COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 92,853: 13,592 25,718 2,048 1,000 3,163 4,427 5,737 2,250 50,756 37,898 8,178: 8,439 8,909
Old : 92,853: 13,592 25,718 2,048 1,000 3,163 4,427 5,737 2,250 50,756 37,898 8,178: 8,439 8,909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,226: -1,303 151 94 -29 38 -103 -1,162 180 -4,767 -5,319 1,185: 6,902 7,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 27.7 2.2 1.1 3.4 4.8 6.2 2.4 54.7 40.8 8.8: 9.1 9.6
Old : 100.0: 14.6 27.7 2.2 1.1 3.4 4.8 6.2 2.4 54.7 40.8 8.8: 9.1 9.6
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 : 53: 12 12 . . . . . . 18 14 20:
Old : 53: 12 12 . . . . . . 18 14 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 36.0 60.6 52.7 42.2 35.5 54.4 48.7
Old : 43.5 36.0 60.6 52.7 42.2 35.5 54.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,306: 10,955 4,465 2,047 285 990 370 550 1,490 10,707 18,224 2,241: 2,506 3,061
Old : 31,306: 10,955 4,465 2,047 285 990 370 550 1,490 10,707 18,224 2,241: 2,506 3,061
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -191: 275 -980 -507 -105 157 -275 435 -205 -874 -1,311 -448: 1,686 2,266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 14.3 6.5 0.9 3.2 1.2 1.8 4.8 34.2 58.2 7.2: 8.0 9.8
Old : 100.0: 35.0 14.3 6.5 0.9 3.2 1.2 1.8 4.8 34.2 58.2 7.2: 8.0 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 9 6 . . . . . . 12 13 15:
Old : 42: 9 6 . . . . . . 12 13 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 : 46.3 49.8 63.1 65.2 44.2 46.0 58.1 57.6
Old : 46.3 49.8 63.1 65.2 44.2 46.0 58.1 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 171,062: 101,111 107,019 0 15,346 21,717 6,308 4,314 5,902 21,964 2,576 13,291: 769 898
Old : 171,062: 101,111 107,019 0 15,346 21,717 6,308 4,314 5,902 21,964 2,576 13,291: 769 898
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,578: 388 -441 -451 1,251 -7 280 652 534 649 -651 191: -5 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 62.6 0.0 9.0 12.7 3.7 2.5 3.5 12.8 1.5 7.8: 0.4 0.5
Old : 100.0: 59.1 62.6 0.0 9.0 12.7 3.7 2.5 3.5 12.8 1.5 7.8: 0.4 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 : 81: 46 47 0 8 6 4 5 8 10 4 11:
Old : 81: 46 47 0 8 6 4 5 8 10 4 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 29.9 50.7 48.0 18.3 15.6 30.6 26.5
Old : 33.1 29.9 50.7 48.0 18.3 15.6 30.6 26.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,742: 19,580 44,404 18,498 3,793 1,075 9,802 0 1,179 473 155 135: 0 -0
Old : 50,742: 19,580 44,404 18,498 3,793 1,075 9,802 0 1,179 473 155 135: 0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 608: 946 397 -822 -23 0 -24 0 178 249 -25 81: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 87.5 36.5 7.5 2.1 19.3 0.0 2.3 0.9 0.3 0.3: 0.0 -0.0
Old : 100.0: 38.6 87.5 36.5 7.5 2.1 19.3 0.0 2.3 0.9 0.3 0.3: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 20 . . . . 0 . . . .:
Old : 33: 20 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 : 73.8 52.2 86.9 77.7 69.8 49.4 79.3 74.0
Old : 73.8 52.2 86.9 77.7 69.8 49.4 79.3 74.0
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 402,116: 220,654 337,857 102,673 23,270 15,670 36,488 0 25,319 1,312 0 0: 0 0
Old : 402,116: 220,654 337,857 102,673 23,270 15,670 36,488 0 25,319 1,312 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 6,096: 6,039 5,800 -5,216 0 952 4,649 0 -656 328 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 84.0 25.5 5.8 3.9 9.1 0.0 6.3 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 54.9 84.0 25.5 5.8 3.9 9.1 0.0 6.3 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 : 33: 20 17 . . . . 0 . . 0 0:
Old : 33: 20 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 : 56.0 60.9 82.6 86.5 45.4 55.9 69.0 72.9
Old : 56.0 60.9 82.6 86.5 45.4 55.9 69.0 72.9
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,566,748: 1,128,853 1,306,533 179,794 28,749 136,747 0 26,927 8,301 59,039 5,478 54,013: 0 0
Old : 1,566,748: 1,128,853 1,306,533 179,794 28,749 136,747 0 26,927 8,301 59,039 5,478 54,013: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 61,861: 37,207 24,954 -4,462 -1,330 31,101 0 5,175 -1,184 -408 3,538 -393: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 83.4 11.5 1.8 8.7 0.0 1.7 0.5 3.8 0.3 3.4: 0.0 0.0
Old : 100.0: 72.1 83.4 11.5 1.8 8.7 0.0 1.7 0.5 3.8 0.3 3.4: 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 : 60: 34 37 6 . 6 0 . . 5 . 4:
Old : 60: 34 37 6 . 6 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 : 43.0 36.3 61.6 53.1 31.0 30.7 40.7 37.9
Old : 43.0 36.3 61.6 53.1 31.0 30.7 40.7 37.9
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,023: 37,101 23,887 23 11,260 1,850 644 2,361 5,006 1,023 1,282 377: 0 0
Old : 46,023: 37,101 23,887 23 11,260 1,850 644 2,361 5,006 1,023 1,282 377: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 84: -349 679 0 -320 10 25 -456 96 281 52 22: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 51.9 0.0 24.5 4.0 1.4 5.1 10.9 2.2 2.8 0.8: 0.0 0.0
Old : 100.0: 80.6 51.9 0.0 24.5 4.0 1.4 5.1 10.9 2.2 2.8 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 : 36: 22 18 . . . . . . . . .:
Old : 36: 22 18 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 52.6 72.2 76.9 37.6 35.9 51.5 49.9
Old : 49.0 52.6 72.2 76.9 37.6 35.9 51.5 49.9
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 309,571: 207,690 214,555 82,547 23,170 4,176 0 52,384 13,270 648 776 1,240: 0 0
Old : 309,571: 207,690 214,555 82,547 23,170 4,176 0 52,384 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 22, 2014 :
: 4,202: 6,106 2,248 -1,904 0 0 0 1,954 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.1 69.3 26.7 7.5 1.3 0.0 16.9 4.3 0.2 0.3 0.4: 0.0 0.0
Old : 100.0: 67.1 69.3 26.7 7.5 1.3 0.0 16.9 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 : 28: 12 13 . . . 0 . . . . .:
Old : 28: 12 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 : 61.4 61.7 85.4 88.5 55.0 50.0 75.3 73.3
Old : 61.4 61.7 85.4 88.5 55.0 50.0 75.3 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 659,859: 526,012 523,250 18,804 66,620 65,800 38,831 0 4,189 6,223 0 0: 0 0
Old : 659,859: 526,012 523,250 18,804 66,620 65,800 38,831 0 4,189 6,223 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 20,422: 9,886 21,694 0 -9,360 9,360 1,696 0 -1,272 752 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 79.3 2.8 10.1 10.0 5.9 0.0 0.6 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 79.7 79.3 2.8 10.1 10.0 5.9 0.0 0.6 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: 21 25 . 4 . . 0 . . 0 0:
Old : 38: 21 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 : 46.5 49.6 69.7 70.1 32.1 35.2 45.3 49.7
Old : 46.5 49.6 69.7 70.1 32.1 35.2 45.3 49.7
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,705: 40,199 45,749 6,355 1,244 875 3,621 0 781 2,944 5,910 1,166: 764 980
Old : 56,705: 40,199 45,749 6,355 1,244 875 3,621 0 781 2,944 5,910 1,166: 764 980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,318: 867 192 1,207 0 132 133 0 -42 0 2,036 0: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 80.7 11.2 2.2 1.5 6.4 0.0 1.4 5.2 10.4 2.1: 1.3 1.7
Old : 100.0: 70.9 80.7 11.2 2.2 1.5 6.4 0.0 1.4 5.2 10.4 2.1: 1.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 26 . . . 4 0 . . . .:
Old : 40: 26 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 : 48.7 52.8 71.9 70.4 43.2 49.0 57.1 59.3
Old : 48.7 52.8 71.9 70.4 43.2 49.0 57.1 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,105: 35,765 44,785 8,350 0 250 0 0 0 150 0 0: 590 70
Old : 45,105: 35,765 44,785 8,350 0 250 0 0 0 150 0 0: 590 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,570: 2,820 2,530 -600 0 0 0 0 0 0 0 0: 350 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 99.3 18.5 0.0 0.6 0.0 0.0 0.0 0.3 0.0 0.0: 1.3 0.2
Old : 100.0: 79.3 99.3 18.5 0.0 0.6 0.0 0.0 0.0 0.3 0.0 0.0: 1.3 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 : 31: 18 17 . 0 . 0 0 0 . 0 0:
Old : 31: 18 17 . 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 : 53.0 84.2 76.4 94.6 49.7 80.8 68.7 85.8
Old : 53.0 84.2 76.4 94.6 49.7 80.8 68.7 85.8
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 3,450: 2,550 2,200 700 0 0 0 1,050 0 0 100 0: 200 100
Old : 3,450: 2,550 2,200 700 0 0 0 1,050 0 0 100 0: 200 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -2,350: -2,850 -1,200 700 -50 -150 -100 -550 0 -100 100 0: 150 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 63.8 20.3 0.0 0.0 0.0 30.4 0.0 0.0 2.9 0.0: 5.8 2.9
Old : 100.0: 73.9 63.8 20.3 0.0 0.0 0.0 30.4 0.0 0.0 2.9 0.0: 5.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 6 10 . 0 0 0 . 0 0 . 0:
Old : 21: 6 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 : 87.0 66.7 94.2 82.6 87.0 66.7 94.2 82.6
Old : 87.0 66.7 94.2 82.6 87.0 66.7 94.2 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,696: 49,161 60,146 10,505 0 250 50 250 50 150 0 0: 530 0
Old : 60,696: 49,161 60,146 10,505 0 250 50 250 50 150 0 0: 530 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,526: 2,626 2,726 -450 0 0 0 -200 0 0 0 0: 350 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 99.1 17.3 0.0 0.4 0.1 0.4 0.1 0.2 0.0 0.0: 0.9 0.0
Old : 100.0: 81.0 99.1 17.3 0.0 0.4 0.1 0.4 0.1 0.2 0.0 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 29 20 . 0 . . . . . 0 0:
Old : 41: 29 20 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 84.7 71.5 92.0 50.3 81.0 63.9 86.1
Old : 52.5 84.7 71.5 92.0 50.3 81.0 63.9 86.1
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,370: 7,770 9,170 1,950 100 400 0 0 0 200 650 50: 0 0
Old : 10,370: 7,770 9,170 1,950 100 400 0 0 0 200 650 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 700: 450 650 -50 0 50 0 0 0 200 -50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 88.4 18.8 1.0 3.9 0.0 0.0 0.0 1.9 6.3 0.5: 0.0 0.0
Old : 100.0: 74.9 88.4 18.8 1.0 3.9 0.0 0.0 0.0 1.9 6.3 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 17 . . . 0 0 0 . . .:
Old : 32: 16 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 : 51.6 44.8 72.3 70.0 47.7 41.5 63.8 63.7
Old : 51.6 44.8 72.3 70.0 47.7 41.5 63.8 63.7
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 280,216: 195,096 240,712 40,296 0 30,832 10,816 0 2,768 0 5,496 408: 0 0
Old : 280,216: 195,096 240,712 40,296 0 30,832 10,816 0 2,768 0 5,496 408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 3,448: 3,072 1,816 -360 0 768 376 -768 0 0 2,040 -408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 85.9 14.4 0.0 11.0 3.9 0.0 1.0 0.0 2.0 0.1: 0.0 0.0
Old : 100.0: 69.6 85.9 14.4 0.0 11.0 3.9 0.0 1.0 0.0 2.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 19 20 4 0 . . 0 . 0 . .:
Old : 34: 19 20 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 : 39.3 62.5 61.6 80.2 29.7 47.8 45.5 55.2
Old : 39.3 62.5 61.6 80.2 29.7 47.8 45.5 55.2
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 12,129: 8,971 7,098 0 2,777 678 0 126 107 1,897 1,002 213: 263 128
Old : 12,129: 8,971 7,098 0 2,777 678 0 126 107 1,897 1,002 213: 263 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 207: 121 292 0 -109 21 0 7 0 63 -3 -42: 44 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 58.5 0.0 22.9 5.6 0.0 1.0 0.9 15.6 8.3 1.8: 2.2 1.1
Old : 100.0: 74.0 58.5 0.0 22.9 5.6 0.0 1.0 0.9 15.6 8.3 1.8: 2.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 14 0 4 . 0 . . . . .:
Old : 29: 14 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 : 46.7 50.1 75.4 72.6 39.4 45.2 61.6 65.1
Old : 46.7 50.1 75.4 72.6 39.4 45.2 61.6 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,500: 14,300 12,850 0 4,300 750 500 0 150 2,600 250 200: 0 0
Old : 18,500: 14,300 12,850 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 22, 2014 :
: -100: -100 -100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 69.5 0.0 23.2 4.1 2.7 0.0 0.8 14.1 1.4 1.1: 0.0 0.0
Old : 100.0: 77.3 69.5 0.0 23.2 4.1 2.7 0.0 0.8 14.1 1.4 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 : 53.0 66.2 78.6 90.8 51.9 62.2 73.2 78.9
Old : 53.0 66.2 78.6 90.8 51.9 62.2 73.2 78.9
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,035: 15,985 16,880 975 200 775 290 0 20 750 1,100 0: 240 60
Old : 19,035: 15,985 16,880 975 200 775 290 0 20 750 1,100 0: 240 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,815: 1,375 1,715 -100 0 100 0 0 0 200 0 0: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 88.7 5.1 1.1 4.1 1.5 0.0 0.1 3.9 5.8 0.0: 1.3 0.3
Old : 100.0: 84.0 88.7 5.1 1.1 4.1 1.5 0.0 0.1 3.9 5.8 0.0: 1.3 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 : 36: 17 20 . . . . 0 . . . 0:
Old : 36: 17 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 : 51.7 53.2 74.9 70.2 43.1 42.7 56.8 58.2
Old : 51.7 53.2 74.9 70.2 43.1 42.7 56.8 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,187: 10,822 7,037 600 3,830 150 0 535 375 0 0 0: 240 260
Old : 12,187: 10,822 7,037 600 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 22, 2014 :
: -75: -75 -75 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 57.7 4.9 31.4 1.2 0.0 4.4 3.1 0.0 0.0 0.0: 2.0 2.1
Old : 100.0: 88.8 57.7 4.9 31.4 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 15 . . . 0 . . 0 0 0:
Old : 29: 21 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 : 49.3 51.2 68.6 73.8 46.4 46.5 60.4 61.5
Old : 49.3 51.2 68.6 73.8 46.4 46.5 60.4 61.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,010: 14,448 14,673 243 775 2,570 1,100 0 687 387 238 0: 575 1,067
Old : 20,010: 14,448 14,673 243 775 2,570 1,100 0 687 387 238 0: 575 1,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 106: -4 -23 195 0 0 -42 0 21 0 107 0: -64 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 73.3 1.2 3.9 12.8 5.5 0.0 3.4 1.9 1.2 0.0: 2.9 5.3
Old : 100.0: 72.2 73.3 1.2 3.9 12.8 5.5 0.0 3.4 1.9 1.2 0.0: 2.9 5.3
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 : 36: 25 21 . . . . 0 . . . 0:
Old : 36: 25 21 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 55.4 55.1 71.4 23.7 39.9 36.9 47.6
Old : 34.7 55.4 55.1 71.4 23.7 39.9 36.9 47.6
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,365: 29,145 22,911 1,202 1,240 2,049 0 4,056 1,469 0 2,195 335: 165 110
Old : 34,365: 29,145 22,911 1,202 1,240 2,049 0 4,056 1,469 0 2,195 335: 165 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 823: 650 623 -122 0 -40 0 -95 300 0 0 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.8 66.7 3.5 3.6 6.0 0.0 11.8 4.3 0.0 6.4 1.0: 0.5 0.3
Old : 100.0: 84.8 66.7 3.5 3.6 6.0 0.0 11.8 4.3 0.0 6.4 1.0: 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 : 42: 30 27 4 . . 0 . . 0 4 .:
Old : 42: 30 27 4 . . 0 . . 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 : 34.6 49.3 54.8 69.2 30.5 36.4 46.0 53.7
Old : 34.6 49.3 54.8 69.2 30.5 36.4 46.0 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,110: 36,225 28,849 741 5,440 789 225 2,834 2,675 790 978 1,530: 135 15
Old : 43,110: 36,225 28,849 741 5,440 789 225 2,834 2,675 790 978 1,530: 135 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,020: 735 781 0 57 -15 0 -187 300 140 229 -145: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 66.9 1.7 12.6 1.8 0.5 6.6 6.2 1.8 2.3 3.5: 0.3 0.0
Old : 100.0: 84.0 66.9 1.7 12.6 1.8 0.5 6.6 6.2 1.8 2.3 3.5: 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 : 38.2 40.4 61.0 60.3 33.1 30.7 50.9 47.0
Old : 38.2 40.4 61.0 60.3 33.1 30.7 50.9 47.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,335: 35,895 30,985 100 6,100 1,250 0 0 0 850 0 0: 240 0
Old : 38,335: 35,895 30,985 100 6,100 1,250 0 0 0 850 0 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 300: 50 300 0 0 0 0 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 80.8 0.3 15.9 3.3 0.0 0.0 0.0 2.2 0.0 0.0: 0.6 0.0
Old : 100.0: 93.6 80.8 0.3 15.9 3.3 0.0 0.0 0.0 2.2 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 : 53.0 93.0 72.9 99.5 51.7 80.9 68.3 83.3
Old : 53.0 93.0 72.9 99.5 51.7 80.9 68.3 83.3
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,054: 46,494 41,394 400 6,110 1,550 0 0 0 550 0 0: 60 0
Old : 49,054: 46,494 41,394 400 6,110 1,550 0 0 0 550 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,500: 2,400 2,500 0 0 0 0 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 84.4 0.8 12.5 3.2 0.0 0.0 0.0 1.1 0.0 0.0: 0.1 0.0
Old : 100.0: 94.8 84.4 0.8 12.5 3.2 0.0 0.0 0.0 1.1 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 : 52.2 92.1 70.5 97.2 52.2 83.5 68.6 86.3
Old : 52.2 92.1 70.5 97.2 52.2 83.5 68.6 86.3
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 447,484: 277,009 388,082 79,648 22,629 3,896 42,464 0 22,045 16,325 4,735 6,097: 0 0
Old : 447,484: 277,009 388,082 79,648 22,629 3,896 42,464 0 22,045 16,325 4,735 6,097: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 5: 4,170 -2,305 -1,840 1,633 -841 -1,507 0 -834 -807 688 1,664: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 86.7 17.8 5.1 0.9 9.5 0.0 4.9 3.6 1.1 1.4: 0.0 0.0
Old : 100.0: 61.9 86.7 17.8 5.1 0.9 9.5 0.0 4.9 3.6 1.1 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 24 27 4 . . . 0 . . . .:
Old : 41: 24 27 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 : 46.7 46.6 68.7 66.8 41.0 43.1 56.7 58.0
Old : 46.7 46.6 68.7 66.8 41.0 43.1 56.7 58.0
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 33,073: 19,682 27,813 4,097 1,651 449 4,247 151 933 1,033 547 1,465: 1,168 65
Old : 33,073: 19,682 27,813 4,097 1,651 449 4,247 151 933 1,033 547 1,465: 1,168 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 805: 224 40 -39 122 65 17 -42 -23 -518 -414 1,079: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 84.1 12.4 5.0 1.4 12.8 0.5 2.8 3.1 1.7 4.4: 3.5 0.2
Old : 100.0: 59.5 84.1 12.4 5.0 1.4 12.8 0.5 2.8 3.1 1.7 4.4: 3.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 25 30 . . . . . . . . .:
Old : 45: 25 30 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.8 68.3 56.6 39.0 31.1 53.0 49.0
Old : 42.8 34.8 68.3 56.6 39.0 31.1 53.0 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,746: 9,442 11,659 2,290 0 713 74 0 2,072 25 172 130: 0 0
Old : 14,746: 9,442 11,659 2,290 0 713 74 0 2,072 25 172 130: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -55: -26 -183 127 0 0 -232 0 76 0 52 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 79.1 15.5 0.0 4.8 0.5 0.0 14.1 0.2 1.2 0.9: 0.0 0.0
Old : 100.0: 64.0 79.1 15.5 0.0 4.8 0.5 0.0 14.1 0.2 1.2 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 9 . 0 . . 0 . . . .:
Old : 25: 16 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 : 51.3 87.8 75.9 97.2 44.1 74.2 61.8 75.5
Old : 51.3 87.8 75.9 97.2 44.1 74.2 61.8 75.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 489,583: 336,392 458,999 130,174 0 3,152 0 7,274 17,496 2,369 2,662 0: 0 0
Old : 489,583: 336,392 458,999 130,174 0 3,152 0 7,274 17,496 2,369 2,662 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,775: -1,488 86 -1,153 0 752 0 -3,479 4,664 0 752 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.7 93.8 26.6 0.0 0.6 0.0 1.5 3.6 0.5 0.5 0.0: 0.0 0.0
Old : 100.0: 68.7 93.8 26.6 0.0 0.6 0.0 1.5 3.6 0.5 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 17 4 0 . 0 . . . . 0:
Old : 32: 20 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 : 49.9 79.7 71.4 93.6 47.9 67.8 65.8 77.1
Old : 49.9 79.7 71.4 93.6 47.9 67.8 65.8 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,321: 29,604 43,209 4,387 1,324 0 3,039 132 1,188 7,422 0 0: 681 468
Old : 46,321: 29,604 43,209 4,387 1,324 0 3,039 132 1,188 7,422 0 0: 681 468
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,616: -42 1,488 0 0 0 512 0 128 1,018 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 93.3 9.5 2.9 0.0 6.6 0.3 2.6 16.0 0.0 0.0: 1.5 1.0
Old : 100.0: 63.9 93.3 9.5 2.9 0.0 6.6 0.3 2.6 16.0 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 : 48.9 85.1 77.2 92.3 45.9 72.9 67.8 77.0
Old : 48.9 85.1 77.2 92.3 45.9 72.9 67.8 77.0
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,181: 4,880 4,201 732 106 105 0 1,407 0 123 256 0: 341 106
Old : 6,181: 4,880 4,201 732 106 105 0 1,407 0 123 256 0: 341 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 294: 398 -215 0 0 0 0 575 0 0 0 0: -104 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 68.0 11.8 1.7 1.7 0.0 22.8 0.0 2.0 4.1 0.0: 5.5 1.7
Old : 100.0: 79.0 68.0 11.8 1.7 1.7 0.0 22.8 0.0 2.0 4.1 0.0: 5.5 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 10 4 . . 0 . 0 . . 0:
Old : 21: 10 10 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 : 54.8 79.0 74.5 90.7 53.7 74.6 69.8 83.9
Old : 54.8 79.0 74.5 90.7 53.7 74.6 69.8 83.9
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 76,546: 74,194 68,010 2,352 4,632 0 0 3,904 0 0 0 0: 0 0
Old : 76,546: 74,194 68,010 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 22, 2014 :
: 792: 792 792 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 88.8 3.1 6.1 0.0 0.0 5.1 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 96.9 88.8 3.1 6.1 0.0 0.0 5.1 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 10 . . 0 0 . 0 0 0 0:
Old : 22: 11 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 : 64.3 73.6 90.3 91.8 59.2 73.5 83.6 86.7
Old : 64.3 73.6 90.3 91.8 59.2 73.5 83.6 86.7
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,820: 10,109 14,104 1,009 0 282 149 0 41 2,582 255 306: 1,342 832
Old : 15,820: 10,109 14,104 1,009 0 282 149 0 41 2,582 255 306: 1,342 832
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 381: -173 62 -1 0 21 1 0 41 428 193 0: 64 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 89.2 6.4 0.0 1.8 0.9 0.0 0.3 16.3 1.6 1.9: 8.5 5.3
Old : 100.0: 63.9 89.2 6.4 0.0 1.8 0.9 0.0 0.3 16.3 1.6 1.9: 8.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 16 . 0 . . 0 . . . .:
Old : 27: 15 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 : 37.8 48.1 60.7 72.0 27.5 39.6 46.1 51.5
Old : 37.8 48.1 60.7 72.0 27.5 39.6 46.1 51.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 210,023: 123,203 204,926 43,534 2,753 0 0 0 0 40,942 0 2,344: 0 0
Old : 210,023: 123,203 204,926 43,534 2,753 0 0 0 0 40,942 0 2,344: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -1,509: -2,751 3,195 408 0 0 0 0 0 92 -742 742: 0 -4,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 97.6 20.7 1.3 0.0 0.0 0.0 0.0 19.5 0.0 1.1: 0.0 0.0
Old : 100.0: 58.7 97.6 20.7 1.3 0.0 0.0 0.0 0.0 19.5 0.0 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 : 32: 13 20 4 . 0 0 0 0 . 0 .:
Old : 32: 13 20 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 : 62.0 62.8 83.5 80.6 57.1 61.4 73.2 70.6
Old : 62.0 62.8 83.5 80.6 57.1 61.4 73.2 70.6
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,379: 6,793 7,148 2,072 3,924 554 1,781 0 42 379 0 561: 197 150
Old : 12,379: 6,793 7,148 2,072 3,924 554 1,781 0 42 379 0 561: 197 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 380: -345 274 -20 65 41 553 0 0 123 -28 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 57.7 16.7 31.7 4.5 14.4 0.0 0.3 3.1 0.0 4.5: 1.6 1.2
Old : 100.0: 54.9 57.7 16.7 31.7 4.5 14.4 0.0 0.3 3.1 0.0 4.5: 1.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 19 . . . . 0 . . 0 .:
Old : 31: 14 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 : 46.4 52.5 69.5 72.7 43.0 51.4 58.5 68.5
Old : 46.4 52.5 69.5 72.7 43.0 51.4 58.5 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,180: 87,146 51,386 30,167 77,416 1,192 4,280 0 0 7,209 0 3,186: 0 0
Old : 133,180: 87,146 51,386 30,167 77,416 1,192 4,280 0 0 7,209 0 3,186: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,091: 2,033 32 -1,167 817 408 0 0 0 -17 0 834: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 38.6 22.7 58.1 0.9 3.2 0.0 0.0 5.4 0.0 2.4: 0.0 0.0
Old : 100.0: 65.4 38.6 22.7 58.1 0.9 3.2 0.0 0.0 5.4 0.0 2.4: 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 : 30: 17 14 4 . . . 0 0 . 0 .:
Old : 30: 17 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 : 52.9 69.6 77.1 83.8 50.4 66.1 66.1 76.5
Old : 52.9 69.6 77.1 83.8 50.4 66.1 66.1 76.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,427: 14,281 15,213 3,794 769 385 0 2,145 1,915 52 0 0: 0 0
Old : 20,427: 14,281 15,213 3,794 769 385 0 2,145 1,915 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 22, 2014 :
: -146: 184 -224 -433 0 0 0 -25 103 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 74.5 18.6 3.8 1.9 0.0 10.5 9.4 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 69.9 74.5 18.6 3.8 1.9 0.0 10.5 9.4 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 : 59.8 61.6 82.3 83.9 54.6 43.8 66.9 66.0
Old : 59.8 61.6 82.3 83.9 54.6 43.8 66.9 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 149,573: 121,590 81,843 0 39,091 24,127 0 656 3,856 0 0 0: 0 0
Old : 149,573: 121,590 81,843 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 22, 2014 :
: 977: 977 977 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.3 54.7 0.0 26.1 16.1 0.0 0.4 2.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 81.3 54.7 0.0 26.1 16.1 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 : 54.3 65.3 84.7 90.9 39.3 53.4 60.6 69.0
Old : 54.3 65.3 84.7 90.9 39.3 53.4 60.6 69.0
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,781: 6,808 10,159 3,331 0 1,328 0 84 168 1,758 1,655 1,770: 104,618 104,617
Old : 119,781: 6,808 10,159 3,331 0 1,328 0 84 168 1,758 1,655 1,770: 104,618 104,617
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: -877: -77 -26 0 0 -88 0 11 10 20 -36 7: -749 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 8.5 2.8 0.0 1.1 0.0 0.1 0.1 1.5 1.4 1.5: 87.3 87.3
Old : 100.0: 5.7 8.5 2.8 0.0 1.1 0.0 0.1 0.1 1.5 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 9.9 9.6 4.4 4.6 5.8 5.7
Old : 6.4 6.3 9.9 9.6 4.4 4.6 5.8 5.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,450: 15,090 15,645 7,700 6,805 50 0 825 75 0 50 0: 535 0
Old : 23,450: 15,090 15,645 7,700 6,805 50 0 825 75 0 50 0: 535 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 280: 50 280 50 0 0 0 0 0 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 66.7 32.8 29.0 0.2 0.0 3.5 0.3 0.0 0.2 0.0: 2.3 0.0
Old : 100.0: 64.3 66.7 32.8 29.0 0.2 0.0 3.5 0.3 0.0 0.2 0.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 14 11 5 . . 0 . . 0 . 0:
Old : 29: 14 11 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 : 52.0 73.0 79.4 91.7 51.8 70.0 74.3 82.5
Old : 52.0 73.0 79.4 91.7 51.8 70.0 74.3 82.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,445: 14,525 11,740 4,245 6,805 0 0 900 0 0 0 0: 675 0
Old : 19,445: 14,525 11,740 4,245 6,805 0 0 900 0 0 0 0: 675 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 180: 0 180 0 0 0 0 0 0 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 60.4 21.8 35.0 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 3.5 0.0
Old : 100.0: 74.7 60.4 21.8 35.0 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 3.5 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 : 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 : 49.5 78.2 77.3 96.7 45.9 75.1 67.6 85.6
Old : 49.5 78.2 77.3 96.7 45.9 75.1 67.6 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,395: 9,315 9,195 580 725 415 0 0 0 0 0 0: 85 60
Old : 10,395: 9,315 9,195 580 725 415 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 22, 2014 :
: 175: 0 175 0 -175 175 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 88.5 5.6 7.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.6
Old : 100.0: 89.6 88.5 5.6 7.0 4.0 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 : 49.0 76.7 70.1 94.4 47.0 72.7 63.8 83.2
Old : 49.0 76.7 70.1 94.4 47.0 72.7 63.8 83.2
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 100.0 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,050: 22,360 24,045 960 0 5 0 0 0 0 0 0: 725 0
Old : 24,050: 22,360 24,045 960 0 5 0 0 0 0 0 0: 725 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 200: 140 200 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 100.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 0.0
Old : 100.0: 93.0 100.0 4.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.0 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: 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 91.3 84.5 99.3 68.0 89.8 81.2 94.3
Old : 71.1 91.3 84.5 99.3 68.0 89.8 81.2 94.3
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 123,900: 107,565 112,505 4,690 1,865 9,355 1,560 0 0 550 175 0: 180 0
Old : 123,900: 107,565 112,505 4,690 1,865 9,355 1,560 0 0 550 175 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 305: 205 355 0 0 0 50 0 0 50 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 90.8 3.8 1.5 7.6 1.3 0.0 0.0 0.4 0.1 0.0: 0.1 0.0
Old : 100.0: 86.8 90.8 3.8 1.5 7.6 1.3 0.0 0.0 0.4 0.1 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 26 4 . 5 . 0 0 . . 0:
Old : 45: 28 26 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 : 42.7 63.6 62.6 79.9 36.3 63.1 52.6 72.3
Old : 42.7 63.6 62.6 79.9 36.3 63.1 52.6 72.3
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,971: 141,955 148,286 5,631 2,130 6,505 2,520 50 0 300 0 0: 60 0
Old : 156,971: 141,955 148,286 5,631 2,130 6,505 2,520 50 0 300 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 425: 1,355 380 -125 725 -680 0 0 0 -125 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 94.5 3.6 1.4 4.1 1.6 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 90.4 94.5 3.6 1.4 4.1 1.6 0.0 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 : 52: 34 28 4 . 5 . . 0 . 0 0:
Old : 52: 34 28 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 : 41.9 63.3 61.5 82.8 35.5 61.4 54.2 75.2
Old : 41.9 63.3 61.5 82.8 35.5 61.4 54.2 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,177: 110,635 123,088 11,419 15,779 2,751 729 140 3,581 18,999 2,611 5,878: 186 350
Old : 154,177: 110,635 123,088 11,419 15,779 2,751 729 140 3,581 18,999 2,611 5,878: 186 350
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,220: 2,262 1,156 148 468 -403 355 9 5 -10 1,117 -137: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 79.8 7.4 10.2 1.8 0.5 0.1 2.3 12.3 1.7 3.8: 0.1 0.2
Old : 100.0: 71.8 79.8 7.4 10.2 1.8 0.5 0.1 2.3 12.3 1.7 3.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 37 32 5 4 5 . . . . 5 7:
Old : 63: 37 32 5 4 5 . . . . 5 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 : 47.1 63.0 66.1 74.2 46.4 60.9 64.0 69.4
Old : 47.1 63.0 66.1 74.2 46.4 60.9 64.0 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,881: 77,506 81,655 9,025 5,546 5,695 1,050 0 1,000 1,540 1,870 935: 130 180
Old : 96,881: 77,506 81,655 9,025 5,546 5,695 1,050 0 1,000 1,540 1,870 935: 130 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 300: -850 425 730 -250 120 0 0 0 295 0 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 84.3 9.3 5.7 5.9 1.1 0.0 1.0 1.6 1.9 1.0: 0.1 0.2
Old : 100.0: 80.0 84.3 9.3 5.7 5.9 1.1 0.0 1.0 1.6 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 : 51.6 71.4 67.5 80.9 46.9 69.9 60.9 76.8
Old : 51.6 71.4 67.5 80.9 46.9 69.9 60.9 76.8
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,060: 21,550 19,190 1,215 3,810 535 0 525 0 0 0 0: 760 0
Old : 24,060: 21,550 19,190 1,215 3,810 535 0 525 0 0 0 0: 760 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 430: 260 505 50 50 0 0 0 0 0 -125 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 79.8 5.0 15.8 2.2 0.0 2.2 0.0 0.0 0.0 0.0: 3.2 0.0
Old : 100.0: 89.6 79.8 5.0 15.8 2.2 0.0 2.2 0.0 0.0 0.0 0.0: 3.2 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 : 28: 17 9 4 . . 0 . 0 0 0 0:
Old : 28: 17 9 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 : 57.3 76.0 76.5 95.4 57.3 73.3 76.2 90.2
Old : 57.3 76.0 76.5 95.4 57.3 73.3 76.2 90.2
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,390: 18,205 17,950 1,480 1,825 1,260 0 350 0 0 0 0: 445 5
Old : 21,390: 18,205 17,950 1,480 1,825 1,260 0 350 0 0 0 0: 445 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 245: 125 195 0 0 0 0 50 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 83.9 6.9 8.5 5.9 0.0 1.6 0.0 0.0 0.0 0.0: 2.1 0.0
Old : 100.0: 85.1 83.9 6.9 8.5 5.9 0.0 1.6 0.0 0.0 0.0 0.0: 2.1 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 : 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 : 52.1 82.9 74.0 97.7 52.1 77.0 72.7 90.5
Old : 52.1 82.9 74.0 97.7 52.1 77.0 72.7 90.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,861: 20,501 22,756 2,347 352 4,664 0 219 369 276 64 374: 5,330 5,063
Old : 33,861: 20,501 22,756 2,347 352 4,664 0 219 369 276 64 374: 5,330 5,063
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 239: -85 122 97 -118 94 0 -42 53 56 0 0: 25 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 67.2 6.9 1.0 13.8 0.0 0.6 1.1 0.8 0.2 1.1: 15.7 15.0
Old : 100.0: 60.5 67.2 6.9 1.0 13.8 0.0 0.6 1.1 0.8 0.2 1.1: 15.7 15.0
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 18 . . 6 0 . . . . .:
Old : 31: 19 18 . . 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 : 42.1 45.4 60.3 68.0 16.1 21.0 21.4 24.4
Old : 42.1 45.4 60.3 68.0 16.1 21.0 21.4 24.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,407: 10,755 15,058 6,052 640 0 0 2,112 0 1,088 0 0: 512 597
Old : 18,407: 10,755 15,058 6,052 640 0 0 2,112 0 1,088 0 0: 512 597
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 512: 0 0 0 0 0 0 512 0 512 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 81.8 32.9 3.5 0.0 0.0 11.5 0.0 5.9 0.0 0.0: 2.8 3.2
Old : 100.0: 58.4 81.8 32.9 3.5 0.0 0.0 11.5 0.0 5.9 0.0 0.0: 2.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.7 81.5 85.6 94.0 59.7 81.5 85.6 90.1
Old : 59.7 81.5 85.6 94.0 59.7 81.5 85.6 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 371,272: 243,999 336,965 116,286 0 0 0 34,307 0 10,987 0 0: 0 0
Old : 371,272: 243,999 336,965 116,286 0 0 0 34,307 0 10,987 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 4,664: 0 0 0 0 0 0 4,664 0 4,664 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.7 90.8 31.3 0.0 0.0 0.0 9.2 0.0 3.0 0.0 0.0: 0.0 0.0
Old : 100.0: 65.7 90.8 31.3 0.0 0.0 0.0 9.2 0.0 3.0 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 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 : 60.0 89.1 83.6 96.5 58.7 89.1 81.4 96.5
Old : 60.0 89.1 83.6 96.5 58.7 89.1 81.4 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,130: 31,957 89,407 57,300 0 1,490 0 0 0 0 0 0: 383 233
Old : 91,130: 31,957 89,407 57,300 0 1,490 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 22, 2014 :
: 49,101: -954 49,886 50,840 0 -785 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 98.1 62.9 0.0 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.3
Old : 100.0: 35.1 98.1 62.9 0.0 1.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 14 . 0 . 0 0 0 0 0 0:
Old : 21: 9 14 . 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 : 87.4 81.2 98.2 91.4 84.7 75.3 88.5 84.7
Old : 87.4 81.2 98.2 91.4 84.7 75.3 88.5 84.7
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,594,460: 552,871 1,567,254 1,014,383 0 27,206 0 0 0 0 0 0: 0 0
Old : 1,594,460: 552,871 1,567,254 1,014,383 0 27,206 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 22, 2014 :
: 907,718: -17,343 922,177 939,520 0 -14,459 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 98.3 63.6 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 34.7 98.3 63.6 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 15 4 0 . 0 0 0 0 0 0:
Old : 24: 11 15 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 : 85.9 81.7 97.6 91.3 83.0 76.1 88.2 84.6
Old : 85.9 81.7 97.6 91.3 83.0 76.1 88.2 84.6
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 146,680: 127,358 71,693 9,613 60,655 1,022 3,950 7,680 4,355 0 1,147 128: 254 0
Old : 146,680: 127,358 71,693 9,613 60,655 1,022 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 22, 2014 :
: -2,500: 25,440 -25,400 0 50,840 -27,940 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 48.9 6.6 41.4 0.7 2.7 5.2 3.0 0.0 0.8 0.1: 0.2 0.0
Old : 100.0: 86.8 48.9 6.6 41.4 0.7 2.7 5.2 3.0 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 : 38: 20 22 4 4 . . . . 0 . .:
Old : 38: 20 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 : 49.1 56.1 71.4 74.6 38.4 52.9 57.0 62.2
Old : 49.1 56.1 71.4 74.6 38.4 52.9 57.0 62.2
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,396,035: 3,118,828 1,612,241 47,136 1,249,741 225,333 0 308,720 0 4,738 0 0: -0 -0
Old : 3,396,035: 3,118,828 1,612,241 47,136 1,249,741 225,333 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 22, 2014 :
: 474,565: 939,520 -51 0 939,571 -464,955 0 0 0 0 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 47.5 1.4 36.8 6.6 0.0 9.1 0.0 0.1 0.0 0.0: -0.0 -0.0
Old : 100.0: 91.8 47.5 1.4 36.8 6.6 0.0 9.1 0.0 0.1 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 : 37: 22 19 . 5 . 0 . 0 . 0 0:
Old : 37: 22 19 . 5 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 76.3 88.0 90.0 47.7 53.9 61.7 62.5
Old : 67.9 76.3 88.0 90.0 47.7 53.9 61.7 62.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 81.9 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,699: 31,762 24,908 2,450 8,379 1,382 0 0 0 105 880 0: 0 150
Old : 35,699: 31,762 24,908 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 22, 2014 :
: -1,280: -1,280 -1,280 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 69.8 6.9 23.5 3.9 0.0 0.0 0.0 0.3 2.5 0.0: 0.0 0.4
Old : 100.0: 89.0 69.8 6.9 23.5 3.9 0.0 0.0 0.0 0.3 2.5 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 : 49.0 58.9 71.0 87.1 47.7 53.6 66.9 74.0
Old : 49.0 58.9 71.0 87.1 47.7 53.6 66.9 74.0
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,723,601: 1,029,160 1,168,712 134,120 241,419 289,950 229,730 0 23,520 17,121 0 0: 0 0
Old : 1,723,601: 1,029,160 1,168,712 134,120 241,419 289,950 229,730 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 22, 2014 :
: 4,240: 4,240 4,240 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 67.8 7.8 14.0 16.8 13.3 0.0 1.4 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.7 67.8 7.8 14.0 16.8 13.3 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 : 53.6 78.4 79.9 92.1 42.3 61.6 56.8 66.4
Old : 53.6 78.4 79.9 92.1 42.3 61.6 56.8 66.4
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,659: 10,364 19,772 5,550 0 0 0 0 0 3,785 0 0: 960 887
Old : 20,659: 10,364 19,772 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 22, 2014 :
: 350: 350 350 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 95.7 26.9 0.0 0.0 0.0 0.0 0.0 18.3 0.0 0.0: 4.6 4.3
Old : 100.0: 50.2 95.7 26.9 0.0 0.0 0.0 0.0 0.0 18.3 0.0 0.0: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 72.9 51.0 90.2 81.2 71.0 51.0 87.8 80.9
Old : 72.9 51.0 90.2 81.2 71.0 51.0 87.8 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,035: 10,245 18,090 4,440 0 300 0 0 0 3,351 0 0: 699 645
Old : 19,035: 10,245 18,090 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 22, 2014 :
: 350: 350 350 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 95.0 23.3 0.0 1.6 0.0 0.0 0.0 17.6 0.0 0.0: 3.7 3.4
Old : 100.0: 53.8 95.0 23.3 0.0 1.6 0.0 0.0 0.0 17.6 0.0 0.0: 3.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 80.4 52.9 94.7 78.2 75.8 52.9 87.0 75.1
Old : 80.4 52.9 94.7 78.2 75.8 52.9 87.0 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,938: 11,574 11,563 95 2,290 242 125 300 0 1,998 0 440: 464 103
Old : 14,938: 11,574 11,563 95 2,290 242 125 300 0 1,998 0 440: 464 103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 750: 950 684 0 -24 22 0 0 0 -350 0 25: 103 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 77.4 0.6 15.3 1.6 0.8 2.0 0.0 13.4 0.0 2.9: 3.1 0.7
Old : 100.0: 77.5 77.4 0.6 15.3 1.6 0.8 2.0 0.0 13.4 0.0 2.9: 3.1 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 : 32: 17 17 . 4 4 . . 0 . 0 .:
Old : 32: 17 17 . 4 4 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 56.8 78.3 75.2 50.6 51.1 62.6 65.3
Old : 59.2 56.8 78.3 75.2 50.6 51.1 62.6 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,698: 7,187 8,891 1,060 3,160 50 0 0 0 3,240 250 275: 886 72
Old : 12,698: 7,187 8,891 1,060 3,160 50 0 0 0 3,240 250 275: 886 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 245: -372 355 0 -410 0 0 0 0 625 250 50: -58 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 70.0 8.3 24.9 0.4 0.0 0.0 0.0 25.5 2.0 2.2: 7.0 0.6
Old : 100.0: 56.6 70.0 8.3 24.9 0.4 0.0 0.0 0.0 25.5 2.0 2.2: 7.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 16 . . . 0 0 0 . . .:
Old : 24: 14 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 : 61.5 51.0 81.7 74.8 52.2 39.9 66.4 59.4
Old : 61.5 51.0 81.7 74.8 52.2 39.9 66.4 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,602: 13,560 7,991 559 5,777 294 0 350 0 0 265 850: 339 75
Old : 15,602: 13,560 7,991 559 5,777 294 0 350 0 0 265 850: 339 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,030: 937 1,157 0 343 0 0 0 0 0 -705 250: -157 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 51.2 3.6 37.0 1.9 0.0 2.2 0.0 0.0 1.7 5.4: 2.2 0.5
Old : 100.0: 86.9 51.2 3.6 37.0 1.9 0.0 2.2 0.0 0.0 1.7 5.4: 2.2 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 : 33: 20 17 . . . 0 . 0 0 . .:
Old : 33: 20 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 : 45.7 55.6 69.2 82.3 40.2 52.7 56.1 70.7
Old : 45.7 55.6 69.2 82.3 40.2 52.7 56.1 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,104: 9,798 8,352 260 3,317 295 0 0 0 1,315 0 75: 361 65
Old : 12,104: 9,798 8,352 260 3,317 295 0 0 0 1,315 0 75: 361 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,594: 807 1,476 0 318 0 0 0 0 850 0 0: -63 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 69.0 2.1 27.4 2.4 0.0 0.0 0.0 10.9 0.0 0.6: 3.0 0.5
Old : 100.0: 80.9 69.0 2.1 27.4 2.4 0.0 0.0 0.0 10.9 0.0 0.6: 3.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . 4 . 0 0 0 . 0 .:
Old : 28: 16 17 . 4 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 59.4 79.3 82.9 49.5 51.7 68.0 73.3
Old : 55.5 59.4 79.3 82.9 49.5 51.7 68.0 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,684: 6,264 6,764 370 265 345 0 0 0 0 250 0: 705 60
Old : 7,684: 6,264 6,764 370 265 345 0 0 0 0 250 0: 705 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 88.0 4.8 3.4 4.5 0.0 0.0 0.0 0.0 3.3 0.0: 9.2 0.8
Old : 100.0: 81.5 88.0 4.8 3.4 4.5 0.0 0.0 0.0 0.0 3.3 0.0: 9.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . . . 0 0 0 0 . 0:
Old : 20: 12 10 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 70.1 78.7 92.0 56.7 62.7 67.0 76.4
Old : 61.8 70.1 78.7 92.0 56.7 62.7 67.0 76.4
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,635: 4,395 3,410 275 400 135 0 15 385 300 0 0: 145 1,290
Old : 5,635: 4,395 3,410 275 400 135 0 15 385 300 0 0: 145 1,290
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 895: 610 400 0 -90 0 -285 15 285 300 0 0: -15 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 60.5 4.9 7.1 2.4 0.0 0.3 6.8 5.3 0.0 0.0: 2.6 22.9
Old : 100.0: 78.0 60.5 4.9 7.1 2.4 0.0 0.3 6.8 5.3 0.0 0.0: 2.6 22.9
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 : 23: 14 15 . . . 0 . . . 0 0:
Old : 23: 14 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 : 50.2 41.1 73.2 60.9 46.1 30.3 61.6 43.7
Old : 50.2 41.1 73.2 60.9 46.1 30.3 61.6 43.7
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,395: 56,931 58,041 1,640 40 285 0 0 0 525 1,050 0: 1,014 979
Old : 60,395: 56,931 58,041 1,640 40 285 0 0 0 525 1,050 0: 1,014 979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,960: 2,055 2,115 0 0 0 0 0 0 0 0 0: -95 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 96.1 2.7 0.1 0.5 0.0 0.0 0.0 0.9 1.7 0.0: 1.7 1.6
Old : 100.0: 94.3 96.1 2.7 0.1 0.5 0.0 0.0 0.0 0.9 1.7 0.0: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 17 . . . 0 0 0 . . 0:
Old : 27: 16 17 . . . 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 : 82.7 81.0 92.2 91.6 82.6 78.8 90.0 87.5
Old : 82.7 81.0 92.2 91.6 82.6 78.8 90.0 87.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,182: 53,897 53,797 1,365 25 395 0 0 0 25 950 0: 500 1,015
Old : 56,182: 53,897 53,797 1,365 25 395 0 0 0 25 950 0: 500 1,015
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,905: 1,965 2,145 0 0 0 0 0 0 0 0 0: -60 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 95.8 2.4 0.0 0.7 0.0 0.0 0.0 0.0 1.7 0.0: 0.9 1.8
Old : 100.0: 95.9 95.8 2.4 0.0 0.7 0.0 0.0 0.0 0.0 1.7 0.0: 0.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 17 . . . 0 0 0 . . 0:
Old : 26: 16 17 . . . 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 : 86.8 82.8 94.4 92.1 86.1 80.8 91.3 87.8
Old : 86.8 82.8 94.4 92.1 86.1 80.8 91.3 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,045: 17,090 12,340 50 0 650 0 1,700 0 0 3,245 0: 255 110
Old : 18,045: 17,090 12,340 50 0 650 0 1,700 0 0 3,245 0: 255 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 175: 175 -125 0 0 0 0 0 0 0 300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 68.4 0.3 0.0 3.6 0.0 9.4 0.0 0.0 18.0 0.0: 1.4 0.6
Old : 100.0: 94.7 68.4 0.3 0.0 3.6 0.0 9.4 0.0 0.0 18.0 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 : 67.0 54.7 86.2 86.0 61.7 52.9 71.1 73.5
Old : 67.0 54.7 86.2 86.0 61.7 52.9 71.1 73.5
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,772: 22,082 21,617 30 0 0 0 1,050 0 0 0 0: 660 105
Old : 22,772: 22,082 21,617 30 0 0 0 1,050 0 0 0 0: 660 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 175: 175 425 0 0 0 0 50 0 0 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.0 94.9 0.1 0.0 0.0 0.0 4.6 0.0 0.0 0.0 0.0: 2.9 0.5
Old : 100.0: 97.0 94.9 0.1 0.0 0.0 0.0 4.6 0.0 0.0 0.0 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 : 20: 13 10 . 0 0 0 . 0 0 0 0:
Old : 20: 13 10 . 0 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 89.8 88.8 98.4 69.0 81.8 83.5 89.3
Old : 70.6 89.8 88.8 98.4 69.0 81.8 83.5 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,608: 41,822 52,894 2,715 95 1,390 3,700 0 0 4,707 0 736: 4,538 4,493
Old : 59,608: 41,822 52,894 2,715 95 1,390 3,700 0 0 4,707 0 736: 4,538 4,493
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,925: -570 1,780 2,280 -120 120 50 0 0 -100 0 0: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 88.7 4.6 0.2 2.3 6.2 0.0 0.0 7.9 0.0 1.2: 7.6 7.5
Old : 100.0: 70.2 88.7 4.6 0.2 2.3 6.2 0.0 0.0 7.9 0.0 1.2: 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 : 47.9 48.0 69.9 70.0 41.8 48.0 59.0 65.8
Old : 47.9 48.0 69.9 70.0 41.8 48.0 59.0 65.8
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 53,910: 39,720 47,935 2,695 130 1,250 2,600 0 0 3,315 250 454: 3,876 3,891
Old : 53,910: 39,720 47,935 2,695 130 1,250 2,600 0 0 3,315 250 454: 3,876 3,891
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,715: -665 1,785 2,280 -120 120 50 0 0 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 88.9 5.0 0.2 2.3 4.8 0.0 0.0 6.1 0.5 0.8: 7.2 7.2
Old : 100.0: 73.7 88.9 5.0 0.2 2.3 4.8 0.0 0.0 6.1 0.5 0.8: 7.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 49.9 46.1 72.5 68.5 39.6 46.1 56.4 63.4
Old : 49.9 46.1 72.5 68.5 39.6 46.1 56.4 63.4
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,387: 8,572 8,617 25 740 400 1,095 0 0 0 0 0: 295 630
Old : 10,387: 8,572 8,617 25 740 400 1,095 0 0 0 0 0: 295 630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 145: 145 -125 0 240 0 0 0 0 0 0 0: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 83.0 0.2 7.1 3.9 10.5 0.0 0.0 0.0 0.0 0.0: 2.8 6.1
Old : 100.0: 82.5 83.0 0.2 7.1 3.9 10.5 0.0 0.0 0.0 0.0 0.0: 2.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 51.6 53.3 81.1 77.5 38.6 32.5 50.4 47.1
Old : 51.6 53.3 81.1 77.5 38.6 32.5 50.4 47.1
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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 40,220: 32,075 28,716 235 770 1,090 0 5,550 0 4,125 1,950 130: 2,565 2,014
Old : 40,220: 32,075 28,716 235 770 1,090 0 5,550 0 4,125 1,950 130: 2,565 2,014
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 445: 205 -285 0 0 0 0 850 -250 0 0 0: 490 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 71.4 0.6 1.9 2.7 0.0 13.8 0.0 10.3 4.8 0.3: 6.4 5.0
Old : 100.0: 79.7 71.4 0.6 1.9 2.7 0.0 13.8 0.0 10.3 4.8 0.3: 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 : 30: 19 19 . . . 0 . 0 . . .:
Old : 30: 19 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 : 58.2 50.1 79.5 71.3 56.2 40.3 63.7 58.5
Old : 58.2 50.1 79.5 71.3 56.2 40.3 63.7 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,780: 29,410 33,005 2,450 170 600 0 200 1,150 1,200 0 330: 640 325
Old : 35,780: 29,410 33,005 2,450 170 600 0 200 1,150 1,200 0 330: 640 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 50: -270 90 0 0 0 0 0 0 0 0 0: 320 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 92.2 6.8 0.5 1.7 0.0 0.6 3.2 3.4 0.0 0.9: 1.8 0.9
Old : 100.0: 82.2 92.2 6.8 0.5 1.7 0.0 0.6 3.2 3.4 0.0 0.9: 1.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 50.7 60.3 70.1 76.8 43.1 56.6 60.1 68.6
Old : 50.7 60.3 70.1 76.8 43.1 56.6 60.1 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 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: 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 60.3 83.9 89.5 64.8 49.1 72.3 70.1
Old : 69.3 60.3 83.9 89.5 64.8 49.1 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 22, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 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 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 33,348: 22,570 22,350 0 2,955 1,060 2,575 0 500 4,835 5,125 23: 1,785 1,335
Old : 33,348: 22,570 22,350 0 2,955 1,060 2,575 0 500 4,835 5,125 23: 1,785 1,335
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 1,400: 985 -565 -180 2,220 180 850 0 -175 0 0 0: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 67.0 0.0 8.9 3.2 7.7 0.0 1.5 14.5 15.4 0.1: 5.4 4.0
Old : 100.0: 67.7 67.0 0.0 8.9 3.2 7.7 0.0 1.5 14.5 15.4 0.1: 5.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 17 0 . . . 0 . . . .:
Old : 31: 18 17 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 49.4 72.8 69.6 50.3 43.3 68.4 60.2
Old : 53.3 49.4 72.8 69.6 50.3 43.3 68.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, July 29, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,600: 24,525 21,600 0 3,175 215 150 0 825 0 10 995: 1,890 1,780
Old : 28,600: 24,525 21,600 0 3,175 215 150 0 825 0 10 995: 1,890 1,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 2,940: 2,400 0 0 2,400 -60 0 0 0 0 0 0: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 75.5 0.0 11.1 0.8 0.5 0.0 2.9 0.0 0.0 3.5: 6.6 6.2
Old : 100.0: 85.8 75.5 0.0 11.1 0.8 0.5 0.0 2.9 0.0 0.0 3.5: 6.6 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 47.1 44.6 69.8 68.3 39.5 36.7 52.9 51.0
Old : 47.1 44.6 69.8 68.3 39.5 36.7 52.9 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2014