COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 93,646: 16,074 31,303 3,123 1,336 3,573 6,338 5,925 2,502 50,122 36,530 10,387: 1,527 2,090 Old : 93,646: 16,074 31,303 3,123 1,336 3,573 6,338 5,925 2,502 50,122 36,530 10,387: 1,527 2,090 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 2,140: -597 1,968 15 -167 36 90 -117 246 1,692 -479 543: 115 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 33.4 3.3 1.4 3.8 6.8 6.3 2.7 53.5 39.0 11.1: 1.6 2.2 Old : 100.0: 17.2 33.4 3.3 1.4 3.8 6.8 6.3 2.7 53.5 39.0 11.1: 1.6 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: 14 14 . . . . 4 . 16 13 20: Old : 54: 14 14 . . . . 4 . 16 13 20: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 37.4 66.2 55.8 41.3 36.9 57.3 51.7 Old : 43.8 37.4 66.2 55.8 41.3 36.9 57.3 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,561: 12,305 4,090 1,842 538 1,040 1,150 170 1,635 11,766 22,180 3,183: 640 725 Old : 33,561: 12,305 4,090 1,842 538 1,040 1,150 170 1,635 11,766 22,180 3,183: 640 725 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 2,122: 1,430 -65 60 253 -100 -80 170 -145 620 1,712 342: -5 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 12.2 5.5 1.6 3.1 3.4 0.5 4.9 35.1 66.1 9.5: 1.9 2.2 Old : 100.0: 36.7 12.2 5.5 1.6 3.1 3.4 0.5 4.9 35.1 66.1 9.5: 1.9 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 : 44: 9 9 . . . . . . 13 12 16: Old : 44: 9 9 . . . . . . 13 12 16: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 53.7 64.6 70.3 46.1 51.4 59.4 63.9 Old : 48.2 53.7 64.6 70.3 46.1 51.4 59.4 63.9 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 157,904: 94,853 102,083 4,466 15,158 16,338 6,425 4,231 4,546 18,936 2,886 11,546: 795 1,116 Old : 157,904: 94,853 102,083 4,466 15,158 16,338 6,425 4,231 4,546 18,936 2,886 11,546: 795 1,116 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -257: 260 -748 538 -54 -343 40 -133 37 -993 493 164: 39 326 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 64.6 2.8 9.6 10.3 4.1 2.7 2.9 12.0 1.8 7.3: 0.5 0.7 Old : 100.0: 60.1 64.6 2.8 9.6 10.3 4.1 2.7 2.9 12.0 1.8 7.3: 0.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 79: 47 49 . 6 6 5 . 5 7 4 9: Old : 79: 47 49 . 6 6 5 . 5 7 4 9: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 31.3 52.4 49.0 22.6 20.8 34.5 32.9 Old : 33.7 31.3 52.4 49.0 22.6 20.8 34.5 32.9 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 47,345: 21,512 39,811 17,437 4,455 842 5,239 0 1,716 386 308 213: 0 0 Old : 47,345: 21,512 39,811 17,437 4,455 842 5,239 0 1,716 386 308 213: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -2,833: -1,297 -2,560 -958 163 -184 -400 0 -44 103 -156 -53: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 84.1 36.8 9.4 1.8 11.1 0.0 3.6 0.8 0.7 0.4: 0.0 0.0 Old : 100.0: 45.4 84.1 36.8 9.4 1.8 11.1 0.0 3.6 0.8 0.7 0.4: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 19 18 . . . . 0 . . . .: Old : 32: 19 18 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 54.2 85.6 77.8 64.4 47.5 75.5 68.6 Old : 69.2 54.2 85.6 77.8 64.4 47.5 75.5 68.6 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 354,998: 169,771 301,705 117,511 19,990 14,558 34,741 0 18,417 0 328 0: 0 0 Old : 354,998: 169,771 301,705 117,511 19,990 14,558 34,741 0 18,417 0 328 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -37,952: -19,688 -34,336 -11,688 -1,640 -336 -4,272 0 -1,640 -328 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.8 85.0 33.1 5.6 4.1 9.8 0.0 5.2 0.0 0.1 0.0: 0.0 0.0 Old : 100.0: 47.8 85.0 33.1 5.6 4.1 9.8 0.0 5.2 0.0 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 : 28: 15 15 . . . . 0 . 0 . 0: Old : 28: 15 15 . . . . 0 . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.8 62.8 89.6 87.4 54.8 57.6 77.5 77.6 Old : 63.8 62.8 89.6 87.4 54.8 57.6 77.5 77.6 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 1,547,042: 1,113,867 1,282,485 182,799 55,210 129,973 0 24,671 9,781 70,037 4,336 40,586: 0 0 Old : 1,547,042: 1,113,867 1,282,485 182,799 55,210 129,973 0 24,671 9,781 70,037 4,336 40,586: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 13,436: 6,236 5,290 3,895 17 5,855 0 -376 376 -5,200 0 2,274: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.0 82.9 11.8 3.6 8.4 0.0 1.6 0.6 4.5 0.3 2.6: 0.0 0.0 Old : 100.0: 72.0 82.9 11.8 3.6 8.4 0.0 1.6 0.6 4.5 0.3 2.6: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 60: 35 37 5 . 6 0 . . 6 . 5: Old : 60: 35 37 5 . 6 0 . . 6 . 5: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 38.9 58.8 56.6 27.7 33.9 39.3 42.4 Old : 40.2 38.9 58.8 56.6 27.7 33.9 39.3 42.4 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 47,192: 36,891 23,303 76 11,062 3,151 266 3,917 4,542 1,862 812 404: 0 0 Old : 47,192: 36,891 23,303 76 11,062 3,151 266 3,917 4,542 1,862 812 404: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -516: 872 -600 0 573 -405 63 1,402 -1,175 101 -340 29: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 49.4 0.2 23.4 6.7 0.6 8.3 9.6 3.9 1.7 0.9: 0.0 0.0 Old : 100.0: 78.2 49.4 0.2 23.4 6.7 0.6 8.3 9.6 3.9 1.7 0.9: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 22 18 . . . . . . . 4 .: Old : 36: 22 18 . . . . . . . 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 54.5 72.2 78.9 39.5 40.1 56.1 56.2 Old : 48.8 54.5 72.2 78.9 39.5 40.1 56.1 56.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 25 Megawatt Hours) : : : Positions : All : 305,210: 213,369 202,283 73,795 22,514 4,176 0 60,032 12,630 8 2,343 1,232: 0 0 Old : 305,210: 213,369 202,283 73,795 22,514 4,176 0 60,032 12,630 8 2,343 1,232: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 5,440: 5,456 1,920 944 0 0 0 2,560 -640 -640 1,280 320: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.9 66.3 24.2 7.4 1.4 0.0 19.7 4.1 0.0 0.8 0.4: 0.0 0.0 Old : 100.0: 69.9 66.3 24.2 7.4 1.4 0.0 19.7 4.1 0.0 0.8 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 : 27: 13 13 . . . 0 . . . . .: Old : 27: 13 13 . . . 0 . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 61.6 86.1 89.3 56.1 49.9 74.6 71.6 Old : 62.9 61.6 86.1 89.3 56.1 49.9 74.6 71.6 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 646,682: 511,819 517,186 17,236 53,667 65,800 36,559 0 5,325 5,239 0 4,704: 0 0 Old : 646,682: 511,819 517,186 17,236 53,667 65,800 36,559 0 5,325 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 26, 2014 : : -4,328: -4,328 -5,080 0 376 0 -376 0 376 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.1 80.0 2.7 8.3 10.2 5.7 0.0 0.8 0.8 0.0 0.7: 0.0 0.0 Old : 100.0: 79.1 80.0 2.7 8.3 10.2 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 : 39: 23 26 . . . . 0 . . 0 .: Old : 39: 23 26 . . . . 0 . . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 49.0 70.5 70.5 35.1 37.7 48.4 51.8 Old : 47.8 49.0 70.5 70.5 35.1 37.7 48.4 51.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 53,669: 39,809 43,531 5,179 919 815 2,612 0 866 1,973 5,097 1,527: 888 914 Old : 53,669: 39,809 43,531 5,179 919 815 2,612 0 866 1,973 5,097 1,527: 888 914 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 336: 276 256 57 0 0 -56 0 38 0 0 0: 21 42 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.2 81.1 9.6 1.7 1.5 4.9 0.0 1.6 3.7 9.5 2.8: 1.7 1.7 Old : 100.0: 74.2 81.1 9.6 1.7 1.5 4.9 0.0 1.6 3.7 9.5 2.8: 1.7 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 36: 25 24 . . . . 0 . . . .: Old : 36: 25 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 : 45.9 54.0 68.3 71.6 39.9 50.7 53.2 61.2 Old : 45.9 54.0 68.3 71.6 39.9 50.7 53.2 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 43,875: 35,045 43,565 7,345 0 265 0 0 0 100 0 0: 1,120 45 Old : 43,875: 35,045 43,565 7,345 0 265 0 0 0 100 0 0: 1,120 45 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 540: 170 530 160 0 0 0 0 0 0 0 0: 210 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.9 99.3 16.7 0.0 0.6 0.0 0.0 0.0 0.2 0.0 0.0: 2.6 0.1 Old : 100.0: 79.9 99.3 16.7 0.0 0.6 0.0 0.0 0.0 0.2 0.0 0.0: 2.6 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 31: 19 18 . 0 . 0 0 0 . 0 0: Old : 31: 19 18 . 0 . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 85.3 76.0 94.8 53.5 78.5 71.5 85.4 Old : 54.2 85.3 76.0 94.8 53.5 78.5 71.5 85.4 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 57,421: 46,366 56,896 9,730 0 225 0 250 50 150 0 0: 900 0 Old : 57,421: 46,366 56,896 9,730 0 225 0 250 50 150 0 0: 900 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 660: 385 685 160 0 -25 0 0 0 0 0 0: 140 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 80.7 99.1 16.9 0.0 0.4 0.0 0.4 0.1 0.3 0.0 0.0: 1.6 0.0 Old : 100.0: 80.7 99.1 16.9 0.0 0.4 0.0 0.4 0.1 0.3 0.0 0.0: 1.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 30 19 . 0 . 0 . . . 0 0: Old : 37: 30 19 . 0 . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 83.0 71.7 92.3 48.3 78.9 64.9 83.2 Old : 51.6 83.0 71.7 92.3 48.3 78.9 64.9 83.2 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 12,705: 7,585 10,105 2,370 0 2,400 0 0 0 300 150 50: 0 0 Old : 12,705: 7,585 10,105 2,370 0 2,400 0 0 0 300 150 50: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 45: 175 -5 -230 0 50 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.7 79.5 18.7 0.0 18.9 0.0 0.0 0.0 2.4 1.2 0.4: 0.0 0.0 Old : 100.0: 59.7 79.5 18.7 0.0 18.9 0.0 0.0 0.0 2.4 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 21 . 0 . 0 0 0 . . .: Old : 33: 18 21 . 0 . 0 0 0 . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.7 54.1 79.1 76.6 46.0 38.4 57.3 57.3 Old : 62.7 54.1 79.1 76.6 46.0 38.4 57.3 57.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 286,392: 187,208 247,640 53,144 0 32,400 9,624 0 2,800 64 2,400 1,152: 0 0 Old : 286,392: 187,208 247,640 53,144 0 32,400 9,624 0 2,800 64 2,400 1,152: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 32: -784 -784 384 0 0 -1,184 0 808 64 -736 744: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.4 86.5 18.6 0.0 11.3 3.4 0.0 1.0 0.0 0.8 0.4: 0.0 0.0 Old : 100.0: 65.4 86.5 18.6 0.0 11.3 3.4 0.0 1.0 0.0 0.8 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 : 34: 21 20 4 0 . . 0 . . . .: Old : 34: 21 20 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 : 42.6 62.2 61.8 81.4 35.3 51.2 49.7 57.9 Old : 42.6 62.2 61.8 81.4 35.3 51.2 49.7 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 10,640: 6,956 6,480 0 2,385 850 105 83 65 2,534 651 63: 67 63 Old : 10,640: 6,956 6,480 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 26, 2014 : : 63: 63 63 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.4 60.9 0.0 22.4 8.0 1.0 0.8 0.6 23.8 6.1 0.6: 0.6 0.6 Old : 100.0: 65.4 60.9 0.0 22.4 8.0 1.0 0.8 0.6 23.8 6.1 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 14 0 . . . . . . . .: Old : 31: 14 14 0 . . . . . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 53.1 75.1 78.2 47.2 50.1 67.0 68.9 Old : 48.8 53.1 75.1 78.2 47.2 50.1 67.0 68.9 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 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 77.7 90.6 54.2 58.2 73.2 78.8 Old : 55.2 62.2 77.7 90.6 54.2 58.2 73.2 78.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 19,850: 14,515 17,055 2,100 630 1,945 280 0 20 750 200 0: 240 0 Old : 19,850: 14,515 17,055 2,100 630 1,945 280 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 26, 2014 : : -45: 135 -45 0 180 -180 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.1 85.9 10.6 3.2 9.8 1.4 0.0 0.1 3.8 1.0 0.0: 1.2 0.0 Old : 100.0: 73.1 85.9 10.6 3.2 9.8 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 : 46.7 55.1 70.6 71.5 42.4 38.6 52.5 52.5 Old : 46.7 55.1 70.6 71.5 42.4 38.6 52.5 52.5 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 14,400: 12,715 8,730 600 3,805 460 0 1,010 375 0 0 0: 250 20 Old : 14,400: 12,715 8,730 600 3,805 460 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 26, 2014 : : 135: 150 -5 0 155 -15 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.3 60.6 4.2 26.4 3.2 0.0 7.0 2.6 0.0 0.0 0.0: 1.7 0.1 Old : 100.0: 88.3 60.6 4.2 26.4 3.2 0.0 7.0 2.6 0.0 0.0 0.0: 1.7 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 18 . . . 0 . . 0 0 0: Old : 29: 20 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 : 46.7 52.2 69.5 78.2 44.6 43.5 60.2 60.2 Old : 46.7 52.2 69.5 78.2 44.6 43.5 60.2 60.2 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 18,100: 13,378 13,241 110 1,046 2,060 1,401 0 560 17 105 44: 530 1,044 Old : 18,100: 13,378 13,241 110 1,046 2,060 1,401 0 560 17 105 44: 530 1,044 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 21: -21 21 42 0 0 -21 0 0 17 -21 44: -40 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.9 73.2 0.6 5.8 11.4 7.7 0.0 3.1 0.1 0.6 0.2: 2.9 5.8 Old : 100.0: 73.9 73.2 0.6 5.8 11.4 7.7 0.0 3.1 0.1 0.6 0.2: 2.9 5.8 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 : 33: 25 22 . . . . 0 . . . .: Old : 33: 25 22 . . . . 0 . . . .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.1 56.1 58.0 72.4 27.7 41.9 41.7 50.1 Old : 37.1 56.1 58.0 72.4 27.7 41.9 41.7 50.1 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 35,774: 30,896 23,050 1,124 1,397 1,822 0 4,676 1,559 0 2,867 308: 65 95 Old : 35,774: 30,896 23,050 1,124 1,397 1,822 0 4,676 1,559 0 2,867 308: 65 95 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -167: 28 -120 15 0 -5 0 235 -150 0 -172 45: -100 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 64.4 3.1 3.9 5.1 0.0 13.1 4.4 0.0 8.0 0.9: 0.2 0.3 Old : 100.0: 86.4 64.4 3.1 3.9 5.1 0.0 13.1 4.4 0.0 8.0 0.9: 0.2 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 41: 31 28 . . 4 0 . . 0 4 .: Old : 41: 31 28 . . 4 0 . . 0 4 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.6 48.8 54.5 66.7 30.0 37.9 45.9 51.4 Old : 34.6 48.8 54.5 66.7 30.0 37.9 45.9 51.4 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 44,142: 38,302 28,979 666 4,317 1,124 250 3,459 2,540 490 3,058 625: 145 40 Old : 44,142: 38,302 28,979 666 4,317 1,124 250 3,459 2,540 490 3,058 625: 145 40 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 230: 225 195 0 50 0 50 35 -35 0 -5 -10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 65.6 1.5 9.8 2.5 0.6 7.8 5.8 1.1 6.9 1.4: 0.3 0.1 Old : 100.0: 86.8 65.6 1.5 9.8 2.5 0.6 7.8 5.8 1.1 6.9 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: 30 29 . 4 5 . . . . . 4: Old : 46: 30 29 . 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 : 40.0 38.7 62.8 57.9 34.9 29.9 52.4 47.2 Old : 40.0 38.7 62.8 57.9 34.9 29.9 52.4 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 34,670: 30,110 27,320 2,300 6,375 975 0 0 0 850 0 0: 435 0 Old : 34,670: 30,110 27,320 2,300 6,375 975 0 0 0 850 0 0: 435 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 300: 225 300 0 0 0 0 0 0 0 0 0: 75 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.8 78.8 6.6 18.4 2.8 0.0 0.0 0.0 2.5 0.0 0.0: 1.3 0.0 Old : 100.0: 86.8 78.8 6.6 18.4 2.8 0.0 0.0 0.0 2.5 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 : 27: 21 11 . . . 0 0 0 . 0 0: Old : 27: 21 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 : 45.7 92.2 68.3 98.9 44.0 79.7 63.8 81.9 Old : 45.7 92.2 68.3 98.9 44.0 79.7 63.8 81.9 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 45,095: 41,555 37,435 1,500 6,660 1,000 0 0 0 800 0 0: 240 0 Old : 45,095: 41,555 37,435 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 26, 2014 : : 145: 145 145 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 92.1 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 : 50.3 93.1 67.6 98.3 50.3 84.8 66.0 87.0 Old : 50.3 93.1 67.6 98.3 50.3 84.8 66.0 87.0 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 455,153: 271,636 389,875 70,641 21,830 3,112 51,502 0 28,221 24,725 6,799 5,316: 0 0 Old : 455,153: 271,636 389,875 70,641 21,830 3,112 51,502 0 28,221 24,725 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 26, 2014 : : -768: -3,074 -1,145 0 377 0 -3,218 0 0 5,524 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.7 85.7 15.5 4.8 0.7 11.3 0.0 6.2 5.4 1.5 1.2: 0.0 0.0 Old : 100.0: 59.7 85.7 15.5 4.8 0.7 11.3 0.0 6.2 5.4 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 : 47.1 45.4 70.7 69.4 39.2 44.0 56.5 58.1 Old : 47.1 45.4 70.7 69.4 39.2 44.0 56.5 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 32,135: 18,725 26,992 4,078 1,498 294 4,896 0 797 1,132 977 1,472: 742 106 Old : 32,135: 18,725 26,992 4,078 1,498 294 4,896 0 797 1,132 977 1,472: 742 106 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -103: -85 41 -18 0 -41 143 0 -143 84 61 -42: 0 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.3 84.0 12.7 4.7 0.9 15.2 0.0 2.5 3.5 3.0 4.6: 2.3 0.3 Old : 100.0: 58.3 84.0 12.7 4.7 0.9 15.2 0.0 2.5 3.5 3.0 4.6: 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 : 44.1 36.8 68.9 59.3 41.7 34.1 55.0 51.0 Old : 44.1 36.8 68.9 59.3 41.7 34.1 55.0 51.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 16,707: 10,585 14,171 3,655 0 648 0 199 1,689 130 0 0: 0 0 Old : 16,707: 10,585 14,171 3,655 0 648 0 199 1,689 130 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 387: 434 310 0 0 0 0 153 -76 29 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.4 84.8 21.9 0.0 3.9 0.0 1.2 10.1 0.8 0.0 0.0: 0.0 0.0 Old : 100.0: 63.4 84.8 21.9 0.0 3.9 0.0 1.2 10.1 0.8 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 26: 15 10 . 0 . 0 . . . 0 0: Old : 26: 15 10 . 0 . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 85.8 80.5 97.4 50.1 77.0 68.7 82.0 Old : 55.9 85.8 80.5 97.4 50.1 77.0 68.7 82.0 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 239,242: 101,832 219,594 54,895 0 11,936 61,604 0 7,712 1,263 0 0: 0 0 Old : 239,242: 101,832 219,594 54,895 0 11,936 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 26, 2014 : : -640: -640 320 960 0 -960 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 91.8 22.9 0.0 5.0 25.7 0.0 3.2 0.5 0.0 0.0: 0.0 0.0 Old : 100.0: 42.6 91.8 22.9 0.0 5.0 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 5 . 0 . . 0 . . 0 0: Old : 21: 11 5 . 0 . . 0 . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.8 98.9 93.1 100.0 69.6 91.3 84.9 91.3 Old : 77.8 98.9 93.1 100.0 69.6 91.3 84.9 91.3 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 472,141: 322,086 426,073 110,370 0 20,212 0 5,706 17,496 1,977 2,654 0: 0 0 Old : 472,141: 322,086 426,073 110,370 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 26, 2014 : : 1,535: 1,535 1,535 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.2 90.2 23.4 0.0 4.3 0.0 1.2 3.7 0.4 0.6 0.0: 0.0 0.0 Old : 100.0: 68.2 90.2 23.4 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 : 50.6 76.2 71.0 92.4 48.4 66.4 65.0 74.8 Old : 50.6 76.2 71.0 92.4 48.4 66.4 65.0 74.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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: 28,685 42,506 4,386 1,680 0 3,646 0 445 7,449 0 0: 823 803 Old : 45,434: 28,685 42,506 4,386 1,680 0 3,646 0 445 7,449 0 0: 823 803 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 0: 21 0 0 0 0 0 0 0 0 0 0: -21 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: 1.8 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: 1.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 15,800: 9,696 13,914 725 0 492 932 0 41 2,428 79 533: 953 741 Old : 15,800: 9,696 13,914 725 0 492 932 0 41 2,428 79 533: 953 741 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 39: -47 56 0 0 0 106 0 -41 0 3 0: 21 21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.4 88.1 4.6 0.0 3.1 5.9 0.0 0.3 15.4 0.5 3.4: 6.0 4.7 Old : 100.0: 61.4 88.1 4.6 0.0 3.1 5.9 0.0 0.3 15.4 0.5 3.4: 6.0 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 27: 16 17 . 0 . . 0 . . . .: Old : 27: 16 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 : 33.8 48.9 56.2 71.8 27.2 38.7 45.6 49.8 Old : 33.8 48.9 56.2 71.8 27.2 38.7 45.6 49.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 205,037: 127,332 196,868 37,245 2,361 1,536 392 0 0 34,283 23 4,249: 0 0 Old : 205,037: 127,332 196,868 37,245 2,361 1,536 392 0 0 34,283 23 4,249: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 8,086: 11,990 6,566 -376 384 -384 0 0 0 -5,424 -760 2,280: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.1 96.0 18.2 1.2 0.7 0.2 0.0 0.0 16.7 0.0 2.1: 0.0 0.0 Old : 100.0: 62.1 96.0 18.2 1.2 0.7 0.2 0.0 0.0 16.7 0.0 2.1: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 32: 16 18 . . . . 0 0 . . .: Old : 32: 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 : 62.1 64.4 82.2 81.7 56.0 62.8 71.9 70.7 Old : 62.1 64.4 82.2 81.7 56.0 62.8 71.9 70.7 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 13,058: 7,965 8,039 2,322 3,618 550 855 0 209 338 0 495: 324 147 Old : 13,058: 7,965 8,039 2,322 3,618 550 855 0 209 338 0 495: 324 147 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 110: 68 65 -21 -22 21 -65 0 65 40 0 -19: 21 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 61.6 17.8 27.7 4.2 6.5 0.0 1.6 2.6 0.0 3.8: 2.5 1.1 Old : 100.0: 61.0 61.6 17.8 27.7 4.2 6.5 0.0 1.6 2.6 0.0 3.8: 2.5 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 : 46.4 51.1 70.2 72.6 39.8 47.0 56.8 62.7 Old : 46.4 51.1 70.2 72.6 39.8 47.0 56.8 62.7 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 139,189: 97,908 63,642 24,638 69,992 1,952 3,888 0 392 7,200 0 3,211: 0 0 Old : 139,189: 97,908 63,642 24,638 69,992 1,952 3,888 0 392 7,200 0 3,211: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -367: -743 -392 -384 -1,152 760 0 0 0 -417 0 417: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.3 45.7 17.7 50.3 1.4 2.8 0.0 0.3 5.2 0.0 2.3: 0.0 0.0 Old : 100.0: 70.3 45.7 17.7 50.3 1.4 2.8 0.0 0.3 5.2 0.0 2.3: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 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 : 54.9 67.9 79.2 82.3 54.0 60.0 68.7 72.5 Old : 54.9 67.9 79.2 82.3 54.0 60.0 68.7 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 22,312: 17,300 12,837 307 3,302 2,790 0 1,468 1,915 0 0 0: 0 0 Old : 22,312: 17,300 12,837 307 3,302 2,790 0 1,468 1,915 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 26, 2014 : : -2,054: -1,585 -1,560 0 417 -417 0 -494 0 -52 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.5 57.5 1.4 14.8 12.5 0.0 6.6 8.6 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 77.5 57.5 1.4 14.8 12.5 0.0 6.6 8.6 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 16 11 . . . 0 . . 0 0 0: Old : 25: 16 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 : 65.6 64.5 86.2 88.6 55.0 38.7 62.6 60.5 Old : 65.6 64.5 86.2 88.6 55.0 38.7 62.6 60.5 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 213,570: 184,733 83,330 0 101,723 24,661 320 0 3,856 0 0 0: 0 0 Old : 213,570: 184,733 83,330 0 101,723 24,661 320 0 3,856 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -5,360: -5,360 -1,392 0 -3,640 0 320 -8 -320 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.5 39.0 0.0 47.6 11.5 0.1 0.0 1.8 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 86.5 39.0 0.0 47.6 11.5 0.1 0.0 1.8 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 25: 17 7 0 . . . 0 . 0 0 0: Old : 25: 17 7 0 . . . 0 . 0 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.2 74.9 88.9 97.2 60.6 63.4 71.9 77.2 Old : 70.2 74.9 88.9 97.2 60.6 63.4 71.9 77.2 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 98,731: 5,836 8,453 3,028 7 870 0 30 102 1,057 1,436 1,702: 86,135 86,131 Old : 98,731: 5,836 8,453 3,028 7 870 0 30 102 1,057 1,436 1,702: 86,135 86,131 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -2,234: -140 -136 -27 0 7 0 3 6 13 -23 -45: -2,049 -2,048 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 8.6 3.1 0.0 0.9 0.0 0.0 0.1 1.1 1.5 1.7: 87.2 87.2 Old : 100.0: 5.9 8.6 3.1 0.0 0.9 0.0 0.0 0.1 1.1 1.5 1.7: 87.2 87.2 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 : 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 : 6.4 6.4 9.7 9.9 4.0 4.5 5.7 5.7 Old : 6.4 6.4 9.7 9.9 4.0 4.5 5.7 5.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.4 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 15,250: 14,275 14,055 525 765 375 0 0 0 0 0 0: 75 55 Old : 15,250: 14,275 14,055 525 765 375 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 26, 2014 : : 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 93.6 92.2 3.4 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 92.2 3.4 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 : 54.8 87.8 71.6 96.7 47.0 82.3 63.4 85.1 Old : 54.8 87.8 71.6 96.7 47.0 82.3 63.4 85.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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: 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 21,225: 19,605 21,220 745 0 5 0 0 0 0 0 0: 870 0 Old : 21,225: 19,605 21,220 745 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 26, 2014 : : -20: -20 -20 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 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 83.9 98.4 67.6 87.9 79.8 92.7 Old : 71.4 90.2 83.9 98.4 67.6 87.9 79.8 92.7 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 117,490: 103,570 106,825 2,015 1,155 9,460 1,715 0 0 550 50 0: 180 0 Old : 117,490: 103,570 106,825 2,015 1,155 9,460 1,715 0 0 550 50 0: 180 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 160: 210 335 0 -175 0 0 0 0 0 0 0: -50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.2 90.9 1.7 1.0 8.1 1.5 0.0 0.0 0.5 0.0 0.0: 0.2 0.0 Old : 100.0: 88.2 90.9 1.7 1.0 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 : 45: 32 27 . . 5 . 0 0 . . 0: Old : 45: 32 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 : 45.3 64.0 64.1 80.7 38.8 63.0 55.2 71.9 Old : 45.3 64.0 64.1 80.7 38.8 63.0 55.2 71.9 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 144,268: 127,830 135,968 5,073 905 7,245 3,720 0 0 250 0 150: 0 0 Old : 144,268: 127,830 135,968 5,073 905 7,245 3,720 0 0 250 0 150: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 235: 185 345 90 0 -110 120 0 0 0 0 0: -50 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 88.6 94.2 3.5 0.6 5.0 2.6 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 5.0 2.6 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 : 52: 37 28 . . 5 . 0 0 . 0 .: Old : 52: 37 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 : 41.4 62.2 61.1 82.3 34.9 59.5 53.0 73.7 Old : 41.4 62.2 61.1 82.3 34.9 59.5 53.0 73.7 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 156,972: 108,511 125,435 10,808 10,255 7,334 3,174 75 3,142 18,364 4,968 5,404: 234 358 Old : 156,972: 108,511 125,435 10,808 10,255 7,334 3,174 75 3,142 18,364 4,968 5,404: 234 358 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 1,234: -156 1,046 -500 -89 257 1,125 0 -2 313 -158 147: 50 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.1 79.9 6.9 6.5 4.7 2.0 0.0 2.0 11.7 3.2 3.4: 0.1 0.2 Old : 100.0: 69.1 79.9 6.9 6.5 4.7 2.0 0.0 2.0 11.7 3.2 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 . . . 4 5 7: Old : 63: 34 32 6 . 6 . . . 4 5 7: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.9 64.3 63.5 75.2 43.9 60.6 61.6 69.3 Old : 43.9 64.3 63.5 75.2 43.9 60.6 61.6 69.3 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 96,356: 76,576 80,710 9,690 5,416 5,840 1,500 0 1,040 605 2,345 1,005: 100 0 Old : 96,356: 76,576 80,710 9,690 5,416 5,840 1,500 0 1,040 605 2,345 1,005: 100 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -155: 430 5 -600 -180 0 0 0 0 -20 0 20: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.5 83.8 10.1 5.6 6.1 1.6 0.0 1.1 0.6 2.4 1.0: 0.1 0.0 Old : 100.0: 79.5 83.8 10.1 5.6 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 30 . . 5 . 0 . . . .: Old : 50: 29 30 . . 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 : 49.9 71.3 66.5 81.1 45.9 70.4 60.6 77.8 Old : 49.9 71.3 66.5 81.1 45.9 70.4 60.6 77.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 23,830: 21,730 18,195 975 3,560 535 0 1,540 0 0 0 0: 590 0 Old : 23,830: 21,730 18,195 975 3,560 535 0 1,540 0 0 0 0: 590 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 270: 445 125 0 150 -5 0 0 0 0 0 0: -170 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 91.2 76.4 4.1 14.9 2.2 0.0 6.5 0.0 0.0 0.0 0.0: 2.5 0.0 Old : 100.0: 91.2 76.4 4.1 14.9 2.2 0.0 6.5 0.0 0.0 0.0 0.0: 2.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 28: 18 8 . . . 0 . 0 0 0 0: Old : 28: 18 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 : 54.7 75.9 73.4 96.3 54.7 73.4 73.4 90.8 Old : 54.7 75.9 73.4 96.3 54.7 73.4 73.4 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 20,985: 18,165 17,435 1,305 1,925 1,110 0 515 0 0 0 0: 405 0 Old : 20,985: 18,165 17,435 1,305 1,925 1,110 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 26, 2014 : : 210: 300 150 0 150 -90 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 83.1 6.2 9.2 5.3 0.0 2.5 0.0 0.0 0.0 0.0: 1.9 0.0 Old : 100.0: 86.6 83.1 6.2 9.2 5.3 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 : 50.3 84.1 72.0 97.9 50.3 79.1 70.6 91.6 Old : 50.3 84.1 72.0 97.9 50.3 79.1 70.6 91.6 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 5,820: 4,250 4,570 510 0 505 0 30 50 0 0 0: 505 665 Old : 5,820: 4,250 4,570 510 0 505 0 30 50 0 0 0: 505 665 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 15: 15 25 0 0 0 0 0 0 0 0 0: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 78.5 8.8 0.0 8.7 0.0 0.5 0.9 0.0 0.0 0.0: 8.7 11.4 Old : 100.0: 73.0 78.5 8.8 0.0 8.7 0.0 0.5 0.9 0.0 0.0 0.0: 8.7 11.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 24: 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 : 50.2 53.1 75.5 79.0 40.7 49.9 61.2 65.1 Old : 50.2 53.1 75.5 79.0 40.7 49.9 61.2 65.1 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 29,187: 17,378 19,994 2,182 919 3,656 84 0 236 986 0 292: 4,373 4,090 Old : 29,187: 17,378 19,994 2,182 919 3,656 84 0 236 986 0 292: 4,373 4,090 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -2,600: -2,067 -1,719 2 182 -581 84 -172 -84 73 0 -73: 45 -153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.5 68.5 7.5 3.1 12.5 0.3 0.0 0.8 3.4 0.0 1.0: 15.0 14.0 Old : 100.0: 59.5 68.5 7.5 3.1 12.5 0.3 0.0 0.8 3.4 0.0 1.0: 15.0 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 19 18 . . 5 . 0 . . 0 .: Old : 30: 19 18 . . 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 : 42.1 45.9 60.6 68.3 16.8 20.7 21.8 26.7 Old : 42.1 45.9 60.6 68.3 16.8 20.7 21.8 26.7 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 15,069: 8,600 12,129 5,170 425 0 0 1,983 0 873 0 0: 426 532 Old : 15,069: 8,600 12,129 5,170 425 0 0 1,983 0 873 0 0: 426 532 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -1,785: -1,218 -1,596 -420 -105 0 0 -63 0 -105 0 0: -42 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 80.5 34.3 2.8 0.0 0.0 13.2 0.0 5.8 0.0 0.0: 2.8 3.5 Old : 100.0: 57.1 80.5 34.3 2.8 0.0 0.0 13.2 0.0 5.8 0.0 0.0: 2.8 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 63.7 79.8 86.4 93.6 63.7 79.8 86.4 90.4 Old : 63.7 79.8 86.4 93.6 63.7 79.8 86.4 90.4 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 296,974: 189,701 265,067 98,686 0 0 0 31,907 0 8,587 0 0: 0 0 Old : 296,974: 189,701 265,067 98,686 0 0 0 31,907 0 8,587 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -40,080: -29,880 -38,856 -8,976 0 0 0 -1,224 0 -1,224 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.9 89.3 33.2 0.0 0.0 0.0 10.7 0.0 2.9 0.0 0.0: 0.0 0.0 Old : 100.0: 63.9 89.3 33.2 0.0 0.0 0.0 10.7 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 : 61.3 86.8 82.9 96.3 59.7 86.8 81.1 96.3 Old : 61.3 86.8 82.9 96.3 59.7 86.8 81.1 96.3 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 85,689: 29,119 84,009 54,740 0 1,490 0 0 0 0 0 0: 340 190 Old : 85,689: 29,119 84,009 54,740 0 1,490 0 0 0 0 0 0: 340 190 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -2,625: -1,386 -2,604 -1,218 0 0 0 0 0 0 0 0: -21 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 98.0 63.9 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2 Old : 100.0: 34.0 98.0 63.9 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 : 88.3 82.5 98.4 91.8 84.9 76.6 89.0 85.2 Old : 88.3 82.5 98.4 91.8 84.9 76.6 89.0 85.2 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 1,520,484: 511,271 1,493,278 982,007 0 27,206 0 0 0 0 0 0: 0 0 Old : 1,520,484: 511,271 1,493,278 982,007 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 26, 2014 : : -37,128: -21,216 -37,128 -15,912 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 98.2 64.6 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 33.6 98.2 64.6 0.0 1.8 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 : 86.6 83.0 97.8 91.8 83.1 76.7 88.2 84.3 Old : 86.6 83.0 97.8 91.8 83.1 76.7 88.2 84.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 161,057: 141,635 86,435 8,581 59,545 2,412 4,380 7,680 3,710 0 1,190 85: 254 0 Old : 161,057: 141,635 86,435 8,581 59,545 2,412 4,380 7,680 3,710 0 1,190 85: 254 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -4,389: -3,654 -2,814 -504 -1,155 -105 210 0 -315 0 21 -21: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 53.7 5.3 37.0 1.5 2.7 4.8 2.3 0.0 0.7 0.1: 0.2 0.0 Old : 100.0: 87.9 53.7 5.3 37.0 1.5 2.7 4.8 2.3 0.0 0.7 0.1: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 37: 20 21 4 . . . . . 0 . .: Old : 37: 20 21 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 : 55.6 62.6 75.4 78.6 32.6 46.2 50.0 55.4 Old : 55.6 62.6 75.4 78.6 32.6 46.2 50.0 55.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 3,312,671: 2,869,128 1,491,877 180,736 1,252,405 259,669 0 308,720 0 3,138 0 0: -0 0 Old : 3,312,671: 2,869,128 1,491,877 180,736 1,252,405 259,669 0 308,720 0 3,138 0 0: -0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -59,811: -49,088 -55,731 -3,264 2,563 -6,643 0 0 0 -816 0 0: -0 -0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.6 45.0 5.5 37.8 7.8 0.0 9.3 0.0 0.1 0.0 0.0: -0.0 0.0 Old : 100.0: 86.6 45.0 5.5 37.8 7.8 0.0 9.3 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 : 67.8 77.3 88.1 90.2 46.4 54.6 62.0 63.4 Old : 67.8 77.3 88.1 90.2 46.4 54.6 62.0 63.4 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 19,373: 16,795 12,572 425 850 850 0 586 1,280 0 2,980 0: 23 255 Old : 19,373: 16,795 12,572 425 850 850 0 586 1,280 0 2,980 0: 23 255 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -1,743: -1,428 -1,197 -105 105 -210 0 -21 0 0 -420 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.7 64.9 2.2 4.4 4.4 0.0 3.0 6.6 0.0 15.4 0.0: 0.1 1.3 Old : 100.0: 86.7 64.9 2.2 4.4 4.4 0.0 3.0 6.6 0.0 15.4 0.0: 0.1 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 20: 9 9 . . . 0 . . 0 . 0: Old : 20: 9 9 . . . 0 . . 0 . 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.4 73.7 91.9 91.4 68.0 64.9 80.5 75.0 Old : 74.4 73.7 91.9 91.4 68.0 64.9 80.5 75.0 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 44,308: 31,559 39,009 5,424 0 3,495 2,026 0 1,804 0 0 0: 0 0 Old : 44,308: 31,559 39,009 5,424 0 3,495 2,026 0 1,804 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 26, 2014 : : -3,675: -2,814 -3,171 -819 0 -42 462 0 -462 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.2 88.0 12.2 0.0 7.9 4.6 0.0 4.1 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 71.2 88.0 12.2 0.0 7.9 4.6 0.0 4.1 0.0 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 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 : 44.7 71.9 70.2 91.5 39.4 57.3 56.2 66.5 Old : 44.7 71.9 70.2 91.5 39.4 57.3 56.2 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 72,342: 59,976 42,286 0 16,879 6,362 0 1,317 4,433 1,483 0 0: 88 1,065 Old : 72,342: 59,976 42,286 0 16,879 6,362 0 1,317 4,433 1,483 0 0: 88 1,065 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -2,121: -1,848 -1,050 0 -1,071 0 0 210 -210 -21 0 0: -42 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 82.9 58.5 0.0 23.3 8.8 0.0 1.8 6.1 2.0 0.0 0.0: 0.1 1.5 Old : 100.0: 82.9 58.5 0.0 23.3 8.8 0.0 1.8 6.1 2.0 0.0 0.0: 0.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 30: 21 15 0 . . 0 . . . 0 0: Old : 30: 21 15 0 . . 0 . . . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.3 69.1 75.3 88.4 43.2 49.6 54.2 59.2 Old : 49.3 69.1 75.3 88.4 43.2 49.6 54.2 59.2 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :(Contracts of 80 Megawatt Hours) : : : Positions : All : 39,742: 29,016 33,663 3,055 895 2,831 0 0 0 2,487 0 2,268: 85 85 Old : 39,742: 29,016 33,663 3,055 895 2,831 0 0 0 2,487 0 2,268: 85 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -1,344: -1,071 -1,050 63 -63 -210 0 0 0 -105 0 0: -21 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.0 84.7 7.7 2.3 7.1 0.0 0.0 0.0 6.3 0.0 5.7: 0.2 0.2 Old : 100.0: 73.0 84.7 7.7 2.3 7.1 0.0 0.0 0.0 6.3 0.0 5.7: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 58.3 54.4 83.4 79.6 46.3 47.9 59.7 62.3 Old : 58.3 54.4 83.4 79.6 46.3 47.9 59.7 62.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 30,421: 26,570 21,435 2,536 7,691 1,210 0 0 0 105 0 0: 0 85 Old : 30,421: 26,570 21,435 2,536 7,691 1,210 0 0 0 105 0 0: 0 85 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -2,352: -2,310 -1,911 42 -336 -84 0 0 0 0 0 0: 0 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.3 70.5 8.3 25.3 4.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.3 Old : 100.0: 87.3 70.5 8.3 25.3 4.0 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 : 51.0 62.4 72.9 92.4 49.9 57.0 68.7 78.7 Old : 51.0 62.4 72.9 92.4 49.9 57.0 68.7 78.7 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 317,747: 274,381 282,417 3,138 0 0 16,748 0 23,480 0 11,850 0: 0 0 Old : 317,747: 274,381 282,417 3,138 0 0 16,748 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 26, 2014 : : -27,336: -23,664 -27,336 -816 0 0 -2,856 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 86.4 88.9 1.0 0.0 0.0 5.3 0.0 7.4 0.0 3.7 0.0: 0.0 0.0 Old : 100.0: 86.4 88.9 1.0 0.0 0.0 5.3 0.0 7.4 0.0 3.7 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 71.5 71.8 94.1 86.8 62.4 65.4 76.4 77.4 Old : 71.5 71.8 94.1 86.8 62.4 65.4 76.4 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 812,079: 468,171 574,976 132,585 128,466 92,947 102,686 0 15,690 0 0 0: 0 0 Old : 812,079: 468,171 574,976 132,585 128,466 92,947 102,686 0 15,690 0 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -53,448: -48,960 -35,088 5,712 -4,080 -10,200 4,080 0 -4,080 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.7 70.8 16.3 15.8 11.4 12.6 0.0 1.9 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 57.7 70.8 16.3 15.8 11.4 12.6 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 : 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 : 64.9 60.4 88.3 76.6 46.8 41.5 56.4 54.8 Old : 64.9 60.4 88.3 76.6 46.8 41.5 56.4 54.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 1,705,713: 1,071,483 1,083,368 134,120 316,115 234,910 176,730 0 70,560 17,150 0 760: 0 0 Old : 1,705,713: 1,071,483 1,083,368 134,120 316,115 234,910 176,730 0 70,560 17,150 0 760: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -39,576: -33,048 -37,128 0 1,632 -4,080 -2,040 0 0 -408 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 63.5 7.9 18.5 13.8 10.4 0.0 4.1 1.0 0.0 0.0: 0.0 0.0 Old : 100.0: 62.8 63.5 7.9 18.5 13.8 10.4 0.0 4.1 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 : 55.8 79.3 82.1 92.5 47.6 65.1 61.3 69.8 Old : 55.8 79.3 82.1 92.5 47.6 65.1 61.3 69.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 614,530: 369,279 564,532 3,009 28,038 21,960 0 0 0 220,282 0 0: 0 0 Old : 614,530: 369,279 564,532 3,009 28,038 21,960 0 0 0 220,282 0 0: 0 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 18,480: 26,232 26,232 1,032 -6,312 -1,440 0 0 0 -7,344 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.1 91.9 0.5 4.6 3.6 0.0 0.0 0.0 35.8 0.0 0.0: 0.0 0.0 Old : 100.0: 60.1 91.9 0.5 4.6 3.6 0.0 0.0 0.0 35.8 0.0 0.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 22: 13 12 . . . 0 0 0 . 0 0: Old : 22: 13 12 . . . 0 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.1 63.2 90.2 85.8 64.2 58.9 76.5 71.9 Old : 74.1 63.2 90.2 85.8 64.2 58.9 76.5 71.9 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 410,816: 348,486 321,468 54,134 81,152 8,196 0 0 0 0 0 0: 0 0 Old : 410,816: 348,486 321,468 54,134 81,152 8,196 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 26, 2014 : : -25,296: -21,216 -14,688 -408 -6,936 -3,672 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 84.8 78.3 13.2 19.8 2.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 Old : 100.0: 84.8 78.3 13.2 19.8 2.0 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: 12 12 . . . 0 0 0 0 0 0: Old : 23: 12 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 : 57.8 67.5 87.6 88.0 48.7 54.4 74.2 71.5 Old : 57.8 67.5 87.6 88.0 48.7 54.4 74.2 71.5 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 22,375: 13,263 19,815 2,765 0 1,800 220 0 0 3,592 0 0: 735 760 Old : 22,375: 13,263 19,815 2,765 0 1,800 220 0 0 3,592 0 0: 735 760 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 100: 0 100 0 0 0 220 0 0 0 0 0: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 88.6 12.4 0.0 8.0 1.0 0.0 0.0 16.1 0.0 0.0: 3.3 3.4 Old : 100.0: 59.3 88.6 12.4 0.0 8.0 1.0 0.0 0.0 16.1 0.0 0.0: 3.3 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 : 26: 13 16 . 0 . . 0 0 . 0 0: Old : 26: 13 16 . 0 . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.9 44.5 88.1 75.7 58.8 44.4 74.4 71.0 Old : 66.9 44.5 88.1 75.7 58.8 44.4 74.4 71.0 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 19,783: 11,865 17,473 2,390 0 1,750 220 0 0 3,059 0 0: 499 560 Old : 19,783: 11,865 17,473 2,390 0 1,750 220 0 0 3,059 0 0: 499 560 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 100: 0 100 0 0 0 220 0 0 0 0 0: -120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.0 88.3 12.1 0.0 8.8 1.1 0.0 0.0 15.5 0.0 0.0: 2.5 2.8 Old : 100.0: 60.0 88.3 12.1 0.0 8.8 1.1 0.0 0.0 15.5 0.0 0.0: 2.5 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 : 26: 9 16 . 0 . . 0 0 . 0 0: Old : 26: 9 16 . 0 . . 0 0 . 0 0: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.0 46.6 94.6 76.7 66.3 46.6 77.4 67.0 Old : 81.0 46.6 94.6 76.7 66.3 46.6 77.4 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,275: 12,089 13,569 55 2,276 722 1,325 250 0 2,188 0 300: 596 158 Old : 17,275: 12,089 13,569 55 2,276 722 1,325 250 0 2,188 0 300: 596 158 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 357: 130 600 0 -420 212 0 0 0 -15 0 15: 15 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 78.5 0.3 13.2 4.2 7.7 1.4 0.0 12.7 0.0 1.7: 3.5 0.9 Old : 100.0: 70.0 78.5 0.3 13.2 4.2 7.7 1.4 0.0 12.7 0.0 1.7: 3.5 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 : 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 : 55.1 59.7 74.9 78.7 49.1 55.1 63.8 69.1 Old : 55.1 59.7 74.9 78.7 49.1 55.1 63.8 69.1 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 12,898: 7,359 9,141 745 3,355 110 25 0 0 3,635 0 220: 804 72 Old : 12,898: 7,359 9,141 745 3,355 110 25 0 0 3,635 0 220: 804 72 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 105: 35 105 0 -60 60 0 0 0 0 0 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 70.9 5.8 26.0 0.9 0.2 0.0 0.0 28.2 0.0 1.7: 6.2 0.6 Old : 100.0: 57.1 70.9 5.8 26.0 0.9 0.2 0.0 0.0 28.2 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: 14 16 . . . . 0 0 . 0 .: Old : 26: 14 16 . . . . 0 0 . 0 .: Other: 0: 0 0 0 0 0 0 0 0 0 0 0: :------------------------------------------------------------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 55.3 81.8 78.7 56.9 49.8 73.3 69.4 Old : 62.2 55.3 81.8 78.7 56.9 49.8 73.3 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :1 MW : : : Positions : All : 17,747: 15,591 9,027 909 5,751 204 0 1,525 0 0 665 575: 468 0 Old : 17,747: 15,591 9,027 909 5,751 204 0 1,525 0 0 665 575: 468 0 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 800: 740 275 0 525 0 0 0 0 0 0 0: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 87.9 50.9 5.1 32.4 1.1 0.0 8.6 0.0 0.0 3.7 3.2: 2.6 0.0 Old : 100.0: 87.9 50.9 5.1 32.4 1.1 0.0 8.6 0.0 0.0 3.7 3.2: 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 : 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 : 52.7 47.1 68.0 75.9 50.3 46.6 61.8 72.9 Old : 52.7 47.1 68.0 75.9 50.3 46.6 61.8 72.9 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 12,463: 10,655 9,289 35 2,666 428 0 25 0 850 0 50: 445 5 Old : 12,463: 10,655 9,289 35 2,666 428 0 25 0 850 0 50: 445 5 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 205: 92 177 0 -35 63 0 0 0 50 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.5 74.5 0.3 21.4 3.4 0.0 0.2 0.0 6.8 0.0 0.4: 3.6 0.0 Old : 100.0: 85.5 74.5 0.3 21.4 3.4 0.0 0.2 0.0 6.8 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: 18 16 . . . 0 . 0 . 0 .: Old : 28: 18 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 : 57.0 58.4 76.0 81.2 54.2 53.3 70.7 74.0 Old : 57.0 58.4 76.0 81.2 54.2 53.3 70.7 74.0 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 9,157: 7,842 8,037 320 180 485 0 25 0 0 405 25: 485 0 Old : 9,157: 7,842 8,037 320 180 485 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 26, 2014 : : 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 85.6 87.8 3.5 2.0 5.3 0.0 0.3 0.0 0.0 4.4 0.3: 5.3 0.0 Old : 100.0: 85.6 87.8 3.5 2.0 5.3 0.0 0.3 0.0 0.0 4.4 0.3: 5.3 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 : 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 : 61.3 73.8 85.7 93.0 59.8 72.8 79.6 88.0 Old : 61.3 73.8 85.7 93.0 59.8 72.8 79.6 88.0 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 7,585: 5,515 4,250 250 295 840 0 1,060 565 300 0 0: 115 575 Old : 7,585: 5,515 4,250 250 295 840 0 1,060 565 300 0 0: 115 575 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : -10: -10 0 0 0 0 0 0 0 0 0 0: 0 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 72.7 56.0 3.3 3.9 11.1 0.0 14.0 7.4 4.0 0.0 0.0: 1.5 7.6 Old : 100.0: 72.7 56.0 3.3 3.9 11.1 0.0 14.0 7.4 4.0 0.0 0.0: 1.5 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : : : Number of Traders in Each Category : All : 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 : 44.3 53.9 62.5 75.8 29.3 33.2 43.4 45.0 Old : 44.3 53.9 62.5 75.8 29.3 33.2 43.4 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 8,080: 6,005 7,070 0 680 0 900 0 50 550 100 50: 525 130 Old : 8,080: 6,005 7,070 0 680 0 900 0 50 550 100 50: 525 130 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : .: . . . . . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.3 87.5 0.0 8.4 0.0 11.1 0.0 0.6 6.8 1.2 0.6: 6.5 1.6 Old : 100.0: 74.3 87.5 0.0 8.4 0.0 11.1 0.0 0.6 6.8 1.2 0.6: 6.5 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 : 20: 14 11 0 . 0 . 0 . . . .: Old : 20: 14 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 : 50.4 77.4 77.2 92.9 44.8 70.9 71.0 81.3 Old : 50.4 77.4 77.2 92.9 44.8 70.9 71.0 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 64,413: 61,126 55,468 0 4,380 1,835 0 0 0 475 1,800 0: 977 930 Old : 64,413: 61,126 55,468 0 4,380 1,835 0 0 0 475 1,800 0: 977 930 Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2014 : : 50: 50 0 0 0 0 0 0 0 0 50 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.9 86.1 0.0 6.8 2.8 0.0 0.0 0.0 0.7 2.8 0.0: 1.5 1.4 Old : 100.0: 94.9 86.1 0.0 6.8 2.8 0.0 0.0 0.0 0.7 2.8 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 : 85.2 73.0 93.5 90.5 85.1 70.2 89.6 84.5 Old : 85.2 73.0 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 77.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : Positions : Open : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short ------------------------------------------------------------------------------------------------------------------------------------------------------------- : :Megawatt Hours (MWh) : : : Positions : All : 17,280: 16,300 12,085 0 0 650 0 1,500 0 0 2,845 100: 230 100 Old : 17,280: 16,300 12,085 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 26, 2014 : : 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 94.3 69.9 0.0 0.0 3.8 0.0 8.7 0.0 0.0 16.5 0.6: 1.3 0.6 Old : 100.0: 94.3 69.9 0.0 0.0 3.8 0.0 8.7 0.0 0.0 16.5 0.6: 1.3 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 12 0 0 . 0 . 0 0 . .: Old : 23: 14 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 : 63.7 53.4 84.5 83.9 59.3 51.1 71.3 70.6 Old : 63.7 53.4 84.5 83.9 59.3 51.1 71.3 70.6 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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: 96.7 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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: 73.9 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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: 73.4 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 79.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 : 33,415: 27,940 31,175 1,950 45 600 0 50 1,150 915 0 100: 760 295 Old : 33,415: 27,940 31,175 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 26, 2014 : : 125: 125 125 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 5.8 0.1 1.8 0.0 0.1 3.4 2.7 0.0 0.3: 2.3 0.9 Old : 100.0: 83.6 93.3 5.8 0.1 1.8 0.0 0.1 3.4 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 : 54.0 60.0 71.5 76.9 46.0 56.2 61.8 69.9 Old : 54.0 60.0 71.5 76.9 46.0 56.2 61.8 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Disaggregated Commitments of Traders - Options and Futures Combined, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 2014 : : 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.8 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, September 2, 2014 ------------------------------------------------------------------------------------------------------------------------------------------------------------- : : Reportable Positions : Nonreportable : : Producer/Merchant/ : : : : 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 26, 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 September 5, 2014