COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 91,150: 14,639 28,628 1,493 1,920 3,517 6,252 5,100 3,545 51,684 37,914 8,538: 1,482 1,988
Old : 91,150: 14,639 28,628 1,493 1,920 3,517 6,252 5,100 3,545 51,684 37,914 8,538: 1,482 1,988
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 944: 1,771 414 -55 -30 305 -15 -2,030 80 -1,082 2,220 -60: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 31.4 1.6 2.1 3.9 6.9 5.6 3.9 56.7 41.6 9.4: 1.6 2.2
Old : 100.0: 16.1 31.4 1.6 2.1 3.9 6.9 5.6 3.9 56.7 41.6 9.4: 1.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 53: 16 15 . . 4 . . . 16 12 20:
Old : 53: 16 15 . . 4 . . . 16 12 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 36.5 63.4 55.8 40.1 33.7 58.2 48.0
Old : 41.7 36.5 63.4 55.8 40.1 33.7 58.2 48.0
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,254: 12,175 5,140 1,912 281 1,185 5,442 180 2,921 12,378 26,356 3,566: 675 625
Old : 40,254: 12,175 5,140 1,912 281 1,185 5,442 180 2,921 12,378 26,356 3,566: 675 625
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,013: -420 1,400 225 -1,566 57 1,143 -205 356 275 1,659 387: -10 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 12.8 4.7 0.7 2.9 13.5 0.4 7.3 30.7 65.5 8.9: 1.7 1.6
Old : 100.0: 30.2 12.8 4.7 0.7 2.9 13.5 0.4 7.3 30.7 65.5 8.9: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 9 11 . . . . . . 9 14 18:
Old : 43: 9 11 . . . . . . 9 14 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 50.1 67.0 70.6 45.1 48.4 61.6 62.7
Old : 45.9 50.1 67.0 70.6 45.1 48.4 61.6 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 TONS) :
: : Positions :
All : 1,125: 62 24 116 30 0 0 376 92 581 329 273: -0 0
Old : 1,125: 62 24 116 30 0 0 376 92 581 329 273: -0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 60: 1 24 26 -0 0 0 2 -1 31 31 4: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 2.2 10.3 2.6 0.0 0.0 33.4 8.2 51.7 29.3 24.3: -0.0 0.0
Old : 100.0: 5.6 2.2 10.3 2.6 0.0 0.0 33.4 8.2 51.7 29.3 24.3: -0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: . . . . 0 0 . . 7 6 6:
Old : 22: . . . . 0 0 . . 7 6 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 : 84.2 80.1 96.5 95.4 60.5 58.1 67.4 65.7
Old : 84.2 80.1 96.5 95.4 60.5 58.1 67.4 65.7
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 154,881: 97,170 106,777 2,614 3,831 15,711 6,061 5,662 4,591 14,510 3,745 13,907: 316 656
Old : 154,881: 97,170 106,777 2,614 3,831 15,711 6,061 5,662 4,591 14,510 3,745 13,907: 316 656
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 883: 2,664 -787 -71 828 179 -636 997 -392 -1,182 -300 385: -64 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 68.9 1.7 2.5 10.1 3.9 3.7 3.0 9.4 2.4 9.0: 0.2 0.4
Old : 100.0: 62.7 68.9 1.7 2.5 10.1 3.9 3.7 3.0 9.4 2.4 9.0: 0.2 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 : 80: 49 47 . 4 4 6 . 7 6 8 12:
Old : 80: 49 47 . 4 4 6 . 7 6 8 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 25.3 51.9 42.2 19.5 15.3 32.0 26.4
Old : 34.4 25.3 51.9 42.2 19.5 15.3 32.0 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,492: 24,031 39,871 17,968 2,302 308 1,188 0 2,775 0 1,014 222: 0 0
Old : 46,492: 24,031 39,871 17,968 2,302 308 1,188 0 2,775 0 1,014 222: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 41: 717 -85 -34 0 0 -792 0 150 0 -24 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 85.8 38.6 5.0 0.7 2.6 0.0 6.0 0.0 2.2 0.5: 0.0 0.0
Old : 100.0: 51.7 85.8 38.6 5.0 0.7 2.6 0.0 6.0 0.0 2.2 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 17 . . . . 0 . 0 . .:
Old : 33: 22 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 : 62.3 52.4 81.7 75.0 56.9 47.9 69.6 64.3
Old : 62.3 52.4 81.7 75.0 56.9 47.9 69.6 64.3
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 367,832: 237,293 314,858 70,364 18,390 12,334 25,591 0 22,250 0 0 0: 0 0
Old : 367,832: 237,293 314,858 70,364 18,390 12,334 25,591 0 22,250 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 281: 281 -680 0 0 0 -961 0 961 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 85.6 19.1 5.0 3.4 7.0 0.0 6.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 64.5 85.6 19.1 5.0 3.4 7.0 0.0 6.0 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 : 27: 14 18 . . . . 0 . 0 0 0:
Old : 27: 14 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 : 63.6 61.3 92.1 85.8 57.4 56.5 77.8 75.7
Old : 63.6 61.3 92.1 85.8 57.4 56.5 77.8 75.7
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,484,315: 1,163,024 1,272,490 145,975 28,980 80,064 760 22,653 21,526 26,287 11,923 46,679: 0 0
Old : 1,484,315: 1,163,024 1,272,490 145,975 28,980 80,064 760 22,653 21,526 26,287 11,923 46,679: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 19,424: 48,314 -7,198 -33,672 0 10,216 -417 7,918 -2,280 -10,161 3,344 7,424: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 85.7 9.8 2.0 5.4 0.1 1.5 1.5 1.8 0.8 3.1: 0.0 0.0
Old : 100.0: 78.4 85.7 9.8 2.0 5.4 0.1 1.5 1.5 1.8 0.8 3.1: 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 : 58: 35 38 4 . 4 . . . 4 . 5:
Old : 58: 35 38 4 . 4 . . . 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 : 37.4 39.3 58.1 56.1 25.9 29.9 35.6 38.5
Old : 37.4 39.3 58.1 56.1 25.9 29.9 35.6 38.5
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,700: 39,331 30,347 0 9,797 1,751 562 922 5,676 2,019 846 360: 1 1
Old : 49,700: 39,331 30,347 0 9,797 1,751 562 922 5,676 2,019 846 360: 1 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,891: 3,107 3,101 0 39 -53 88 -406 -149 -462 0 360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 61.1 0.0 19.7 3.5 1.1 1.9 11.4 4.1 1.7 0.7: 0.0 0.0
Old : 100.0: 79.1 61.1 0.0 19.7 3.5 1.1 1.9 11.4 4.1 1.7 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 19 0 . . . . . . . .:
Old : 33: 20 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 : 54.4 54.4 74.3 82.8 43.2 47.4 56.6 61.1
Old : 54.4 54.4 74.3 82.8 43.2 47.4 56.6 61.1
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 274,684: 193,423 188,822 70,968 21,210 0 0 52,681 9,381 0 1,678 912: 0 0
Old : 274,684: 193,423 188,822 70,968 21,210 0 0 52,681 9,381 0 1,678 912: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 337: 1,348 337 -674 0 0 0 337 -337 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 68.7 25.8 7.7 0.0 0.0 19.2 3.4 0.0 0.6 0.3: 0.0 0.0
Old : 100.0: 70.4 68.7 25.8 7.7 0.0 0.0 19.2 3.4 0.0 0.6 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 12 14 . . 0 0 . . 0 . .:
Old : 27: 12 14 . . 0 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 62.7 88.2 89.1 58.0 49.4 74.1 69.8
Old : 67.3 62.7 88.2 89.1 58.0 49.4 74.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 610,895: 497,774 497,146 1,185 47,337 49,687 39,572 0 8,885 5,952 0 7,840: 0 0
Old : 610,895: 497,774 497,146 1,185 47,337 49,687 39,572 0 8,885 5,952 0 7,840: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 924: 3,422 1,684 0 4,704 -4,704 2,966 0 -760 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 81.4 0.2 7.7 8.1 6.5 0.0 1.5 1.0 0.0 1.3: 0.0 0.0
Old : 100.0: 81.5 81.4 0.2 7.7 8.1 6.5 0.0 1.5 1.0 0.0 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 24 26 . . . . 0 . . 0 .:
Old : 40: 24 26 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 48.9 70.2 69.2 28.8 35.9 45.0 49.6
Old : 42.3 48.9 70.2 69.2 28.8 35.9 45.0 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,002: 37,498 40,322 4,944 1,196 627 3,131 0 1,255 2,208 6,385 1,408: 931 809
Old : 52,002: 37,498 40,322 4,944 1,196 627 3,131 0 1,255 2,208 6,385 1,408: 931 809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,958: 1,403 308 82 0 0 541 0 14 -164 1,636 19: 63 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 77.5 9.5 2.3 1.2 6.0 0.0 2.4 4.2 12.3 2.7: 1.8 1.6
Old : 100.0: 72.1 77.5 9.5 2.3 1.2 6.0 0.0 2.4 4.2 12.3 2.7: 1.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 22 . . . . 0 . . . .:
Old : 32: 20 22 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 57.0 65.3 72.2 36.5 54.3 54.0 64.7
Old : 42.7 57.0 65.3 72.2 36.5 54.3 54.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,750: 33,900 42,095 7,825 0 105 50 150 150 100 0 0: 620 250
Old : 42,750: 33,900 42,095 7,825 0 105 50 150 150 100 0 0: 620 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -105: -375 -105 120 0 0 50 -100 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 98.5 18.3 0.0 0.2 0.1 0.4 0.4 0.2 0.0 0.0: 1.5 0.6
Old : 100.0: 79.3 98.5 18.3 0.0 0.2 0.1 0.4 0.4 0.2 0.0 0.0: 1.5 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 : 37: 25 18 . 0 . . . . . 0 0:
Old : 37: 25 18 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 83.0 74.4 92.4 58.3 78.9 72.3 85.0
Old : 58.5 83.0 74.4 92.4 58.3 78.9 72.3 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,716: 44,276 55,056 11,030 0 0 0 370 50 0 0 0: 360 240
Old : 55,716: 44,276 55,056 11,030 0 0 0 370 50 0 0 0: 360 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 680: 510 860 120 0 0 0 -230 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 98.8 19.8 0.0 0.0 0.0 0.7 0.1 0.0 0.0 0.0: 0.6 0.4
Old : 100.0: 79.5 98.8 19.8 0.0 0.0 0.0 0.7 0.1 0.0 0.0 0.0: 0.6 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 : 37: 28 18 . 0 0 0 . . 0 0 0:
Old : 37: 28 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 : 53.8 80.0 73.1 93.7 52.4 76.9 69.0 84.3
Old : 53.8 80.0 73.1 93.7 52.4 76.9 69.0 84.3
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,330: 12,085 9,795 0 2,180 195 0 110 0 0 0 50: 0 0
Old : 12,330: 12,085 9,795 0 2,180 195 0 110 0 0 0 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 575: 2,300 350 0 1,950 -1,725 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.0 79.4 0.0 17.7 1.6 0.0 0.9 0.0 0.0 0.0 0.4: 0.0 0.0
Old : 100.0: 98.0 79.4 0.0 17.7 1.6 0.0 0.9 0.0 0.0 0.0 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 : 35: 20 20 0 . . 0 . 0 0 0 .:
Old : 35: 20 20 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 : 58.6 52.6 78.7 78.4 58.6 48.6 74.5 73.1
Old : 58.6 52.6 78.7 78.4 58.6 48.6 74.5 73.1
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 293,648: 204,336 277,960 63,248 1,184 10,536 10,016 0 3,968 1,544 0 0: 0 0
Old : 293,648: 204,336 277,960 63,248 1,184 10,536 10,016 0 3,968 1,544 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 10,776: -64 13,960 15,240 0 -3,184 -1,608 0 0 392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.6 94.7 21.5 0.4 3.6 3.4 0.0 1.4 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 69.6 94.7 21.5 0.4 3.6 3.4 0.0 1.4 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 16 . . . . 0 . . 0 0:
Old : 31: 21 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 : 45.1 68.3 65.3 86.7 38.0 58.8 52.3 64.3
Old : 45.1 68.3 65.3 86.7 38.0 58.8 52.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,517: 5,155 7,129 0 935 320 0 43 44 2,829 0 0: 169 46
Old : 8,517: 5,155 7,129 0 935 320 0 43 44 2,829 0 0: 169 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 199: 252 218 0 -82 82 0 0 0 60 0 0: -195 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 83.7 0.0 11.0 3.8 0.0 0.5 0.5 33.2 0.0 0.0: 2.0 0.5
Old : 100.0: 60.5 83.7 0.0 11.0 3.8 0.0 0.5 0.5 33.2 0.0 0.0: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 16 0 . . 0 . . . 0 0:
Old : 26: 14 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 : 54.2 52.6 77.4 80.3 51.2 48.9 70.9 68.2
Old : 54.2 52.6 77.4 80.3 51.2 48.9 70.9 68.2
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,600: 11,750 13,750 0 2,100 450 400 0 50 3,850 150 100: 0 0
Old : 16,600: 11,750 13,750 0 2,100 450 400 0 50 3,850 150 100: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 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: 70.8 82.8 0.0 12.7 2.7 2.4 0.0 0.3 23.2 0.9 0.6: 0.0 0.0
Old : 100.0: 70.8 82.8 0.0 12.7 2.7 2.4 0.0 0.3 23.2 0.9 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 0 . . . 0 . . . .:
Old : 23: 15 9 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 60.5 82.2 91.3 58.7 56.0 78.9 78.9
Old : 59.3 60.5 82.2 91.3 58.7 56.0 78.9 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,245: 14,275 14,580 0 75 2,400 290 0 40 0 50 0: 240 100
Old : 17,245: 14,275 14,580 0 75 2,400 290 0 40 0 50 0: 240 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 225: 45 245 0 0 0 200 0 -20 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 84.5 0.0 0.4 13.9 1.7 0.0 0.2 0.0 0.3 0.0: 1.4 0.6
Old : 100.0: 82.8 84.5 0.0 0.4 13.9 1.7 0.0 0.2 0.0 0.3 0.0: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 21 0 . . . 0 . 0 . 0:
Old : 34: 22 21 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 57.7 70.9 74.0 40.0 46.0 52.8 58.4
Old : 51.2 57.7 70.9 74.0 40.0 46.0 52.8 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,346: 12,281 9,116 0 2,490 420 0 700 360 0 0 0: 285 260
Old : 13,346: 12,281 9,116 0 2,490 420 0 700 360 0 0 0: 285 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -15: -15 -15 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 68.3 0.0 18.7 3.1 0.0 5.2 2.7 0.0 0.0 0.0: 2.1 1.9
Old : 100.0: 92.0 68.3 0.0 18.7 3.1 0.0 5.2 2.7 0.0 0.0 0.0: 2.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 18 19 0 . . 0 . . 0 0 0:
Old : 24: 18 19 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 : 43.5 53.8 69.5 80.2 40.9 44.8 61.4 61.8
Old : 43.5 53.8 69.5 80.2 40.9 44.8 61.4 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,978: 13,497 12,950 0 1,505 1,432 1,383 0 558 0 0 0: 1,108 1,533
Old : 17,978: 13,497 12,950 0 1,505 1,432 1,383 0 558 0 0 0: 1,108 1,533
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 93: 72 307 0 -255 0 -1 0 22 0 0 0: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 72.0 0.0 8.4 8.0 7.7 0.0 3.1 0.0 0.0 0.0: 6.2 8.5
Old : 100.0: 75.1 72.0 0.0 8.4 8.0 7.7 0.0 3.1 0.0 0.0 0.0: 6.2 8.5
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: 21 19 0 . . . 0 . 0 0 0:
Old : 28: 21 19 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 : 34.5 54.7 57.9 71.7 30.8 39.8 47.9 47.2
Old : 34.5 54.7 57.9 71.7 30.8 39.8 47.9 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,403: 37,183 28,144 901 196 1,699 0 6,234 1,050 0 3,742 330: 240 8
Old : 41,403: 37,183 28,144 901 196 1,699 0 6,234 1,050 0 3,742 330: 240 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -20: -478 -352 13 -290 335 0 402 0 0 -225 110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 68.0 2.2 0.5 4.1 0.0 15.1 2.5 0.0 9.0 0.8: 0.6 0.0
Old : 100.0: 89.8 68.0 2.2 0.5 4.1 0.0 15.1 2.5 0.0 9.0 0.8: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 29 26 . . 4 0 . . 0 . .:
Old : 40: 29 26 . . 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 : 36.3 50.3 59.5 70.1 33.1 43.8 50.7 61.1
Old : 36.3 50.3 59.5 70.1 33.1 43.8 50.7 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,775: 45,226 34,671 618 1,875 1,455 165 5,292 1,580 120 4,379 495: 116 28
Old : 49,775: 45,226 34,671 618 1,875 1,455 165 5,292 1,580 120 4,379 495: 116 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 154: -200 495 -20 -424 324 -5 165 -55 0 -465 110: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 69.7 1.2 3.8 2.9 0.3 10.6 3.2 0.2 8.8 1.0: 0.2 0.1
Old : 100.0: 90.9 69.7 1.2 3.8 2.9 0.3 10.6 3.2 0.2 8.8 1.0: 0.2 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 : 47: 30 32 . . 4 . . . . 4 .:
Old : 47: 30 32 . . 4 . . . . 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 : 41.8 39.8 64.7 60.9 37.3 34.9 58.8 53.2
Old : 41.8 39.8 64.7 60.9 37.3 34.9 58.8 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 31,665: 28,520 25,360 2,300 4,185 525 200 0 0 0 1,535 0: 120 60
Old : 31,665: 28,520 25,360 2,300 4,185 525 200 0 0 0 1,535 0: 120 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 440: 240 1,040 0 -600 0 200 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 80.1 7.3 13.2 1.7 0.6 0.0 0.0 0.0 4.8 0.0: 0.4 0.2
Old : 100.0: 90.1 80.1 7.3 13.2 1.7 0.6 0.0 0.0 0.0 4.8 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 : 31: 25 15 . . . . 0 0 0 . 0:
Old : 31: 25 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 : 38.5 80.2 62.8 93.1 36.9 68.8 57.4 75.1
Old : 38.5 80.2 62.8 93.1 36.9 68.8 57.4 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 42,995: 40,990 36,790 1,250 4,105 475 20 0 80 0 1,545 0: 180 0
Old : 42,995: 40,990 36,790 1,250 4,105 475 20 0 80 0 1,545 0: 180 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 690: 650 610 0 0 0 20 0 80 0 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 85.6 2.9 9.5 1.1 0.0 0.0 0.2 0.0 3.6 0.0: 0.4 0.0
Old : 100.0: 95.3 85.6 2.9 9.5 1.1 0.0 0.0 0.2 0.0 3.6 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 29 15 . . . . 0 . 0 . 0:
Old : 36: 29 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 : 40.7 87.7 60.4 95.6 40.6 79.7 59.6 85.6
Old : 40.7 87.7 60.4 95.6 40.6 79.7 59.6 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 396,894: 258,755 342,045 35,607 15,193 3,119 41,151 0 25,735 31,693 9,968 834: 0 0
Old : 396,894: 258,755 342,045 35,607 15,193 3,119 41,151 0 25,735 31,693 9,968 834: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 6,225: 5,040 5,408 0 0 0 -1,149 0 792 1,542 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 86.2 9.0 3.8 0.8 10.4 0.0 6.5 8.0 2.5 0.2: 0.0 0.0
Old : 100.0: 65.2 86.2 9.0 3.8 0.8 10.4 0.0 6.5 8.0 2.5 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 : 40: 24 29 . . . . 0 . . . .:
Old : 40: 24 29 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 47.1 72.8 69.5 42.3 44.9 56.4 55.5
Old : 49.8 47.1 72.8 69.5 42.3 44.9 56.4 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,285: 17,118 25,614 2,785 368 301 4,376 0 529 1,989 156 979: 208 338
Old : 28,285: 17,118 25,614 2,785 368 301 4,376 0 529 1,989 156 979: 208 338
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 696: 570 796 -10 0 -23 -16 0 -76 233 0 19: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 90.6 9.8 1.3 1.1 15.5 0.0 1.9 7.0 0.6 3.5: 0.7 1.2
Old : 100.0: 60.5 90.6 9.8 1.3 1.1 15.5 0.0 1.9 7.0 0.6 3.5: 0.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 21 30 . . . . 0 . . . .:
Old : 43: 21 30 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 38.7 65.5 62.6 38.9 36.1 58.7 52.0
Old : 42.0 38.7 65.5 62.6 38.9 36.1 58.7 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,013: 10,697 13,610 2,382 0 878 54 353 1,172 830 0 0: 0 0
Old : 16,013: 10,697 13,610 2,382 0 878 54 353 1,172 830 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 331: 283 408 0 0 0 0 0 0 125 0 -77: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.8 85.0 14.9 0.0 5.5 0.3 2.2 7.3 5.2 0.0 0.0: 0.0 0.0
Old : 100.0: 66.8 85.0 14.9 0.0 5.5 0.3 2.2 7.3 5.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 10 . 0 . . . . . 0 0:
Old : 30: 19 10 . 0 . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 89.5 71.8 97.4 43.9 80.5 59.4 81.5
Old : 52.4 89.5 71.8 97.4 43.9 80.5 59.4 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 478,180: 353,396 433,831 74,165 0 20,893 6,979 0 21,562 1,185 1,894 0: 0 0
Old : 478,180: 353,396 433,831 74,165 0 20,893 6,979 0 21,562 1,185 1,894 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 5,475: 5,475 5,475 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 90.7 15.5 0.0 4.4 1.5 0.0 4.5 0.2 0.4 0.0: 0.0 0.0
Old : 100.0: 73.9 90.7 15.5 0.0 4.4 1.5 0.0 4.5 0.2 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 : 30: 22 15 . 0 . . 0 . . . 0:
Old : 30: 22 15 . 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 74.8 70.8 92.3 48.7 65.4 63.9 72.7
Old : 50.1 74.8 70.8 92.3 48.7 65.4 63.9 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,591: 32,240 46,534 2,854 1,044 81 4,550 0 1,124 8,360 0 0: 382 808
Old : 49,591: 32,240 46,534 2,854 1,044 81 4,550 0 1,124 8,360 0 0: 382 808
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,953: 910 2,208 0 0 0 765 0 -255 533 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 93.8 5.8 2.1 0.2 9.2 0.0 2.3 16.9 0.0 0.0: 0.8 1.6
Old : 100.0: 65.0 93.8 5.8 2.1 0.2 9.2 0.0 2.3 16.9 0.0 0.0: 0.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 17 . . . . 0 . . 0 0:
Old : 29: 18 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 : 47.0 87.6 71.0 94.4 43.5 81.4 66.5 84.3
Old : 47.0 87.6 71.0 94.4 43.5 81.4 66.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 60,835: 60,835 52,707 0 4,224 0 0 3,904 0 0 0 0: 0 0
Old : 60,835: 60,835 52,707 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: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 86.6 0.0 6.9 0.0 0.0 6.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 100.0 86.6 0.0 6.9 0.0 0.0 6.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 9 0 . 0 0 . 0 0 0 0:
Old : 20: 11 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 : 74.6 70.8 97.5 92.4 71.3 69.5 82.9 82.1
Old : 74.6 70.8 97.5 92.4 71.3 69.5 82.9 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,590: 10,031 13,002 0 1,085 538 504 0 87 5,446 1,782 519: 465 577
Old : 17,590: 10,031 13,002 0 1,085 538 504 0 87 5,446 1,782 519: 465 577
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 191: 252 19 0 -41 21 0 0 0 0 274 -82: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.0 73.9 0.0 6.2 3.1 2.9 0.0 0.5 31.0 10.1 3.0: 2.6 3.3
Old : 100.0: 57.0 73.9 0.0 6.2 3.1 2.9 0.0 0.5 31.0 10.1 3.0: 2.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 15 19 0 . . . 0 . 4 . .:
Old : 30: 15 19 0 . . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 45.1 59.5 68.0 40.8 39.3 54.4 53.5
Old : 41.9 45.1 59.5 68.0 40.8 39.3 54.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 189,041: 110,776 185,903 25,625 0 834 392 0 0 49,110 0 2,304: 0 0
Old : 189,041: 110,776 185,903 25,625 0 834 392 0 0 49,110 0 2,304: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,594: -1,960 760 -1,617 0 834 0 0 0 4,337 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 98.3 13.6 0.0 0.4 0.2 0.0 0.0 26.0 0.0 1.2: 0.0 0.0
Old : 100.0: 58.6 98.3 13.6 0.0 0.4 0.2 0.0 0.0 26.0 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 : 30: 14 19 . 0 . . 0 0 . 0 .:
Old : 30: 14 19 . 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 63.4 83.4 82.2 58.8 62.4 70.4 69.9
Old : 64.2 63.4 83.4 82.2 58.8 62.4 70.4 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,000: 6,201 10,657 2,384 45 407 2,339 46 19 284 403 235: 131 188
Old : 12,000: 6,201 10,657 2,384 45 407 2,339 46 19 284 403 235: 131 188
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 95: 114 60 0 -22 0 76 0 0 0 133 -95: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 88.8 19.9 0.4 3.4 19.5 0.4 0.2 2.4 3.4 2.0: 1.1 1.6
Old : 100.0: 51.7 88.8 19.9 0.4 3.4 19.5 0.4 0.2 2.4 3.4 2.0: 1.1 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 : 33: 15 20 . . . . . . . . .:
Old : 33: 15 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 54.2 77.3 74.7 48.5 51.0 67.6 66.8
Old : 50.9 54.2 77.3 74.7 48.5 51.0 67.6 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,582: 86,496 112,279 13,627 3,791 2,728 7,053 0 784 8,894 0 0: 0 0
Old : 119,582: 86,496 112,279 13,627 3,791 2,728 7,053 0 784 8,894 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 391: 391 782 0 -391 0 -392 0 392 392 0 -392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 93.9 11.4 3.2 2.3 5.9 0.0 0.7 7.4 0.0 0.0: 0.0 0.0
Old : 100.0: 72.3 93.9 11.4 3.2 2.3 5.9 0.0 0.7 7.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 14 . . . . 0 . . 0 0:
Old : 26: 13 14 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 65.2 78.1 83.0 52.8 59.1 68.8 68.6
Old : 55.2 65.2 78.1 83.0 52.8 59.1 68.8 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,000: 16,448 13,100 307 1,865 3,513 0 1,814 1,708 0 0 0: 24 0
Old : 22,000: 16,448 13,100 307 1,865 3,513 0 1,814 1,708 0 0 0: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 614: 536 462 0 -231 231 0 305 -153 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 59.5 1.4 8.5 16.0 0.0 8.2 7.8 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 74.8 59.5 1.4 8.5 16.0 0.0 8.2 7.8 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 13 . . . 0 . . 0 0 0:
Old : 24: 16 13 . . . 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 : 69.6 63.4 87.1 88.5 53.7 33.1 59.3 56.7
Old : 69.6 63.4 87.1 88.5 53.7 33.1 59.3 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 209,464: 174,174 101,080 0 80,478 23,738 7,384 0 4,168 0 0 0: 0 0
Old : 209,464: 174,174 101,080 0 80,478 23,738 7,384 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: October 14, 2014 :
: 6,753: 3,848 3,848 0 3,848 -943 3,848 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 48.3 0.0 38.4 11.3 3.5 0.0 2.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.2 48.3 0.0 38.4 11.3 3.5 0.0 2.0 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: 13 7 0 . . . 0 . 0 0 0:
Old : 21: 13 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 : 69.3 77.3 90.5 97.6 59.8 66.0 72.6 77.5
Old : 69.3 77.3 90.5 97.6 59.8 66.0 72.6 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,220: 6,656 8,000 1,783 0 321 0 12 90 426 852 1,967: 91,979 91,979
Old : 103,220: 6,656 8,000 1,783 0 321 0 12 90 426 852 1,967: 91,979 91,979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,212: -71 -44 -11 0 1 0 -3 2 15 -19 -38: -1,111 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 7.8 1.7 0.0 0.3 0.0 0.0 0.1 0.4 0.8 1.9: 89.1 89.1
Old : 100.0: 6.4 7.8 1.7 0.0 0.3 0.0 0.0 0.1 0.4 0.8 1.9: 89.1 89.1
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 : 24: 14 16 . 0 . 0 . . . . .:
Old : 24: 14 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 : 5.6 6.1 8.4 8.8 2.9 3.5 4.3 4.4
Old : 5.6 6.1 8.4 8.8 2.9 3.5 4.3 4.4
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,580: 17,945 14,480 3,025 6,025 0 0 925 50 0 100 0: 560 0
Old : 21,580: 17,945 14,480 3,025 6,025 0 0 925 50 0 100 0: 560 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 -50 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 67.1 14.0 27.9 0.0 0.0 4.3 0.2 0.0 0.5 0.0: 2.6 0.0
Old : 100.0: 83.2 67.1 14.0 27.9 0.0 0.0 4.3 0.2 0.0 0.5 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: 16 12 . . 0 0 . . 0 . 0:
Old : 26: 16 12 . . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 74.2 79.4 91.1 46.8 70.3 69.0 77.7
Old : 48.6 74.2 79.4 91.1 46.8 70.3 69.0 77.7
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,800: 16,050 11,425 2,200 6,375 0 0 1,000 0 0 0 0: 550 0
Old : 18,800: 16,050 11,425 2,200 6,375 0 0 1,000 0 0 0 0: 550 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 200: 200 100 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 60.8 11.7 33.9 0.0 0.0 5.3 0.0 0.0 0.0 0.0: 2.9 0.0
Old : 100.0: 85.4 60.8 11.7 33.9 0.0 0.0 5.3 0.0 0.0 0.0 0.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 10 . . 0 0 . 0 0 0 0:
Old : 24: 15 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 : 48.9 77.2 77.0 94.7 43.5 74.5 65.3 81.1
Old : 48.9 77.2 77.0 94.7 43.5 74.5 65.3 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,970: 18,920 16,960 0 0 0 50 0 0 0 1,800 0: 0 210
Old : 18,970: 18,920 16,960 0 0 0 50 0 0 0 1,800 0: 0 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,780: 1,730 460 0 0 0 50 0 0 0 1,200 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 89.4 0.0 0.0 0.0 0.3 0.0 0.0 0.0 9.5 0.0: 0.0 1.1
Old : 100.0: 99.7 89.4 0.0 0.0 0.0 0.3 0.0 0.0 0.0 9.5 0.0: 0.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 22 10 0 0 0 . 0 0 0 . 0:
Old : 26: 22 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 : 55.3 82.0 73.5 98.0 53.5 79.3 69.2 86.4
Old : 55.3 82.0 73.5 98.0 53.5 79.3 69.2 86.4
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,990: 11,990 11,840 0 0 0 0 0 0 0 0 0: 0 150
Old : 11,990: 11,990 11,840 0 0 0 0 0 0 0 0 0: 0 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 120: 120 0 0 0 0 0 0 0 0 0 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 98.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 1.3
Old : 100.0: 100.0 98.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 18 9 0 0 0 0 0 0 0 0 0:
Old : 21: 18 9 0 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 82.6 78.0 98.3 59.5 78.1 73.7 86.8
Old : 60.9 82.6 78.0 98.3 59.5 78.1 73.7 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,295: 18,865 18,490 0 1,160 595 50 50 0 150 0 0: 635 0
Old : 20,295: 18,865 18,490 0 1,160 595 50 50 0 150 0 0: 635 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 500: 500 500 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 91.1 0.0 5.7 2.9 0.2 0.2 0.0 0.7 0.0 0.0: 3.1 0.0
Old : 100.0: 93.0 91.1 0.0 5.7 2.9 0.2 0.2 0.0 0.7 0.0 0.0: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 9 0 . . . . 0 . 0 0:
Old : 24: 15 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 : 69.1 80.4 86.4 98.8 57.6 78.3 74.3 84.8
Old : 69.1 80.4 86.4 98.8 57.6 78.3 74.3 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,155: 17,655 19,155 350 0 0 0 0 0 325 0 0: 825 0
Old : 19,155: 17,655 19,155 350 0 0 0 0 0 325 0 0: 825 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 495: 470 495 0 0 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 100.0 1.8 0.0 0.0 0.0 0.0 0.0 1.7 0.0 0.0: 4.3 0.0
Old : 100.0: 92.2 100.0 1.8 0.0 0.0 0.0 0.0 0.0 1.7 0.0 0.0: 4.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 17 8 . 0 0 0 0 0 . 0 0:
Old : 21: 17 8 . 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 : 66.4 95.5 78.5 100.0 61.8 90.1 73.3 90.1
Old : 66.4 95.5 78.5 100.0 61.8 90.1 73.3 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,433: 18,668 20,428 520 0 5 0 0 0 325 0 0: 915 0
Old : 20,433: 18,668 20,428 520 0 5 0 0 0 325 0 0: 915 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 425: 400 425 0 0 0 0 0 0 25 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 100.0 2.5 0.0 0.0 0.0 0.0 0.0 1.6 0.0 0.0: 4.5 0.0
Old : 100.0: 91.4 100.0 2.5 0.0 0.0 0.0 0.0 0.0 1.6 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: 19 8 . 0 . 0 0 0 . 0 0:
Old : 22: 19 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 : 65.1 94.4 76.8 100.0 61.2 88.8 72.7 90.1
Old : 65.1 94.4 76.8 100.0 61.2 88.8 72.7 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 110,915: 99,945 103,785 2,360 400 5,485 1,945 0 200 950 1,045 0: 30 0
Old : 110,915: 99,945 103,785 2,360 400 5,485 1,945 0 200 950 1,045 0: 30 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 315: -185 310 0 -70 150 400 0 -100 50 25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 93.6 2.1 0.4 4.9 1.8 0.0 0.2 0.9 0.9 0.0: 0.0 0.0
Old : 100.0: 90.1 93.6 2.1 0.4 4.9 1.8 0.0 0.2 0.9 0.9 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 : 44: 29 29 . . . . 0 . . . 0:
Old : 44: 29 29 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 65.8 65.4 81.0 45.0 63.8 59.0 73.2
Old : 49.6 65.8 65.4 81.0 45.0 63.8 59.0 73.2
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,891: 117,615 123,886 2,950 170 5,505 4,195 50 175 350 1,005 100: 1 0
Old : 130,891: 117,615 123,886 2,950 170 5,505 4,195 50 175 350 1,005 100: 1 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 630: 230 725 0 -120 50 350 0 -50 0 -25 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 94.6 2.3 0.1 4.2 3.2 0.0 0.1 0.3 0.8 0.1: 0.0 0.0
Old : 100.0: 89.9 94.6 2.3 0.1 4.2 3.2 0.0 0.1 0.3 0.8 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 36 32 . . . 4 . . . . .:
Old : 56: 36 32 . . . 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 : 41.6 62.9 58.5 81.9 35.3 57.6 51.7 71.4
Old : 41.6 62.9 58.5 81.9 35.3 57.6 51.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 162,151: 121,154 129,032 5,339 10,635 5,352 3,221 1,012 2,741 17,200 6,356 6,044: 1,101 979
Old : 162,151: 121,154 129,032 5,339 10,635 5,352 3,221 1,012 2,741 17,200 6,356 6,044: 1,101 979
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 4,299: 4,769 1,133 -1,053 1,531 8 103 980 1 -37 385 172: 336 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 79.6 3.3 6.6 3.3 2.0 0.6 1.7 10.6 3.9 3.7: 0.7 0.6
Old : 100.0: 74.7 79.6 3.3 6.6 3.3 2.0 0.6 1.7 10.6 3.9 3.7: 0.7 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 : 58: 36 33 5 . 4 . . . 5 4 8:
Old : 58: 36 33 5 . 4 . . . 5 4 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 66.4 60.7 76.7 40.7 63.5 59.1 71.7
Old : 41.6 66.4 60.7 76.7 40.7 63.5 59.1 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,080: 75,855 85,680 10,450 2,600 4,885 1,420 0 970 2,625 2,220 725: 150 0
Old : 97,080: 75,855 85,680 10,450 2,600 4,885 1,420 0 970 2,625 2,220 725: 150 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 850: -360 800 840 50 0 0 0 0 370 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 88.3 10.8 2.7 5.0 1.5 0.0 1.0 2.7 2.3 0.7: 0.2 0.0
Old : 100.0: 78.1 88.3 10.8 2.7 5.0 1.5 0.0 1.0 2.7 2.3 0.7: 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: 30 27 . . 4 . 0 . 5 . 4:
Old : 48: 30 27 . . 4 . 0 . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 73.8 66.5 82.9 46.9 72.8 62.7 80.5
Old : 49.2 73.8 66.5 82.9 46.9 72.8 62.7 80.5
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,095: 19,005 18,440 50 345 690 625 1,520 0 0 50 50: 675 0
Old : 21,095: 19,005 18,440 50 345 690 625 1,520 0 0 50 50: 675 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 10: -90 10 0 0 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 87.4 0.2 1.6 3.3 3.0 7.2 0.0 0.0 0.2 0.2: 3.2 0.0
Old : 100.0: 90.1 87.4 0.2 1.6 3.3 3.0 7.2 0.0 0.0 0.2 0.2: 3.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 21 12 . . . . . 0 0 . .:
Old : 30: 21 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 : 52.9 71.4 71.9 93.6 52.9 65.2 71.6 83.8
Old : 52.9 71.4 71.9 93.6 52.9 65.2 71.6 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,330: 17,345 17,900 200 180 735 550 465 0 0 50 0: 500 0
Old : 19,330: 17,345 17,900 200 180 735 550 465 0 0 50 0: 500 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 92.6 1.0 0.9 3.8 2.8 2.4 0.0 0.0 0.3 0.0: 2.6 0.0
Old : 100.0: 89.7 92.6 1.0 0.9 3.8 2.8 2.4 0.0 0.0 0.3 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 11 . . . . . 0 0 . 0:
Old : 28: 20 11 . . . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 77.1 69.4 95.2 46.9 66.7 68.1 81.1
Old : 46.9 77.1 69.4 95.2 46.9 66.7 68.1 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,080: 5,865 6,320 10 0 1,230 295 0 15 0 0 0: 665 515
Old : 8,080: 5,865 6,320 10 0 1,230 295 0 15 0 0 0: 665 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 650: 650 50 -600 0 600 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 78.2 0.1 0.0 15.2 3.7 0.0 0.2 0.0 0.0 0.0: 8.2 6.4
Old : 100.0: 72.6 78.2 0.1 0.0 15.2 3.7 0.0 0.2 0.0 0.0 0.0: 8.2 6.4
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 : 20: 12 15 . 0 . . 0 . 0 0 0:
Old : 20: 12 15 . 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 : 42.6 53.5 72.5 80.5 31.7 40.8 47.5 54.6
Old : 42.6 53.5 72.5 80.5 31.7 40.8 47.5 54.6
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,102: 18,906 20,481 855 130 1,438 140 0 180 659 0 219: 3,705 3,653
Old : 26,102: 18,906 20,481 855 130 1,438 140 0 180 659 0 219: 3,705 3,653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -277: 58 -297 -28 -28 47 0 0 0 -400 0 0: 46 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 78.5 3.3 0.5 5.5 0.5 0.0 0.7 2.5 0.0 0.8: 14.2 14.0
Old : 100.0: 72.4 78.5 3.3 0.5 5.5 0.5 0.0 0.7 2.5 0.0 0.8: 14.2 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 : 32: 24 21 . . . . 0 . . 0 .:
Old : 32: 24 21 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 42.9 60.3 66.1 13.3 18.6 18.5 23.6
Old : 39.2 42.9 60.3 66.1 13.3 18.6 18.5 23.6
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,096: 7,750 11,646 4,664 0 20 0 2,430 0 1,278 0 0: 384 0
Old : 14,096: 7,750 11,646 4,664 0 20 0 2,430 0 1,278 0 0: 384 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 510: 0 0 0 0 0 0 510 0 510 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 82.6 33.1 0.0 0.1 0.0 17.2 0.0 9.1 0.0 0.0: 2.7 0.0
Old : 100.0: 55.0 82.6 33.1 0.0 0.1 0.0 17.2 0.0 9.1 0.0 0.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . 0 . 0 . 0 . 0 0:
Old : 22: 10 11 . 0 . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 78.8 87.0 95.6 66.7 78.8 86.2 93.2
Old : 66.8 78.8 87.0 95.6 66.7 78.8 86.2 93.2
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 270,523: 168,474 230,450 85,296 0 2,735 0 37,338 0 14,018 0 0: 0 0
Old : 270,523: 168,474 230,450 85,296 0 2,735 0 37,338 0 14,018 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 6,583: 0 0 0 0 0 0 6,583 0 6,583 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 85.2 31.5 0.0 1.0 0.0 13.8 0.0 5.2 0.0 0.0: 0.0 0.0
Old : 100.0: 62.3 85.2 31.5 0.0 1.0 0.0 13.8 0.0 5.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 11 12 . 0 . 0 . 0 . 0 0:
Old : 23: 11 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 : 62.0 84.2 82.5 94.1 59.3 84.2 79.7 94.1
Old : 62.0 84.2 82.5 94.1 59.3 84.2 79.7 94.1
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 87,158: 32,756 85,499 52,339 0 1,490 0 0 0 0 0 0: 573 169
Old : 87,158: 32,756 85,499 52,339 0 1,490 0 0 0 0 0 0: 573 169
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 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: 37.6 98.1 60.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.2
Old : 100.0: 37.6 98.1 60.1 0.0 1.7 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 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 : 20: 11 14 . 0 . 0 0 0 0 0 0:
Old : 20: 11 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 : 84.6 83.8 97.4 92.6 81.0 77.6 86.3 84.2
Old : 84.6 83.8 97.4 92.6 81.0 77.6 86.3 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,485,540: 513,199 1,458,334 945,135 0 27,206 0 0 0 0 0 0: 0 0
Old : 1,485,540: 513,199 1,458,334 945,135 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: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 98.2 63.6 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 34.5 98.2 63.6 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: 12 15 . 0 . 0 0 0 0 0 0:
Old : 23: 12 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 : 87.0 83.7 97.9 92.1 83.2 77.0 88.2 84.1
Old : 87.0 83.7 97.9 92.1 83.2 77.0 88.2 84.1
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 156,144: 142,148 87,614 1,536 58,064 4,411 4,485 0 3,500 0 2,491 64: 0 0
Old : 156,144: 142,148 87,614 1,536 58,064 4,411 4,485 0 3,500 0 2,491 64: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,280: 1,280 0 0 0 0 0 0 0 0 1,280 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 56.1 1.0 37.2 2.8 2.9 0.0 2.2 0.0 1.6 0.0: 0.0 0.0
Old : 100.0: 91.0 56.1 1.0 37.2 2.8 2.9 0.0 2.2 0.0 1.6 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 20 22 . . . . 0 . 0 . .:
Old : 35: 20 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 : 57.3 65.5 77.9 79.7 33.6 43.3 49.3 51.3
Old : 57.3 65.5 77.9 79.7 33.6 43.3 49.3 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,142,304: 2,700,125 1,378,928 177,664 1,192,511 262,145 0 308,720 0 2,370 0 0: 0 0
Old : 3,142,304: 2,700,125 1,378,928 177,664 1,192,511 262,145 0 308,720 0 2,370 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 37: 37 37 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 43.9 5.7 38.0 8.3 0.0 9.8 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 85.9 43.9 5.7 38.0 8.3 0.0 9.8 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 : 35: 23 20 . . . 0 . 0 . 0 0:
Old : 35: 23 20 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 80.6 88.7 93.0 48.3 56.4 60.7 64.2
Old : 71.1 80.6 88.7 93.0 48.3 56.4 60.7 64.2
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,175: 32,948 35,508 72 0 3,325 2,488 0 1,342 0 0 0: 0 0
Old : 40,175: 32,948 35,508 72 0 3,325 2,488 0 1,342 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 88.4 0.2 0.0 8.3 6.2 0.0 3.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.0 88.4 0.2 0.0 8.3 6.2 0.0 3.3 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 : 21: 15 10 . 0 . . 0 . 0 0 0:
Old : 21: 15 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 : 44.6 77.4 71.4 94.0 40.8 61.4 62.1 67.9
Old : 44.6 77.4 71.4 94.0 40.8 61.4 62.1 67.9
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,090: 58,474 48,607 0 8,265 6,362 0 1,422 4,328 744 0 41: 141 1,065
Old : 70,090: 58,474 48,607 0 8,265 6,362 0 1,422 4,328 744 0 41: 141 1,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 41: 512 0 0 0 0 0 0 0 -512 0 41: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 69.3 0.0 11.8 9.1 0.0 2.0 6.2 1.1 0.0 0.1: 0.2 1.5
Old : 100.0: 83.4 69.3 0.0 11.8 9.1 0.0 2.0 6.2 1.1 0.0 0.1: 0.2 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 : 28: 19 15 0 . . 0 . . . 0 .:
Old : 28: 19 15 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 72.4 77.3 91.0 44.3 52.4 54.6 61.5
Old : 50.4 72.4 77.3 91.0 44.3 52.4 54.6 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A66
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 39,988: 29,536 34,203 3,181 832 2,621 0 0 0 2,382 0 2,268: 0 64
Old : 39,988: 29,536 34,203 3,181 832 2,621 0 0 0 2,382 0 2,268: 0 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 85.5 8.0 2.1 6.6 0.0 0.0 0.0 6.0 0.0 5.7: 0.0 0.2
Old : 100.0: 73.9 85.5 8.0 2.1 6.6 0.0 0.0 0.0 6.0 0.0 5.7: 0.0 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 : 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 : 57.3 59.4 83.3 83.2 45.9 40.1 57.0 54.1
Old : 57.3 59.4 83.3 83.2 45.9 40.1 57.0 54.1
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,360: 23,784 22,596 2,555 2,299 1,021 0 0 0 0 1,380 0: 0 64
Old : 27,360: 23,784 22,596 2,555 2,299 1,021 0 0 0 0 1,380 0: 0 64
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 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: 86.9 82.6 9.3 8.4 3.7 0.0 0.0 0.0 0.0 5.0 0.0: 0.0 0.2
Old : 100.0: 86.9 82.6 9.3 8.4 3.7 0.0 0.0 0.0 0.0 5.0 0.0: 0.0 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 : 25: 16 10 . . . 0 0 0 0 . 0:
Old : 25: 16 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 : 52.8 62.4 73.8 94.4 52.8 53.9 70.1 81.7
Old : 52.8 62.4 73.8 94.4 52.8 53.9 70.1 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 304,907: 267,367 256,689 0 12,888 0 14,060 0 23,480 0 11,850 0: 0 0
Old : 304,907: 267,367 256,689 0 12,888 0 14,060 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: October 14, 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: 87.7 84.2 0.0 4.2 0.0 4.6 0.0 7.7 0.0 3.9 0.0: 0.0 0.0
Old : 100.0: 87.7 84.2 0.0 4.2 0.0 4.6 0.0 7.7 0.0 3.9 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 : 69.4 71.2 92.1 85.5 60.5 63.9 76.3 75.8
Old : 69.4 71.2 92.1 85.5 60.5 63.9 76.3 75.8
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 749,995: 419,679 551,952 131,337 105,590 80,603 106,526 0 11,850 0 0 0: 0 0
Old : 749,995: 419,679 551,952 131,337 105,590 80,603 106,526 0 11,850 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 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: 56.0 73.6 17.5 14.1 10.7 14.2 0.0 1.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 56.0 73.6 17.5 14.1 10.7 14.2 0.0 1.6 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 15 . . . . 0 . 0 0 0:
Old : 22: 15 15 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 63.7 90.5 79.0 51.7 46.9 62.5 58.9
Old : 66.4 63.7 90.5 79.0 51.7 46.9 62.5 58.9
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,654,473: 1,035,056 1,057,952 131,376 300,056 225,145 174,810 0 70,560 16,766 0 760: 0 0
Old : 1,654,473: 1,035,056 1,057,952 131,376 300,056 225,145 174,810 0 70,560 16,766 0 760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 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: 62.6 63.9 7.9 18.1 13.6 10.6 0.0 4.3 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 62.6 63.9 7.9 18.1 13.6 10.6 0.0 4.3 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 : 27: 17 12 . . . . 0 . . 0 .:
Old : 27: 17 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 : 57.1 80.8 82.7 95.0 48.1 66.2 62.0 71.4
Old : 57.1 80.8 82.7 95.0 48.1 66.2 62.0 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 601,330: 352,383 556,708 5,697 25,734 18,888 0 0 0 224,362 0 0: 0 0
Old : 601,330: 352,383 556,708 5,697 25,734 18,888 0 0 0 224,362 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 11,760: 0 11,760 0 0 0 0 0 0 11,760 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 92.6 0.9 4.3 3.1 0.0 0.0 0.0 37.3 0.0 0.0: 0.0 0.0
Old : 100.0: 58.6 92.6 0.9 4.3 3.1 0.0 0.0 0.0 37.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 76.0 63.1 91.0 87.6 65.9 59.1 77.8 74.1
Old : 76.0 63.1 91.0 87.6 65.9 59.1 77.8 74.1
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 386,286: 327,796 326,531 53,750 55,015 4,740 0 0 0 0 0 0: 0 0
Old : 386,286: 327,796 326,531 53,750 55,015 4,740 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: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 84.5 13.9 14.2 1.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 84.9 84.5 13.9 14.2 1.2 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 : 21: 11 11 . . . 0 0 0 0 0 0:
Old : 21: 11 11 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 73.5 91.1 91.8 55.8 64.1 80.5 80.2
Old : 61.8 73.5 91.1 91.8 55.8 64.1 80.5 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,212: 14,832 14,577 0 0 0 0 150 0 270 0 0: 110 485
Old : 15,212: 14,832 14,577 0 0 0 0 150 0 270 0 0: 110 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 275: 275 275 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 95.8 0.0 0.0 0.0 0.0 1.0 0.0 1.8 0.0 0.0: 0.7 3.2
Old : 100.0: 97.5 95.8 0.0 0.0 0.0 0.0 1.0 0.0 1.8 0.0 0.0: 0.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 0 0 0 0 . 0 . 0 0:
Old : 20: 12 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 : 71.7 69.0 90.6 95.5 71.7 65.5 84.7 85.7
Old : 71.7 69.0 90.6 95.5 71.7 65.5 84.7 85.7
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,256: 13,064 19,246 3,555 0 1,800 220 0 0 2,432 0 0: 1,185 1,210
Old : 22,256: 13,064 19,246 3,555 0 1,800 220 0 0 2,432 0 0: 1,185 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 480: 0 480 480 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.7 86.5 16.0 0.0 8.1 1.0 0.0 0.0 10.9 0.0 0.0: 5.3 5.4
Old : 100.0: 58.7 86.5 16.0 0.0 8.1 1.0 0.0 0.0 10.9 0.0 0.0: 5.3 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 15 . 0 . . 0 0 . 0 0:
Old : 24: 11 15 . 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 : 67.5 52.4 87.3 80.4 58.2 52.4 78.0 76.7
Old : 67.5 52.4 87.3 80.4 58.2 52.4 78.0 76.7
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,525: 11,376 16,885 2,970 0 1,650 220 0 0 2,400 0 0: 909 990
Old : 19,525: 11,376 16,885 2,970 0 1,650 220 0 0 2,400 0 0: 909 990
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.3 86.5 15.2 0.0 8.5 1.1 0.0 0.0 12.3 0.0 0.0: 4.7 5.1
Old : 100.0: 58.3 86.5 15.2 0.0 8.5 1.1 0.0 0.0 12.3 0.0 0.0: 4.7 5.1
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 : 24: 9 16 . 0 . . 0 0 . 0 0:
Old : 24: 9 16 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.1 51.6 92.9 80.9 71.0 51.6 81.9 73.8
Old : 80.1 51.6 92.9 80.9 71.0 51.6 81.9 73.8
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,590: 17,263 19,157 0 2,040 830 1,050 130 20 3,513 1,200 1,050: 864 163
Old : 24,590: 17,263 19,157 0 2,040 830 1,050 130 20 3,513 1,200 1,050: 864 163
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,454: 3,479 3,570 0 -65 -10 0 0 0 -75 0 0: 60 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 77.9 0.0 8.3 3.4 4.3 0.5 0.1 14.3 4.9 4.3: 3.5 0.7
Old : 100.0: 70.2 77.9 0.0 8.3 3.4 4.3 0.5 0.1 14.3 4.9 4.3: 3.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 17 0 . . . . . . . .:
Old : 31: 20 17 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 55.4 79.5 77.4 56.4 51.5 65.8 67.2
Old : 67.2 55.4 79.5 77.4 56.4 51.5 65.8 67.2
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,485: 11,357 13,388 778 3,300 40 555 0 0 3,945 610 75: 735 72
Old : 17,485: 11,357 13,388 778 3,300 40 555 0 0 3,945 610 75: 735 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,720: 3,720 3,720 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 76.6 4.4 18.9 0.2 3.2 0.0 0.0 22.6 3.5 0.4: 4.2 0.4
Old : 100.0: 65.0 76.6 4.4 18.9 0.2 3.2 0.0 0.0 22.6 3.5 0.4: 4.2 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 : 26: 15 17 . . . . 0 0 . . .:
Old : 26: 15 17 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 54.0 88.1 76.3 58.9 46.1 69.6 62.6
Old : 73.9 54.0 88.1 76.3 58.9 46.1 69.6 62.6
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,362: 15,931 9,905 574 4,801 191 55 1,220 85 0 1,180 890: 636 90
Old : 18,362: 15,931 9,905 574 4,801 191 55 1,220 85 0 1,180 890: 636 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -17: -538 -383 -52 293 13 -70 0 60 0 -240 240: 330 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 53.9 3.1 26.1 1.0 0.3 6.6 0.5 0.0 6.4 4.8: 3.5 0.5
Old : 100.0: 86.8 53.9 3.1 26.1 1.0 0.3 6.6 0.5 0.0 6.4 4.8: 3.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 18 . . . . . . 0 . .:
Old : 33: 24 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 : 45.7 51.1 66.6 76.7 44.1 44.9 59.3 67.9
Old : 45.7 51.1 66.6 76.7 44.1 44.9 59.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,157: 12,932 10,209 0 1,757 634 105 555 105 0 797 0: 381 100
Old : 14,157: 12,932 10,209 0 1,757 634 105 555 105 0 797 0: 381 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 325: 335 60 0 -115 -15 -105 0 80 0 225 0: 30 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 72.1 0.0 12.4 4.5 0.7 3.9 0.7 0.0 5.6 0.0: 2.7 0.7
Old : 100.0: 91.3 72.1 0.0 12.4 4.5 0.7 3.9 0.7 0.0 5.6 0.0: 2.7 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 : 31: 21 17 0 . . . . . 0 . 0:
Old : 31: 21 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 : 46.1 48.6 65.8 69.6 41.4 41.2 56.8 60.6
Old : 46.1 48.6 65.8 69.6 41.4 41.2 56.8 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,337: 8,212 8,292 1,330 910 365 0 75 0 0 675 0: 430 20
Old : 10,337: 8,212 8,292 1,330 910 365 0 75 0 0 675 0: 430 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 80.2 12.9 8.8 3.5 0.0 0.7 0.0 0.0 6.5 0.0: 4.2 0.2
Old : 100.0: 79.4 80.2 12.9 8.8 3.5 0.0 0.7 0.0 0.0 6.5 0.0: 4.2 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 : 20: 10 10 . . . 0 . 0 0 . 0:
Old : 20: 10 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 : 56.9 70.6 82.7 94.2 56.0 70.1 80.7 90.4
Old : 56.9 70.6 82.7 94.2 56.0 70.1 80.7 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,045: 7,610 6,835 850 200 795 0 1,695 280 350 225 0: 160 15
Old : 10,045: 7,610 6,835 850 200 795 0 1,695 280 350 225 0: 160 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -80: 100 -80 0 0 0 0 180 -180 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 68.0 8.5 2.0 7.9 0.0 16.9 2.8 3.5 2.2 0.0: 1.6 0.1
Old : 100.0: 75.8 68.0 8.5 2.0 7.9 0.0 16.9 2.8 3.5 2.2 0.0: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 18 . . . 0 . . . . 0:
Old : 29: 19 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 : 41.3 48.7 63.7 74.4 39.8 38.7 56.3 57.8
Old : 41.3 48.7 63.7 74.4 39.8 38.7 56.3 57.8
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,714: 6,054 7,589 0 365 0 820 0 430 900 200 0: 510 130
Old : 8,714: 6,054 7,589 0 365 0 820 0 430 900 200 0: 510 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 510: 210 750 0 -300 0 0 0 0 300 0 0: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 87.1 0.0 4.2 0.0 9.4 0.0 4.9 10.3 2.3 0.0: 5.9 1.5
Old : 100.0: 69.5 87.1 0.0 4.2 0.0 9.4 0.0 4.9 10.3 2.3 0.0: 5.9 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: 15 13 0 . 0 . 0 . . . 0:
Old : 21: 15 13 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 : 55.2 68.9 81.0 89.9 46.4 60.9 68.2 76.0
Old : 55.2 68.9 81.0 89.9 46.4 60.9 68.2 76.0
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,314: 58,396 53,617 0 3,470 1,835 100 0 0 0 1,500 0: 983 892
Old : 61,314: 58,396 53,617 0 3,470 1,835 100 0 0 0 1,500 0: 983 892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 480: 480 480 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 87.4 0.0 5.7 3.0 0.2 0.0 0.0 0.0 2.4 0.0: 1.6 1.5
Old : 100.0: 95.2 87.4 0.0 5.7 3.0 0.2 0.0 0.0 0.0 2.4 0.0: 1.6 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 : 28: 15 19 0 . . . 0 0 0 . 0:
Old : 28: 15 19 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 : 86.1 73.9 93.8 91.1 86.0 73.3 90.3 86.3
Old : 86.1 73.9 93.8 91.1 86.0 73.3 90.3 86.3
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,152: 55,932 50,285 0 3,745 1,710 0 0 0 0 1,500 0: 510 912
Old : 58,152: 55,932 50,285 0 3,745 1,710 0 0 0 0 1,500 0: 510 912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 480: 480 480 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 86.5 0.0 6.4 2.9 0.0 0.0 0.0 0.0 2.6 0.0: 0.9 1.6
Old : 100.0: 96.2 86.5 0.0 6.4 2.9 0.0 0.0 0.0 0.0 2.6 0.0: 0.9 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 : 26: 16 18 0 . . 0 0 0 0 . 0:
Old : 26: 16 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 : 88.6 75.5 94.9 91.9 87.5 74.2 91.3 86.8
Old : 88.6 75.5 94.9 91.9 87.5 74.2 91.3 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,546: 13,070 15,340 1,670 0 0 0 50 0 450 0 156: 200 0
Old : 15,546: 13,070 15,340 1,670 0 0 0 50 0 450 0 156: 200 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 98.7 10.7 0.0 0.0 0.0 0.3 0.0 2.9 0.0 1.0: 1.3 0.0
Old : 100.0: 84.1 98.7 10.7 0.0 0.0 0.0 0.3 0.0 2.9 0.0 1.0: 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 : 20: 14 5 . 0 0 0 . 0 . 0 .:
Old : 20: 14 5 . 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 : 59.6 97.7 81.3 100.0 59.6 91.5 74.7 91.5
Old : 59.6 97.7 81.3 100.0 59.6 91.5 74.7 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,015: 9,875 7,860 0 1,480 0 0 240 50 0 350 0: 90 35
Old : 10,015: 9,875 7,860 0 1,480 0 0 240 50 0 350 0: 90 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.6 78.5 0.0 14.8 0.0 0.0 2.4 0.5 0.0 3.5 0.0: 0.9 0.3
Old : 100.0: 98.6 78.5 0.0 14.8 0.0 0.0 2.4 0.5 0.0 3.5 0.0: 0.9 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 : 20: 12 10 0 . 0 0 . . 0 . 0:
Old : 20: 12 10 0 . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 52.7 94.3 84.1 54.5 42.0 63.9 60.9
Old : 73.9 52.7 94.3 84.1 54.5 42.0 63.9 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,202: 14,160 11,175 0 0 600 100 1,110 0 0 2,095 142: 200 80
Old : 15,202: 14,160 11,175 0 0 600 100 1,110 0 0 2,095 142: 200 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -190: -255 120 0 0 0 0 -150 0 0 -225 65: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 73.5 0.0 0.0 3.9 0.7 7.3 0.0 0.0 13.8 0.9: 1.3 0.5
Old : 100.0: 93.1 73.5 0.0 0.0 3.9 0.7 7.3 0.0 0.0 13.8 0.9: 1.3 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 : 24: 15 10 0 0 . . . 0 0 . .:
Old : 24: 15 10 0 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 54.8 83.0 84.5 51.6 51.6 61.9 66.6
Old : 60.0 54.8 83.0 84.5 51.6 51.6 61.9 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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,859: 21,249 18,614 0 0 0 895 3,770 0 0 290 100: 615 85
Old : 22,859: 21,249 18,614 0 0 0 895 3,770 0 0 290 100: 615 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: -175 0 0 0 0 175 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 81.4 0.0 0.0 0.0 3.9 16.5 0.0 0.0 1.3 0.4: 2.7 0.4
Old : 100.0: 93.0 81.4 0.0 0.0 0.0 3.9 16.5 0.0 0.0 1.3 0.4: 2.7 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 : 24: 14 13 0 0 0 . . 0 0 . .:
Old : 24: 14 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 : 68.7 86.7 88.1 96.4 68.4 82.6 86.2 90.6
Old : 68.7 86.7 88.1 96.4 68.4 82.6 86.2 90.6
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 59,482: 44,453 52,223 2,130 175 1,365 5,000 995 0 2,330 550 1,059: 3,145 3,115
Old : 59,482: 44,453 52,223 2,130 175 1,365 5,000 995 0 2,330 550 1,059: 3,145 3,115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,190: 3,550 3,050 0 0 0 -100 175 0 -225 0 65: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 87.8 3.6 0.3 2.3 8.4 1.7 0.0 3.9 0.9 1.8: 5.3 5.2
Old : 100.0: 74.7 87.8 3.6 0.3 2.3 8.4 1.7 0.0 3.9 0.9 1.8: 5.3 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 20 . . . . . 0 . . .:
Old : 32: 19 20 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 52.7 71.9 73.2 45.7 52.5 62.2 68.7
Old : 49.7 52.7 71.9 73.2 45.7 52.5 62.2 68.7
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,013: 36,123 45,203 2,280 100 1,150 4,890 100 0 3,060 950 300: 2,210 2,210
Old : 50,013: 36,123 45,203 2,280 100 1,150 4,890 100 0 3,060 950 300: 2,210 2,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,765: 2,935 2,735 0 0 0 -100 100 0 0 0 0: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 90.4 4.6 0.2 2.3 9.8 0.2 0.0 6.1 1.9 0.6: 4.4 4.4
Old : 100.0: 72.2 90.4 4.6 0.2 2.3 9.8 0.2 0.0 6.1 1.9 0.6: 4.4 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 19 . . . . . 0 . . .:
Old : 32: 17 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 : 52.8 53.0 77.7 73.4 49.1 53.0 66.6 70.3
Old : 52.8 53.0 77.7 73.4 49.1 53.0 66.6 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,255: 26,940 24,975 300 685 885 0 5,000 0 3,700 975 0: 2,430 1,735
Old : 34,255: 26,940 24,975 300 685 885 0 5,000 0 3,700 975 0: 2,430 1,735
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 72.9 0.9 2.0 2.6 0.0 14.6 0.0 10.8 2.8 0.0: 7.1 5.1
Old : 100.0: 78.6 72.9 0.9 2.0 2.6 0.0 14.6 0.0 10.8 2.8 0.0: 7.1 5.1
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 : 28: 17 20 . . . 0 . 0 . . 0:
Old : 28: 17 20 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 48.7 77.4 69.2 55.7 39.4 61.1 52.3
Old : 57.1 48.7 77.4 69.2 55.7 39.4 61.1 52.3
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,140: 26,780 28,850 1,380 0 495 0 0 1,050 800 600 0: 635 145
Old : 31,140: 26,780 28,850 1,380 0 495 0 0 1,050 800 600 0: 635 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 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: 86.0 92.6 4.4 0.0 1.6 0.0 0.0 3.4 2.6 1.9 0.0: 2.0 0.5
Old : 100.0: 86.0 92.6 4.4 0.0 1.6 0.0 0.0 3.4 2.6 1.9 0.0: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 17 . 0 . 0 0 . . . 0:
Old : 29: 19 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 : 58.0 56.2 73.0 74.8 49.6 53.5 63.3 66.2
Old : 58.0 56.2 73.0 74.8 49.6 53.5 63.3 66.2
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,825: 8,340 19,110 1,200 600 600 0 3,030 870 13,500 600 0: 315 15
Old : 24,825: 8,340 19,110 1,200 600 600 0 3,030 870 13,500 600 0: 315 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 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 77.0 4.8 2.4 2.4 0.0 12.2 3.5 54.4 2.4 0.0: 1.3 0.1
Old : 100.0: 33.6 77.0 4.8 2.4 2.4 0.0 12.2 3.5 54.4 2.4 0.0: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.0 66.1 86.5 90.0 70.6 54.6 78.7 72.6
Old : 71.0 66.1 86.5 90.0 70.6 54.6 78.7 72.6
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 31,248: 20,110 18,875 0 2,440 2,765 2,500 0 450 3,310 5,025 23: 2,090 1,670
Old : 31,248: 20,110 18,875 0 2,440 2,765 2,500 0 450 3,310 5,025 23: 2,090 1,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 60.4 0.0 7.8 8.8 8.0 0.0 1.4 10.6 16.1 0.1: 6.7 5.3
Old : 100.0: 64.4 60.4 0.0 7.8 8.8 8.0 0.0 1.4 10.6 16.1 0.1: 6.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 52.5 48.8 73.6 67.7 48.1 41.0 65.0 57.7
Old : 52.5 48.8 73.6 67.7 48.1 41.0 65.0 57.7
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, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,715: 19,200 16,750 450 2,600 790 175 0 650 0 724 336: 2,114 1,865
Old : 23,715: 19,200 16,750 450 2,600 790 175 0 650 0 724 336: 2,114 1,865
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.0 70.6 1.9 11.0 3.3 0.7 0.0 2.7 0.0 3.1 1.4: 8.9 7.9
Old : 100.0: 81.0 70.6 1.9 11.0 3.3 0.7 0.0 2.7 0.0 3.1 1.4: 8.9 7.9
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 : 27: 18 17 . . . . 0 . 0 . .:
Old : 27: 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 : 48.6 39.2 68.7 64.1 33.9 32.2 44.7 47.2
Old : 48.6 39.2 68.7 64.1 33.9 32.2 44.7 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,415: 24,925 23,985 0 2,330 0 0 100 0 600 0 0: 890 0
Old : 26,415: 24,925 23,985 0 2,330 0 0 100 0 600 0 0: 890 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 90.8 0.0 8.8 0.0 0.0 0.4 0.0 2.3 0.0 0.0: 3.4 0.0
Old : 100.0: 94.4 90.8 0.0 8.8 0.0 0.0 0.4 0.0 2.3 0.0 0.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 7 0 . 0 0 . 0 . 0 0:
Old : 20: 12 7 0 . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 83.8 89.1 99.6 71.1 83.8 89.1 98.3
Old : 71.1 83.8 89.1 99.6 71.1 83.8 89.1 98.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2014