 0.0 3.1 6.3 0.0 19.0 0.0: 0.1 1.3
Old : 100.0: 81.9 60.8 5.4 3.2 6.3 0.0 3.1 6.3 0.0 19.0 0.0: 0.1 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 : 21: 11 10 . . . 0 . . 0 . 0:
Old : 21: 11 10 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 67.6 87.2 88.8 59.7 60.7 73.1 72.4
Old : 65.6 67.6 87.2 88.8 59.7 60.7 73.1 72.4
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,283: 37,321 42,952 7,101 0 3,581 0 1,470 1,280 0 0 0: 0 0
Old : 49,283: 37,321 42,952 7,101 0 3,581 0 1,470 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: July 15, 2014 :
: -425: 0 850 0 -850 -425 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 87.2 14.4 0.0 7.3 0.0 3.0 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 75.7 87.2 14.4 0.0 7.3 0.0 3.0 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 : 22: 13 10 . 0 . 0 . . 0 0 0:
Old : 22: 13 10 . 0 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 66.9 73.9 89.8 41.3 50.3 58.9 65.0
Old : 46.8 66.9 73.9 89.8 41.3 50.3 58.9 65.0
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,799: 59,703 49,579 0 13,638 8,382 1,905 0 3,200 1,353 0 0: 256 0
Old : 74,799: 59,703 49,579 0 13,638 8,382 1,905 0 3,200 1,353 0 0: 256 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -63: 447 1,277 0 -830 -510 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 66.3 0.0 18.2 11.2 2.5 0.0 4.3 1.8 0.0 0.0: 0.3 0.0
Old : 100.0: 79.8 66.3 0.0 18.2 11.2 2.5 0.0 4.3 1.8 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 15 0 4 . . 0 . . 0 0:
Old : 32: 22 15 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 : 46.7 65.4 72.7 86.8 33.9 43.7 45.3 52.5
Old : 46.7 65.4 72.7 86.8 33.9 43.7 45.3 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,954: 31,209 33,229 3,073 3,755 574 0 0 0 2,702 0 2,268: 128 128
Old : 39,954: 31,209 33,229 3,073 3,755 574 0 0 0 2,702 0 2,268: 128 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -1,666: 5,762 -944 -7,682 44 -766 0 0 0 1,020 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 83.2 7.7 9.4 1.4 0.0 0.0 0.0 6.8 0.0 5.7: 0.3 0.3
Old : 100.0: 78.1 83.2 7.7 9.4 1.4 0.0 0.0 0.0 6.8 0.0 5.7: 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 . 4 . 0 0 0 . 0 .:
Old : 24: 14 14 . 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 : 59.7 53.1 82.5 77.9 49.6 49.2 68.4 69.3
Old : 59.7 53.1 82.5 77.9 49.6 49.2 68.4 69.3
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,979: 33,042 26,188 2,450 8,379 1,382 0 0 0 105 880 0: 0 150
Old : 36,979: 33,042 26,188 2,450 8,379 1,382 0 0 0 105 880 0: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -1,557: -282 5,364 0 -5,668 -1,275 0 0 0 0 0 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 70.8 6.6 22.7 3.7 0.0 0.0 0.0 0.3 2.4 0.0: 0.0 0.4
Old : 100.0: 89.4 70.8 6.6 22.7 3.7 0.0 0.0 0.0 0.3 2.4 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 11 . . . 0 0 0 . . 0:
Old : 28: 17 11 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 60.4 69.8 87.6 46.0 51.8 65.6 74.9
Old : 47.4 60.4 69.8 87.6 46.0 51.8 65.6 74.9
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 321,571: 269,045 286,241 6,698 0 0 22,348 0 23,480 0 11,850 0: 0 0
Old : 321,571: 269,045 286,241 6,698 0 0 22,348 0 23,480 0 11,850 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 0: 28,541 0 -28,541 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 89.0 2.1 0.0 0.0 6.9 0.0 7.3 0.0 3.7 0.0: 0.0 0.0
Old : 100.0: 83.7 89.0 2.1 0.0 0.0 6.9 0.0 7.3 0.0 3.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 12 13 . 0 0 . 0 . 0 . 0:
Old : 23: 12 13 . 0 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 65.3 91.3 82.9 57.8 61.0 71.7 74.6
Old : 67.7 65.3 91.3 82.9 57.8 61.0 71.7 74.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 917,663: 564,955 642,600 121,385 138,426 112,947 94,686 0 23,690 0 0 0: 0 0
Old : 917,663: 564,955 642,600 121,385 138,426 112,947 94,686 0 23,690 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -3,954: -3,954 5,931 0 -9,885 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 70.0 13.2 15.1 12.3 10.3 0.0 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.6 70.0 13.2 15.1 12.3 10.3 0.0 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 : 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 : 63.2 56.5 85.0 75.2 38.5 32.2 46.6 47.1
Old : 63.2 56.5 85.0 75.2 38.5 32.2 46.6 47.1
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,719,361: 1,024,920 1,164,472 134,120 241,419 289,950 229,730 0 23,520 17,121 0 0: 0 0
Old : 1,719,361: 1,024,920 1,164,472 134,120 241,419 289,950 229,730 0 23,520 17,121 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -25,058: 7,590 -26,558 -9,060 1,568 -23,588 -23,520 0 23,520 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 67.7 7.8 14.0 16.9 13.4 0.0 1.4 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.6 67.7 7.8 14.0 16.9 13.4 0.0 1.4 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 : 29: 15 12 . . 4 . 0 . . 0 0:
Old : 29: 15 12 . . 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 : 53.7 78.6 79.8 92.3 42.1 61.7 56.7 66.5
Old : 53.7 78.6 79.8 92.3 42.1 61.7 56.7 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 625,842: 365,391 557,900 2,369 44,542 23,400 0 0 0 234,682 0 0: 0 0
Old : 625,842: 365,391 557,900 2,369 44,542 23,400 0 0 0 234,682 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -20,532: 49,988 60,632 0 -10,644 -70,520 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 89.1 0.4 7.1 3.7 0.0 0.0 0.0 37.5 0.0 0.0: 0.0 0.0
Old : 100.0: 58.4 89.1 0.4 7.1 3.7 0.0 0.0 0.0 37.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 12 . 4 . 0 0 0 . 0 0:
Old : 22: 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 : 75.4 57.6 91.0 82.2 65.7 52.3 73.7 67.2
Old : 75.4 57.6 91.0 82.2 65.7 52.3 73.7 67.2
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 452,736: 377,310 342,588 60,030 94,752 15,396 0 0 0 0 0 0: 0 0
Old : 452,736: 377,310 342,588 60,030 94,752 15,396 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: July 15, 2014 :
: -2,719: 31,169 109,217 5,096 -72,952 -38,984 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 75.7 13.3 20.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.3 75.7 13.3 20.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 12 11 . 4 . 0 0 0 0 0 0:
Old : 25: 12 11 . 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 62.5 86.3 86.4 42.8 48.8 68.9 67.0
Old : 55.0 62.5 86.3 86.4 42.8 48.8 68.9 67.0
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,309: 10,014 19,422 5,550 0 0 0 0 0 3,785 0 0: 960 887
Old : 20,309: 10,014 19,422 5,550 0 0 0 0 0 3,785 0 0: 960 887
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 240: 1,260 1,114 -900 -776 -120 0 0 0 0 0 0: 0 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 95.6 27.3 0.0 0.0 0.0 0.0 0.0 18.6 0.0 0.0: 4.7 4.4
Old : 100.0: 49.3 95.6 27.3 0.0 0.0 0.0 0.0 0.0 18.6 0.0 0.0: 4.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 16 . 0 0 0 0 0 . 0 0:
Old : 24: 11 16 . 0 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 50.7 90.0 81.4 71.1 50.7 88.2 81.1
Old : 72.4 50.7 90.0 81.4 71.1 50.7 88.2 81.1
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,685: 9,895 17,740 4,440 0 300 0 0 0 3,351 0 0: 699 645
Old : 18,685: 9,895 17,740 4,440 0 300 0 0 0 3,351 0 0: 699 645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 60: 1,080 660 -900 -480 -120 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 94.9 23.8 0.0 1.6 0.0 0.0 0.0 17.9 0.0 0.0: 3.7 3.5
Old : 100.0: 53.0 94.9 23.8 0.0 1.6 0.0 0.0 0.0 17.9 0.0 0.0: 3.7 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 : 24: 8 16 . 0 . 0 0 0 . 0 0:
Old : 24: 8 16 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 52.5 94.6 78.5 76.0 52.5 87.4 75.3
Old : 80.0 52.5 94.6 78.5 76.0 52.5 87.4 75.3
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,188: 10,624 10,879 95 2,314 220 125 300 0 2,348 0 415: 361 60
Old : 14,188: 10,624 10,879 95 2,314 220 125 300 0 2,348 0 415: 361 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -105: -790 -115 0 60 -50 0 0 0 735 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 76.7 0.7 16.3 1.6 0.9 2.1 0.0 16.5 0.0 2.9: 2.5 0.4
Old : 100.0: 74.9 76.7 0.7 16.3 1.6 0.9 2.1 0.0 16.5 0.0 2.9: 2.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 18 . . 4 . . 0 . 0 .:
Old : 32: 19 18 . . 4 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 57.4 76.1 74.2 49.4 50.5 60.2 63.6
Old : 58.5 57.4 76.1 74.2 49.4 50.5 60.2 63.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,453: 7,559 8,536 1,060 3,570 50 0 0 0 2,615 0 225: 944 72
Old : 12,453: 7,559 8,536 1,060 3,570 50 0 0 0 2,615 0 225: 944 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 375: -10 75 -225 300 0 0 0 0 600 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 68.5 8.5 28.7 0.4 0.0 0.0 0.0 21.0 0.0 1.8: 7.6 0.6
Old : 100.0: 60.7 68.5 8.5 28.7 0.4 0.0 0.0 0.0 21.0 0.0 1.8: 7.6 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: 12 14 . . . 0 0 0 . 0 .:
Old : 22: 12 14 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 57.7 81.2 78.3 45.4 40.4 59.7 59.4
Old : 60.7 57.7 81.2 78.3 45.4 40.4 59.7 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,572: 12,623 6,834 559 5,434 294 0 350 0 0 970 600: 496 90
Old : 14,572: 12,623 6,834 559 5,434 294 0 350 0 0 970 600: 496 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 1,575: 1,440 1,025 40 265 -25 0 0 0 0 250 0: 120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 46.9 3.8 37.3 2.0 0.0 2.4 0.0 0.0 6.7 4.1: 3.4 0.6
Old : 100.0: 86.6 46.9 3.8 37.3 2.0 0.0 2.4 0.0 0.0 6.7 4.1: 3.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 14 . . . 0 . 0 0 . .:
Old : 30: 18 14 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 56.1 69.9 83.8 39.4 52.4 54.8 68.8
Old : 49.0 56.1 69.9 83.8 39.4 52.4 54.8 68.8
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,510: 8,991 6,876 260 2,999 295 0 0 0 465 0 75: 424 265
Old : 10,510: 8,991 6,876 260 2,999 295 0 0 0 465 0 75: 424 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 1,131: 691 786 0 275 10 0 0 0 300 0 0: 130 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 65.4 2.5 28.5 2.8 0.0 0.0 0.0 4.4 0.0 0.7: 4.0 2.5
Old : 100.0: 85.5 65.4 2.5 28.5 2.8 0.0 0.0 0.0 4.4 0.0 0.7: 4.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . 4 . 0 0 0 . 0 .:
Old : 27: 15 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 : 56.1 64.0 79.8 84.3 49.9 57.1 68.2 73.4
Old : 56.1 64.0 79.8 84.3 49.9 57.1 68.2 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 4,740: 3,785 3,010 275 490 135 285 0 100 0 0 0: 160 1,005
Old : 4,740: 3,785 3,010 275 490 135 285 0 100 0 0 0: 160 1,005
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 225: 225 40 0 100 -60 -25 0 25 0 0 0: 60 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 63.5 5.8 10.3 2.8 6.0 0.0 2.1 0.0 0.0 0.0: 3.4 21.2
Old : 100.0: 79.9 63.5 5.8 10.3 2.8 6.0 0.0 2.1 0.0 0.0 0.0: 3.4 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 14 . . . . 0 . 0 0 0:
Old : 20: 13 14 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 46.2 79.5 65.8 47.6 35.4 61.3 45.3
Old : 53.7 46.2 79.5 65.8 47.6 35.4 61.3 45.3
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,435: 54,876 55,926 1,640 40 285 0 0 0 525 1,050 0: 1,109 1,134
Old : 58,435: 54,876 55,926 1,640 40 285 0 0 0 525 1,050 0: 1,109 1,134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -1,200: -1,130 -290 475 -575 -490 0 0 0 0 0 0: -55 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 95.7 2.8 0.1 0.5 0.0 0.0 0.0 0.9 1.8 0.0: 1.9 1.9
Old : 100.0: 93.9 95.7 2.8 0.1 0.5 0.0 0.0 0.0 0.9 1.8 0.0: 1.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 15 . . . 0 0 0 . . 0:
Old : 26: 15 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 : 82.2 82.9 92.1 93.7 82.2 80.9 91.0 89.5
Old : 82.2 82.9 92.1 93.7 82.2 80.9 91.0 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 54,277: 51,932 51,652 1,365 25 395 0 0 0 25 950 0: 560 1,255
Old : 54,277: 51,932 51,652 1,365 25 395 0 0 0 25 950 0: 560 1,255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -1,275: -1,150 -460 475 -425 -545 0 0 0 0 0 0: -55 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 95.2 2.5 0.0 0.7 0.0 0.0 0.0 0.0 1.8 0.0: 1.0 2.3
Old : 100.0: 95.7 95.2 2.5 0.0 0.7 0.0 0.0 0.0 0.0 1.8 0.0: 1.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 15 15 . . . 0 0 0 . . 0:
Old : 25: 15 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 : 86.4 85.0 94.2 94.4 85.6 83.1 92.6 90.3
Old : 86.4 85.0 94.2 94.4 85.6 83.1 92.6 90.3
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,740: 10,405 7,980 0 1,760 0 0 500 0 0 250 0: 335 250
Old : 10,740: 10,405 7,980 0 1,760 0 0 500 0 0 250 0: 335 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -450: 55 -415 -440 30 -65 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 74.3 0.0 16.4 0.0 0.0 4.7 0.0 0.0 2.3 0.0: 3.1 2.3
Old : 100.0: 96.9 74.3 0.0 16.4 0.0 0.0 4.7 0.0 0.0 2.3 0.0: 3.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 9 0 . 0 0 . 0 0 . 0:
Old : 22: 11 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 : 71.3 55.0 92.9 85.1 51.1 44.0 62.2 59.2
Old : 71.3 55.0 92.9 85.1 51.1 44.0 62.2 59.2
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,870: 16,915 12,465 50 0 650 0 1,700 0 0 2,945 0: 255 110
Old : 17,870: 16,915 12,465 50 0 650 0 1,700 0 0 2,945 0: 255 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -80: 140 -30 -50 0 50 0 0 0 0 -100 0: -220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 69.8 0.3 0.0 3.6 0.0 9.5 0.0 0.0 16.5 0.0: 1.4 0.6
Old : 100.0: 94.7 69.8 0.3 0.0 3.6 0.0 9.5 0.0 0.0 16.5 0.0: 1.4 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 11 . 0 . 0 . 0 0 . 0:
Old : 22: 13 11 . 0 . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 55.9 86.1 87.5 62.3 53.4 71.8 74.2
Old : 67.6 55.9 86.1 87.5 62.3 53.4 71.8 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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,597: 21,907 21,192 30 0 0 0 1,000 0 0 300 0: 660 105
Old : 22,597: 21,907 21,192 30 0 0 0 1,000 0 0 300 0: 660 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -68: 262 117 -145 0 -185 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 93.8 0.1 0.0 0.0 0.0 4.4 0.0 0.0 1.3 0.0: 2.9 0.5
Old : 100.0: 96.9 93.8 0.1 0.0 0.0 0.0 4.4 0.0 0.0 1.3 0.0: 2.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 10 . 0 0 0 . 0 0 . 0:
Old : 21: 13 10 . 0 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 89.2 88.7 98.2 69.2 80.9 83.8 89.3
Old : 70.4 89.2 88.7 98.2 69.2 80.9 83.8 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,683: 42,392 51,114 435 215 1,270 3,650 0 0 4,807 0 736: 4,393 4,348
Old : 57,683: 42,392 51,114 435 215 1,270 3,650 0 0 4,807 0 736: 4,393 4,348
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -1,710: -1,635 400 50 -2,085 -25 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 88.6 0.8 0.4 2.2 6.3 0.0 0.0 8.3 0.0 1.3: 7.6 7.5
Old : 100.0: 73.5 88.6 0.8 0.4 2.2 6.3 0.0 0.0 8.3 0.0 1.3: 7.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 21 . . . . 0 0 . 0 .:
Old : 33: 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 : 50.8 49.6 72.7 71.3 47.3 49.6 64.8 66.8
Old : 50.8 49.6 72.7 71.3 47.3 49.6 64.8 66.8
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,195: 40,385 46,150 415 250 1,130 2,550 0 0 3,315 250 454: 3,946 3,961
Old : 52,195: 40,385 46,150 415 250 1,130 2,550 0 0 3,315 250 454: 3,946 3,961
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -1,305: -1,600 1,160 350 -2,460 -5 0 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 88.4 0.8 0.5 2.2 4.9 0.0 0.0 6.4 0.5 0.9: 7.6 7.6
Old : 100.0: 77.4 88.4 0.8 0.5 2.2 4.9 0.0 0.0 6.4 0.5 0.9: 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: 18 19 . . . . 0 0 . . .:
Old : 32: 18 19 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 47.6 76.0 70.0 44.0 47.6 63.0 65.9
Old : 53.5 47.6 76.0 70.0 44.0 47.6 63.0 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,242: 8,427 8,742 25 500 400 1,095 0 0 0 0 0: 295 600
Old : 10,242: 8,427 8,742 25 500 400 1,095 0 0 0 0 0: 295 600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 85.4 0.2 4.9 3.9 10.7 0.0 0.0 0.0 0.0 0.0: 2.9 5.9
Old : 100.0: 82.3 85.4 0.2 4.9 3.9 10.7 0.0 0.0 0.0 0.0 0.0: 2.9 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 14 . . . . 0 0 0 0 0:
Old : 20: 13 14 . . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 52.9 79.9 77.2 36.8 30.7 47.6 44.6
Old : 49.9 52.9 79.9 77.2 36.8 30.7 47.6 44.6
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,775: 31,870 29,001 235 770 1,090 0 4,700 250 4,125 1,950 130: 2,075 1,884
Old : 39,775: 31,870 29,001 235 770 1,090 0 4,700 250 4,125 1,950 130: 2,075 1,884
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 115: 2,355 130 -2,150 0 0 0 -25 0 0 100 -90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 72.9 0.6 1.9 2.7 0.0 11.8 0.6 10.4 4.9 0.3: 5.2 4.7
Old : 100.0: 80.1 72.9 0.6 1.9 2.7 0.0 11.8 0.6 10.4 4.9 0.3: 5.2 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 : 30: 19 19 . . . 0 . . . . .:
Old : 30: 19 19 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 50.3 79.9 71.8 55.0 39.5 62.6 57.9
Old : 58.0 50.3 79.9 71.8 55.0 39.5 62.6 57.9
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 35,730: 29,680 32,915 2,450 170 600 0 200 1,150 1,200 0 330: 320 365
Old : 35,730: 29,680 32,915 2,450 170 600 0 200 1,150 1,200 0 330: 320 365
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 270: 2,640 270 -2,370 0 0 0 -100 100 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 92.1 6.9 0.5 1.7 0.0 0.6 3.2 3.4 0.0 0.9: 0.9 1.0
Old : 100.0: 83.1 92.1 6.9 0.5 1.7 0.0 0.6 3.2 3.4 0.0 0.9: 0.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 16 . . . 0 . . . 0 .:
Old : 29: 18 16 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 62.0 70.9 78.6 44.1 58.3 61.2 68.9
Old : 51.5 62.0 70.9 78.6 44.1 58.3 61.2 68.9
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,255: 10,505 21,205 1,200 700 600 0 2,585 735 13,700 1,200 0: 515 230
Old : 27,255: 10,505 21,205 1,200 700 600 0 2,585 735 13,700 1,200 0: 515 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -300: 0 300 0 -300 -300 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 77.8 4.4 2.6 2.2 0.0 9.5 2.7 50.3 4.4 0.0: 1.9 0.8
Old : 100.0: 38.5 77.8 4.4 2.6 2.2 0.0 9.5 2.7 50.3 4.4 0.0: 1.9 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 : 23: 14 12 . . . 0 . . . . 0:
Old : 23: 14 12 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 60.1 83.9 89.3 64.8 48.9 72.3 70.1
Old : 69.3 60.1 83.9 89.3 64.8 48.9 72.3 70.1
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,635: 17,625 16,055 300 2,150 300 0 0 300 0 200 0: 1,110 630
Old : 19,635: 17,625 16,055 300 2,150 300 0 0 300 0 200 0: 1,110 630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -1,300: -1,300 150 0 -1,450 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 81.8 1.5 10.9 1.5 0.0 0.0 1.5 0.0 1.0 0.0: 5.7 3.2
Old : 100.0: 89.8 81.8 1.5 10.9 1.5 0.0 0.0 1.5 0.0 1.0 0.0: 5.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 . 0 . 0:
Old : 20: 12 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 : 78.5 71.6 87.5 88.7 76.0 69.7 83.0 82.9
Old : 78.5 71.6 87.5 88.7 76.0 69.7 83.0 82.9
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, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,948: 21,585 22,915 180 735 880 1,725 0 675 4,835 5,125 23: 2,045 1,595
Old : 31,948: 21,585 22,915 180 735 880 1,725 0 675 4,835 5,125 23: 2,045 1,595
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -672: -375 630 0 -975 -175 -25 0 0 55 0 -32: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 71.7 0.6 2.3 2.8 5.4 0.0 2.1 15.1 16.0 0.1: 6.4 5.0
Old : 100.0: 67.6 71.7 0.6 2.3 2.8 5.4 0.0 2.1 15.1 16.0 0.1: 6.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 . . . . 0 . . . .:
Old : 31: 18 17 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 46.3 70.8 65.7 42.8 41.2 59.8 58.1
Old : 49.9 46.3 70.8 65.7 42.8 41.2 59.8 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, July 22, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,660: 22,125 21,600 0 775 275 150 0 825 0 10 995: 1,290 1,180
Old : 25,660: 22,125 21,600 0 775 275 150 0 825 0 10 995: 1,290 1,180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: 345: 335 630 0 -490 40 -100 0 100 -85 10 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 84.2 0.0 3.0 1.1 0.6 0.0 3.2 0.0 0.0 3.9: 5.0 4.6
Old : 100.0: 86.2 84.2 0.0 3.0 1.1 0.6 0.0 3.2 0.0 0.0 3.9: 5.0 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 : 25: 19 17 0 . . . 0 . 0 . .:
Old : 25: 19 17 0 . . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 46.7 66.1 68.9 32.4 32.7 47.3 45.2
Old : 43.2 46.7 66.1 68.9 32.4 32.7 47.3 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2014