COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 86,891: 12,682 28,641 1,434 1,539 3,326 6,115 5,756 2,517 48,851 33,125 10,523: 1,443 1,464
Old : 86,891: 12,682 28,641 1,434 1,539 3,326 6,115 5,756 2,517 48,851 33,125 10,523: 1,443 1,464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -49: 147 -1,317 -1,415 93 314 -120 1,354 -481 1,345 -18 324: -163 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 33.0 1.7 1.8 3.8 7.0 6.6 2.9 56.2 38.1 12.1: 1.7 1.7
Old : 100.0: 14.6 33.0 1.7 1.8 3.8 7.0 6.6 2.9 56.2 38.1 12.1: 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 : 55: 13 14 . . . . 5 4 16 12 23:
Old : 55: 13 14 . . . . 5 4 16 12 23:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 34.0 67.3 52.0 43.5 33.1 58.2 48.9
Old : 46.0 34.0 67.3 52.0 43.5 33.1 58.2 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,619: 11,635 3,695 2,192 1,355 1,050 2,655 0 1,925 11,562 23,129 2,895: 705 570
Old : 34,619: 11,635 3,695 2,192 1,355 1,050 2,655 0 1,925 11,562 23,129 2,895: 705 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,448: 300 40 90 425 265 -25 0 375 685 640 -292: 50 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 10.7 6.3 3.9 3.0 7.7 0.0 5.6 33.4 66.8 8.4: 2.0 1.6
Old : 100.0: 33.6 10.7 6.3 3.9 3.0 7.7 0.0 5.6 33.4 66.8 8.4: 2.0 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 : 43: 9 9 . . . 5 0 . 11 12 15:
Old : 43: 9 9 . . . 5 0 . 11 12 15:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 53.6 64.0 72.3 43.5 50.8 59.0 65.4
Old : 45.0 53.6 64.0 72.3 43.5 50.8 59.0 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 160,939: 97,282 102,942 2,705 13,628 18,249 6,563 4,295 4,857 17,792 3,372 12,471: 1,020 1,125
Old : 160,939: 97,282 102,942 2,705 13,628 18,249 6,563 4,295 4,857 17,792 3,372 12,471: 1,020 1,125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 2,579: 2,518 1,378 -1,173 240 750 -200 -385 287 -215 -4 295: 318 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 64.0 1.7 8.5 11.3 4.1 2.7 3.0 11.1 2.1 7.7: 0.6 0.7
Old : 100.0: 60.4 64.0 1.7 8.5 11.3 4.1 2.7 3.0 11.1 2.1 7.7: 0.6 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 : 78: 45 48 . 6 6 4 . 5 7 4 9:
Old : 78: 45 48 . 6 6 4 . 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 : 34.5 30.6 53.0 48.2 22.1 20.4 33.6 33.1
Old : 34.5 30.6 53.0 48.2 22.1 20.4 33.6 33.1
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,838: 22,166 40,448 17,602 3,870 971 4,802 0 1,824 287 539 186: 0 0
Old : 47,838: 22,166 40,448 17,602 3,870 971 4,802 0 1,824 287 539 186: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -8: 563 14 -245 -69 52 -247 0 -5 -126 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 84.6 36.8 8.1 2.0 10.0 0.0 3.8 0.6 1.1 0.4: 0.0 0.0
Old : 100.0: 46.3 84.6 36.8 8.1 2.0 10.0 0.0 3.8 0.6 1.1 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 19 . . . . 0 . . . .:
Old : 34: 21 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 54.2 85.1 76.5 63.3 47.4 73.9 67.4
Old : 68.0 54.2 85.1 76.5 63.3 47.4 73.9 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 367,272: 179,274 308,019 114,904 19,990 19,550 33,831 0 19,713 0 0 0: 0 0
Old : 367,272: 179,274 308,019 114,904 19,990 19,550 33,831 0 19,713 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 7,882: 5,384 6,322 954 0 2,496 -344 0 -608 0 -328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 83.9 31.3 5.4 5.3 9.2 0.0 5.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 48.8 83.9 31.3 5.4 5.3 9.2 0.0 5.4 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 17 . . . . 0 . 0 0 0:
Old : 28: 15 17 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 61.7 90.5 85.8 54.4 56.1 76.4 75.4
Old : 62.4 61.7 90.5 85.8 54.4 56.1 76.4 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,472,593: 1,068,100 1,216,242 162,434 54,415 135,771 0 18,661 17,126 63,120 4,336 26,042: 0 0
Old : 1,472,593: 1,068,100 1,216,242 162,434 54,415 135,771 0 18,661 17,126 63,120 4,336 26,042: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 21,605: 27,192 17,263 -10,718 -467 5,810 0 -2,962 5,881 -2,640 0 -3,920: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 82.6 11.0 3.7 9.2 0.0 1.3 1.2 4.3 0.3 1.8: 0.0 0.0
Old : 100.0: 72.5 82.6 11.0 3.7 9.2 0.0 1.3 1.2 4.3 0.3 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 37 38 5 . 6 0 . . 6 . 4:
Old : 59: 37 38 5 . 6 0 . . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 41.3 58.6 59.2 26.5 35.7 38.7 44.1
Old : 38.7 41.3 58.6 59.2 26.5 35.7 38.7 44.1
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,389: 35,491 24,940 103 8,192 4,394 0 3,969 4,554 2,197 690 650: 0 0
Old : 47,389: 35,491 24,940 103 8,192 4,394 0 3,969 4,554 2,197 690 650: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -2,918: -3,302 -1,949 27 -947 179 -330 59 26 181 -379 300: 0 -208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 52.6 0.2 17.3 9.3 0.0 8.4 9.6 4.6 1.5 1.4: 0.0 0.0
Old : 100.0: 74.9 52.6 0.2 17.3 9.3 0.0 8.4 9.6 4.6 1.5 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 19 . . . 0 . . . 4 .:
Old : 35: 20 19 . . . 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 51.7 76.2 78.9 42.5 36.3 57.8 55.3
Old : 51.5 51.7 76.2 78.9 42.5 36.3 57.8 55.3
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 282,154: 195,073 183,163 71,315 21,858 3,848 0 59,032 10,678 8 2,343 1,232: 0 0
Old : 282,154: 195,073 183,163 71,315 21,858 3,848 0 59,032 10,678 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: September 9, 2014 :
: -23,056: -20,792 -19,120 640 -656 -328 0 -1,000 -1,952 0 624 -624: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.1 64.9 25.3 7.7 1.4 0.0 20.9 3.8 0.0 0.8 0.4: 0.0 0.0
Old : 100.0: 69.1 64.9 25.3 7.7 1.4 0.0 20.9 3.8 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 : 65.0 63.3 86.4 90.7 56.8 51.3 74.0 71.7
Old : 65.0 63.3 86.4 90.7 56.8 51.3 74.0 71.7
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 634,639: 490,416 505,047 15,604 40,115 70,488 32,838 0 11,149 6,304 0 7,840: 0 0
Old : 634,639: 490,416 505,047 15,604 40,115 70,488 32,838 0 11,149 6,304 0 7,840: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 16,500: 3,908 10,188 0 -6,208 4,688 -1,777 0 4,696 1,849 0 3,136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 79.6 2.5 6.3 11.1 5.2 0.0 1.8 1.0 0.0 1.2: 0.0 0.0
Old : 100.0: 77.3 79.6 2.5 6.3 11.1 5.2 0.0 1.8 1.0 0.0 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 : 40: 21 27 . . . . 0 . . 0 .:
Old : 40: 21 27 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 49.0 70.8 71.9 31.8 38.0 45.7 51.3
Old : 47.3 49.0 70.8 71.9 31.8 38.0 45.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,784: 37,594 42,020 5,592 1,194 712 2,240 0 1,336 2,204 4,584 1,554: 552 384
Old : 51,784: 37,594 42,020 5,592 1,194 712 2,240 0 1,336 2,204 4,584 1,554: 552 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 652: 256 1,414 602 41 -82 -152 0 344 0 -255 0: -316 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 81.1 10.8 2.3 1.4 4.3 0.0 2.6 4.3 8.9 3.0: 1.1 0.7
Old : 100.0: 72.6 81.1 10.8 2.3 1.4 4.3 0.0 2.6 4.3 8.9 3.0: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 24 . . . . 0 . . . .:
Old : 38: 24 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 : 45.3 54.0 68.3 72.2 39.9 51.7 53.0 63.2
Old : 45.3 54.0 68.3 72.2 39.9 51.7 53.0 63.2
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,620: 36,140 44,385 7,420 0 140 0 0 0 150 0 0: 770 95
Old : 44,620: 36,140 44,385 7,420 0 140 0 0 0 150 0 0: 770 95
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 750: 750 750 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 99.5 16.6 0.0 0.3 0.0 0.0 0.0 0.3 0.0 0.0: 1.7 0.2
Old : 100.0: 81.0 99.5 16.6 0.0 0.3 0.0 0.0 0.0 0.3 0.0 0.0: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 17 . 0 . 0 0 0 . 0 0:
Old : 33: 21 17 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 85.0 77.3 94.2 58.5 79.0 72.8 85.3
Old : 59.0 85.0 77.3 94.2 58.5 79.0 72.8 85.3
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,256: 45,026 55,896 10,840 0 0 0 300 0 150 0 0: 240 60
Old : 56,256: 45,026 55,896 10,840 0 0 0 300 0 150 0 0: 240 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 850: 910 850 0 0 0 0 0 0 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 99.4 19.3 0.0 0.0 0.0 0.5 0.0 0.3 0.0 0.0: 0.4 0.1
Old : 100.0: 80.0 99.4 19.3 0.0 0.0 0.0 0.5 0.0 0.3 0.0 0.0: 0.4 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 : 39: 30 18 . 0 0 0 . 0 . 0 0:
Old : 39: 30 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 : 56.3 84.4 75.1 93.9 53.0 79.4 69.3 85.0
Old : 56.3 84.4 75.1 93.9 53.0 79.4 69.3 85.0
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,270: 7,600 9,710 2,320 0 2,300 0 110 0 50 150 0: 0 0
Old : 12,270: 7,600 9,710 2,320 0 2,300 0 110 0 50 150 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 450: 650 400 -150 0 0 0 110 0 -50 -50 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 79.1 18.9 0.0 18.7 0.0 0.9 0.0 0.4 1.2 0.0: 0.0 0.0
Old : 100.0: 61.9 79.1 18.9 0.0 18.7 0.0 0.9 0.0 0.4 1.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 17 18 . 0 . 0 . 0 . . 0:
Old : 34: 17 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 : 64.1 53.7 82.2 77.4 51.3 39.9 61.4 58.7
Old : 64.1 53.7 82.2 77.4 51.3 39.9 61.4 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 270,552: 179,192 234,992 47,240 0 31,640 8,888 0 2,392 0 328 1,200: 0 0
Old : 270,552: 179,192 234,992 47,240 0 31,640 8,888 0 2,392 0 328 1,200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 3,864: 9,680 3,888 -6,184 0 368 -392 0 0 0 -784 392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 86.9 17.5 0.0 11.7 3.3 0.0 0.9 0.0 0.1 0.4: 0.0 0.0
Old : 100.0: 66.2 86.9 17.5 0.0 11.7 3.3 0.0 0.9 0.0 0.1 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: 21 16 4 0 . . 0 . 0 . .:
Old : 33: 21 16 4 0 . . 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 64.2 62.2 85.6 33.5 52.3 47.6 58.9
Old : 42.4 64.2 62.2 85.6 33.5 52.3 47.6 58.9
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,260: 5,413 5,873 0 2,343 808 42 106 44 2,843 42 0: 110 44
Old : 9,260: 5,413 5,873 0 2,343 808 42 106 44 2,843 42 0: 110 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 134: 111 111 0 0 0 0 23 0 0 0 0: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 63.4 0.0 25.3 8.7 0.5 1.1 0.5 30.7 0.5 0.0: 1.2 0.5
Old : 100.0: 58.5 63.4 0.0 25.3 8.7 0.5 1.1 0.5 30.7 0.5 0.0: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 12 0 . . . . . . . 0:
Old : 25: 11 12 0 . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 54.4 76.9 82.3 49.1 51.0 70.3 69.7
Old : 51.1 54.4 76.9 82.3 49.1 51.0 70.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,800: 12,800 12,750 0 3,850 750 650 0 0 3,400 250 200: 0 0
Old : 17,800: 12,800 12,750 0 3,850 750 650 0 0 3,400 250 200: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 71.6 0.0 21.6 4.2 3.7 0.0 0.0 19.1 1.4 1.1: 0.0 0.0
Old : 100.0: 71.9 71.6 0.0 21.6 4.2 3.7 0.0 0.0 19.1 1.4 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.3 61.0 78.4 90.2 54.2 56.7 73.3 77.8
Old : 55.3 61.0 78.4 90.2 54.2 56.7 73.3 77.8
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,960: 12,925 15,155 2,100 530 1,945 120 0 130 500 200 0: 240 0
Old : 17,960: 12,925 15,155 2,100 530 1,945 120 0 130 500 200 0: 240 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 445: 495 345 0 0 0 -100 0 100 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 84.4 11.7 3.0 10.8 0.7 0.0 0.7 2.8 1.1 0.0: 1.3 0.0
Old : 100.0: 72.0 84.4 11.7 3.0 10.8 0.7 0.0 0.7 2.8 1.1 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 : 38: 19 22 . . . . 0 . . . 0:
Old : 38: 19 22 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 58.3 68.8 74.2 42.4 44.3 53.1 57.1
Old : 48.0 58.3 68.8 74.2 42.4 44.3 53.1 57.1
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,568: 12,178 7,913 300 3,745 460 0 635 375 0 0 0: 255 440
Old : 13,568: 12,178 7,913 300 3,745 460 0 635 375 0 0 0: 255 440
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -440: -160 -200 -300 0 0 0 -240 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 58.3 2.2 27.6 3.4 0.0 4.7 2.8 0.0 0.0 0.0: 1.9 3.2
Old : 100.0: 89.8 58.3 2.2 27.6 3.4 0.0 4.7 2.8 0.0 0.0 0.0: 1.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 16 . . . 0 . . 0 0 0:
Old : 24: 17 16 . . . 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 : 44.3 54.5 67.9 80.2 42.1 45.0 58.2 61.3
Old : 44.3 54.5 67.9 80.2 42.1 45.0 58.2 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,387: 12,576 12,252 0 1,597 2,000 1,446 0 515 41 0 23: 786 1,000
Old : 17,387: 12,576 12,252 0 1,597 2,000 1,446 0 515 41 0 23: 786 1,000
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 533: 744 107 0 512 0 44 0 0 0 0 0: -255 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 70.5 0.0 9.2 11.5 8.3 0.0 3.0 0.2 0.0 0.1: 4.5 5.8
Old : 100.0: 72.3 70.5 0.0 9.2 11.5 8.3 0.0 3.0 0.2 0.0 0.1: 4.5 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 : 32: 22 23 0 . . . 0 . . 0 .:
Old : 32: 22 23 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 58.2 59.3 75.1 30.6 42.2 44.8 51.2
Old : 37.4 58.2 59.3 75.1 30.6 42.2 44.8 51.2
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,458: 30,468 22,644 1,304 1,202 1,712 0 4,492 1,433 0 3,723 192: 349 60
Old : 35,458: 30,468 22,644 1,304 1,202 1,712 0 4,492 1,433 0 3,723 192: 349 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,164: 1,037 -21 75 0 0 0 491 -126 0 936 -116: 294 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 63.9 3.7 3.4 4.8 0.0 12.7 4.0 0.0 10.5 0.5: 1.0 0.2
Old : 100.0: 85.9 63.9 3.7 3.4 4.8 0.0 12.7 4.0 0.0 10.5 0.5: 1.0 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 : 40: 29 27 . . 4 0 . . 0 . .:
Old : 40: 29 27 . . 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 : 34.9 50.2 55.2 67.4 30.5 40.7 47.1 53.2
Old : 34.9 50.2 55.2 67.4 30.5 40.7 47.1 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,419: 37,905 29,140 711 3,642 1,108 200 2,924 2,530 200 3,439 635: 130 1
Old : 43,419: 37,905 29,140 711 3,642 1,108 200 2,924 2,530 200 3,439 635: 130 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,250: 1,320 546 50 -95 80 50 50 0 -90 869 -160: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 67.1 1.6 8.4 2.6 0.5 6.7 5.8 0.5 7.9 1.5: 0.3 0.0
Old : 100.0: 87.3 67.1 1.6 8.4 2.6 0.5 6.7 5.8 0.5 7.9 1.5: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 29 31 . 4 6 . . . . . .:
Old : 47: 29 31 . 4 6 . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 37.8 63.4 56.5 35.0 28.8 54.5 46.1
Old : 39.8 37.8 63.4 56.5 35.0 28.8 54.5 46.1
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,395: 30,035 24,450 2,300 6,710 700 0 0 0 0 1,535 0: 360 0
Old : 33,395: 30,035 24,450 2,300 6,710 700 0 0 0 0 1,535 0: 360 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 900: 1,300 900 0 0 0 0 0 0 -400 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 73.2 6.9 20.1 2.1 0.0 0.0 0.0 0.0 4.6 0.0: 1.1 0.0
Old : 100.0: 89.9 73.2 6.9 20.1 2.1 0.0 0.0 0.0 0.0 4.6 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 24 13 . . . 0 0 0 0 . 0:
Old : 29: 24 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 : 43.9 86.8 67.1 97.0 41.1 73.8 61.8 80.8
Old : 43.9 86.8 67.1 97.0 41.1 73.8 61.8 80.8
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 43,390: 40,785 35,280 1,450 5,785 735 0 0 0 0 1,545 0: 420 45
Old : 43,390: 40,785 35,280 1,450 5,785 735 0 0 0 0 1,545 0: 420 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 100: 1,000 1,300 0 -1,300 100 0 0 0 -1,000 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 81.3 3.3 13.3 1.7 0.0 0.0 0.0 0.0 3.6 0.0: 1.0 0.1
Old : 100.0: 94.0 81.3 3.3 13.3 1.7 0.0 0.0 0.0 0.0 3.6 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 14 . . . 0 0 0 0 . 0:
Old : 31: 24 14 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 89.1 66.4 96.9 47.3 81.2 64.7 87.3
Old : 47.3 89.1 66.4 96.9 47.3 81.2 64.7 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 426,087: 262,278 367,737 60,063 18,645 3,455 43,630 0 28,957 26,903 6,492 801: 0 0
Old : 426,087: 262,278 367,737 60,063 18,645 3,455 43,630 0 28,957 26,903 6,492 801: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 2,169: 11,132 3,729 -3,537 -1,937 1,159 -5,424 0 1,552 -1,462 -1,083 -1,251: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 86.3 14.1 4.4 0.8 10.2 0.0 6.8 6.3 1.5 0.2: 0.0 0.0
Old : 100.0: 61.6 86.3 14.1 4.4 0.8 10.2 0.0 6.8 6.3 1.5 0.2: 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 : 37: 22 27 . . . . 0 . . . .:
Old : 37: 22 27 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 47.3 70.7 70.8 38.8 45.7 54.6 57.3
Old : 47.2 47.3 70.7 70.8 38.8 45.7 54.6 57.3
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,564: 17,685 25,566 3,215 1,352 372 4,553 0 588 1,380 253 1,049: 722 384
Old : 29,564: 17,685 25,566 3,215 1,352 372 4,553 0 588 1,380 253 1,049: 722 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -534: 420 251 -349 63 67 -456 0 -42 119 -534 -294: 0 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 86.5 10.9 4.6 1.3 15.4 0.0 2.0 4.7 0.9 3.5: 2.4 1.3
Old : 100.0: 59.8 86.5 10.9 4.6 1.3 15.4 0.0 2.0 4.7 0.9 3.5: 2.4 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 : 44: 23 29 . . . . 0 . 4 . 5:
Old : 44: 23 29 . . . . 0 . 4 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 38.0 66.2 59.6 39.1 34.5 54.5 50.3
Old : 42.1 38.0 66.2 59.6 39.1 34.5 54.5 50.3
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,758: 11,098 14,150 2,379 0 1,017 0 115 1,476 788 0 0: 0 0
Old : 16,758: 11,098 14,150 2,379 0 1,017 0 115 1,476 788 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -1,070: -382 -719 -854 0 180 0 -467 -64 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 84.4 14.2 0.0 6.1 0.0 0.7 8.8 4.7 0.0 0.0: 0.0 0.0
Old : 100.0: 66.2 84.4 14.2 0.0 6.1 0.0 0.7 8.8 4.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 11 . 0 . 0 . . . 0 0:
Old : 27: 17 11 . 0 . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 88.7 70.7 97.1 39.8 78.0 57.2 79.0
Old : 50.6 88.7 70.7 97.1 39.8 78.0 57.2 79.0
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 221,923: 94,264 204,899 55,312 0 9,312 54,060 0 7,712 1,263 0 0: 0 0
Old : 221,923: 94,264 204,899 55,312 0 9,312 54,060 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: September 9, 2014 :
: -11,552: -7,568 -8,928 6,184 0 -2,624 -7,544 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 92.3 24.9 0.0 4.2 24.4 0.0 3.5 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 42.5 92.3 24.9 0.0 4.2 24.4 0.0 3.5 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 5 . 0 . . 0 . . 0 0:
Old : 20: 10 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 : 80.8 99.1 94.5 100.0 73.1 91.8 86.8 91.8
Old : 80.8 99.1 94.5 100.0 73.1 91.8 86.8 91.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 473,068: 318,948 427,984 110,666 0 21,244 0 929 20,641 1,569 2,270 0: 0 0
Old : 473,068: 318,948 427,984 110,666 0 21,244 0 929 20,641 1,569 2,270 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 6,832: 567 7,216 4,624 0 0 0 -3,145 3,145 -1,120 0 -384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 90.5 23.4 0.0 4.5 0.0 0.2 4.4 0.3 0.5 0.0: 0.0 0.0
Old : 100.0: 67.4 90.5 23.4 0.0 4.5 0.0 0.2 4.4 0.3 0.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 15 . 0 . 0 . . . . 0:
Old : 30: 19 15 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 76.4 70.8 92.7 52.6 70.3 65.7 75.9
Old : 53.9 76.4 70.8 92.7 52.6 70.3 65.7 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 48,801: 30,855 45,064 4,084 1,554 0 4,579 0 953 7,490 0 0: 840 1,230
Old : 48,801: 30,855 45,064 4,084 1,554 0 4,579 0 953 7,490 0 0: 840 1,230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 255: 744 0 -558 0 0 -122 0 255 0 0 0: -64 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 92.3 8.4 3.2 0.0 9.4 0.0 2.0 15.3 0.0 0.0: 1.7 2.5
Old : 100.0: 63.2 92.3 8.4 3.2 0.0 9.4 0.0 2.0 15.3 0.0 0.0: 1.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 15 . . 0 . 0 . . 0 0:
Old : 28: 18 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 : 46.9 87.5 73.8 93.9 43.5 78.8 68.8 82.4
Old : 46.9 87.5 73.8 93.9 43.5 78.8 68.8 82.4
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,581: 5,215 3,733 573 595 105 0 1,508 0 287 170 0: 401 470
Old : 6,581: 5,215 3,733 573 595 105 0 1,508 0 287 170 0: 401 470
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -382: -546 -528 -62 0 0 0 101 0 164 -42 0: 62 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 56.7 8.7 9.0 1.6 0.0 22.9 0.0 4.4 2.6 0.0: 6.1 7.1
Old : 100.0: 79.2 56.7 8.7 9.0 1.6 0.0 22.9 0.0 4.4 2.6 0.0: 6.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 7 . . . 0 . 0 . . 0:
Old : 20: 8 7 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 67.7 85.0 85.3 59.0 67.4 76.2 81.3
Old : 63.9 67.7 85.0 85.3 59.0 67.4 76.2 81.3
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,627: 66,627 58,499 0 4,224 0 0 3,904 0 0 0 0: 0 0
Old : 66,627: 66,627 58,499 0 4,224 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: September 9, 2014 :
: 809: 809 809 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 87.8 0.0 6.3 0.0 0.0 5.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 100.0 87.8 0.0 6.3 0.0 0.0 5.9 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 10 0 . 0 0 . 0 0 0 0:
Old : 21: 11 10 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 68.7 97.7 91.3 69.7 68.5 82.6 81.9
Old : 73.2 68.7 97.7 91.3 69.7 68.5 82.6 81.9
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,659: 9,693 13,826 491 0 448 805 0 41 2,659 248 457: 1,065 639
Old : 15,659: 9,693 13,826 491 0 448 805 0 41 2,659 248 457: 1,065 639
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 951: 391 877 306 -18 -50 -64 0 0 320 92 69: -21 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 88.3 3.1 0.0 2.9 5.1 0.0 0.3 17.0 1.6 2.9: 6.8 4.1
Old : 100.0: 61.9 88.3 3.1 0.0 2.9 5.1 0.0 0.3 17.0 1.6 2.9: 6.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 19 . 0 . . 0 . . . .:
Old : 27: 15 19 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 51.2 56.5 72.9 30.3 41.7 49.3 55.5
Old : 35.2 51.2 56.5 72.9 30.3 41.7 49.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 198,654: 121,583 189,275 32,413 1,953 1,536 392 0 0 37,305 465 5,425: 0 0
Old : 198,654: 121,583 189,275 32,413 1,953 1,536 392 0 0 37,305 465 5,425: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 7,849: 3,195 6,247 -392 0 0 0 0 0 3,909 465 1,137: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 95.3 16.3 1.0 0.8 0.2 0.0 0.0 18.8 0.2 2.7: 0.0 0.0
Old : 100.0: 61.2 95.3 16.3 1.0 0.8 0.2 0.0 0.0 18.8 0.2 2.7: 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 : 31: 16 18 . . . . 0 0 . . .:
Old : 31: 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 : 63.4 64.2 82.9 79.9 53.8 63.2 69.1 69.8
Old : 63.4 64.2 82.9 79.9 53.8 63.2 69.1 69.8
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,297: 7,227 7,440 2,384 3,256 554 977 0 145 170 218 558: 282 126
Old : 12,297: 7,227 7,440 2,384 3,256 554 977 0 145 170 218 558: 282 126
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -27: -321 -51 211 -86 45 165 0 -64 -97 118 11: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 60.5 19.4 26.5 4.5 7.9 0.0 1.2 1.4 1.8 4.5: 2.3 1.0
Old : 100.0: 58.8 60.5 19.4 26.5 4.5 7.9 0.0 1.2 1.4 1.8 4.5: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 18 . . . . 0 . . . .:
Old : 31: 16 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 : 50.4 52.5 73.5 71.8 43.6 51.3 59.3 64.9
Old : 50.4 52.5 73.5 71.8 43.6 51.3 59.3 64.9
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 131,526: 94,676 62,090 19,854 63,480 1,936 3,888 0 392 7,152 0 3,628: 0 0
Old : 131,526: 94,676 62,090 19,854 63,480 1,936 3,888 0 392 7,152 0 3,628: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 3,808: 3,416 3,808 -1,185 -392 392 0 0 0 1,185 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 47.2 15.1 48.3 1.5 3.0 0.0 0.3 5.4 0.0 2.8: 0.0 0.0
Old : 100.0: 72.0 47.2 15.1 48.3 1.5 3.0 0.0 0.3 5.4 0.0 2.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 13 . . . . 0 . . 0 .:
Old : 26: 13 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 : 55.3 65.6 79.9 81.3 52.1 59.9 67.6 72.1
Old : 55.3 65.6 79.9 81.3 52.1 59.9 67.6 72.1
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,365: 17,324 12,602 307 3,453 2,873 0 1,576 1,861 0 0 0: 0 0
Old : 22,365: 17,324 12,602 307 3,453 2,873 0 1,576 1,861 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 2: -78 -52 0 -107 107 0 81 -27 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.5 56.3 1.4 15.4 12.8 0.0 7.0 8.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 77.5 56.3 1.4 15.4 12.8 0.0 7.0 8.3 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 86.1 88.2 54.1 38.1 61.7 59.8
Old : 65.6 64.5 86.1 88.2 54.1 38.1 61.7 59.8
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 217,730: 185,045 87,178 0 101,723 24,661 3,856 0 4,168 0 0 0: 0 0
Old : 217,730: 185,045 87,178 0 101,723 24,661 3,856 0 4,168 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 312: 312 0 0 0 0 -312 0 312 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 40.0 0.0 46.7 11.3 1.8 0.0 1.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.0 40.0 0.0 46.7 11.3 1.8 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 : 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 : 68.8 75.3 88.6 97.1 59.4 63.9 70.5 77.5
Old : 68.8 75.3 88.6 97.1 59.4 63.9 70.5 77.5
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 107,919: 6,063 8,450 2,983 0 688 0 10 72 644 1,238 1,984: 95,484 95,477
Old : 107,919: 6,063 8,450 2,983 0 688 0 10 72 644 1,238 1,984: 95,484 95,477
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 2,542: 117 30 4 0 4 0 4 -3 -76 13 107: 2,389 2,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.8 2.8 0.0 0.6 0.0 0.0 0.1 0.6 1.1 1.8: 88.5 88.5
Old : 100.0: 5.6 7.8 2.8 0.0 0.6 0.0 0.0 0.1 0.6 1.1 1.8: 88.5 88.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 12 14 5 0 4 0 . . . . .:
Old : 24: 12 14 5 0 4 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 5.8 6.1 8.8 9.3 3.0 3.8 4.7 4.9
Old : 5.8 6.1 8.8 9.3 3.0 3.8 4.7 4.9
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,425: 13,915 14,290 6,820 6,135 50 0 825 75 0 50 0: 565 0
Old : 21,425: 13,915 14,290 6,820 6,135 50 0 825 75 0 50 0: 565 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 60: 60 60 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 66.7 31.8 28.6 0.2 0.0 3.9 0.4 0.0 0.2 0.0: 2.6 0.0
Old : 100.0: 64.9 66.7 31.8 28.6 0.2 0.0 3.9 0.4 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 : 26: 14 10 4 . . 0 . . 0 . 0:
Old : 26: 14 10 4 . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 74.1 79.7 92.7 49.2 69.9 72.3 81.1
Old : 49.8 74.1 79.7 92.7 49.2 69.9 72.3 81.1
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,960: 13,370 10,775 3,785 6,285 0 0 900 0 0 0 0: 805 0
Old : 17,960: 13,370 10,775 3,785 6,285 0 0 900 0 0 0 0: 805 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 60: 60 60 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 60.0 21.1 35.0 0.0 0.0 5.0 0.0 0.0 0.0 0.0: 4.5 0.0
Old : 100.0: 74.4 60.0 21.1 35.0 0.0 0.0 5.0 0.0 0.0 0.0 0.0: 4.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 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 : 46.7 78.8 76.7 97.8 44.3 75.5 65.4 82.3
Old : 46.7 78.8 76.7 97.8 44.3 75.5 65.4 82.3
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,240: 15,470 15,055 470 840 300 0 0 0 0 0 0: 0 45
Old : 16,240: 15,470 15,055 470 840 300 0 0 0 0 0 0: 0 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,125: 1,190 1,125 0 0 0 0 0 0 0 0 0: -65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 92.7 2.9 5.2 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.3
Old : 100.0: 95.3 92.7 2.9 5.2 1.8 0.0 0.0 0.0 0.0 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 : 26: 21 9 . . . 0 0 0 0 0 0:
Old : 26: 21 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 : 55.7 88.6 71.4 99.0 55.3 86.2 70.7 92.0
Old : 55.7 88.6 71.4 99.0 55.3 86.2 70.7 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,645: 10,715 10,285 470 1,160 160 0 0 0 0 0 0: 300 40
Old : 11,645: 10,715 10,285 470 1,160 160 0 0 0 0 0 0: 300 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 3,050: 3,115 3,050 0 0 0 0 0 0 0 0 0: -65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 88.3 4.0 10.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 0.3
Old : 100.0: 92.0 88.3 4.0 10.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0: 2.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 8 . . . 0 0 0 0 0 0:
Old : 21: 15 8 . . . 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 : 63.8 80.5 80.7 99.2 61.7 78.7 74.2 88.8
Old : 63.8 80.5 80.7 99.2 61.7 78.7 74.2 88.8
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,280: 17,975 17,260 245 1,255 715 0 50 0 50 0 0: 295 0
Old : 19,280: 17,975 17,260 245 1,255 715 0 50 0 50 0 0: 295 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 345: 325 295 0 0 0 0 50 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 89.5 1.3 6.5 3.7 0.0 0.3 0.0 0.3 0.0 0.0: 1.5 0.0
Old : 100.0: 93.2 89.5 1.3 6.5 3.7 0.0 0.3 0.0 0.3 0.0 0.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 9 . . . 0 . 0 . 0 0:
Old : 22: 12 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 79.2 88.7 97.7 56.6 70.0 69.3 76.5
Old : 72.9 79.2 88.7 97.7 56.6 70.0 69.3 76.5
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,995: 19,460 20,990 580 0 5 0 0 0 0 0 0: 950 0
Old : 20,995: 19,460 20,990 580 0 5 0 0 0 0 0 0: 950 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 2,850: 2,730 2,850 0 0 0 0 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 100.0 2.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 0.0
Old : 100.0: 92.7 100.0 2.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.5 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 : 21: 17 9 . 0 . 0 0 0 0 0 0:
Old : 21: 17 9 . 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 : 69.8 93.3 80.9 99.7 66.0 89.2 77.1 91.1
Old : 69.8 93.3 80.9 99.7 66.0 89.2 77.1 91.1
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 115,075: 101,195 104,960 2,745 790 8,555 1,365 85 215 1,000 470 0: 0 0
Old : 115,075: 101,195 104,960 2,745 790 8,555 1,365 85 215 1,000 470 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,580: 910 1,830 840 -330 -220 -215 85 215 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 91.2 2.4 0.7 7.4 1.2 0.1 0.2 0.9 0.4 0.0: 0.0 0.0
Old : 100.0: 87.9 91.2 2.4 0.7 7.4 1.2 0.1 0.2 0.9 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 34 29 5 . 5 . . . . . 0:
Old : 47: 34 29 5 . 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 : 48.3 65.7 65.4 80.8 43.8 64.1 58.4 74.0
Old : 48.3 65.7 65.4 80.8 43.8 64.1 58.4 74.0
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 139,076: 122,565 131,131 5,790 720 6,495 3,675 0 200 300 480 50: 1 0
Old : 139,076: 122,565 131,131 5,790 720 6,495 3,675 0 200 300 480 50: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 246: -770 486 480 -675 235 100 0 200 0 0 0: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 94.3 4.2 0.5 4.7 2.6 0.0 0.1 0.2 0.3 0.0: 0.0 0.0
Old : 100.0: 88.1 94.3 4.2 0.5 4.7 2.6 0.0 0.1 0.2 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 36 30 . . 5 . 0 . . . .:
Old : 52: 36 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 : 44.0 64.2 60.9 83.9 37.7 60.5 54.6 74.8
Old : 44.0 64.2 60.9 83.9 37.7 60.5 54.6 74.8
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,147: 109,195 123,098 8,271 9,990 7,787 5,055 25 2,848 17,330 6,408 5,427: 234 563
Old : 156,147: 109,195 123,098 8,271 9,990 7,787 5,055 25 2,848 17,330 6,408 5,427: 234 563
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 2,431: 2,642 1,190 -725 277 -126 218 0 600 -237 183 73: -14 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 78.8 5.3 6.4 5.0 3.2 0.0 1.8 11.1 4.1 3.5: 0.1 0.4
Old : 100.0: 69.9 78.8 5.3 6.4 5.0 3.2 0.0 1.8 11.1 4.1 3.5: 0.1 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 : 62: 35 32 5 . 6 . . . 5 4 7:
Old : 62: 35 32 5 . 6 . . . 5 4 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 64.6 62.7 74.9 42.1 61.3 61.5 69.4
Old : 42.2 64.6 62.7 74.9 42.1 61.3 61.5 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,035: 75,245 80,565 10,980 6,320 4,960 1,410 0 1,005 1,295 2,270 915: 225 0
Old : 96,035: 75,245 80,565 10,980 6,320 4,960 1,410 0 1,005 1,295 2,270 915: 225 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 5: -250 -75 185 120 -65 0 0 0 -25 0 25: 135 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 83.9 11.4 6.6 5.2 1.5 0.0 1.0 1.3 2.4 1.0: 0.2 0.0
Old : 100.0: 78.4 83.9 11.4 6.6 5.2 1.5 0.0 1.0 1.3 2.4 1.0: 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 : 48: 28 30 . . 5 . 0 . 4 . .:
Old : 48: 28 30 . . 5 . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 72.5 66.2 82.6 45.9 71.7 61.3 80.0
Old : 49.2 72.5 66.2 82.6 45.9 71.7 61.3 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,330: 21,125 16,500 50 4,195 1,045 400 1,590 0 0 0 0: 710 0
Old : 23,330: 21,125 16,500 50 4,195 1,045 400 1,590 0 0 0 0: 710 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,525: 1,105 195 -740 640 640 400 50 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 70.7 0.2 18.0 4.5 1.7 6.8 0.0 0.0 0.0 0.0: 3.0 0.0
Old : 100.0: 90.5 70.7 0.2 18.0 4.5 1.7 6.8 0.0 0.0 0.0 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 7 . 4 . . . 0 0 0 0:
Old : 29: 19 7 . 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 : 50.3 73.5 70.1 94.6 50.3 68.5 70.1 85.2
Old : 50.3 73.5 70.1 94.6 50.3 68.5 70.1 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,325: 18,410 16,405 270 2,585 1,820 300 465 0 0 50 0: 525 0
Old : 21,325: 18,410 16,405 270 2,585 1,820 300 465 0 0 50 0: 525 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,660: 1,340 230 -810 670 710 300 0 0 0 50 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 76.9 1.3 12.1 8.5 1.4 2.2 0.0 0.0 0.2 0.0: 2.5 0.0
Old : 100.0: 86.3 76.9 1.3 12.1 8.5 1.4 2.2 0.0 0.0 0.2 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 : 30: 18 9 . . 4 . . 0 0 . 0:
Old : 30: 18 9 . . 4 . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 79.1 68.3 95.7 46.7 71.4 67.9 84.7
Old : 46.7 79.1 68.3 95.7 46.7 71.4 67.9 84.7
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,425: 4,945 5,210 415 0 565 0 0 0 0 0 0: 500 650
Old : 6,425: 4,945 5,210 415 0 565 0 0 0 0 0 0: 500 650
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 605: 695 640 -95 0 60 0 -30 -50 0 0 0: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 81.1 6.5 0.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.8 10.1
Old : 100.0: 77.0 81.1 6.5 0.0 8.8 0.0 0.0 0.0 0.0 0.0 0.0: 7.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 14 . 0 . 0 0 0 0 0 0:
Old : 20: 12 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 : 44.8 47.1 74.9 73.7 34.9 37.6 54.9 53.5
Old : 44.8 47.1 74.9 73.7 34.9 37.6 54.9 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 29,541: 18,058 20,946 2,158 320 3,612 84 0 236 986 0 292: 4,115 4,134
Old : 29,541: 18,058 20,946 2,158 320 3,612 84 0 236 986 0 292: 4,115 4,134
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 532: 613 681 -20 -137 4 0 0 0 0 0 0: -65 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 70.9 7.3 1.1 12.2 0.3 0.0 0.8 3.3 0.0 1.0: 13.9 14.0
Old : 100.0: 61.1 70.9 7.3 1.1 12.2 0.3 0.0 0.8 3.3 0.0 1.0: 13.9 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 : 33: 22 19 . . 5 . 0 . . 0 .:
Old : 33: 22 19 . . 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 : 39.0 43.4 59.7 67.3 13.6 17.1 18.4 22.1
Old : 39.0 43.4 59.7 67.3 13.6 17.1 18.4 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,155: 8,773 12,215 5,083 425 0 0 1,983 0 873 0 0: 426 532
Old : 15,155: 8,773 12,215 5,083 425 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: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 80.6 33.5 2.8 0.0 0.0 13.1 0.0 5.8 0.0 0.0: 2.8 3.5
Old : 100.0: 57.9 80.6 33.5 2.8 0.0 0.0 13.1 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 : 21: 9 9 . . 0 0 . 0 . 0 0:
Old : 21: 9 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 : 63.9 79.3 86.5 93.4 63.9 79.3 86.5 90.2
Old : 63.9 79.3 86.5 93.4 63.9 79.3 86.5 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 300,373: 194,244 268,466 97,542 0 0 0 31,907 0 8,587 0 0: 0 0
Old : 300,373: 194,244 268,466 97,542 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: September 9, 2014 :
: 782: 782 782 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 89.4 32.5 0.0 0.0 0.0 10.6 0.0 2.9 0.0 0.0: 0.0 0.0
Old : 100.0: 64.7 89.4 32.5 0.0 0.0 0.0 10.6 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 : 23: 11 12 . 0 0 0 . 0 . 0 0:
Old : 23: 11 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 : 61.7 86.0 83.1 96.0 60.2 86.0 81.3 96.0
Old : 61.7 86.0 83.1 96.0 60.2 86.0 81.3 96.0
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 89,529: 32,959 87,849 54,740 0 1,490 0 0 0 0 0 0: 340 190
Old : 89,529: 32,959 87,849 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: September 9, 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: 36.8 98.1 61.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.4 0.2
Old : 100.0: 36.8 98.1 61.1 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: 10 14 . 0 . 0 0 0 0 0 0:
Old : 20: 10 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 : 84.5 83.3 97.7 92.2 81.3 77.3 86.6 84.4
Old : 84.5 83.3 97.7 92.2 81.3 77.3 86.6 84.4
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 9, 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: 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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 158,241: 138,819 84,643 8,581 59,545 2,412 4,380 6,656 3,710 0 1,190 85: 254 0
Old : 158,241: 138,819 84,643 8,581 59,545 2,412 4,380 6,656 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: September 9, 2014 :
: -2,816: -2,816 -1,792 0 0 0 0 -1,024 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 53.5 5.4 37.6 1.5 2.8 4.2 2.3 0.0 0.8 0.1: 0.2 0.0
Old : 100.0: 87.7 53.5 5.4 37.6 1.5 2.8 4.2 2.3 0.0 0.8 0.1: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 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 : 56.6 63.7 76.1 79.4 33.2 46.3 50.2 55.4
Old : 56.6 63.7 76.1 79.4 33.2 46.3 50.2 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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,323,877: 2,869,127 1,493,147 180,736 1,251,135 270,875 0 308,720 0 3,138 0 0: -0 -0
Old : 3,323,877: 2,869,127 1,493,147 180,736 1,251,135 270,875 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: September 9, 2014 :
: 10,835: 0 899 0 -899 10,835 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 44.9 5.4 37.6 8.1 0.0 9.3 0.0 0.1 0.0 0.0: -0.0 -0.0
Old : 100.0: 86.3 44.9 5.4 37.6 8.1 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 : 67.5 77.4 88.1 90.2 46.2 54.4 61.8 63.2
Old : 67.5 77.4 88.1 90.2 46.2 54.4 61.8 63.2
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 60,108 42,286 0 16,879 6,362 0 1,317 4,433 1,351 0 0: 88 1,065
Old : 72,342: 60,108 42,286 0 16,879 6,362 0 1,317 4,433 1,351 0 0: 88 1,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 0: 132 0 0 0 0 0 0 0 -132 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 58.5 0.0 23.3 8.8 0.0 1.8 6.1 1.9 0.0 0.0: 0.1 1.5
Old : 100.0: 83.1 58.5 0.0 23.3 8.8 0.0 1.8 6.1 1.9 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 75.5 88.4 43.2 49.6 54.2 59.2
Old : 49.3 69.1 75.5 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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 42,292: 31,566 36,213 3,055 895 2,831 0 0 0 2,487 0 2,268: 85 85
Old : 42,292: 31,566 36,213 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: September 9, 2014 :
: 2,550: 2,550 2,550 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 85.6 7.2 2.1 6.7 0.0 0.0 0.0 5.9 0.0 5.4: 0.2 0.2
Old : 100.0: 74.6 85.6 7.2 2.1 6.7 0.0 0.0 0.0 5.9 0.0 5.4: 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: 15 14 . . . 0 0 0 . 0 .:
Old : 23: 15 14 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 57.1 79.5 80.8 43.6 38.7 56.1 54.7
Old : 54.8 57.1 79.5 80.8 43.6 38.7 56.1 54.7
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,625: 26,774 21,639 2,536 7,691 1,210 0 0 0 105 0 0: 0 85
Old : 30,625: 26,774 21,639 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: September 9, 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: 87.4 70.7 8.3 25.1 4.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.3
Old : 100.0: 87.4 70.7 8.3 25.1 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 10 . . . 0 0 0 . 0 0:
Old : 27: 17 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 66.8 72.4 94.1 49.6 62.5 69.4 83.4
Old : 50.6 66.8 72.4 94.1 49.6 62.5 69.4 83.4
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.7 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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 9, 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: 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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.1 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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 443,464: 381,134 354,116 54,134 81,152 8,196 0 0 0 0 0 0: 0 0
Old : 443,464: 381,134 354,116 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: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 79.9 12.2 18.3 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.9 79.9 12.2 18.3 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: 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 : 60.9 69.9 88.5 88.9 52.5 57.7 76.1 73.6
Old : 60.9 69.9 88.5 88.9 52.5 57.7 76.1 73.6
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,597: 13,023 19,122 2,680 0 1,800 220 0 0 3,224 0 0: 650 675
Old : 21,597: 13,023 19,122 2,680 0 1,800 220 0 0 3,224 0 0: 650 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 88.5 12.4 0.0 8.3 1.0 0.0 0.0 14.9 0.0 0.0: 3.0 3.1
Old : 100.0: 60.3 88.5 12.4 0.0 8.3 1.0 0.0 0.0 14.9 0.0 0.0: 3.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 12 17 . 0 . . 0 0 . 0 0:
Old : 26: 12 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 : 67.2 48.6 88.8 79.6 57.1 48.5 77.8 75.4
Old : 67.2 48.6 88.8 79.6 57.1 48.5 77.8 75.4
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,201: 11,655 17,026 2,440 0 1,700 220 0 0 2,767 0 0: 419 475
Old : 19,201: 11,655 17,026 2,440 0 1,700 220 0 0 2,767 0 0: 419 475
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 88.7 12.7 0.0 8.9 1.1 0.0 0.0 14.4 0.0 0.0: 2.2 2.5
Old : 100.0: 60.7 88.7 12.7 0.0 8.9 1.1 0.0 0.0 14.4 0.0 0.0: 2.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 17 . 0 . . 0 0 . 0 0:
Old : 25: 9 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 : 81.2 51.7 95.0 80.0 70.0 51.7 81.2 73.2
Old : 81.2 51.7 95.0 80.0 70.0 51.7 81.2 73.2
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,937: 13,049 15,898 55 2,332 1,099 1,175 200 0 3,788 0 305: 466 103
Old : 19,937: 13,049 15,898 55 2,332 1,099 1,175 200 0 3,788 0 305: 466 103
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,789: 1,339 1,369 0 580 0 -100 0 0 640 0 80: -170 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.5 79.7 0.3 11.7 5.5 5.9 1.0 0.0 19.0 0.0 1.5: 2.3 0.5
Old : 100.0: 65.5 79.7 0.3 11.7 5.5 5.9 1.0 0.0 19.0 0.0 1.5: 2.3 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 : 33: 22 18 . . 4 . . 0 . 0 .:
Old : 33: 22 18 . . 4 . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 63.1 74.1 80.6 49.4 59.7 63.6 69.6
Old : 56.0 63.1 74.1 80.6 49.4 59.7 63.6 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,103: 6,914 9,451 745 3,315 85 205 0 0 4,030 0 180: 944 72
Old : 13,103: 6,914 9,451 745 3,315 85 205 0 0 4,030 0 180: 944 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 200: -185 335 0 -120 0 0 0 0 360 0 -15: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 72.1 5.7 25.3 0.6 1.6 0.0 0.0 30.8 0.0 1.4: 7.2 0.5
Old : 100.0: 52.8 72.1 5.7 25.3 0.6 1.6 0.0 0.0 30.8 0.0 1.4: 7.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 16 . . . . 0 0 . 0 .:
Old : 26: 15 16 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 54.9 81.0 78.3 58.4 48.5 73.5 69.0
Old : 62.6 54.9 81.0 78.3 58.4 48.5 73.5 69.0
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,977: 15,783 9,226 714 5,184 243 125 1,350 0 0 1,344 575: 537 55
Old : 17,977: 15,783 9,226 714 5,184 243 125 1,350 0 0 1,344 575: 537 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 244: 547 17 -220 -461 64 50 -100 0 0 734 0: -197 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 51.3 4.0 28.8 1.4 0.7 7.5 0.0 0.0 7.5 3.2: 3.0 0.3
Old : 100.0: 87.8 51.3 4.0 28.8 1.4 0.7 7.5 0.0 0.0 7.5 3.2: 3.0 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 : 34: 21 15 . . . . . 0 0 . .:
Old : 34: 21 15 . . . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 48.3 69.6 77.5 47.6 42.8 61.2 67.7
Old : 48.4 48.3 69.6 77.5 47.6 42.8 61.2 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, September 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,200: 11,284 9,008 85 3,595 337 125 205 0 845 0 55: 469 0
Old : 13,200: 11,284 9,008 85 3,595 337 125 205 0 845 0 55: 469 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 424: 305 -270 0 740 -41 125 0 0 0 0 0: 35 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 68.2 0.6 27.2 2.6 0.9 1.6 0.0 6.4 0.0 0.4: 3.6 0.0
Old : 100.0: 85.5 68.2 0.6 27.2 2.6 0.9 1.6 0.0 6.4 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 : 29: 19 17 . . . . . 0 . 0 .:
Old : 29: 19 17 . . . . . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 56.1 74.8 79.7 49.8 51.1 67.9 72.9
Old : 53.7 56.1 74.8 79.7 49.8 51.1 67.9 72.9
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,870: 6,455 5,540 900 205 810 0 1,335 290 300 75 0: 115 615
Old : 8,870: 6,455 5,540 900 205 810 0 1,335 290 300 75 0: 115 615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,410: 1,090 1,415 600 -50 20 0 325 -300 0 75 0: 0 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 62.5 10.1 2.3 9.1 0.0 15.1 3.3 3.4 0.8 0.0: 1.3 6.9
Old : 100.0: 72.8 62.5 10.1 2.3 9.1 0.0 15.1 3.3 3.4 0.8 0.0: 1.3 6.9
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 : 24: 17 16 . . . 0 . . . . 0:
Old : 24: 17 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 : 45.4 46.6 66.1 74.8 39.5 35.3 53.0 50.5
Old : 45.4 46.6 66.1 74.8 39.5 35.3 53.0 50.5
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,348: 6,318 7,275 0 380 0 580 0 370 600 200 0: 480 123
Old : 8,348: 6,318 7,275 0 380 0 580 0 370 600 200 0: 480 123
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 395: 440 280 0 0 0 0 0 0 0 100 0: -45 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 87.1 0.0 4.6 0.0 6.9 0.0 4.4 7.2 2.4 0.0: 5.7 1.5
Old : 100.0: 75.7 87.1 0.0 4.6 0.0 6.9 0.0 4.4 7.2 2.4 0.0: 5.7 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 : 21: 16 10 0 . 0 . 0 . . . 0:
Old : 21: 16 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 : 48.8 75.0 76.4 91.8 43.7 69.5 68.4 81.9
Old : 48.8 75.0 76.4 91.8 43.7 69.5 68.4 81.9
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,326: 60,131 54,641 0 4,375 1,835 0 0 0 425 1,600 0: 935 875
Old : 63,326: 60,131 54,641 0 4,375 1,835 0 0 0 425 1,600 0: 935 875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 86.3 0.0 6.9 2.9 0.0 0.0 0.0 0.7 2.5 0.0: 1.5 1.4
Old : 100.0: 95.0 86.3 0.0 6.9 2.9 0.0 0.0 0.0 0.7 2.5 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: 14 18 0 . . 0 0 0 . . 0:
Old : 26: 14 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 : 86.5 73.6 94.5 90.9 86.4 71.6 90.5 85.8
Old : 86.5 73.6 94.5 90.9 86.4 71.6 90.5 85.8
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,097: 57,922 51,288 0 4,650 1,710 0 0 0 25 1,550 0: 440 899
Old : 60,097: 57,922 51,288 0 4,650 1,710 0 0 0 25 1,550 0: 440 899
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 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 85.3 0.0 7.7 2.8 0.0 0.0 0.0 0.0 2.6 0.0: 0.7 1.5
Old : 100.0: 96.4 85.3 0.0 7.7 2.8 0.0 0.0 0.0 0.0 2.6 0.0: 0.7 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 : 24: 14 17 0 . . 0 0 0 . . 0:
Old : 24: 14 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 : 89.5 75.8 95.7 92.1 88.4 72.8 91.5 86.8
Old : 89.5 75.8 95.7 92.1 88.4 72.8 91.5 86.8
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,920: 15,015 11,435 0 50 600 0 1,100 0 0 2,545 100: 205 90
Old : 15,920: 15,015 11,435 0 50 600 0 1,100 0 0 2,545 100: 205 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 300: 300 300 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 71.8 0.0 0.3 3.8 0.0 6.9 0.0 0.0 16.0 0.6: 1.3 0.6
Old : 100.0: 94.3 71.8 0.0 0.3 3.8 0.0 6.9 0.0 0.0 16.0 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 : 22: 14 10 0 . . 0 . 0 0 . .:
Old : 22: 14 10 0 . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 53.7 85.2 83.5 54.4 52.4 66.7 66.6
Old : 64.2 53.7 85.2 83.5 54.4 52.4 66.7 66.6
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,488: 22,628 19,913 0 0 0 200 3,420 0 0 50 0: 660 105
Old : 23,488: 22,628 19,913 0 0 0 200 3,420 0 0 50 0: 660 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 2,350: 2,150 800 0 0 0 200 1,500 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 84.8 0.0 0.0 0.0 0.9 14.6 0.0 0.0 0.2 0.0: 2.8 0.4
Old : 100.0: 96.3 84.8 0.0 0.0 0.0 0.9 14.6 0.0 0.0 0.2 0.0: 2.8 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 : 22: 14 10 0 0 0 . . 0 0 . 0:
Old : 22: 14 10 0 0 0 . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 86.3 89.3 97.8 67.4 80.7 83.2 88.4
Old : 69.4 86.3 89.3 97.8 67.4 80.7 83.2 88.4
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 58,562: 42,810 52,769 2,130 65 1,475 5,170 200 0 2,879 0 858: 3,240 3,195
Old : 58,562: 42,810 52,769 2,130 65 1,475 5,170 200 0 2,879 0 858: 3,240 3,195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 3,245: 1,245 2,645 0 0 0 1,500 200 0 100 0 0: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 90.1 3.6 0.1 2.5 8.8 0.3 0.0 4.9 0.0 1.5: 5.5 5.5
Old : 100.0: 73.1 90.1 3.6 0.1 2.5 8.8 0.3 0.0 4.9 0.0 1.5: 5.5 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 : 32: 19 20 . . . . . 0 . 0 .:
Old : 32: 19 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 : 49.0 49.1 71.4 71.2 43.2 48.1 60.2 66.7
Old : 49.0 49.1 71.4 71.2 43.2 48.1 60.2 66.7
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,821: 35,722 45,582 2,280 30 1,220 4,570 0 0 3,195 150 368: 2,466 2,471
Old : 49,821: 35,722 45,582 2,280 30 1,220 4,570 0 0 3,195 150 368: 2,466 2,471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,875: 425 1,875 0 0 0 1,500 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 91.5 4.6 0.1 2.4 9.2 0.0 0.0 6.4 0.3 0.7: 4.9 5.0
Old : 100.0: 71.7 91.5 4.6 0.1 2.4 9.2 0.0 0.0 6.4 0.3 0.7: 4.9 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 20 . . . . 0 0 . . .:
Old : 31: 17 20 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 48.6 76.8 74.1 45.5 48.1 63.7 67.9
Old : 51.5 48.6 76.8 74.1 45.5 48.1 63.7 67.9
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 36,165: 28,505 26,200 300 680 890 0 5,250 0 3,625 1,300 130: 2,715 1,715
Old : 36,165: 28,505 26,200 300 680 890 0 5,250 0 3,625 1,300 130: 2,715 1,715
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 600: 300 600 0 0 0 0 0 0 0 0 0: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 72.4 0.8 1.9 2.5 0.0 14.5 0.0 10.0 3.6 0.4: 7.5 4.7
Old : 100.0: 78.8 72.4 0.8 1.9 2.5 0.0 14.5 0.0 10.0 3.6 0.4: 7.5 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 : 28: 16 19 . . . 0 . 0 . . .:
Old : 28: 16 19 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 48.2 77.3 68.5 56.5 37.9 62.0 53.4
Old : 57.9 48.2 77.3 68.5 56.5 37.9 62.0 53.4
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,180: 27,795 30,675 1,680 0 520 100 0 1,050 700 400 300: 1,035 235
Old : 33,180: 27,795 30,675 1,680 0 520 100 0 1,050 700 400 300: 1,035 235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 1,300: 1,000 700 0 0 0 0 0 0 -200 400 200: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 92.5 5.1 0.0 1.6 0.3 0.0 3.2 2.1 1.2 0.9: 3.1 0.7
Old : 100.0: 83.8 92.5 5.1 0.0 1.6 0.3 0.0 3.2 2.1 1.2 0.9: 3.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 17 . 0 . . 0 . . . .:
Old : 29: 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 : 56.0 56.9 72.1 74.8 47.4 53.5 62.0 67.4
Old : 56.0 56.9 72.1 74.8 47.4 53.5 62.0 67.4
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,435: 8,785 20,115 1,200 600 600 0 2,265 1,035 13,500 800 0: 315 20
Old : 25,435: 8,785 20,115 1,200 600 600 0 2,265 1,035 13,500 800 0: 315 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 850: 250 850 0 0 0 0 0 0 600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 79.1 4.7 2.4 2.4 0.0 8.9 4.1 53.1 3.1 0.0: 1.2 0.1
Old : 100.0: 34.5 79.1 4.7 2.4 2.4 0.0 8.9 4.1 53.1 3.1 0.0: 1.2 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 : 22: 11 14 . . . 0 . . . . 0:
Old : 22: 11 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 : 70.9 63.3 87.3 88.2 68.8 48.8 75.2 68.4
Old : 70.9 63.3 87.3 88.2 68.8 48.8 75.2 68.4
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,483: 21,420 20,480 0 2,495 2,765 2,525 0 450 3,835 4,925 23: 1,465 1,345
Old : 32,483: 21,420 20,480 0 2,495 2,765 2,525 0 450 3,835 4,925 23: 1,465 1,345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 600: 600 0 0 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 63.0 0.0 7.7 8.5 7.8 0.0 1.4 11.8 15.2 0.1: 4.5 4.1
Old : 100.0: 65.9 63.0 0.0 7.7 8.5 7.8 0.0 1.4 11.8 15.2 0.1: 4.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 19 0 . . . 0 . . . .:
Old : 32: 20 19 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 49.4 74.2 68.3 48.5 42.0 66.5 58.8
Old : 52.9 49.4 74.2 68.3 48.5 42.0 66.5 58.8
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 16, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,325: 20,745 17,970 525 2,900 790 0 0 825 0 624 436: 2,004 1,780
Old : 25,325: 20,745 17,970 525 2,900 790 0 0 825 0 624 436: 2,004 1,780
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: 565: 565 -35 0 0 0 0 0 0 0 600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 71.0 2.1 11.5 3.1 0.0 0.0 3.3 0.0 2.5 1.7: 7.9 7.0
Old : 100.0: 81.9 71.0 2.1 11.5 3.1 0.0 0.0 3.3 0.0 2.5 1.7: 7.9 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 : 27: 19 17 . . . 0 0 . 0 . .:
Old : 27: 19 17 . . . 0 0 . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 40.9 68.8 65.2 35.0 33.7 46.7 47.9
Old : 47.5 40.9 68.8 65.2 35.0 33.7 46.7 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2014