COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 88,563: 16,978 28,677 1,347 6,008 2,492 6,436 6,281 2,460 50,897 33,803 6,741: 1,212 2,101
Old : 88,563: 16,978 28,677 1,347 6,008 2,492 6,436 6,281 2,460 50,897 33,803 6,741: 1,212 2,101
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -2,794: 540 710 -206 2,103 -680 349 811 -769 -288 -4,007 -1,480: -260 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 32.4 1.5 6.8 2.8 7.3 7.1 2.8 57.5 38.2 7.6: 1.4 2.4
Old : 100.0: 19.2 32.4 1.5 6.8 2.8 7.3 7.1 2.8 57.5 38.2 7.6: 1.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 16 15 . . 4 . . . 18 9 19:
Old : 52: 16 15 . . 4 . . . 18 9 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 35.9 62.6 58.2 41.8 32.5 58.5 51.1
Old : 43.5 35.9 62.6 58.2 41.8 32.5 58.5 51.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,909: 11,840 5,780 1,703 674 1,037 7,162 150 842 10,857 24,583 2,773: 695 1,070
Old : 36,909: 11,840 5,780 1,703 674 1,037 7,162 150 842 10,857 24,583 2,773: 695 1,070
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -3,847: -1,345 585 383 -304 -353 1,570 -70 -1,684 -1,826 -1,569 -607: 15 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 15.7 4.6 1.8 2.8 19.4 0.4 2.3 29.4 66.6 7.5: 1.9 2.9
Old : 100.0: 32.1 15.7 4.6 1.8 2.8 19.4 0.4 2.3 29.4 66.6 7.5: 1.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 10 10 . . . 4 . . 9 15 16:
Old : 44: 10 10 . . . 4 . . 9 15 16:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 46.9 68.2 68.9 49.1 44.5 65.1 64.1
Old : 49.6 46.9 68.2 68.9 49.1 44.5 65.1 64.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,319: 82 80 152 0 31 0 479 83 677 348 294: -0 4
Old : 1,319: 82 80 152 0 31 0 479 83 677 348 294: -0 4
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 234: 18 57 47 -28 31 0 112 -12 108 26 43: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 6.0 11.5 0.0 2.3 0.0 36.3 6.3 51.3 26.4 22.3: -0.0 0.3
Old : 100.0: 6.2 6.0 11.5 0.0 2.3 0.0 36.3 6.3 51.3 26.4 22.3: -0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 4 . . 0 . 0 4 . 8 4 8:
Old : 23: 4 . . 0 . 0 4 . 8 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 : 79.2 76.9 93.1 92.3 57.7 56.6 65.8 66.6
Old : 79.2 76.9 93.1 92.3 57.7 56.6 65.8 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 150,812: 99,354 105,035 2,277 3,707 14,720 5,779 5,171 4,945 10,525 3,749 12,902: 311 582
Old : 150,812: 99,354 105,035 2,277 3,707 14,720 5,779 5,171 4,945 10,525 3,749 12,902: 311 582
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -3,569: 1,916 -1,451 -357 130 -1,243 -202 -821 203 -3,380 150 -520: 15 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 69.6 1.5 2.5 9.8 3.8 3.4 3.3 7.0 2.5 8.6: 0.2 0.4
Old : 100.0: 65.9 69.6 1.5 2.5 9.8 3.8 3.4 3.3 7.0 2.5 8.6: 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 : 81: 49 50 . 4 4 4 4 7 6 7 11:
Old : 81: 49 50 . 4 4 4 4 7 6 7 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 25.3 52.7 42.1 21.2 15.8 32.7 26.6
Old : 33.2 25.3 52.7 42.1 21.2 15.8 32.7 26.6
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,247: 24,228 36,018 12,330 2,221 470 2,630 64 2,293 0 885 270: 27 27
Old : 42,247: 24,228 36,018 12,330 2,221 470 2,630 64 2,293 0 885 270: 27 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -4,494: -324 -3,945 -5,136 -81 162 1,325 -52 -524 0 -81 0: 3 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 85.3 29.2 5.3 1.1 6.2 0.2 5.4 0.0 2.1 0.6: 0.1 0.1
Old : 100.0: 57.3 85.3 29.2 5.3 1.1 6.2 0.2 5.4 0.0 2.1 0.6: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 19 . . . . . . 0 . .:
Old : 33: 22 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 : 56.5 50.8 79.2 72.2 47.3 45.3 63.1 61.7
Old : 56.5 50.8 79.2 72.2 47.3 45.3 63.1 61.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 342,531: 221,649 289,525 62,546 17,142 10,430 22,472 0 25,434 0 0 0: 0 0
Old : 342,531: 221,649 289,525 62,546 17,142 10,430 22,472 0 25,434 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 28, 2014 :
: -22,722: -15,282 -24,658 -6,529 -1,248 0 -4,095 0 3,184 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.7 84.5 18.3 5.0 3.0 6.6 0.0 7.4 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 64.7 84.5 18.3 5.0 3.0 6.6 0.0 7.4 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 15 . . . . 0 . 0 0 0:
Old : 27: 14 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 : 63.7 61.7 91.4 86.7 59.0 57.4 79.2 77.2
Old : 63.7 61.7 91.4 86.7 59.0 57.4 79.2 77.2
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,474,135: 1,189,792 1,274,864 124,202 29,298 84,199 392 18,733 22,659 16,984 8,475 35,907: 0 0
Old : 1,474,135: 1,189,792 1,274,864 124,202 29,298 84,199 392 18,733 22,659 16,984 8,475 35,907: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 4,842: 26,413 17,473 -14,503 1,494 -368 -368 -6,991 1,893 -8,544 -8,978 319: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 86.5 8.4 2.0 5.7 0.0 1.3 1.5 1.2 0.6 2.4: 0.0 0.0
Old : 100.0: 80.7 86.5 8.4 2.0 5.7 0.0 1.3 1.5 1.2 0.6 2.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 58: 36 39 4 . 4 . . . 4 . 5:
Old : 58: 36 39 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 : 43.2 35.7 62.7 54.2 26.0 24.0 33.7 30.9
Old : 43.2 35.7 62.7 54.2 26.0 24.0 33.7 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,443: 42,471 35,925 0 6,366 2,699 387 899 5,959 1,599 1,000 308: 19 286
Old : 53,443: 42,471 35,925 0 6,366 2,699 387 899 5,959 1,599 1,000 308: 19 286
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 2,437: 2,032 4,592 0 -3,411 548 -213 141 293 -122 132 -108: 8 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 67.2 0.0 11.9 5.1 0.7 1.7 11.2 3.0 1.9 0.6: 0.0 0.5
Old : 100.0: 79.5 67.2 0.0 11.9 5.1 0.7 1.7 11.2 3.0 1.9 0.6: 0.0 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 : 33: 21 20 0 . . . . . . . .:
Old : 33: 21 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 : 52.7 51.4 73.7 79.2 40.0 44.9 52.4 56.0
Old : 52.7 51.4 73.7 79.2 40.0 44.9 52.4 56.0
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 296,189: 213,832 209,685 70,416 21,210 0 656 52,729 11,285 0 1,280 0: 0 0
Old : 296,189: 213,832 209,685 70,416 21,210 0 656 52,729 11,285 0 1,280 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 2,256: 2,597 5,780 571 0 0 0 0 0 0 -2,612 -912: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 70.8 23.8 7.2 0.0 0.2 17.8 3.8 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 72.2 70.8 23.8 7.2 0.0 0.2 17.8 3.8 0.0 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 : 29: 13 15 . . 0 . . . 0 . 0:
Old : 29: 13 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 : 66.8 59.7 87.6 86.1 59.0 47.5 75.9 69.6
Old : 66.8 59.7 87.6 86.1 59.0 47.5 75.9 69.6
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 628,242: 530,453 502,874 1,185 65,827 30,871 44,245 0 8,478 1,945 9,127 11,065: 0 0
Old : 628,242: 530,453 502,874 1,185 65,827 30,871 44,245 0 8,478 1,945 9,127 11,065: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 14,345: 13,191 2,743 0 -343 0 2,343 0 -407 -4,007 9,127 3,225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 80.0 0.2 10.5 4.9 7.0 0.0 1.3 0.3 1.5 1.8: 0.0 0.0
Old : 100.0: 84.4 80.0 0.2 10.5 4.9 7.0 0.0 1.3 0.3 1.5 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 26 26 . . . . 0 . . . .:
Old : 41: 26 26 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 47.6 71.2 67.0 33.6 36.9 52.3 52.2
Old : 46.3 47.6 71.2 67.0 33.6 36.9 52.3 52.2
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,014: 39,233 42,560 4,288 1,196 668 4,619 0 1,060 1,633 6,153 1,607: 906 770
Old : 54,014: 39,233 42,560 4,288 1,196 668 4,619 0 1,060 1,633 6,153 1,607: 906 770
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 868: 571 1,573 66 0 0 812 0 -63 -493 -664 41: -66 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 78.8 7.9 2.2 1.2 8.6 0.0 2.0 3.0 11.4 3.0: 1.7 1.4
Old : 100.0: 72.6 78.8 7.9 2.2 1.2 8.6 0.0 2.0 3.0 11.4 3.0: 1.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 26 . . . . 0 . . . .:
Old : 35: 22 26 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 57.7 65.7 72.1 36.8 54.1 52.7 63.5
Old : 43.6 57.7 65.7 72.1 36.8 54.1 52.7 63.5
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 45,635: 34,310 45,125 10,025 0 105 200 0 0 100 0 0: 895 405
Old : 45,635: 34,310 45,125 10,025 0 105 200 0 0 100 0 0: 895 405
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 640: 265 855 50 0 0 150 -150 -150 0 0 0: 325 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 98.9 22.0 0.0 0.2 0.4 0.0 0.0 0.2 0.0 0.0: 2.0 0.9
Old : 100.0: 75.2 98.9 22.0 0.0 0.2 0.4 0.0 0.0 0.2 0.0 0.0: 2.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 21 . 0 . . 0 0 . 0 0:
Old : 37: 25 21 . 0 . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 85.4 74.0 93.7 56.8 81.7 71.8 87.2
Old : 57.4 85.4 74.0 93.7 56.8 81.7 71.8 87.2
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,276: 45,306 58,616 13,000 0 0 0 70 230 0 0 0: 740 360
Old : 59,276: 45,306 58,616 13,000 0 0 0 70 230 0 0 0: 740 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 995: 565 995 -130 0 0 0 -300 180 0 0 0: 380 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.4 98.9 21.9 0.0 0.0 0.0 0.1 0.4 0.0 0.0 0.0: 1.2 0.6
Old : 100.0: 76.4 98.9 21.9 0.0 0.0 0.0 0.1 0.4 0.0 0.0 0.0: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 30 19 . 0 0 0 . . 0 0 0:
Old : 38: 30 19 . 0 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 81.0 71.3 93.4 51.5 75.6 68.3 82.7
Old : 53.0 81.0 71.3 93.4 51.5 75.6 68.3 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,100: 12,855 10,315 0 2,380 195 0 110 0 0 0 50: 0 50
Old : 13,100: 12,855 10,315 0 2,380 195 0 110 0 0 0 50: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 300: 300 50 0 200 0 0 0 0 0 0 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.1 78.7 0.0 18.2 1.5 0.0 0.8 0.0 0.0 0.0 0.4: 0.0 0.4
Old : 100.0: 98.1 78.7 0.0 18.2 1.5 0.0 0.8 0.0 0.0 0.0 0.4: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 55.9 54.3 78.1 78.5 55.9 50.5 75.2 73.5
Old : 55.9 54.3 78.1 78.5 55.9 50.5 75.2 73.5
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 292,520: 201,224 278,032 66,040 1,184 9,752 10,408 0 3,552 1,544 0 0: 0 0
Old : 292,520: 201,224 278,032 66,040 1,184 9,752 10,408 0 3,552 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 28, 2014 :
: 24: -832 416 2,032 0 -784 -784 0 392 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 95.0 22.6 0.4 3.3 3.6 0.0 1.2 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 68.8 95.0 22.6 0.4 3.3 3.6 0.0 1.2 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 18 . . . . 0 . . 0 0:
Old : 33: 21 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 : 45.9 67.8 66.1 86.0 39.1 57.6 53.6 64.0
Old : 45.9 67.8 66.1 86.0 39.1 57.6 53.6 64.0
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 9,098: 5,165 7,669 0 894 361 0 43 44 3,341 0 0: 187 87
Old : 9,098: 5,165 7,669 0 894 361 0 43 44 3,341 0 0: 187 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 300: 86 259 0 0 0 0 0 0 237 0 0: -23 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.8 84.3 0.0 9.8 4.0 0.0 0.5 0.5 36.7 0.0 0.0: 2.1 1.0
Old : 100.0: 56.8 84.3 0.0 9.8 4.0 0.0 0.5 0.5 36.7 0.0 0.0: 2.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 13 17 0 . . 0 . . . 0 0:
Old : 27: 13 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 : 53.5 49.5 77.5 75.7 52.5 46.0 68.7 63.6
Old : 53.5 49.5 77.5 75.7 52.5 46.0 68.7 63.6
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,125: 12,900 15,425 0 2,050 500 250 0 100 4,325 0 50: 0 0
Old : 18,125: 12,900 15,425 0 2,050 500 250 0 100 4,325 0 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 125: 0 275 0 0 0 0 0 0 125 -150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.2 85.1 0.0 11.3 2.8 1.4 0.0 0.6 23.9 0.0 0.3: 0.0 0.0
Old : 100.0: 71.2 85.1 0.0 11.3 2.8 1.4 0.0 0.6 23.9 0.0 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 : 23: 15 9 0 . . . 0 . . 0 .:
Old : 23: 15 9 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 67.2 84.3 95.3 61.4 63.0 81.0 83.7
Old : 62.2 67.2 84.3 95.3 61.4 63.0 81.0 83.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,115: 17,245 17,375 50 0 2,350 190 25 40 0 100 0: 240 225
Old : 20,115: 17,245 17,375 50 0 2,350 190 25 40 0 100 0: 240 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 2,475: 2,575 2,450 50 -75 -50 -100 25 0 0 0 0: 0 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 86.4 0.2 0.0 11.7 0.9 0.1 0.2 0.0 0.5 0.0: 1.2 1.1
Old : 100.0: 85.7 86.4 0.2 0.0 11.7 0.9 0.1 0.2 0.0 0.5 0.0: 1.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 22 22 . 0 . . . . 0 . 0:
Old : 36: 22 22 . 0 . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 58.8 73.5 74.5 45.9 49.4 59.8 61.7
Old : 55.6 58.8 73.5 74.5 45.9 49.4 59.8 61.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,671: 12,566 9,461 50 2,490 420 0 700 360 0 0 0: 275 240
Old : 13,671: 12,566 9,461 50 2,490 420 0 700 360 0 0 0: 275 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 115: 115 115 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 69.2 0.4 18.2 3.1 0.0 5.1 2.6 0.0 0.0 0.0: 2.0 1.8
Old : 100.0: 91.9 69.2 0.4 18.2 3.1 0.0 5.1 2.6 0.0 0.0 0.0: 2.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 20 . . . 0 . . 0 0 0:
Old : 26: 19 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 : 43.9 52.3 69.6 78.3 40.4 42.5 62.6 59.0
Old : 43.9 52.3 69.6 78.3 40.4 42.5 62.6 59.0
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,568: 13,540 12,547 0 1,379 1,432 1,061 79 644 0 0 0: 891 1,487
Old : 17,568: 13,540 12,547 0 1,379 1,432 1,061 79 644 0 0 0: 891 1,487
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -489: -294 -491 0 -41 0 -341 -3 126 0 0 0: 20 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 71.4 0.0 7.8 8.2 6.0 0.4 3.7 0.0 0.0 0.0: 5.1 8.5
Old : 100.0: 77.1 71.4 0.0 7.8 8.2 6.0 0.4 3.7 0.0 0.0 0.0: 5.1 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 : 31: 22 19 0 . . . . . 0 0 0:
Old : 31: 22 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 : 34.7 54.8 59.2 70.8 29.0 38.5 46.2 47.7
Old : 34.7 54.8 59.2 70.8 29.0 38.5 46.2 47.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,623: 38,725 29,463 2,405 1,041 1,190 0 6,474 1,050 0 4,142 0: 253 263
Old : 43,623: 38,725 29,463 2,405 1,041 1,190 0 6,474 1,050 0 4,142 0: 253 263
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 1,382: 907 559 1,150 881 -295 0 20 0 0 367 -390: 10 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 67.5 5.5 2.4 2.7 0.0 14.8 2.4 0.0 9.5 0.0: 0.6 0.6
Old : 100.0: 88.8 67.5 5.5 2.4 2.7 0.0 14.8 2.4 0.0 9.5 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 31 28 . . 4 0 . . 0 . 0:
Old : 41: 31 28 . . 4 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 48.7 58.9 67.7 31.7 43.2 50.0 60.0
Old : 35.8 48.7 58.9 67.7 31.7 43.2 50.0 60.0
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,216: 46,683 36,088 602 2,772 1,795 170 5,782 1,545 0 2,906 300: 121 28
Old : 51,216: 46,683 36,088 602 2,772 1,795 170 5,782 1,545 0 2,906 300: 121 28
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 929: 871 1,825 -31 907 335 0 -190 -20 -120 -1,843 -105: -1 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 70.5 1.2 5.4 3.5 0.3 11.3 3.0 0.0 5.7 0.6: 0.2 0.1
Old : 100.0: 91.1 70.5 1.2 5.4 3.5 0.3 11.3 3.0 0.0 5.7 0.6: 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: 32 33 . . 4 . . . 0 4 .:
Old : 47: 32 33 . . 4 . . . 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 : 42.1 40.0 65.5 58.3 37.6 35.5 59.3 52.1
Old : 42.1 40.0 65.5 58.3 37.6 35.5 59.3 52.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 33,290: 30,075 26,975 2,300 4,185 525 200 0 0 0 1,535 0: 190 70
Old : 33,290: 30,075 26,975 2,300 4,185 525 200 0 0 0 1,535 0: 190 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 2,505: 2,435 2,495 0 0 0 0 0 0 0 0 0: 70 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 81.0 6.9 12.6 1.6 0.6 0.0 0.0 0.0 4.6 0.0: 0.6 0.2
Old : 100.0: 90.3 81.0 6.9 12.6 1.6 0.6 0.0 0.0 0.0 4.6 0.0: 0.6 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 16 . . . . 0 0 0 . 0:
Old : 31: 25 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 : 42.3 78.9 65.3 91.8 36.7 69.8 57.1 75.6
Old : 42.3 78.9 65.3 91.8 36.7 69.8 57.1 75.6
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,100: 40,075 35,895 1,250 4,330 250 20 0 80 0 1,545 0: 425 0
Old : 42,100: 40,075 35,895 1,250 4,330 250 20 0 80 0 1,545 0: 425 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -250: -270 -250 0 225 -225 0 0 0 0 0 0: 245 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 85.3 3.0 10.3 0.6 0.0 0.0 0.2 0.0 3.7 0.0: 1.0 0.0
Old : 100.0: 95.2 85.3 3.0 10.3 0.6 0.0 0.0 0.2 0.0 3.7 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 29 17 . . . . 0 . 0 . 0:
Old : 36: 29 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 : 41.0 86.7 61.2 94.3 40.9 79.1 60.0 84.9
Old : 41.0 86.7 61.2 94.3 40.9 79.1 60.0 84.9
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 413,250: 269,005 368,173 36,367 15,585 3,119 42,480 0 26,373 35,906 0 0: 0 0
Old : 413,250: 269,005 368,173 36,367 15,585 3,119 42,480 0 26,373 35,906 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 3,686: 1,481 12,231 760 368 0 -712 0 1,472 1,519 -9,551 -834: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 89.1 8.8 3.8 0.8 10.3 0.0 6.4 8.7 0.0 0.0: 0.0 0.0
Old : 100.0: 65.1 89.1 8.8 3.8 0.8 10.3 0.0 6.4 8.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 25 30 . . . . 0 . . 0 0:
Old : 40: 25 30 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.8 71.8 67.7 42.3 43.7 56.0 54.5
Old : 49.7 45.8 71.8 67.7 42.3 43.7 56.0 54.5
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 29,070: 18,381 27,043 2,911 327 319 4,200 0 548 1,949 127 346: 416 360
Old : 29,070: 18,381 27,043 2,911 327 319 4,200 0 548 1,949 127 346: 416 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 212: 1,023 920 -168 0 -2 19 0 0 -118 0 -706: 164 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 93.0 10.0 1.1 1.1 14.4 0.0 1.9 6.7 0.4 1.2: 1.4 1.2
Old : 100.0: 63.2 93.0 10.0 1.1 1.1 14.4 0.0 1.9 6.7 0.4 1.2: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 31 . . . . 0 . . . .:
Old : 43: 24 31 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 40.2 64.2 62.9 37.2 37.5 57.1 51.4
Old : 40.2 40.2 64.2 62.9 37.2 37.5 57.1 51.4
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,419: 11,505 13,968 1,786 0 902 54 353 1,172 730 0 0: 270 24
Old : 16,419: 11,505 13,968 1,786 0 902 54 353 1,172 730 0 0: 270 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 78: 628 78 -572 0 0 0 0 0 -248 0 0: 270 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.1 85.1 10.9 0.0 5.5 0.3 2.1 7.1 4.4 0.0 0.0: 1.6 0.1
Old : 100.0: 70.1 85.1 10.9 0.0 5.5 0.3 2.1 7.1 4.4 0.0 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 : 30: 20 10 . 0 . . . . . 0 0:
Old : 30: 20 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 : 48.2 87.6 70.9 96.5 40.5 78.7 58.2 79.6
Old : 48.2 87.6 70.9 96.5 40.5 78.7 58.2 79.6
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 550,530: 431,226 506,922 69,445 0 20,893 5,066 0 22,715 1,185 0 0: 0 0
Old : 550,530: 431,226 506,922 69,445 0 20,893 5,066 0 22,715 1,185 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 62,875: 68,339 64,769 -4,704 0 0 -760 0 0 0 -1,894 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 92.1 12.6 0.0 3.8 0.9 0.0 4.1 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 78.3 92.1 12.6 0.0 3.8 0.9 0.0 4.1 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 17 . 0 . . 0 . . 0 0:
Old : 31: 23 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 : 52.3 77.9 72.9 93.0 46.8 69.1 63.6 74.6
Old : 52.3 77.9 72.9 93.0 46.8 69.1 63.6 74.6
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 50,121: 34,152 46,067 3,053 1,044 59 3,348 0 2,083 7,003 0 82: 341 786
Old : 50,121: 34,152 46,067 3,053 1,044 59 3,348 0 2,083 7,003 0 82: 341 786
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 796: 1,395 -164 256 0 -41 -878 0 919 -896 0 82: -41 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.1 91.9 6.1 2.1 0.1 6.7 0.0 4.2 14.0 0.0 0.2: 0.7 1.6
Old : 100.0: 68.1 91.9 6.1 2.1 0.1 6.7 0.0 4.2 14.0 0.0 0.2: 0.7 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 : 30: 21 14 . . . . 0 . . 0 .:
Old : 30: 21 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 : 46.3 88.1 69.8 94.9 41.5 79.8 63.2 82.6
Old : 46.3 88.1 69.8 94.9 41.5 79.8 63.2 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,458: 4,293 2,822 22 595 105 0 1,786 0 164 128 0: 874 22
Old : 5,458: 4,293 2,822 22 595 105 0 1,786 0 164 128 0: 874 22
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 0: 92 0 0 0 0 0 0 0 -161 0 0: 69 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 51.7 0.4 10.9 1.9 0.0 32.7 0.0 3.0 2.3 0.0: 16.0 0.4
Old : 100.0: 78.7 51.7 0.4 10.9 1.9 0.0 32.7 0.0 3.0 2.3 0.0: 16.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 8 . . . 0 . 0 . . 0:
Old : 20: 10 8 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 69.2 77.4 90.0 52.0 68.8 66.4 84.1
Old : 58.9 69.2 77.4 90.0 52.0 68.8 66.4 84.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 28, 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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,218: 10,997 15,794 0 1,126 516 542 0 87 5,673 38 254: 149 403
Old : 18,218: 10,997 15,794 0 1,126 516 542 0 87 5,673 38 254: 149 403
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -104: 376 2,098 0 -44 22 19 0 0 0 -1,782 -205: -316 -193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 86.7 0.0 6.2 2.8 3.0 0.0 0.5 31.1 0.2 1.4: 0.8 2.2
Old : 100.0: 60.4 86.7 0.0 6.2 2.8 3.0 0.0 0.5 31.1 0.2 1.4: 0.8 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 : 31: 17 21 0 . . . 0 . 4 . .:
Old : 31: 17 21 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 : 41.3 46.1 60.6 67.9 40.4 42.0 51.9 54.2
Old : 41.3 46.1 60.6 67.9 40.4 42.0 51.9 54.2
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 196,828: 122,183 195,602 26,385 0 834 392 0 0 46,642 0 392: 0 0
Old : 196,828: 122,183 195,602 26,385 0 834 392 0 0 46,642 0 392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 4,690: 9,070 6,602 0 0 0 0 0 0 -2,468 0 -1,912: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 99.4 13.4 0.0 0.4 0.2 0.0 0.0 23.7 0.0 0.2: 0.0 0.0
Old : 100.0: 62.1 99.4 13.4 0.0 0.4 0.2 0.0 0.0 23.7 0.0 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 : 31: 15 20 4 0 . . 0 0 . 0 .:
Old : 31: 15 20 4 0 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 61.6 83.4 81.2 55.9 59.7 72.0 71.7
Old : 64.0 61.6 83.4 81.2 55.9 59.7 72.0 71.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,461: 6,780 11,256 2,450 89 363 2,336 46 79 322 164 0: 131 464
Old : 12,461: 6,780 11,256 2,450 89 363 2,336 46 79 322 164 0: 131 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 16: 276 233 0 44 -44 -19 0 19 38 -277 -235: -19 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 90.3 19.7 0.7 2.9 18.7 0.4 0.6 2.6 1.3 0.0: 1.1 3.7
Old : 100.0: 54.4 90.3 19.7 0.7 2.9 18.7 0.4 0.6 2.6 1.3 0.0: 1.1 3.7
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 : 35: 16 22 . . . . . . . . 0:
Old : 35: 16 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 : 51.7 50.2 77.3 70.3 48.9 46.3 68.4 62.5
Old : 51.7 50.2 77.3 70.3 48.9 46.3 68.4 62.5
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,533: 93,306 112,230 14,491 3,479 2,648 7,912 0 1,176 0 0 0: 0 0
Old : 119,533: 93,306 112,230 14,491 3,479 2,648 7,912 0 1,176 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 0: 7,643 0 0 0 0 1,251 0 0 -8,894 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 93.9 12.1 2.9 2.2 6.6 0.0 1.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.1 93.9 12.1 2.9 2.2 6.6 0.0 1.0 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 15 . . . . 0 . 0 0 0:
Old : 27: 14 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 : 51.9 63.0 76.1 81.1 49.9 62.3 72.1 74.7
Old : 51.9 63.0 76.1 81.1 49.9 62.3 72.1 74.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,215: 15,880 12,529 307 1,954 3,372 0 1,752 1,608 0 0 0: 48 0
Old : 21,215: 15,880 12,529 307 1,954 3,372 0 1,752 1,608 0 0 0: 48 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -660: -590 -446 0 18 -70 0 -162 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 59.1 1.4 9.2 15.9 0.0 8.3 7.6 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 74.9 59.1 1.4 9.2 15.9 0.0 8.3 7.6 0.0 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 12 . . . 0 . . 0 0 0:
Old : 23: 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 : 72.8 64.0 88.5 89.4 56.7 35.4 61.7 59.3
Old : 72.8 64.0 88.5 89.4 56.7 35.4 61.7 59.3
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 201,764: 169,232 97,484 0 79,444 20,980 7,696 0 3,856 0 0 0: 0 0
Old : 201,764: 169,232 97,484 0 79,444 20,980 7,696 0 3,856 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -8,037: -5,616 -3,933 0 -1,371 -2,421 312 0 -312 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 48.3 0.0 39.4 10.4 3.8 0.0 1.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.9 48.3 0.0 39.4 10.4 3.8 0.0 1.9 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 70.0 78.9 91.8 97.6 61.5 68.5 74.1 78.1
Old : 70.0 78.9 91.8 97.6 61.5 68.5 74.1 78.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 125,111: 8,157 9,244 1,902 0 333 12 0 57 158 1,088 2,347: 112,144 112,042
Old : 125,111: 8,157 9,244 1,902 0 333 12 0 57 158 1,088 2,347: 112,144 112,042
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 22,968: 1,533 1,364 122 0 13 12 -8 -33 -264 150 431: 21,153 21,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 7.4 1.5 0.0 0.3 0.0 0.0 0.0 0.1 0.9 1.9: 89.6 89.6
Old : 100.0: 6.5 7.4 1.5 0.0 0.3 0.0 0.0 0.0 0.1 0.9 1.9: 89.6 89.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 16 . 0 . . 0 . . . .:
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 : 5.5 6.1 8.0 8.7 2.7 3.4 4.1 4.1
Old : 5.5 6.1 8.0 8.7 2.7 3.4 4.1 4.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,510: 17,875 14,510 3,025 6,025 0 0 925 50 0 0 0: 560 0
Old : 21,510: 17,875 14,510 3,025 6,025 0 0 925 50 0 0 0: 560 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 0: 0 100 0 0 0 0 0 0 0 -100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 67.5 14.1 28.0 0.0 0.0 4.3 0.2 0.0 0.0 0.0: 2.6 0.0
Old : 100.0: 83.1 67.5 14.1 28.0 0.0 0.0 4.3 0.2 0.0 0.0 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 13 . . 0 0 . . 0 0 0:
Old : 26: 16 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 : 48.7 74.4 79.4 91.4 47.0 70.5 69.3 78.0
Old : 48.7 74.4 79.4 91.4 47.0 70.5 69.3 78.0
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 28, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,500: 22,400 16,890 0 0 0 100 0 0 0 5,400 0: 0 210
Old : 22,500: 22,400 16,890 0 0 0 100 0 0 0 5,400 0: 0 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 3,370: 3,320 -230 0 0 0 50 0 0 0 3,600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 75.1 0.0 0.0 0.0 0.4 0.0 0.0 0.0 24.0 0.0: 0.0 0.9
Old : 100.0: 99.6 75.1 0.0 0.0 0.0 0.4 0.0 0.0 0.0 24.0 0.0: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 22 10 0 0 0 . 0 0 0 . 0:
Old : 27: 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 : 55.5 84.9 77.0 98.3 49.9 82.6 70.1 87.1
Old : 55.5 84.9 77.0 98.3 49.9 82.6 70.1 87.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,780: 13,780 13,630 0 0 0 0 0 0 0 0 0: 0 150
Old : 13,780: 13,780 13,630 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 28, 2014 :
: 1,630: 1,630 1,630 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 98.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 1.1
Old : 100.0: 100.0 98.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 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 : 21: 17 8 0 0 0 0 0 0 0 0 0:
Old : 21: 17 8 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 : 61.6 86.9 78.7 98.9 61.6 81.6 76.9 90.5
Old : 61.6 86.9 78.7 98.9 61.6 81.6 76.9 90.5
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,780: 19,500 18,975 0 1,160 595 50 50 0 0 0 0: 635 0
Old : 20,780: 19,500 18,975 0 1,160 595 50 50 0 0 0 0: 635 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 485: 635 485 0 0 0 0 0 0 -150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 91.3 0.0 5.6 2.9 0.2 0.2 0.0 0.0 0.0 0.0: 3.1 0.0
Old : 100.0: 93.8 91.3 0.0 5.6 2.9 0.2 0.2 0.0 0.0 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: 16 10 0 . . . . 0 0 0 0:
Old : 24: 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 : 69.2 80.6 86.3 98.6 59.7 80.3 76.3 86.6
Old : 69.2 80.6 86.3 98.6 59.7 80.3 76.3 86.6
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,855: 18,680 19,855 350 0 0 0 0 0 0 0 0: 825 0
Old : 19,855: 18,680 19,855 350 0 0 0 0 0 0 0 0: 825 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 200: 525 200 0 0 0 0 0 0 -325 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 100.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 0.0
Old : 100.0: 94.1 100.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.2 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 : 22: 19 9 . 0 0 0 0 0 0 0 0:
Old : 22: 19 9 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 95.4 77.5 99.7 58.8 89.7 72.8 89.7
Old : 63.2 95.4 77.5 99.7 58.8 89.7 72.8 89.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,083: 19,643 21,078 520 0 5 0 0 0 0 0 0: 915 0
Old : 21,083: 19,643 21,078 520 0 5 0 0 0 0 0 0: 915 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 150: 475 150 0 0 0 0 0 0 -325 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 100.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 4.3 0.0
Old : 100.0: 93.2 100.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 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 : 23: 21 9 . 0 . 0 0 0 0 0 0:
Old : 23: 21 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 : 62.3 94.3 75.9 99.7 58.5 88.7 71.9 89.6
Old : 62.3 94.3 75.9 99.7 58.5 88.7 71.9 89.6
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 114,110: 101,910 107,570 2,530 0 5,910 2,345 0 150 1,000 470 0: 265 10
Old : 114,110: 101,910 107,570 2,530 0 5,910 2,345 0 150 1,000 470 0: 265 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -85: -195 180 -225 0 25 50 0 0 50 -275 -25: 235 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 94.3 2.2 0.0 5.2 2.1 0.0 0.1 0.9 0.4 0.0: 0.2 0.0
Old : 100.0: 89.3 94.3 2.2 0.0 5.2 2.1 0.0 0.1 0.9 0.4 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 46: 29 32 4 0 . . 0 . . . 0:
Old : 46: 29 32 4 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 65.8 61.7 81.1 39.8 64.0 53.9 72.9
Old : 45.0 65.8 61.7 81.1 39.8 64.0 53.9 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 139,126: 124,600 132,346 3,460 50 5,675 4,370 275 250 650 530 0: 121 0
Old : 139,126: 124,600 132,346 3,460 50 5,675 4,370 275 250 650 530 0: 121 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 1,195: 1,255 1,320 -95 0 50 -25 -50 0 15 0 -125: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 95.1 2.5 0.0 4.1 3.1 0.2 0.2 0.5 0.4 0.0: 0.1 0.0
Old : 100.0: 89.6 95.1 2.5 0.0 4.1 3.1 0.2 0.2 0.5 0.4 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 : 56: 39 34 . . . . . . . . 0:
Old : 56: 39 34 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 62.1 56.2 81.0 32.7 56.0 48.2 69.2
Old : 38.2 62.1 56.2 81.0 32.7 56.0 48.2 69.2
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 166,784: 126,214 135,801 3,951 9,700 6,755 4,191 1,725 2,276 15,996 3,081 6,795: 606 653
Old : 166,784: 126,214 135,801 3,951 9,700 6,755 4,191 1,725 2,276 15,996 3,081 6,795: 606 653
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 2,668: 2,744 5,666 -403 -875 908 700 723 -220 -1,425 -4,091 852: -488 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.7 81.4 2.4 5.8 4.1 2.5 1.0 1.4 9.6 1.8 4.1: 0.4 0.4
Old : 100.0: 75.7 81.4 2.4 5.8 4.1 2.5 1.0 1.4 9.6 1.8 4.1: 0.4 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 : 59: 35 33 5 . 4 . . . 6 . 7:
Old : 59: 35 33 5 . 4 . . . 6 . 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 65.7 58.7 76.0 38.9 62.2 57.0 70.8
Old : 39.3 65.7 58.7 76.0 38.9 62.2 57.0 70.8
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 97,430: 78,251 85,795 9,325 2,670 5,560 1,554 0 895 910 1,720 790: 145 0
Old : 97,430: 78,251 85,795 9,325 2,670 5,560 1,554 0 895 910 1,720 790: 145 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 455: 1,741 -120 -340 70 340 59 0 0 -1,405 100 65: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 88.1 9.6 2.7 5.7 1.6 0.0 0.9 0.9 1.8 0.8: 0.1 0.0
Old : 100.0: 80.3 88.1 9.6 2.7 5.7 1.6 0.0 0.9 0.9 1.8 0.8: 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 : 48: 32 28 . . 4 . 0 . . . .:
Old : 48: 32 28 . . 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 73.9 65.9 83.6 44.4 72.3 61.2 79.1
Old : 47.4 73.9 65.9 83.6 44.4 72.3 61.2 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,110: 19,095 18,555 50 345 690 600 1,520 0 0 0 0: 675 0
Old : 21,110: 19,095 18,555 50 345 690 600 1,520 0 0 0 0: 675 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -85: -10 15 0 0 0 -25 0 0 0 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 87.9 0.2 1.6 3.3 2.8 7.2 0.0 0.0 0.0 0.0: 3.2 0.0
Old : 100.0: 90.5 87.9 0.2 1.6 3.3 2.8 7.2 0.0 0.0 0.0 0.0: 3.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 13 . . . . . 0 0 0 0:
Old : 29: 21 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 : 52.6 71.8 71.8 93.9 52.6 66.1 71.6 83.7
Old : 52.6 71.8 71.8 93.9 52.6 66.1 71.6 83.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 17,950 200 180 735 550 465 0 0 0 0: 500 0
Old : 19,330: 17,345 17,950 200 180 735 550 465 0 0 0 0: 500 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 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: 89.7 92.9 1.0 0.9 3.8 2.8 2.4 0.0 0.0 0.0 0.0: 2.6 0.0
Old : 100.0: 89.7 92.9 1.0 0.9 3.8 2.8 2.4 0.0 0.0 0.0 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 : 27: 19 12 . . . . . 0 0 0 0:
Old : 27: 19 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 : 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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,100: 6,860 7,265 155 0 1,230 220 0 90 0 0 0: 545 515
Old : 9,100: 6,860 7,265 155 0 1,230 220 0 90 0 0 0: 545 515
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 645: 645 645 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 79.8 1.7 0.0 13.5 2.4 0.0 1.0 0.0 0.0 0.0: 6.0 5.7
Old : 100.0: 75.4 79.8 1.7 0.0 13.5 2.4 0.0 1.0 0.0 0.0 0.0: 6.0 5.7
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 : 24: 15 16 . 0 . . 0 . 0 0 0:
Old : 24: 15 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 : 44.3 53.7 71.4 79.0 34.7 40.9 53.8 58.3
Old : 44.3 53.7 71.4 79.0 34.7 40.9 53.8 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,941: 16,696 17,868 627 102 1,366 156 0 164 732 0 146: 3,054 3,295
Old : 22,941: 16,696 17,868 627 102 1,366 156 0 164 732 0 146: 3,054 3,295
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -3,286: -2,386 -2,717 -223 -26 -78 16 0 -16 73 0 -73: -600 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 77.9 2.7 0.4 6.0 0.7 0.0 0.7 3.2 0.0 0.6: 13.3 14.4
Old : 100.0: 72.8 77.9 2.7 0.4 6.0 0.7 0.0 0.7 3.2 0.0 0.6: 13.3 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 21 . . . . 0 . . 0 .:
Old : 31: 22 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 42.8 60.5 65.2 14.7 20.7 21.1 25.8
Old : 39.2 42.8 60.5 65.2 14.7 20.7 21.1 25.8
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,338: 6,411 9,805 4,254 0 20 0 2,513 0 1,315 0 0: 338 0
Old : 12,338: 6,411 9,805 4,254 0 20 0 2,513 0 1,315 0 0: 338 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -1,758: -1,381 -1,841 -368 0 0 0 83 0 37 0 0: -46 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.0 79.5 34.5 0.0 0.2 0.0 20.4 0.0 10.7 0.0 0.0: 2.7 0.0
Old : 100.0: 52.0 79.5 34.5 0.0 0.2 0.0 20.4 0.0 10.7 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 : 71.6 79.6 89.2 95.3 71.4 79.6 86.5 93.7
Old : 71.6 79.6 89.2 95.3 71.4 79.6 86.5 93.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 236,803: 138,786 193,194 77,728 0 2,735 0 40,874 0 17,554 0 0: 0 0
Old : 236,803: 138,786 193,194 77,728 0 2,735 0 40,874 0 17,554 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -34,128: -30,520 -37,664 -7,144 0 0 0 3,536 0 3,536 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 81.6 32.8 0.0 1.2 0.0 17.3 0.0 7.4 0.0 0.0: 0.0 0.0
Old : 100.0: 58.6 81.6 32.8 0.0 1.2 0.0 17.3 0.0 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 : 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 : 64.5 83.0 85.4 93.5 61.3 83.0 82.1 93.3
Old : 64.5 83.0 85.4 93.5 61.3 83.0 82.1 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 84,283: 31,077 82,647 51,166 0 1,490 0 0 0 0 0 0: 550 146
Old : 84,283: 31,077 82,647 51,166 0 1,490 0 0 0 0 0 0: 550 146
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -2,875: -1,679 -2,852 -1,173 0 0 0 0 0 0 0 0: -23 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 98.1 60.7 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.2
Old : 100.0: 36.9 98.1 60.7 0.0 1.8 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 : 84.9 84.8 97.5 93.4 81.0 78.2 86.5 84.4
Old : 84.9 84.8 97.5 93.4 81.0 78.2 86.5 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,451,324: 491,015 1,424,118 933,103 0 27,206 0 0 0 0 0 0: 0 0
Old : 1,451,324: 491,015 1,424,118 933,103 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 28, 2014 :
: -34,216: -22,184 -34,216 -12,032 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 98.1 64.3 0.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 33.8 98.1 64.3 0.0 1.9 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 : 87.4 84.3 98.0 92.4 83.2 77.4 88.1 83.9
Old : 87.4 84.3 98.0 92.4 83.2 77.4 88.1 83.9
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 150,164: 137,019 83,290 1,283 56,753 4,411 4,255 0 3,155 0 2,514 41: 0 0
Old : 150,164: 137,019 83,290 1,283 56,753 4,411 4,255 0 3,155 0 2,514 41: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -5,980: -5,129 -4,324 -253 -1,311 0 -230 0 -345 0 23 -23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 55.5 0.9 37.8 2.9 2.8 0.0 2.1 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 91.2 55.5 0.9 37.8 2.9 2.8 0.0 2.1 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.0 65.8 78.6 80.2 33.9 44.0 49.7 51.1
Old : 58.0 65.8 78.6 80.2 33.9 44.0 49.7 51.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,090,484: 2,658,081 1,327,108 174,656 1,198,527 256,129 0 308,720 0 1,618 0 0: -0 -0
Old : 3,090,484: 2,658,081 1,327,108 174,656 1,198,527 256,129 0 308,720 0 1,618 0 0: -0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -51,838: -42,062 -51,838 -3,008 6,016 -6,016 0 0 0 -752 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 42.9 5.7 38.8 8.3 0.0 10.0 0.0 0.1 0.0 0.0: -0.0 -0.0
Old : 100.0: 86.0 42.9 5.7 38.8 8.3 0.0 10.0 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 : 71.6 81.5 89.3 93.4 49.1 56.9 61.4 64.9
Old : 71.6 81.5 89.3 93.4 49.1 56.9 61.4 64.9
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 36,219: 29,820 32,058 0 756 2,569 2,994 0 836 0 0 0: 0 0
Old : 36,219: 29,820 32,058 0 756 2,569 2,994 0 836 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 28, 2014 :
: -3,956: -3,128 -3,450 -72 756 -756 506 0 -506 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 88.5 0.0 2.1 7.1 8.3 0.0 2.3 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 82.3 88.5 0.0 2.1 7.1 8.3 0.0 2.3 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 46.6 80.9 74.3 95.8 44.2 64.7 65.3 71.8
Old : 46.6 80.9 74.3 95.8 44.2 64.7 65.3 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,737: 53,397 47,634 0 5,390 6,362 0 147 4,098 744 0 41: 95 1,065
Old : 64,737: 53,397 47,634 0 5,390 6,362 0 147 4,098 744 0 41: 95 1,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -4,531: -4,255 -1,426 0 -2,875 0 0 -5 -230 0 0 0: -46 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 73.6 0.0 8.3 9.8 0.0 0.2 6.3 1.1 0.0 0.1: 0.1 1.6
Old : 100.0: 82.5 73.6 0.0 8.3 9.8 0.0 0.2 6.3 1.1 0.0 0.1: 0.1 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 : 28: 19 16 0 . . 0 . . . 0 .:
Old : 28: 19 16 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 73.8 80.8 91.0 49.4 55.4 59.9 64.3
Old : 55.6 73.8 80.8 91.0 49.4 55.4 59.9 64.3
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,194: 27,926 32,938 3,319 533 2,414 0 0 0 2,267 0 2,268: 0 41
Old : 38,194: 27,926 32,938 3,319 533 2,414 0 0 0 2,267 0 2,268: 0 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -1,794: -1,610 -1,265 138 -299 -207 0 0 0 -115 0 0: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 86.2 8.7 1.4 6.3 0.0 0.0 0.0 5.9 0.0 5.9: 0.0 0.1
Old : 100.0: 73.1 86.2 8.7 1.4 6.3 0.0 0.0 0.0 5.9 0.0 5.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.3 61.0 85.4 85.0 47.0 41.3 57.8 55.9
Old : 58.3 61.0 85.4 85.0 47.0 41.3 57.8 55.9
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,117: 20,541 21,055 2,647 2,092 929 0 0 0 0 0 0: 0 41
Old : 24,117: 20,541 21,055 2,647 2,092 929 0 0 0 0 0 0: 0 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -3,243: -3,243 -1,541 92 -207 -92 0 0 0 0 -1,380 0: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 87.3 11.0 8.7 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.2
Old : 100.0: 85.2 87.3 11.0 8.7 3.9 0.0 0.0 0.0 0.0 0.0 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 : 24: 16 10 . . . 0 0 0 0 0 0:
Old : 24: 16 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 : 56.5 68.0 77.9 96.9 56.5 62.8 75.4 88.5
Old : 56.5 68.0 77.9 96.9 56.5 62.8 75.4 88.5
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 275,579: 242,551 231,121 0 12,888 0 9,548 0 23,480 0 8,090 0: 0 0
Old : 275,579: 242,551 231,121 0 12,888 0 9,548 0 23,480 0 8,090 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -29,328: -24,816 -25,568 0 0 0 -4,512 0 0 0 -3,760 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 83.9 0.0 4.7 0.0 3.5 0.0 8.5 0.0 2.9 0.0: 0.0 0.0
Old : 100.0: 88.0 83.9 0.0 4.7 0.0 3.5 0.0 8.5 0.0 2.9 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 : 21: 12 12 0 . 0 . 0 . 0 . 0:
Old : 21: 12 12 0 . 0 . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 74.8 93.1 89.2 62.9 65.9 77.4 74.7
Old : 71.2 74.8 93.1 89.2 62.9 65.9 77.4 74.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 702,995: 376,815 512,472 134,721 109,350 73,083 110,286 0 8,090 0 0 0: 0 0
Old : 702,995: 376,815 512,472 134,721 109,350 73,083 110,286 0 8,090 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 28, 2014 :
: -47,000: -42,864 -39,480 3,384 3,760 -7,520 3,760 0 -3,760 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 72.9 19.2 15.6 10.4 15.7 0.0 1.2 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.6 72.9 19.2 15.6 10.4 15.7 0.0 1.2 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 : 69.8 66.2 91.7 81.0 56.3 52.0 68.3 63.5
Old : 69.8 66.2 91.7 81.0 56.3 52.0 68.3 63.5
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,616,121: 1,000,840 1,021,856 133,256 299,680 223,265 171,050 0 70,560 16,390 0 760: 0 0
Old : 1,616,121: 1,000,840 1,021,856 133,256 299,680 223,265 171,050 0 70,560 16,390 0 760: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -38,352: -34,216 -36,096 1,880 -376 -1,880 -3,760 0 0 -376 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 63.2 8.2 18.5 13.8 10.6 0.0 4.4 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.9 63.2 8.2 18.5 13.8 10.6 0.0 4.4 1.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 58.0 81.7 83.6 95.3 49.2 66.8 63.2 72.1
Old : 58.0 81.7 83.6 95.3 49.2 66.8 63.2 72.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 577,266: 335,463 537,908 8,329 23,478 15,880 0 0 0 217,594 0 0: 0 0
Old : 577,266: 335,463 537,908 8,329 23,478 15,880 0 0 0 217,594 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: -24,064: -16,920 -18,800 2,632 -2,256 -3,008 0 0 0 -6,768 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 93.2 1.4 4.1 2.8 0.0 0.0 0.0 37.7 0.0 0.0: 0.0 0.0
Old : 100.0: 58.1 93.2 1.4 4.1 2.8 0.0 0.0 0.0 37.7 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 77.5 65.0 91.7 89.1 67.0 60.6 78.7 75.8
Old : 77.5 65.0 91.7 89.1 67.0 60.6 78.7 75.8
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 365,982: 311,252 310,363 51,494 52,383 3,236 0 0 0 0 0 0: 0 0
Old : 365,982: 311,252 310,363 51,494 52,383 3,236 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 28, 2014 :
: -20,304: -16,544 -16,168 -2,256 -2,632 -1,504 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 84.8 14.1 14.3 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 85.0 84.8 14.1 14.3 0.9 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 : 64.3 76.9 92.1 93.6 60.1 69.1 83.8 84.7
Old : 64.3 76.9 92.1 93.6 60.1 69.1 83.8 84.7
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,682: 15,002 15,047 0 0 0 0 150 0 570 0 0: 110 485
Old : 15,682: 15,002 15,047 0 0 0 0 150 0 570 0 0: 110 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 215: -85 215 0 0 0 0 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 96.0 0.0 0.0 0.0 0.0 1.0 0.0 3.6 0.0 0.0: 0.7 3.1
Old : 100.0: 95.7 96.0 0.0 0.0 0.0 0.0 1.0 0.0 3.6 0.0 0.0: 0.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 71.0 70.1 89.8 95.6 71.0 66.7 85.0 86.3
Old : 71.0 70.1 89.8 95.6 71.0 66.7 85.0 86.3
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,376: 13,184 19,366 3,555 0 1,800 220 0 0 2,432 0 0: 1,185 1,210
Old : 22,376: 13,184 19,366 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 28, 2014 :
: 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 86.5 15.9 0.0 8.0 1.0 0.0 0.0 10.9 0.0 0.0: 5.3 5.4
Old : 100.0: 58.9 86.5 15.9 0.0 8.0 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 : 67.7 52.1 87.4 80.5 58.5 52.1 78.1 76.8
Old : 67.7 52.1 87.4 80.5 58.5 52.1 78.1 76.8
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,645: 11,496 17,005 2,970 0 1,650 220 0 0 2,400 0 0: 909 990
Old : 19,645: 11,496 17,005 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 28, 2014 :
: 120: 120 120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.5 86.6 15.1 0.0 8.4 1.1 0.0 0.0 12.2 0.0 0.0: 4.6 5.0
Old : 100.0: 58.5 86.6 15.1 0.0 8.4 1.1 0.0 0.0 12.2 0.0 0.0: 4.6 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 80.2 51.3 93.0 81.0 71.2 51.3 82.0 74.0
Old : 80.2 51.3 93.0 81.0 71.2 51.3 82.0 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,658: 20,916 20,713 0 2,425 710 1,100 130 20 1,438 770 810: 664 80
Old : 25,658: 20,916 20,713 0 2,425 710 1,100 130 20 1,438 770 810: 664 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 405: 2,908 1,445 0 90 0 0 0 0 -1,950 -730 -320: -233 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 80.7 0.0 9.5 2.8 4.3 0.5 0.1 5.6 3.0 3.2: 2.6 0.3
Old : 100.0: 81.5 80.7 0.0 9.5 2.8 4.3 0.5 0.1 5.6 3.0 3.2: 2.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 19 0 . . . . . . . .:
Old : 32: 22 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 : 64.5 53.1 78.2 76.1 54.0 48.7 64.3 64.3
Old : 64.5 53.1 78.2 76.1 54.0 48.7 64.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,791: 10,567 14,704 1,798 2,700 340 555 0 0 3,945 0 35: 551 12
Old : 17,791: 10,567 14,704 1,798 2,700 340 555 0 0 3,945 0 35: 551 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 51: 35 761 0 0 0 0 0 0 0 -610 -40: 56 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 82.6 10.1 15.2 1.9 3.1 0.0 0.0 22.2 0.0 0.2: 3.1 0.1
Old : 100.0: 59.4 82.6 10.1 15.2 1.9 3.1 0.0 0.0 22.2 0.0 0.2: 3.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 18 . . . . 0 0 . 0 .:
Old : 27: 17 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 : 71.3 52.9 85.6 74.8 56.9 43.0 68.8 58.1
Old : 71.3 52.9 85.6 74.8 56.9 43.0 68.8 58.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,918: 18,547 12,460 574 5,867 66 0 1,320 115 0 0 0: 616 90
Old : 19,918: 18,547 12,460 574 5,867 66 0 1,320 115 0 0 0: 616 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 291: 1,731 2,201 0 130 0 -5 50 -20 0 -795 -1,275: -140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 62.6 2.9 29.5 0.3 0.0 6.6 0.6 0.0 0.0 0.0: 3.1 0.5
Old : 100.0: 93.1 62.6 2.9 29.5 0.3 0.0 6.6 0.6 0.0 0.0 0.0: 3.1 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 : 34: 26 20 . . . 0 . . 0 0 0:
Old : 34: 26 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 : 42.5 51.2 64.0 78.2 41.3 46.7 55.9 68.1
Old : 42.5 51.2 64.0 78.2 41.3 46.7 55.9 68.1
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,224: 15,484 11,373 0 3,977 204 185 555 105 0 0 0: 246 10
Old : 16,224: 15,484 11,373 0 3,977 204 185 555 105 0 0 0: 246 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 222: 22 969 0 50 0 80 0 0 0 -797 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 70.1 0.0 24.5 1.3 1.1 3.4 0.6 0.0 0.0 0.0: 1.5 0.1
Old : 100.0: 95.4 70.1 0.0 24.5 1.3 1.1 3.4 0.6 0.0 0.0 0.0: 1.5 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 : 32: 22 18 0 . . . . . 0 0 0:
Old : 32: 22 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 : 55.0 45.5 71.5 70.1 51.1 40.4 65.0 63.5
Old : 55.0 45.5 71.5 70.1 51.1 40.4 65.0 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,307: 8,968 9,602 1,510 910 375 0 75 0 0 0 0: 454 345
Old : 11,307: 8,968 9,602 1,510 910 375 0 75 0 0 0 0: 454 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 0: 0 650 0 0 0 0 0 0 0 -675 0: 0 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 84.9 13.4 8.0 3.3 0.0 0.7 0.0 0.0 0.0 0.0: 4.0 3.1
Old : 100.0: 79.3 84.9 13.4 8.0 3.3 0.0 0.7 0.0 0.0 0.0 0.0: 4.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 12 . . . 0 . 0 0 0 0:
Old : 21: 10 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 : 55.6 64.9 84.0 87.5 54.7 64.4 82.0 85.6
Old : 55.6 64.9 84.0 87.5 54.7 64.4 82.0 85.6
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,390: 9,975 7,345 850 750 245 0 1,945 280 0 825 0: 40 0
Old : 11,390: 9,975 7,345 850 750 245 0 1,945 280 0 825 0: 40 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 125: 1,275 125 0 550 -550 0 0 0 -600 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 64.5 7.5 6.6 2.2 0.0 17.1 2.5 0.0 7.2 0.0: 0.4 0.0
Old : 100.0: 87.6 64.5 7.5 6.6 2.2 0.0 17.1 2.5 0.0 7.2 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 : 30: 20 18 . . . 0 . . 0 . 0:
Old : 30: 20 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 : 42.1 45.2 63.8 68.2 40.8 35.2 61.1 54.3
Old : 42.1 45.2 63.8 68.2 40.8 35.2 61.1 54.3
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,664: 6,874 7,559 0 365 0 820 0 430 0 200 0: 540 110
Old : 8,664: 6,874 7,559 0 365 0 820 0 430 0 200 0: 540 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 35: 935 35 0 0 0 0 0 0 -900 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 87.2 0.0 4.2 0.0 9.5 0.0 5.0 0.0 2.3 0.0: 6.2 1.3
Old : 100.0: 79.3 87.2 0.0 4.2 0.0 9.5 0.0 5.0 0.0 2.3 0.0: 6.2 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: 16 13 0 . 0 . 0 . 0 . 0:
Old : 21: 16 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 : 55.5 67.1 81.2 88.1 46.6 59.4 66.1 73.4
Old : 55.5 67.1 81.2 88.1 46.6 59.4 66.1 73.4
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 64,859: 59,926 56,597 0 3,470 2,125 50 0 0 0 0 0: 2,758 2,667
Old : 64,859: 59,926 56,597 0 3,470 2,125 50 0 0 0 0 0: 2,758 2,667
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 2,425: 360 1,860 0 0 290 0 0 0 0 -1,500 0: 1,775 1,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 87.3 0.0 5.4 3.3 0.1 0.0 0.0 0.0 0.0 0.0: 4.3 4.1
Old : 100.0: 92.4 87.3 0.0 5.4 3.3 0.1 0.0 0.0 0.0 0.0 0.0: 4.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 15 20 0 . . . 0 0 0 0 0:
Old : 28: 15 20 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 75.4 90.5 88.2 80.6 71.9 84.6 80.2
Old : 80.6 75.4 90.5 88.2 80.6 71.9 84.6 80.2
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 61,622: 57,312 53,165 0 3,745 2,000 0 0 0 0 0 0: 2,310 2,712
Old : 61,622: 57,312 53,165 0 3,745 2,000 0 0 0 0 0 0: 2,310 2,712
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 2,450: 360 1,860 0 0 290 0 0 0 0 -1,500 0: 1,800 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 86.3 0.0 6.1 3.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.4
Old : 100.0: 93.0 86.3 0.0 6.1 3.2 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 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 : 26: 16 19 0 . . 0 0 0 0 0 0:
Old : 26: 16 19 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 : 83.0 77.1 91.3 88.8 81.5 73.2 85.1 80.5
Old : 83.0 77.1 91.3 88.8 81.5 73.2 85.1 80.5
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 28, 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: 84.1 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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 8,210 0 1,480 0 0 240 50 0 0 0: 90 35
Old : 10,015: 9,875 8,210 0 1,480 0 0 240 50 0 0 0: 90 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 0: 0 350 0 0 0 0 0 0 0 -350 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.6 82.0 0.0 14.8 0.0 0.0 2.4 0.5 0.0 0.0 0.0: 0.9 0.3
Old : 100.0: 98.6 82.0 0.0 14.8 0.0 0.0 2.4 0.5 0.0 0.0 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 11 0 . 0 0 . . 0 0 0:
Old : 20: 12 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 : 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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,606: 15,560 12,925 0 0 600 150 1,210 0 0 1,695 96: 200 80
Old : 16,606: 15,560 12,925 0 0 600 150 1,210 0 0 1,695 96: 200 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 1,004: 1,000 1,350 0 0 0 50 100 0 0 -400 -46: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 77.8 0.0 0.0 3.6 0.9 7.3 0.0 0.0 10.2 0.6: 1.2 0.5
Old : 100.0: 93.7 77.8 0.0 0.0 3.6 0.9 7.3 0.0 0.0 10.2 0.6: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 16 10 0 0 . . . 0 0 . .:
Old : 24: 16 10 0 0 . . . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 63.4 81.7 90.2 51.3 54.0 67.4 74.6
Old : 58.3 63.4 81.7 90.2 51.3 54.0 67.4 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,125: 13,815 11,805 325 0 275 200 925 0 0 2,120 0: 510 0
Old : 15,125: 13,815 11,805 325 0 275 200 925 0 0 2,120 0: 510 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 78.0 2.1 0.0 1.8 1.3 6.1 0.0 0.0 14.0 0.0: 3.4 0.0
Old : 100.0: 91.3 78.0 2.1 0.0 1.8 1.3 6.1 0.0 0.0 14.0 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 8 . 0 . . . 0 0 . 0:
Old : 20: 12 8 . 0 . . . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 65.2 86.0 92.2 52.3 55.1 68.3 75.5
Old : 60.1 65.2 86.0 92.2 52.3 55.1 68.3 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,386: 21,811 18,886 0 0 0 1,245 4,045 0 0 370 0: 330 85
Old : 23,386: 21,811 18,886 0 0 0 1,245 4,045 0 0 370 0: 330 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 202: 587 147 0 0 0 0 75 0 0 80 -100: -285 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 80.8 0.0 0.0 0.0 5.3 17.3 0.0 0.0 1.6 0.0: 1.4 0.4
Old : 100.0: 93.3 80.8 0.0 0.0 0.0 5.3 17.3 0.0 0.0 1.6 0.0: 1.4 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 : 25: 16 14 0 0 0 . . 0 0 . 0:
Old : 25: 16 14 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 : 67.9 85.9 88.4 96.4 67.7 82.0 86.6 91.4
Old : 67.9 85.9 88.4 96.4 67.7 82.0 86.6 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 59,842: 44,678 53,603 2,130 175 1,365 5,425 1,395 0 2,310 0 409: 3,525 2,895
Old : 59,842: 44,678 53,603 2,130 175 1,365 5,425 1,395 0 2,310 0 409: 3,525 2,895
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 490: 705 1,960 0 0 0 175 50 0 -20 -550 -650: 280 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 89.6 3.6 0.3 2.3 9.1 2.3 0.0 3.9 0.0 0.7: 5.9 4.8
Old : 100.0: 74.7 89.6 3.6 0.3 2.3 9.1 2.3 0.0 3.9 0.0 0.7: 5.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 21 . . . . . 0 . 0 .:
Old : 32: 20 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 : 51.2 50.4 72.1 71.6 49.5 49.4 64.6 66.8
Old : 51.2 50.4 72.1 71.6 49.5 49.4 64.6 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,398: 36,553 48,733 2,280 100 1,150 6,090 350 0 3,660 0 0: 2,665 2,065
Old : 52,398: 36,553 48,733 2,280 100 1,150 6,090 350 0 3,660 0 0: 2,665 2,065
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 2,040: 1,355 3,255 0 0 0 0 250 0 600 -950 -300: 385 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.8 93.0 4.4 0.2 2.2 11.6 0.7 0.0 7.0 0.0 0.0: 5.1 3.9
Old : 100.0: 69.8 93.0 4.4 0.2 2.2 11.6 0.7 0.0 7.0 0.0 0.0: 5.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 20 . . . . . 0 . 0 0:
Old : 32: 19 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 : 55.6 50.7 78.3 73.5 54.0 50.3 70.0 69.3
Old : 55.6 50.7 78.3 73.5 54.0 50.3 70.0 69.3
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 27,465 24,975 300 685 885 0 5,000 0 3,175 975 0: 2,430 1,735
Old : 34,255: 27,465 24,975 300 685 885 0 5,000 0 3,175 975 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 28, 2014 :
: 0: 475 0 0 0 0 0 0 0 -475 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 72.9 0.9 2.0 2.6 0.0 14.6 0.0 9.3 2.8 0.0: 7.1 5.1
Old : 100.0: 80.2 72.9 0.9 2.0 2.6 0.0 14.6 0.0 9.3 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: 18 20 . . . 0 . 0 . . 0:
Old : 28: 18 20 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 48.7 77.6 69.2 55.7 39.2 60.9 52.2
Old : 57.1 48.7 77.6 69.2 55.7 39.2 60.9 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 29,450 1,380 0 495 0 0 1,050 800 0 0: 635 145
Old : 31,140: 26,780 29,450 1,380 0 495 0 0 1,050 800 0 0: 635 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 0: 0 600 0 0 0 0 0 0 0 -600 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 94.6 4.4 0.0 1.6 0.0 0.0 3.4 2.6 0.0 0.0: 2.0 0.5
Old : 100.0: 86.0 94.6 4.4 0.0 1.6 0.0 0.0 3.4 2.6 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 : 29: 19 18 . 0 . 0 0 . . 0 0:
Old : 29: 19 18 . 0 . 0 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 9,540 19,110 1,200 600 600 0 3,030 870 12,300 600 0: 315 15
Old : 24,825: 9,540 19,110 1,200 600 600 0 3,030 870 12,300 600 0: 315 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 0: 1,200 0 0 0 0 0 0 0 -1,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 77.0 4.8 2.4 2.4 0.0 12.2 3.5 49.5 2.4 0.0: 1.3 0.1
Old : 100.0: 38.4 77.0 4.8 2.4 2.4 0.0 12.2 3.5 49.5 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: 12 14 . . . 0 . . . . 0:
Old : 22: 12 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 89.4 70.6 54.6 78.7 71.9
Old : 71.0 66.1 86.5 89.4 70.6 54.6 78.7 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 19,910 20,400 0 1,840 3,365 2,500 0 450 3,310 3,300 23: 1,690 1,870
Old : 31,248: 19,910 20,400 0 1,840 3,365 2,500 0 450 3,310 3,300 23: 1,690 1,870
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 0: -200 1,475 0 -600 600 0 0 0 0 -1,675 0: -400 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 65.3 0.0 5.9 10.8 8.0 0.0 1.4 10.6 10.6 0.1: 5.4 6.0
Old : 100.0: 63.7 65.3 0.0 5.9 10.8 8.0 0.0 1.4 10.6 10.6 0.1: 5.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 20 0 . . . 0 . . . .:
Old : 32: 20 20 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 48.1 74.9 66.9 47.3 38.7 64.2 54.9
Old : 51.9 48.1 74.9 66.9 47.3 38.7 64.2 54.9
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 19,100 17,250 450 2,000 1,390 175 0 650 0 124 336: 1,614 1,965
Old : 23,715: 19,100 17,250 450 2,000 1,390 175 0 650 0 124 336: 1,614 1,965
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 0: -100 500 0 -600 600 0 0 0 0 -600 0: -500 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 72.7 1.9 8.4 5.9 0.7 0.0 2.7 0.0 0.5 1.4: 6.8 8.3
Old : 100.0: 80.5 72.7 1.9 8.4 5.9 0.7 0.0 2.7 0.0 0.5 1.4: 6.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 18 . . . . 0 . 0 . .:
Old : 27: 18 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 : 48.2 38.8 68.3 63.7 33.4 29.3 44.3 44.3
Old : 48.2 38.8 68.3 63.7 33.4 29.3 44.3 44.3
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, November 4, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,510: 27,485 26,595 0 1,730 135 0 50 0 0 0 0: 890 0
Old : 28,510: 27,485 26,595 0 1,730 135 0 50 0 0 0 0: 890 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2014 :
: 795: 1,260 2,460 0 -600 135 0 0 0 -600 0 0: 0 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 93.3 0.0 6.1 0.5 0.0 0.2 0.0 0.0 0.0 0.0: 3.1 0.0
Old : 100.0: 96.4 93.3 0.0 6.1 0.5 0.0 0.2 0.0 0.0 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 : 20: 13 7 0 . . 0 . 0 0 0 0:
Old : 20: 13 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 : 70.7 85.1 89.4 99.8 70.7 84.7 89.4 98.1
Old : 70.7 85.1 89.4 99.8 70.7 84.7 89.4 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2014