COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 91,506: 16,671 29,335 3,108 1,503 3,537 6,248 6,042 2,256 48,430 37,009 9,844: 1,412 1,980
Old : 91,506: 16,671 29,335 3,108 1,503 3,537 6,248 6,042 2,256 48,430 37,009 9,844: 1,412 1,980
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 322: 1,039 564 645 520 -199 15 -205 28 -1,234 -629 8: 20 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 32.1 3.4 1.6 3.9 6.8 6.6 2.5 52.9 40.4 10.8: 1.5 2.2
Old : 100.0: 18.2 32.1 3.4 1.6 3.9 6.8 6.6 2.5 52.9 40.4 10.8: 1.5 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 15 14 . . . . . . 17 13 23:
Old : 54: 15 14 . . . . . . 17 13 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 38.0 64.7 56.5 42.1 37.7 56.9 51.7
Old : 43.8 38.0 64.7 56.5 42.1 37.7 56.9 51.7
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,439: 10,875 4,155 1,782 285 1,140 1,230 0 1,780 11,146 20,468 2,841: 645 770
Old : 31,439: 10,875 4,155 1,782 285 1,140 1,230 0 1,780 11,146 20,468 2,841: 645 770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 549: 155 -340 -620 0 375 255 0 -190 495 555 44: 35 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 13.2 5.7 0.9 3.6 3.9 0.0 5.7 35.5 65.1 9.0: 2.1 2.4
Old : 100.0: 34.6 13.2 5.7 0.9 3.6 3.9 0.0 5.7 35.5 65.1 9.0: 2.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 9 9 . . . . 0 . 12 11 15:
Old : 41: 9 9 . . . . 0 . 12 11 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 : 48.1 53.7 66.8 70.2 46.4 51.2 60.3 63.2
Old : 48.1 53.7 66.8 70.2 46.4 51.2 60.3 63.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 158,161: 94,592 102,831 3,927 15,212 16,680 6,385 4,364 4,509 19,929 2,393 11,382: 756 790
Old : 158,161: 94,592 102,831 3,927 15,212 16,680 6,385 4,364 4,509 19,929 2,393 11,382: 756 790
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 114: -560 -98 430 -210 -318 -61 -519 110 209 886 273: 31 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 65.0 2.5 9.6 10.5 4.0 2.8 2.9 12.6 1.5 7.2: 0.5 0.5
Old : 100.0: 59.8 65.0 2.5 9.6 10.5 4.0 2.8 2.9 12.6 1.5 7.2: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 82: 47 49 . 6 6 6 . 7 8 5 10:
Old : 82: 47 49 . 6 6 6 . 7 8 5 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 31.6 51.8 49.7 22.2 20.9 33.8 33.4
Old : 33.4 31.6 51.8 49.7 22.2 20.9 33.8 33.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,178: 22,809 42,370 18,395 4,292 1,026 5,640 0 1,759 283 464 266: 0 0
Old : 50,178: 22,809 42,370 18,395 4,292 1,026 5,640 0 1,759 283 464 266: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 716: 1,461 776 94 -192 54 -944 0 79 -28 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.5 84.4 36.7 8.6 2.0 11.2 0.0 3.5 0.6 0.9 0.5: 0.0 0.0
Old : 100.0: 45.5 84.4 36.7 8.6 2.0 11.2 0.0 3.5 0.6 0.9 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 : 34: 20 18 . . . 4 0 . . . .:
Old : 34: 20 18 . . . 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 : 68.7 54.1 84.5 77.1 64.2 48.1 74.5 68.4
Old : 68.7 54.1 84.5 77.1 64.2 48.1 74.5 68.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 392,950: 189,459 336,041 129,199 21,630 14,894 39,013 0 20,057 328 328 0: 0 0
Old : 392,950: 189,459 336,041 129,199 21,630 14,894 39,013 0 20,057 328 328 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -160: -3,463 1,070 2,327 0 656 2,206 0 -1,886 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 85.5 32.9 5.5 3.8 9.9 0.0 5.1 0.1 0.1 0.0: 0.0 0.0
Old : 100.0: 48.2 85.5 32.9 5.5 3.8 9.9 0.0 5.1 0.1 0.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 15 . . . . 0 . . . 0:
Old : 31: 18 15 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 62.8 88.1 87.6 54.9 59.4 76.2 78.5
Old : 62.8 62.8 88.1 87.6 54.9 59.4 76.2 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,533,606: 1,107,630 1,277,195 178,904 55,194 124,117 0 25,047 9,405 75,237 4,336 38,312: 0 0
Old : 1,533,606: 1,107,630 1,277,195 178,904 55,194 124,117 0 25,047 9,405 75,237 4,336 38,312: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 9,649: 5,689 16,604 10,577 -3 -6,560 0 -1,152 760 -817 0 0: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 83.3 11.7 3.6 8.1 0.0 1.6 0.6 4.9 0.3 2.5: 0.0 0.0
Old : 100.0: 72.2 83.3 11.7 3.6 8.1 0.0 1.6 0.6 4.9 0.3 2.5: 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 : 59: 34 37 5 . 6 0 . . 6 . 4:
Old : 59: 34 37 5 . 6 0 . . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 39.6 59.0 57.1 28.6 34.6 40.7 43.3
Old : 40.3 39.6 59.0 57.1 28.6 34.6 40.7 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,708: 36,019 23,903 76 10,489 3,557 203 2,515 5,717 1,761 1,152 375: 0 -0
Old : 47,708: 36,019 23,903 76 10,489 3,557 203 2,515 5,717 1,761 1,152 375: 0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 841: -192 -142 0 -1,052 1,441 -182 721 -405 132 231 48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 50.1 0.2 22.0 7.5 0.4 5.3 12.0 3.7 2.4 0.8: 0.0 -0.0
Old : 100.0: 75.5 50.1 0.2 22.0 7.5 0.4 5.3 12.0 3.7 2.4 0.8: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 17 . . . . . . . 4 .:
Old : 35: 21 17 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 53.0 73.6 78.1 38.0 35.9 53.5 51.9
Old : 50.6 53.0 73.6 78.1 38.0 35.9 53.5 51.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 299,770: 207,913 200,363 72,851 22,514 4,176 0 57,472 13,270 648 1,063 912: 0 0
Old : 299,770: 207,913 200,363 72,851 22,514 4,176 0 57,472 13,270 648 1,063 912: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 320: 2,224 320 -1,904 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 66.8 24.3 7.5 1.4 0.0 19.2 4.4 0.2 0.4 0.3: 0.0 0.0
Old : 100.0: 69.4 66.8 24.3 7.5 1.4 0.0 19.2 4.4 0.2 0.4 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 : 27: 12 13 . . . 0 . . . . .:
Old : 27: 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 : 64.3 62.2 86.0 90.5 56.4 50.0 74.0 72.4
Old : 64.3 62.2 86.0 90.5 56.4 50.0 74.0 72.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 651,010: 516,147 522,266 17,236 53,291 65,800 36,935 0 4,949 5,239 0 4,704: 0 0
Old : 651,010: 516,147 522,266 17,236 53,291 65,800 36,935 0 4,949 5,239 0 4,704: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 9,631: 9,631 9,255 0 -384 0 -760 0 760 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 80.2 2.6 8.2 10.1 5.7 0.0 0.8 0.8 0.0 0.7: 0.0 0.0
Old : 100.0: 79.3 80.2 2.6 8.2 10.1 5.7 0.0 0.8 0.8 0.0 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 22 25 . . . . 0 . . 0 .:
Old : 37: 22 25 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 48.6 70.1 70.6 34.3 37.4 47.5 51.4
Old : 47.6 48.6 70.1 70.6 34.3 37.4 47.5 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,333: 39,533 43,275 5,122 919 815 2,668 0 828 1,973 5,097 1,527: 867 872
Old : 53,333: 39,533 43,275 5,122 919 815 2,668 0 828 1,973 5,097 1,527: 867 872
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -158: 485 332 0 -191 0 -451 0 64 -362 -469 106: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 81.1 9.6 1.7 1.5 5.0 0.0 1.6 3.7 9.6 2.9: 1.6 1.6
Old : 100.0: 74.1 81.1 9.6 1.7 1.5 5.0 0.0 1.6 3.7 9.6 2.9: 1.6 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 : 37: 26 24 . . . . 0 . . . .:
Old : 37: 26 24 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 53.9 69.2 71.5 40.3 50.6 52.7 61.2
Old : 46.1 53.9 69.2 71.5 40.3 50.6 52.7 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,335: 34,875 43,035 7,185 0 265 0 0 0 100 0 0: 910 35
Old : 43,335: 34,875 43,035 7,185 0 265 0 0 0 100 0 0: 910 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 150: 390 150 -300 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 99.3 16.6 0.0 0.6 0.0 0.0 0.0 0.2 0.0 0.0: 2.1 0.1
Old : 100.0: 80.5 99.3 16.6 0.0 0.6 0.0 0.0 0.0 0.2 0.0 0.0: 2.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 . 0 . 0 0 0 . 0 0:
Old : 31: 19 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 : 54.5 85.6 77.0 95.2 53.8 80.3 72.0 86.8
Old : 54.5 85.6 77.0 95.2 53.8 80.3 72.0 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 56,761: 45,981 56,211 9,570 0 250 0 250 50 150 0 0: 760 0
Old : 56,761: 45,981 56,211 9,570 0 250 0 250 50 150 0 0: 760 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 270: 50 270 100 0 0 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 99.0 16.9 0.0 0.4 0.0 0.4 0.1 0.3 0.0 0.0: 1.3 0.0
Old : 100.0: 81.0 99.0 16.9 0.0 0.4 0.0 0.4 0.1 0.3 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 28 18 . 0 . 0 . . . 0 0:
Old : 37: 28 18 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 84.5 72.6 92.5 50.0 81.1 66.9 85.7
Old : 52.3 84.5 72.6 92.5 50.0 81.1 66.9 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,660: 7,410 10,110 2,600 0 2,350 0 0 0 250 150 50: 0 0
Old : 12,660: 7,410 10,110 2,600 0 2,350 0 0 0 250 150 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 100: 50 100 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 79.9 20.5 0.0 18.6 0.0 0.0 0.0 2.0 1.2 0.4: 0.0 0.0
Old : 100.0: 58.5 79.9 20.5 0.0 18.6 0.0 0.0 0.0 2.0 1.2 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 20 . 0 . 0 0 0 . . .:
Old : 33: 18 20 . 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 : 64.0 53.9 80.8 76.5 45.8 38.5 59.7 57.9
Old : 64.0 53.9 80.8 76.5 45.8 38.5 59.7 57.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 286,360: 187,992 248,424 52,760 0 32,400 10,808 0 1,992 0 3,136 408: 0 0
Old : 286,360: 187,992 248,424 52,760 0 32,400 10,808 0 1,992 0 3,136 408: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.6 86.8 18.4 0.0 11.3 3.8 0.0 0.7 0.0 1.1 0.1: 0.0 0.0
Old : 100.0: 65.6 86.8 18.4 0.0 11.3 3.8 0.0 0.7 0.0 1.1 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 19 4 0 . . 0 . 0 . .:
Old : 33: 21 19 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 : 42.6 62.1 61.9 80.9 35.3 51.6 50.2 57.9
Old : 42.6 62.1 61.9 80.9 35.3 51.6 50.2 57.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,577: 6,893 6,417 0 2,385 850 105 83 65 2,534 651 63: 67 63
Old : 10,577: 6,893 6,417 0 2,385 850 105 83 65 2,534 651 63: 67 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -173: -849 -152 0 -105 105 63 0 0 529 -21 0: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 60.7 0.0 22.5 8.0 1.0 0.8 0.6 24.0 6.2 0.6: 0.6 0.6
Old : 100.0: 65.2 60.7 0.0 22.5 8.0 1.0 0.8 0.6 24.0 6.2 0.6: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 14 13 0 . . . . . . . .:
Old : 31: 14 13 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 53.4 75.7 79.0 47.5 50.4 67.6 69.9
Old : 49.5 53.4 75.7 79.0 47.5 50.4 67.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,650: 13,550 13,350 0 4,100 750 650 0 0 3,500 250 200: 0 0
Old : 18,650: 13,550 13,350 0 4,100 750 650 0 0 3,500 250 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,200: 0 1,200 0 0 0 0 0 0 1,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 71.6 0.0 22.0 4.0 3.5 0.0 0.0 18.8 1.3 1.1: 0.0 0.0
Old : 100.0: 72.7 71.6 0.0 22.0 4.0 3.5 0.0 0.0 18.8 1.3 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 8 0 . . . 0 0 . . .:
Old : 22: 13 8 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 62.2 79.4 90.6 54.2 58.2 74.8 80.4
Old : 55.2 62.2 79.4 90.6 54.2 58.2 74.8 80.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,895: 14,380 17,100 2,100 450 2,125 280 0 20 750 200 0: 240 0
Old : 19,895: 14,380 17,100 2,100 450 2,125 280 0 20 750 200 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: -50 0 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 86.0 10.6 2.3 10.7 1.4 0.0 0.1 3.8 1.0 0.0: 1.2 0.0
Old : 100.0: 72.3 86.0 10.6 2.3 10.7 1.4 0.0 0.1 3.8 1.0 0.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 24 . . . . 0 . . . 0:
Old : 38: 19 24 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 54.9 71.5 71.3 42.3 38.4 52.4 51.6
Old : 47.5 54.9 71.5 71.3 42.3 38.4 52.4 51.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,265: 12,565 8,735 600 3,650 475 0 1,010 375 0 0 0: 250 20
Old : 14,265: 12,565 8,735 600 3,650 475 0 1,010 375 0 0 0: 250 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 295: 300 275 0 0 0 0 0 0 0 0 0: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 61.2 4.2 25.6 3.3 0.0 7.1 2.6 0.0 0.0 0.0: 1.8 0.1
Old : 100.0: 88.1 61.2 4.2 25.6 3.3 0.0 7.1 2.6 0.0 0.0 0.0: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 17 . . . 0 . . 0 0 0:
Old : 29: 20 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 : 47.2 51.7 70.3 77.8 45.2 42.9 61.3 59.7
Old : 47.2 51.7 70.3 77.8 45.2 42.9 61.3 59.7
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,079: 13,399 13,220 68 1,046 2,060 1,422 0 560 0 126 0: 570 1,067
Old : 18,079: 13,399 13,220 68 1,046 2,060 1,422 0 560 0 126 0: 570 1,067
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -21: -42 -42 0 0 0 -19 0 0 0 0 0: 40 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 73.1 0.4 5.8 11.4 7.9 0.0 3.1 0.0 0.7 0.0: 3.2 5.9
Old : 100.0: 74.1 73.1 0.4 5.8 11.4 7.9 0.0 3.1 0.0 0.7 0.0: 3.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 25 22 . . . . 0 . 0 . 0:
Old : 32: 25 22 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 56.9 57.9 73.2 27.8 42.7 41.9 50.3
Old : 37.0 56.9 57.9 73.2 27.8 42.7 41.9 50.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,941: 30,868 23,170 1,109 1,397 1,827 0 4,441 1,709 0 3,039 263: 165 95
Old : 35,941: 30,868 23,170 1,109 1,397 1,827 0 4,441 1,709 0 3,039 263: 165 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,314: 1,064 294 80 0 0 0 -80 190 0 940 -30: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 64.5 3.1 3.9 5.1 0.0 12.4 4.8 0.0 8.5 0.7: 0.5 0.3
Old : 100.0: 85.9 64.5 3.1 3.9 5.1 0.0 12.4 4.8 0.0 8.5 0.7: 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 : 40: 30 27 . . 4 0 . . 0 4 .:
Old : 40: 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 : 34.3 49.5 54.4 67.1 30.3 38.4 45.4 51.7
Old : 34.3 49.5 54.4 67.1 30.3 38.4 45.4 51.7
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,912: 38,077 28,784 666 4,267 1,124 200 3,424 2,575 490 3,063 635: 145 40
Old : 43,912: 38,077 28,784 666 4,267 1,124 200 3,424 2,575 490 3,063 635: 145 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 845: 643 54 55 -60 56 0 80 35 -50 566 114: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 65.5 1.5 9.7 2.6 0.5 7.8 5.9 1.1 7.0 1.4: 0.3 0.1
Old : 100.0: 86.7 65.5 1.5 9.7 2.6 0.5 7.8 5.9 1.1 7.0 1.4: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 31 27 . 4 5 . . . . . 4:
Old : 46: 31 27 . 4 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 : 39.8 39.8 62.0 58.3 34.3 30.4 51.7 47.6
Old : 39.8 39.8 62.0 58.3 34.3 30.4 51.7 47.6
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,370: 29,885 27,020 2,300 6,375 975 0 0 0 850 0 0: 360 0
Old : 34,370: 29,885 27,020 2,300 6,375 975 0 0 0 850 0 0: 360 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 175: -2,195 175 2,300 400 -400 0 0 0 350 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 78.6 6.7 18.5 2.8 0.0 0.0 0.0 2.5 0.0 0.0: 1.0 0.0
Old : 100.0: 87.0 78.6 6.7 18.5 2.8 0.0 0.0 0.0 2.5 0.0 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.6 92.5 68.3 99.3 44.4 79.9 63.7 82.2
Old : 46.6 92.5 68.3 99.3 44.4 79.9 63.7 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,950: 41,410 37,290 1,500 6,660 1,000 0 0 0 800 0 0: 240 0
Old : 44,950: 41,410 37,290 1,500 6,660 1,000 0 0 0 800 0 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -75: -1,045 -75 1,250 400 -400 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 83.0 3.3 14.8 2.2 0.0 0.0 0.0 1.8 0.0 0.0: 0.5 0.0
Old : 100.0: 92.1 83.0 3.3 14.8 2.2 0.0 0.0 0.0 1.8 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 12 . . . 0 0 0 . 0 0:
Old : 31: 24 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 93.3 67.6 98.4 50.5 85.0 66.0 87.1
Old : 50.5 93.3 67.6 98.4 50.5 85.0 66.0 87.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 455,921: 274,710 391,020 70,641 21,453 3,112 54,720 0 28,221 19,201 6,799 5,316: 0 0
Old : 455,921: 274,710 391,020 70,641 21,453 3,112 54,720 0 28,221 19,201 6,799 5,316: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 3,874: 914 2,584 0 0 0 384 0 -384 2,590 1,304 370: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 85.8 15.5 4.7 0.7 12.0 0.0 6.2 4.2 1.5 1.2: 0.0 0.0
Old : 100.0: 60.3 85.8 15.5 4.7 0.7 12.0 0.0 6.2 4.2 1.5 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 22 28 . . . . 0 . . . .:
Old : 38: 22 28 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.4 71.0 69.6 40.0 44.0 56.1 58.0
Old : 47.9 45.4 71.0 69.6 40.0 44.0 56.1 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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 32,238: 18,810 26,950 4,096 1,498 335 4,753 0 940 1,048 916 1,514: 742 85
Old : 32,238: 18,810 26,950 4,096 1,498 335 4,753 0 940 1,048 916 1,514: 742 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 229: 90 510 493 23 -64 4 0 0 269 -17 -223: -340 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 83.6 12.7 4.6 1.0 14.7 0.0 2.9 3.3 2.8 4.7: 2.3 0.3
Old : 100.0: 58.3 83.6 12.7 4.6 1.0 14.7 0.0 2.9 3.3 2.8 4.7: 2.3 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 : 43: 24 29 . . . . 0 . . . .:
Old : 43: 24 29 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 36.6 68.9 59.1 41.2 34.1 54.6 51.2
Old : 44.2 36.6 68.9 59.1 41.2 34.1 54.6 51.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,320: 10,151 13,861 3,655 0 648 0 46 1,765 101 0 0: 0 0
Old : 16,320: 10,151 13,861 3,655 0 648 0 46 1,765 101 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -103: 101 -282 0 0 0 -487 46 233 76 -74 -26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 84.9 22.4 0.0 4.0 0.0 0.3 10.8 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 62.2 84.9 22.4 0.0 4.0 0.0 0.3 10.8 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 10 . 0 . 0 . . . 0 0:
Old : 25: 14 10 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 86.9 82.5 97.3 50.9 78.0 70.0 81.1
Old : 57.7 86.9 82.5 97.3 50.9 78.0 70.0 81.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 239,882: 102,472 219,274 53,935 0 12,896 61,604 0 7,712 1,263 0 0: 0 0
Old : 239,882: 102,472 219,274 53,935 0 12,896 61,604 0 7,712 1,263 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,886: 943 1,886 943 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 91.4 22.5 0.0 5.4 25.7 0.0 3.2 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 42.7 91.4 22.5 0.0 5.4 25.7 0.0 3.2 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 . . 0 . . 0 . . 0 0:
Old : 21: 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 : 77.6 99.5 92.9 100.0 69.0 91.4 84.3 91.4
Old : 77.6 99.5 92.9 100.0 69.0 91.4 84.3 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 470,606: 320,551 424,538 110,370 0 20,212 0 5,706 17,496 1,977 2,654 0: 0 0
Old : 470,606: 320,551 424,538 110,370 0 20,212 0 5,706 17,496 1,977 2,654 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 4,632: 6,936 -13,220 -17,468 0 17,468 0 0 0 -2,304 384 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 90.2 23.5 0.0 4.3 0.0 1.2 3.7 0.4 0.6 0.0: 0.0 0.0
Old : 100.0: 68.1 90.2 23.5 0.0 4.3 0.0 1.2 3.7 0.4 0.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 16 . 0 . 0 . . . . 0:
Old : 31: 20 16 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 76.1 70.8 92.4 48.4 66.6 65.3 74.9
Old : 50.5 76.1 70.8 92.4 48.4 66.6 65.3 74.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,434: 28,664 42,506 4,386 1,680 0 3,646 0 445 7,449 0 0: 844 803
Old : 45,434: 28,664 42,506 4,386 1,680 0 3,646 0 445 7,449 0 0: 844 803
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 894: 472 446 170 532 -21 -132 0 0 405 0 -63: 63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.1 93.6 9.7 3.7 0.0 8.0 0.0 1.0 16.4 0.0 0.0: 1.9 1.8
Old : 100.0: 63.1 93.6 9.7 3.7 0.0 8.0 0.0 1.0 16.4 0.0 0.0: 1.9 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 : 27: 18 14 . . 0 . 0 . . 0 0:
Old : 27: 18 14 . . 0 . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 87.3 77.5 93.8 46.0 75.5 70.6 80.6
Old : 48.6 87.3 77.5 93.8 46.0 75.5 70.6 80.6
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,963: 5,761 4,261 635 595 105 0 1,407 0 123 212 0: 339 383
Old : 6,963: 5,761 4,261 635 595 105 0 1,407 0 123 212 0: 339 383
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.7 61.2 9.1 8.5 1.5 0.0 20.2 0.0 1.8 3.0 0.0: 4.9 5.5
Old : 100.0: 82.7 61.2 9.1 8.5 1.5 0.0 20.2 0.0 1.8 3.0 0.0: 4.9 5.5
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: 9 8 . . . 0 . 0 . . 0:
Old : 20: 9 8 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 69.4 85.8 89.7 55.5 69.4 76.1 81.8
Old : 63.4 69.4 85.8 89.7 55.5 69.4 76.1 81.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,938: 71,938 63,402 0 4,632 0 0 3,904 0 0 0 0: 0 0
Old : 71,938: 71,938 63,402 0 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: August 19, 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: 100.0 88.1 0.0 6.4 0.0 0.0 5.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 100.0 88.1 0.0 6.4 0.0 0.0 5.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 0 . 0 0 . 0 0 0 0:
Old : 22: 11 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 : 72.3 68.6 97.3 89.1 67.9 68.6 82.1 82.2
Old : 72.3 68.6 97.3 89.1 67.9 68.6 82.1 82.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,761: 9,743 13,858 725 0 492 826 0 82 2,428 76 533: 932 720
Old : 15,761: 9,743 13,858 725 0 492 826 0 82 2,428 76 533: 932 720
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 333: 121 61 301 0 21 -101 0 82 23 -15 164: -278 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 87.9 4.6 0.0 3.1 5.2 0.0 0.5 15.4 0.5 3.4: 5.9 4.6
Old : 100.0: 61.8 87.9 4.6 0.0 3.1 5.2 0.0 0.5 15.4 0.5 3.4: 5.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 17 . 0 . . 0 . . . .:
Old : 27: 15 17 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.0 49.2 57.6 71.6 26.7 38.4 44.7 49.6
Old : 34.0 49.2 57.6 71.6 26.7 38.4 44.7 49.6
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 196,951: 115,342 190,302 37,621 1,977 1,920 392 0 0 39,707 783 1,969: 0 0
Old : 196,951: 115,342 190,302 37,621 1,977 1,920 392 0 0 39,707 783 1,969: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 735: 0 343 376 -384 384 392 0 0 -26 783 -391: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 96.6 19.1 1.0 1.0 0.2 0.0 0.0 20.2 0.4 1.0: 0.0 0.0
Old : 100.0: 58.6 96.6 19.1 1.0 1.0 0.2 0.0 0.0 20.2 0.4 1.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 14 19 4 . . . 0 0 . . .:
Old : 32: 14 19 4 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 64.7 84.0 80.7 55.9 63.0 72.5 72.0
Old : 61.9 64.7 84.0 80.7 55.9 63.0 72.5 72.0
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,948: 7,897 7,974 2,343 3,640 529 920 0 144 298 0 514: 303 147
Old : 12,948: 7,897 7,974 2,343 3,640 529 920 0 144 298 0 514: 303 147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 273: 132 324 0 0 0 55 0 22 86 -51 -1: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 61.6 18.1 28.1 4.1 7.1 0.0 1.1 2.3 0.0 4.0: 2.3 1.1
Old : 100.0: 61.0 61.6 18.1 28.1 4.1 7.1 0.0 1.1 2.3 0.0 4.0: 2.3 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 : 30: 16 18 . . . . 0 . . 0 .:
Old : 30: 16 18 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 51.3 70.5 73.0 40.2 47.4 57.6 63.1
Old : 46.6 51.3 70.5 73.0 40.2 47.4 57.6 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 139,556: 98,651 64,034 25,022 71,144 1,192 3,888 0 392 7,617 0 2,794: 0 0
Old : 139,556: 98,651 64,034 25,022 71,144 1,192 3,888 0 392 7,617 0 2,794: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,680: 2,680 4,600 0 0 0 -392 0 392 2,312 0 -2,312: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 45.9 17.9 51.0 0.9 2.8 0.0 0.3 5.5 0.0 2.0: 0.0 0.0
Old : 100.0: 70.7 45.9 17.9 51.0 0.9 2.8 0.0 0.3 5.5 0.0 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 14 . . . . 0 . . 0 .:
Old : 28: 15 14 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 68.3 79.7 82.6 54.7 60.8 69.6 73.4
Old : 55.6 68.3 79.7 82.6 54.7 60.8 69.6 73.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,366: 18,885 14,397 307 2,885 3,207 0 1,962 1,915 52 0 0: 0 0
Old : 24,366: 18,885 14,397 307 2,885 3,207 0 1,962 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: August 19, 2014 :
: 200: -8 175 0 -208 208 0 25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 59.1 1.3 11.8 13.2 0.0 8.1 7.9 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 77.5 59.1 1.3 11.8 13.2 0.0 8.1 7.9 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 : 26: 16 11 . . . 0 . . . 0 0:
Old : 26: 16 11 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 64.3 84.6 87.2 53.0 39.0 62.3 59.4
Old : 63.3 64.3 84.6 87.2 53.0 39.0 62.3 59.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 218,930: 190,093 84,722 0 105,363 24,661 0 8 4,176 0 0 0: 0 0
Old : 218,930: 190,093 84,722 0 105,363 24,661 0 8 4,176 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,536: 2,560 -64 0 2,624 -1,024 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 38.7 0.0 48.1 11.3 0.0 0.0 1.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.8 38.7 0.0 48.1 11.3 0.0 0.0 1.9 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 9 0 . . 0 . . 0 0 0:
Old : 24: 16 9 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 74.1 88.2 95.9 58.9 62.9 71.7 77.0
Old : 67.8 74.1 88.2 95.9 58.9 62.9 71.7 77.0
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 100,965: 5,976 8,588 3,055 7 863 0 26 96 1,044 1,458 1,747: 88,184 88,179
Old : 100,965: 5,976 8,588 3,055 7 863 0 26 96 1,044 1,458 1,747: 88,184 88,179
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 7,020: 567 272 82 -2 -43 0 -8 -8 -230 159 216: 6,436 6,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 8.5 3.0 0.0 0.9 0.0 0.0 0.1 1.0 1.4 1.7: 87.3 87.3
Old : 100.0: 5.9 8.5 3.0 0.0 0.9 0.0 0.0 0.1 1.0 1.4 1.7: 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 : 24: 12 14 4 . 4 0 . . . . .:
Old : 24: 12 14 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 : 6.3 6.3 9.6 9.9 3.9 4.4 5.6 5.6
Old : 6.3 6.3 9.6 9.9 3.9 4.4 5.6 5.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,685: 14,680 15,215 7,300 6,470 50 0 825 75 0 50 0: 580 0
Old : 22,685: 14,680 15,215 7,300 6,470 50 0 825 75 0 50 0: 580 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 480: 420 480 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 67.1 32.2 28.5 0.2 0.0 3.6 0.3 0.0 0.2 0.0: 2.6 0.0
Old : 100.0: 64.7 67.1 32.2 28.5 0.2 0.0 3.6 0.3 0.0 0.2 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 4 . . 0 . . 0 . 0:
Old : 28: 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 : 49.6 74.3 78.6 92.5 49.0 70.8 72.4 81.5
Old : 49.6 74.3 78.6 92.5 49.0 70.8 72.4 81.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,850: 14,015 11,405 4,015 6,545 0 0 900 0 0 0 0: 820 0
Old : 18,850: 14,015 11,405 4,015 6,545 0 0 900 0 0 0 0: 820 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 480: 420 480 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 60.5 21.3 34.7 0.0 0.0 4.8 0.0 0.0 0.0 0.0: 4.4 0.0
Old : 100.0: 74.4 60.5 21.3 34.7 0.0 0.0 4.8 0.0 0.0 0.0 0.0: 4.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 8 4 . 0 0 . 0 0 0 0:
Old : 22: 12 8 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 : 46.4 79.3 75.9 97.7 44.1 76.1 65.3 83.1
Old : 46.4 79.3 75.9 97.7 44.1 76.1 65.3 83.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,150: 14,175 13,955 525 765 375 0 0 0 0 0 0: 75 55
Old : 15,150: 14,175 13,955 525 765 375 0 0 0 0 0 0: 75 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,290: 2,290 2,290 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 92.1 3.5 5.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.4
Old : 100.0: 93.6 92.1 3.5 5.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 12 . . . 0 0 0 0 0 0:
Old : 29: 21 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 : 54.5 87.7 71.4 96.7 46.7 82.2 63.2 85.0
Old : 54.5 87.7 71.4 96.7 46.7 82.2 63.2 85.0
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,475: 20,075 19,240 310 1,340 745 0 0 0 0 100 50: 295 0
Old : 21,475: 20,075 19,240 310 1,340 745 0 0 0 0 100 50: 295 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 430: 100 430 0 -270 270 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 89.6 1.4 6.2 3.5 0.0 0.0 0.0 0.0 0.5 0.2: 1.4 0.0
Old : 100.0: 93.5 89.6 1.4 6.2 3.5 0.0 0.0 0.0 0.0 0.5 0.2: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 8 . . . 0 0 0 0 . .:
Old : 21: 12 8 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 82.9 89.3 98.3 60.8 74.9 74.0 81.0
Old : 74.2 82.9 89.3 98.3 60.8 74.9 74.0 81.0
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,245: 19,625 21,240 745 0 5 0 0 0 0 0 0: 870 0
Old : 21,245: 19,625 21,240 745 0 5 0 0 0 0 0 0: 870 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 490: 415 490 0 0 0 0 0 0 0 0 0: 75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 100.0 3.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 0.0
Old : 100.0: 92.4 100.0 3.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 19 13 . 0 . 0 0 0 0 0 0:
Old : 24: 19 13 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 90.2 83.8 98.4 67.5 88.0 79.7 92.8
Old : 71.4 90.2 83.8 98.4 67.5 88.0 79.7 92.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 117,330: 103,360 106,490 2,015 1,330 9,460 1,715 0 0 550 50 0: 230 0
Old : 117,330: 103,360 106,490 2,015 1,330 9,460 1,715 0 0 550 50 0: 230 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,040: 2,020 930 -1,260 20 90 90 0 0 100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 90.8 1.7 1.1 8.1 1.5 0.0 0.0 0.5 0.0 0.0: 0.2 0.0
Old : 100.0: 88.1 90.8 1.7 1.1 8.1 1.5 0.0 0.0 0.5 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 31 27 . . 5 . 0 0 . . 0:
Old : 44: 31 27 . . 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 : 45.4 64.0 64.1 80.6 39.2 63.1 55.6 72.1
Old : 45.4 64.0 64.1 80.6 39.2 63.1 55.6 72.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,033: 127,645 135,623 4,983 905 7,355 3,600 0 0 250 0 150: 50 0
Old : 144,033: 127,645 135,623 4,983 905 7,355 3,600 0 0 250 0 150: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -165: -645 -470 -375 -135 440 365 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 94.2 3.5 0.6 5.1 2.5 0.0 0.0 0.2 0.0 0.1: 0.0 0.0
Old : 100.0: 88.6 94.2 3.5 0.6 5.1 2.5 0.0 0.0 0.2 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 35 28 . . 5 . 0 0 . 0 .:
Old : 50: 35 28 . . 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 : 41.5 62.3 61.2 82.3 35.3 59.7 53.4 74.1
Old : 41.5 62.3 61.2 82.3 35.3 59.7 53.4 74.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 155,738: 108,667 124,389 11,308 10,344 7,077 2,049 75 3,144 18,051 5,126 5,257: 185 326
Old : 155,738: 108,667 124,389 11,308 10,344 7,077 2,049 75 3,144 18,051 5,126 5,257: 185 326
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,137: 903 2,338 288 30 300 446 -328 2 390 -2 -208: 16 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 79.9 7.3 6.6 4.5 1.3 0.0 2.0 11.6 3.3 3.4: 0.1 0.2
Old : 100.0: 69.8 79.9 7.3 6.6 4.5 1.3 0.0 2.0 11.6 3.3 3.4: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 34 32 6 . 6 . . . . 6 7:
Old : 63: 34 32 6 . 6 . . . . 6 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 : 44.6 64.7 64.1 75.5 44.0 60.9 62.2 69.8
Old : 44.6 64.7 64.1 75.5 44.0 60.9 62.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,511: 76,146 80,705 10,290 5,596 5,840 1,500 0 1,040 625 2,345 985: 85 0
Old : 96,511: 76,146 80,705 10,290 5,596 5,840 1,500 0 1,040 625 2,345 985: 85 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 345: 660 185 255 645 -585 -60 0 75 -25 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 83.6 10.7 5.8 6.1 1.6 0.0 1.1 0.6 2.4 1.0: 0.1 0.0
Old : 100.0: 78.9 83.6 10.7 5.8 6.1 1.6 0.0 1.1 0.6 2.4 1.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 29 29 . . 5 . 0 . . . .:
Old : 50: 29 29 . . 5 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 71.6 67.0 81.2 45.8 70.5 61.5 78.1
Old : 49.8 71.6 67.0 81.2 45.8 70.5 61.5 78.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,560: 21,285 18,070 975 3,410 540 0 1,540 0 0 0 0: 760 0
Old : 23,560: 21,285 18,070 975 3,410 540 0 1,540 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: August 19, 2014 :
: -115: -120 40 0 -325 5 0 165 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 76.7 4.1 14.5 2.3 0.0 6.5 0.0 0.0 0.0 0.0: 3.2 0.0
Old : 100.0: 90.3 76.7 4.1 14.5 2.3 0.0 6.5 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 : 27: 17 8 . . . 0 . 0 0 0 0:
Old : 27: 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 : 55.3 75.5 74.2 96.2 55.3 73.0 74.2 90.8
Old : 55.3 75.5 74.2 96.2 55.3 73.0 74.2 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,775: 17,865 17,285 1,305 1,775 1,200 0 515 0 0 0 0: 405 0
Old : 20,775: 17,865 17,285 1,305 1,775 1,200 0 515 0 0 0 0: 405 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 75: 75 60 0 0 0 0 15 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 83.2 6.3 8.5 5.8 0.0 2.5 0.0 0.0 0.0 0.0: 1.9 0.0
Old : 100.0: 86.0 83.2 6.3 8.5 5.8 0.0 2.5 0.0 0.0 0.0 0.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 9 . . . 0 . 0 0 0 0:
Old : 28: 16 9 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 83.9 72.4 97.9 50.8 78.4 71.2 91.1
Old : 50.8 83.9 72.4 97.9 50.8 78.4 71.2 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 mwh :
: : Positions :
All : 5,805: 4,235 4,545 510 0 505 0 30 50 0 0 0: 505 675
Old : 5,805: 4,235 4,545 510 0 505 0 30 50 0 0 0: 505 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 30: 215 15 0 0 0 0 15 0 0 0 0: -185 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.0 78.3 8.8 0.0 8.7 0.0 0.5 0.9 0.0 0.0 0.0: 8.7 11.6
Old : 100.0: 73.0 78.3 8.8 0.0 8.7 0.0 0.5 0.9 0.0 0.0 0.0: 8.7 11.6
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: 15 12 . 0 . 0 . . 0 0 0:
Old : 24: 15 12 . 0 . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 58.5 75.5 80.3 40.4 55.3 61.3 70.3
Old : 49.9 58.5 75.5 80.3 40.4 55.3 61.3 70.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,787: 19,445 21,713 2,180 738 4,236 0 172 320 913 0 365: 4,328 4,243
Old : 31,787: 19,445 21,713 2,180 738 4,236 0 172 320 913 0 365: 4,328 4,243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 168: 204 90 -5 -12 -6 0 0 0 0 0 0: -24 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 68.3 6.9 2.3 13.3 0.0 0.5 1.0 2.9 0.0 1.1: 13.6 13.3
Old : 100.0: 61.2 68.3 6.9 2.3 13.3 0.0 0.5 1.0 2.9 0.0 1.1: 13.6 13.3
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 : 33: 21 19 . . 6 0 . . . 0 .:
Old : 33: 21 19 . . 6 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 45.0 60.1 67.1 16.9 20.1 21.8 24.7
Old : 41.6 45.0 60.1 67.1 16.9 20.1 21.8 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,854: 9,818 13,725 5,590 530 0 0 2,046 0 978 0 0: 468 553
Old : 16,854: 9,818 13,725 5,590 530 0 0 2,046 0 978 0 0: 468 553
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 58.3 81.4 33.2 3.1 0.0 0.0 12.1 0.0 5.8 0.0 0.0: 2.8 3.3
Old : 100.0: 58.3 81.4 33.2 3.1 0.0 0.0 12.1 0.0 5.8 0.0 0.0: 2.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . . 0 0 . 0 . 0 0:
Old : 20: 9 8 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 79.8 86.1 93.9 61.9 79.8 86.1 90.2
Old : 61.9 79.8 86.1 93.9 61.9 79.8 86.1 90.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 337,054: 219,581 303,923 107,662 0 0 0 33,131 0 9,811 0 0: 0 0
Old : 337,054: 219,581 303,923 107,662 0 0 0 33,131 0 9,811 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 5,766: 5,766 5,766 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 90.2 31.9 0.0 0.0 0.0 9.8 0.0 2.9 0.0 0.0: 0.0 0.0
Old : 100.0: 65.1 90.2 31.9 0.0 0.0 0.0 9.8 0.0 2.9 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 : 22: 11 11 . 0 0 0 . 0 . 0 0:
Old : 22: 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 : 60.9 87.5 83.5 96.5 59.5 87.5 81.5 96.5
Old : 60.9 87.5 83.5 96.5 59.5 87.5 81.5 96.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,314: 30,505 86,613 55,958 0 1,490 0 0 0 0 0 0: 361 211
Old : 88,314: 30,505 86,613 55,958 0 1,490 0 0 0 0 0 0: 361 211
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 34.5 98.1 63.4 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 34.5 98.1 63.4 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 14 . 0 . 0 0 0 0 0 0:
Old : 20: 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 : 87.9 81.8 98.4 91.6 84.9 75.8 88.7 84.9
Old : 87.9 81.8 98.4 91.6 84.9 75.8 88.7 84.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,557,612: 532,487 1,530,406 997,919 0 27,206 0 0 0 0 0 0: 0 0
Old : 1,557,612: 532,487 1,530,406 997,919 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: August 19, 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: 34.2 98.3 64.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 34.2 98.3 64.1 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 : 23: 11 15 . 0 . 0 0 0 0 0 0:
Old : 23: 11 15 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.2 82.3 97.8 91.6 83.1 76.4 88.3 84.5
Old : 86.2 82.3 97.8 91.6 83.1 76.4 88.3 84.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,446: 145,289 89,249 9,085 60,700 2,517 4,170 7,680 4,025 0 1,169 106: 254 0
Old : 165,446: 145,289 89,249 9,085 60,700 2,517 4,170 7,680 4,025 0 1,169 106: 254 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 210: 210 210 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 53.9 5.5 36.7 1.5 2.5 4.6 2.4 0.0 0.7 0.1: 0.2 0.0
Old : 100.0: 87.8 53.9 5.5 36.7 1.5 2.5 4.6 2.4 0.0 0.7 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 20 22 4 . . . . . 0 . .:
Old : 37: 20 22 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 : 55.3 61.5 74.8 77.7 32.9 46.2 49.9 55.3
Old : 55.3 61.5 74.8 77.7 32.9 46.2 49.9 55.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,372,481: 2,918,216 1,547,607 184,000 1,249,843 266,311 0 308,720 0 3,954 0 0: 0 0
Old : 3,372,481: 2,918,216 1,547,607 184,000 1,249,843 266,311 0 308,720 0 3,954 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 84: -0 84 0 -84 84 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 45.9 5.5 37.1 7.9 0.0 9.2 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 86.5 45.9 5.5 37.1 7.9 0.0 9.2 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 : 36: 22 18 . 4 4 0 . 0 . 0 0:
Old : 36: 22 18 . 4 4 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 76.6 87.2 89.8 46.1 54.0 61.0 62.7
Old : 67.1 76.6 87.2 89.8 46.1 54.0 61.0 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 21,116: 18,223 13,769 530 745 1,060 0 607 1,280 0 3,400 0: 23 255
Old : 21,116: 18,223 13,769 530 745 1,060 0 607 1,280 0 3,400 0: 23 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 65.2 2.5 3.5 5.0 0.0 2.9 6.1 0.0 16.1 0.0: 0.1 1.2
Old : 100.0: 86.3 65.2 2.5 3.5 5.0 0.0 2.9 6.1 0.0 16.1 0.0: 0.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 10 . . . 0 . . 0 . 0:
Old : 20: 10 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 : 72.9 72.1 91.5 90.1 66.9 64.8 79.6 75.1
Old : 72.9 72.1 91.5 90.1 66.9 64.8 79.6 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,983: 34,373 42,180 6,243 0 3,537 1,564 0 2,266 0 0 0: 0 0
Old : 47,983: 34,373 42,180 6,243 0 3,537 1,564 0 2,266 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 87.9 13.0 0.0 7.4 3.3 0.0 4.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 71.6 87.9 13.0 0.0 7.4 3.3 0.0 4.7 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 : 43.9 69.7 71.5 90.7 38.8 54.9 54.9 65.8
Old : 43.9 69.7 71.5 90.7 38.8 54.9 54.9 65.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,463: 61,824 43,336 0 17,950 6,362 0 1,107 4,643 1,504 0 0: 130 1,065
Old : 74,463: 61,824 43,336 0 17,950 6,362 0 1,107 4,643 1,504 0 0: 130 1,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 83.0 58.2 0.0 24.1 8.5 0.0 1.5 6.2 2.0 0.0 0.0: 0.2 1.4
Old : 100.0: 83.0 58.2 0.0 24.1 8.5 0.0 1.5 6.2 2.0 0.0 0.0: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 15 0 . . 0 . . . 0 0:
Old : 31: 22 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 : 48.7 68.7 74.4 88.0 42.6 49.8 54.3 58.8
Old : 48.7 68.7 74.4 88.0 42.6 49.8 54.3 58.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,086: 30,087 34,713 2,992 958 3,041 0 0 0 2,592 0 2,268: 106 106
Old : 41,086: 30,087 34,713 2,992 958 3,041 0 0 0 2,592 0 2,268: 106 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 84.5 7.3 2.3 7.4 0.0 0.0 0.0 6.3 0.0 5.5: 0.3 0.3
Old : 100.0: 73.2 84.5 7.3 2.3 7.4 0.0 0.0 0.0 6.3 0.0 5.5: 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 : 23: 14 14 . . . 0 0 0 . 0 .:
Old : 23: 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 : 57.2 53.5 81.8 79.0 45.3 47.0 58.8 61.8
Old : 57.2 53.5 81.8 79.0 45.3 47.0 58.8 61.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,773: 28,880 23,346 2,494 8,027 1,294 0 0 0 105 0 0: 0 106
Old : 32,773: 28,880 23,346 2,494 8,027 1,294 0 0 0 105 0 0: 0 106
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 71.2 7.6 24.5 3.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.3
Old : 100.0: 88.1 71.2 7.6 24.5 3.9 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 11 . . . 0 0 0 . 0 0:
Old : 27: 17 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 61.6 72.2 90.9 49.1 56.9 68.2 77.2
Old : 50.3 61.6 72.2 90.9 49.1 56.9 68.2 77.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 345,083: 298,045 309,753 3,954 0 0 19,604 0 23,480 0 11,850 0: 0 0
Old : 345,083: 298,045 309,753 3,954 0 0 19,604 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: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 89.8 1.1 0.0 0.0 5.7 0.0 6.8 0.0 3.4 0.0: 0.0 0.0
Old : 100.0: 86.4 89.8 1.1 0.0 0.0 5.7 0.0 6.8 0.0 3.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . 0 0 . 0 . 0 . 0:
Old : 22: 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 : 70.7 71.1 93.3 86.0 61.7 66.1 76.5 78.0
Old : 70.7 71.1 93.3 86.0 61.7 66.1 76.5 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 865,527: 517,131 610,064 126,873 132,546 103,147 98,606 0 19,770 0 0 0: 0 0
Old : 865,527: 517,131 610,064 126,873 132,546 103,147 98,606 0 19,770 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 70.5 14.7 15.3 11.9 11.4 0.0 2.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 59.7 70.5 14.7 15.3 11.9 11.4 0.0 2.3 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 14 . . . . 0 . 0 0 0:
Old : 23: 13 14 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 58.4 86.5 75.8 42.1 36.5 50.9 50.8
Old : 64.0 58.4 86.5 75.8 42.1 36.5 50.9 50.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,745,289: 1,104,531 1,120,496 134,120 314,483 238,990 178,770 0 70,560 17,558 0 760: 0 0
Old : 1,745,289: 1,104,531 1,120,496 134,120 314,483 238,990 178,770 0 70,560 17,558 0 760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.3 64.2 7.7 18.0 13.7 10.2 0.0 4.0 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 63.3 64.2 7.7 18.0 13.7 10.2 0.0 4.0 1.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 12 . . 4 . 0 . . 0 .:
Old : 28: 15 12 . . 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 : 54.8 78.6 81.2 92.2 46.6 64.6 60.5 69.3
Old : 54.8 78.6 81.2 92.2 46.6 64.6 60.5 69.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 596,050: 343,047 538,300 1,977 34,350 23,400 0 0 0 227,626 0 0: 0 0
Old : 596,050: 343,047 538,300 1,977 34,350 23,400 0 0 0 227,626 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 57.6 90.3 0.3 5.8 3.9 0.0 0.0 0.0 38.2 0.0 0.0: 0.0 0.0
Old : 100.0: 57.6 90.3 0.3 5.8 3.9 0.0 0.0 0.0 38.2 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 : 21: 12 12 . . . 0 0 0 . 0 0:
Old : 21: 12 12 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 58.9 91.2 83.1 65.7 53.9 74.2 68.4
Old : 75.9 58.9 91.2 83.1 65.7 53.9 74.2 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 436,112: 369,702 336,156 54,542 88,088 11,868 0 0 0 0 0 0: 0 0
Old : 436,112: 369,702 336,156 54,542 88,088 11,868 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: August 19, 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: 84.8 77.1 12.5 20.2 2.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.8 77.1 12.5 20.2 2.7 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: 12 12 . 4 . 0 0 0 0 0 0:
Old : 24: 12 12 . 4 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 64.2 86.7 86.4 44.4 49.4 70.8 66.9
Old : 56.4 64.2 86.7 86.4 44.4 49.4 70.8 66.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,275: 13,263 19,715 2,765 0 1,800 0 0 0 3,592 0 0: 855 760
Old : 22,275: 13,263 19,715 2,765 0 1,800 0 0 0 3,592 0 0: 855 760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 175: 0 175 0 0 0 0 0 0 175 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 88.5 12.4 0.0 8.1 0.0 0.0 0.0 16.1 0.0 0.0: 3.8 3.4
Old : 100.0: 59.5 88.5 12.4 0.0 8.1 0.0 0.0 0.0 16.1 0.0 0.0: 3.8 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 : 25: 13 16 . 0 . 0 0 0 . 0 0:
Old : 25: 13 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 : 69.8 44.7 88.5 76.0 56.4 44.6 74.7 71.3
Old : 69.8 44.7 88.5 76.0 56.4 44.6 74.7 71.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,683: 11,865 17,373 2,390 0 1,750 0 0 0 3,059 0 0: 619 560
Old : 19,683: 11,865 17,373 2,390 0 1,750 0 0 0 3,059 0 0: 619 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 60.3 88.3 12.1 0.0 8.9 0.0 0.0 0.0 15.5 0.0 0.0: 3.1 2.8
Old : 100.0: 60.3 88.3 12.1 0.0 8.9 0.0 0.0 0.0 15.5 0.0 0.0: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 16 . 0 . 0 0 0 . 0 0:
Old : 25: 9 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 : 81.4 46.8 95.1 77.1 66.6 46.8 77.1 67.4
Old : 81.4 46.8 95.1 77.1 66.6 46.8 77.1 67.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,918: 11,959 12,969 55 2,696 510 1,325 250 0 2,203 0 285: 581 208
Old : 16,918: 11,959 12,969 55 2,696 510 1,325 250 0 2,203 0 285: 581 208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 861: -67 728 0 -70 328 625 0 0 15 0 -65: 25 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 76.7 0.3 15.9 3.0 7.8 1.5 0.0 13.0 0.0 1.7: 3.4 1.2
Old : 100.0: 70.7 76.7 0.3 15.9 3.0 7.8 1.5 0.0 13.0 0.0 1.7: 3.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 16 . 4 5 . . 0 . 0 .:
Old : 30: 18 16 . 4 5 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 58.6 76.5 78.1 50.1 55.2 65.3 69.5
Old : 56.3 58.6 76.5 78.1 50.1 55.2 65.3 69.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,793: 7,324 9,036 745 3,415 50 25 0 0 3,635 0 220: 794 72
Old : 12,793: 7,324 9,036 745 3,415 50 25 0 0 3,635 0 220: 794 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 488: 289 458 0 360 0 25 0 0 120 -300 -30: 84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 70.6 5.8 26.7 0.4 0.2 0.0 0.0 28.4 0.0 1.7: 6.2 0.6
Old : 100.0: 57.3 70.6 5.8 26.7 0.4 0.2 0.0 0.0 28.4 0.0 1.7: 6.2 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 : 26: 15 16 . . . . 0 0 . 0 .:
Old : 26: 15 16 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 55.7 81.3 79.2 57.5 50.7 73.1 71.2
Old : 62.5 55.7 81.3 79.2 57.5 50.7 73.1 71.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,947: 14,851 8,752 909 5,226 204 0 1,525 0 0 665 575: 408 0
Old : 16,947: 14,851 8,752 909 5,226 204 0 1,525 0 0 665 575: 408 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 100: 100 65 300 -615 0 0 625 0 0 325 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 51.6 5.4 30.8 1.2 0.0 9.0 0.0 0.0 3.9 3.4: 2.4 0.0
Old : 100.0: 87.6 51.6 5.4 30.8 1.2 0.0 9.0 0.0 0.0 3.9 3.4: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 17 . . . 0 . 0 0 . .:
Old : 35: 22 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 : 50.9 48.7 67.5 77.4 48.4 47.7 62.0 73.2
Old : 50.9 48.7 67.5 77.4 48.4 47.7 62.0 73.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,258: 10,563 9,112 35 2,701 365 0 25 0 800 0 50: 445 5
Old : 12,258: 10,563 9,112 35 2,701 365 0 25 0 800 0 50: 445 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -235: 105 365 0 -565 60 0 25 0 -420 0 0: 20 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 74.3 0.3 22.0 3.0 0.0 0.2 0.0 6.5 0.0 0.4: 3.6 0.0
Old : 100.0: 86.2 74.3 0.3 22.0 3.0 0.0 0.2 0.0 6.5 0.0 0.4: 3.6 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 : 28: 17 16 . . . 0 . 0 . 0 .:
Old : 28: 17 16 . . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 59.2 76.9 82.4 54.3 54.5 73.0 75.5
Old : 57.2 59.2 76.9 82.4 54.3 54.5 73.0 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,037: 7,722 7,917 320 180 485 0 25 0 0 405 25: 485 0
Old : 9,037: 7,722 7,917 320 180 485 0 25 0 0 405 25: 485 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 87.6 3.5 2.0 5.4 0.0 0.3 0.0 0.0 4.5 0.3: 5.4 0.0
Old : 100.0: 85.4 87.6 3.5 2.0 5.4 0.0 0.3 0.0 0.0 4.5 0.3: 5.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 . . . 0 . 0 0 . .:
Old : 21: 11 11 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 73.4 85.5 92.9 59.3 72.5 79.3 87.8
Old : 60.8 73.4 85.5 92.9 59.3 72.5 79.3 87.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,595: 5,525 4,250 250 295 840 0 1,060 565 300 0 0: 115 585
Old : 7,595: 5,525 4,250 250 295 840 0 1,060 565 300 0 0: 115 585
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 375: 365 75 0 0 0 0 300 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 56.0 3.3 3.9 11.1 0.0 14.0 7.4 3.9 0.0 0.0: 1.5 7.7
Old : 100.0: 72.7 56.0 3.3 3.9 11.1 0.0 14.0 7.4 3.9 0.0 0.0: 1.5 7.7
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 : 25: 19 16 . . . 0 . . . 0 0:
Old : 25: 19 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 : 42.6 53.9 61.1 75.7 27.6 33.1 41.7 44.8
Old : 42.6 53.9 61.1 75.7 27.6 33.1 41.7 44.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,363: 61,076 55,468 0 4,380 1,835 0 0 0 475 1,750 0: 977 930
Old : 64,363: 61,076 55,468 0 4,380 1,835 0 0 0 475 1,750 0: 977 930
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 450: 445 445 0 0 0 0 0 0 0 0 0: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 86.2 0.0 6.8 2.9 0.0 0.0 0.0 0.7 2.7 0.0: 1.5 1.4
Old : 100.0: 94.9 86.2 0.0 6.8 2.9 0.0 0.0 0.0 0.7 2.7 0.0: 1.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 18 0 . . 0 0 0 . . 0:
Old : 26: 16 18 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 : 85.1 73.1 93.5 90.5 85.1 70.2 89.6 84.5
Old : 85.1 73.1 93.5 90.5 85.1 70.2 89.6 84.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,427: 58,222 51,404 0 4,655 1,710 0 0 0 25 1,700 0: 470 958
Old : 60,427: 58,222 51,404 0 4,655 1,710 0 0 0 25 1,700 0: 470 958
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 96.4 85.1 0.0 7.7 2.8 0.0 0.0 0.0 0.0 2.8 0.0: 0.8 1.6
Old : 100.0: 96.4 85.1 0.0 7.7 2.8 0.0 0.0 0.0 0.0 2.8 0.0: 0.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 17 0 . . 0 0 0 . . 0:
Old : 25: 16 17 0 . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.6 75.0 95.1 91.6 87.6 71.8 90.7 85.6
Old : 88.6 75.0 95.1 91.6 87.6 71.8 90.7 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,611: 10,585 13,235 1,730 0 20 0 200 0 900 0 156: 220 0
Old : 13,611: 10,585 13,235 1,730 0 20 0 200 0 900 0 156: 220 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.8 97.2 12.7 0.0 0.1 0.0 1.5 0.0 6.6 0.0 1.1: 1.6 0.0
Old : 100.0: 77.8 97.2 12.7 0.0 0.1 0.0 1.5 0.0 6.6 0.0 1.1: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 6 . 0 . 0 . 0 . 0 .:
Old : 20: 13 6 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 96.0 80.6 99.9 61.9 91.9 77.0 92.5
Old : 63.2 96.0 80.6 99.9 61.9 91.9 77.0 92.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,960: 9,760 7,455 0 1,630 0 0 500 0 0 250 0: 200 125
Old : 9,960: 9,760 7,455 0 1,630 0 0 500 0 0 250 0: 200 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 98.0 74.8 0.0 16.4 0.0 0.0 5.0 0.0 0.0 2.5 0.0: 2.0 1.3
Old : 100.0: 98.0 74.8 0.0 16.4 0.0 0.0 5.0 0.0 0.0 2.5 0.0: 2.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 9 0 . 0 0 . 0 0 . 0:
Old : 21: 11 9 0 . 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 56.1 94.6 87.2 52.4 45.8 63.2 61.9
Old : 74.9 56.1 94.6 87.2 52.4 45.8 63.2 61.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,680: 15,700 11,485 0 0 650 0 1,500 0 0 2,845 100: 230 100
Old : 16,680: 15,700 11,485 0 0 650 0 1,500 0 0 2,845 100: 230 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 95: 95 95 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 68.9 0.0 0.0 3.9 0.0 9.0 0.0 0.0 17.1 0.6: 1.4 0.6
Old : 100.0: 94.1 68.9 0.0 0.0 3.9 0.0 9.0 0.0 0.0 17.1 0.6: 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 : 23: 14 11 0 0 . 0 . 0 0 . .:
Old : 23: 14 11 0 0 . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 55.3 85.5 86.9 60.7 53.0 70.3 71.4
Old : 65.9 55.3 85.5 86.9 60.7 53.0 70.3 71.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,793: 21,073 20,538 0 0 0 0 1,150 0 0 0 0: 720 105
Old : 21,793: 21,073 20,538 0 0 0 0 1,150 0 0 0 0: 720 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 83: 83 83 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 94.2 0.0 0.0 0.0 0.0 5.3 0.0 0.0 0.0 0.0: 3.3 0.5
Old : 100.0: 96.7 94.2 0.0 0.0 0.0 0.0 5.3 0.0 0.0 0.0 0.0: 3.3 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: 14 9 0 0 0 0 . 0 0 0 0:
Old : 20: 14 9 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 : 71.3 88.7 88.1 98.9 69.2 80.8 81.7 88.9
Old : 71.3 88.7 88.1 98.9 69.2 80.8 81.7 88.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,613: 42,603 51,506 2,315 0 1,540 3,575 0 0 2,968 0 922: 3,690 3,645
Old : 57,613: 42,603 51,506 2,315 0 1,540 3,575 0 0 2,968 0 922: 3,690 3,645
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,889: 1,989 1,739 -150 0 150 50 0 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 89.4 4.0 0.0 2.7 6.2 0.0 0.0 5.2 0.0 1.6: 6.4 6.3
Old : 100.0: 73.9 89.4 4.0 0.0 2.7 6.2 0.0 0.0 5.2 0.0 1.6: 6.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 . 0 . . 0 0 . 0 .:
Old : 32: 20 20 . 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 : 46.0 47.3 67.9 69.2 36.8 47.3 55.2 65.6
Old : 46.0 47.3 67.9 69.2 36.8 47.3 55.2 65.6
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,874: 37,331 45,861 2,485 0 1,250 3,000 0 0 3,255 200 411: 3,142 3,152
Old : 50,874: 37,331 45,861 2,485 0 1,250 3,000 0 0 3,255 200 411: 3,142 3,152
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 195: 275 300 25 0 0 50 0 0 -50 0 0: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 90.1 4.9 0.0 2.5 5.9 0.0 0.0 6.4 0.4 0.8: 6.2 6.2
Old : 100.0: 73.4 90.1 4.9 0.0 2.5 5.9 0.0 0.0 6.4 0.4 0.8: 6.2 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 : 31: 18 20 . 0 . . 0 0 . . .:
Old : 31: 18 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 : 49.5 46.2 73.8 69.1 39.2 46.2 57.4 64.3
Old : 49.5 46.2 73.8 69.1 39.2 46.2 57.4 64.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,100: 30,415 27,538 200 725 990 0 5,625 0 3,875 1,300 130: 2,490 1,792
Old : 38,100: 30,415 27,538 200 725 990 0 5,625 0 3,875 1,300 130: 2,490 1,792
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: -15 -15 0 0 0 0 0 0 0 0 0: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 72.3 0.5 1.9 2.6 0.0 14.8 0.0 10.2 3.4 0.3: 6.5 4.7
Old : 100.0: 79.8 72.3 0.5 1.9 2.6 0.0 14.8 0.0 10.2 3.4 0.3: 6.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 20 . . . 0 . 0 . . .:
Old : 29: 18 20 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 49.5 78.9 70.3 57.7 40.0 64.0 56.2
Old : 59.2 49.5 78.9 70.3 57.7 40.0 64.0 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,290: 27,815 31,050 1,950 45 600 0 50 1,150 915 0 100: 760 295
Old : 33,290: 27,815 31,050 1,950 45 600 0 50 1,150 915 0 100: 760 295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 83.6 93.3 5.9 0.1 1.8 0.0 0.2 3.5 2.7 0.0 0.3: 2.3 0.9
Old : 100.0: 83.6 93.3 5.9 0.1 1.8 0.0 0.2 3.5 2.7 0.0 0.3: 2.3 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 : 28: 18 17 . . . 0 . . . 0 .:
Old : 28: 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 59.8 70.9 76.8 45.2 55.5 61.2 69.3
Old : 53.3 59.8 70.9 76.8 45.2 55.5 61.2 69.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,875: 9,475 20,190 1,200 650 600 0 2,275 1,035 13,150 1,000 0: 415 125
Old : 25,875: 9,475 20,190 1,200 650 600 0 2,275 1,035 13,150 1,000 0: 415 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 36.6 78.0 4.6 2.5 2.3 0.0 8.8 4.0 50.8 3.9 0.0: 1.6 0.5
Old : 100.0: 36.6 78.0 4.6 2.5 2.3 0.0 8.8 4.0 50.8 3.9 0.0: 1.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 13 . . . 0 . . . . 0:
Old : 23: 14 13 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 60.2 85.9 89.4 67.1 48.1 72.7 69.4
Old : 70.3 60.2 85.9 89.4 67.1 48.1 72.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,998: 21,050 20,755 0 2,475 2,185 2,625 0 450 4,010 4,575 23: 1,655 1,535
Old : 31,998: 21,050 20,755 0 2,475 2,185 2,625 0 450 4,010 4,575 23: 1,655 1,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -160: -310 -160 0 -150 150 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 64.9 0.0 7.7 6.8 8.2 0.0 1.4 12.5 14.3 0.1: 5.2 4.8
Old : 100.0: 65.8 64.9 0.0 7.7 6.8 8.2 0.0 1.4 12.5 14.3 0.1: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 18 0 . . . 0 . . . .:
Old : 31: 20 18 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 51.1 70.7 70.5 49.8 44.1 67.2 59.8
Old : 52.3 51.1 70.7 70.5 49.8 44.1 67.2 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,042: 21,210 19,210 575 2,900 790 75 0 825 130 0 492: 1,945 1,825
Old : 26,042: 21,210 19,210 575 2,900 790 75 0 825 130 0 492: 1,945 1,825
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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: 81.4 73.8 2.2 11.1 3.0 0.3 0.0 3.2 0.5 0.0 1.9: 7.5 7.0
Old : 100.0: 81.4 73.8 2.2 11.1 3.0 0.3 0.0 3.2 0.5 0.0 1.9: 7.5 7.0
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: 19 16 . . . . 0 . . 0 .:
Old : 25: 19 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 : 46.2 44.5 66.5 67.2 34.8 36.4 47.7 48.9
Old : 46.2 44.5 66.5 67.2 34.8 36.4 47.7 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2014