COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 90,271: 19,121 31,353 1,352 6,943 2,696 6,631 6,881 1,651 50,212 32,204 7,304: 1,304 1,239
Old : 90,271: 19,121 31,353 1,352 6,943 2,696 6,631 6,881 1,651 50,212 32,204 7,304: 1,304 1,239
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 566: 383 1,593 0 -1,815 -400 -165 1,470 79 347 -358 197: 125 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 34.7 1.5 7.7 3.0 7.3 7.6 1.8 55.6 35.7 8.1: 1.4 1.4
Old : 100.0: 21.2 34.7 1.5 7.7 3.0 7.3 7.6 1.8 55.6 35.7 8.1: 1.4 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 : 53: 16 15 . . 4 . . . 17 11 19:
Old : 53: 16 15 . . 4 . . . 17 11 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 : 43.6 34.6 62.1 55.6 41.7 31.1 57.1 49.8
Old : 43.6 34.6 62.1 55.6 41.7 31.1 57.1 49.8
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,155: 12,535 5,795 1,346 2,106 1,261 7,604 150 1,027 11,057 23,861 2,650: 675 1,305
Old : 38,155: 12,535 5,795 1,346 2,106 1,261 7,604 150 1,027 11,057 23,861 2,650: 675 1,305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 897: -5 40 -2 928 37 780 0 55 45 -475 -23: 10 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 15.2 3.5 5.5 3.3 19.9 0.4 2.7 29.0 62.5 6.9: 1.8 3.4
Old : 100.0: 32.9 15.2 3.5 5.5 3.3 19.9 0.4 2.7 29.0 62.5 6.9: 1.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 9 9 . . . 4 . . 9 13 14:
Old : 42: 9 9 . . . 4 . . 9 13 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 43.5 70.1 66.4 47.2 41.6 66.0 62.6
Old : 48.4 43.5 70.1 66.4 47.2 41.6 66.0 62.6
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,275: 70 206 151 0 102 11 254 75 532 305 334: -0 -0
Old : 1,275: 70 206 151 0 102 11 254 75 532 305 334: -0 -0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -24: -6 -11 -11 0 -8 -3 4 0 2 -12 1: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 16.1 11.8 0.0 8.0 0.9 19.9 5.9 41.7 23.9 26.2: -0.0 -0.0
Old : 100.0: 5.5 16.1 11.8 0.0 8.0 0.9 19.9 5.9 41.7 23.9 26.2: -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 : 23: 4 . . 0 . . . . 8 5 9:
Old : 23: 4 . . 0 . . . . 8 5 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 74.8 90.0 93.6 44.8 55.0 57.1 59.4
Old : 73.3 74.8 90.0 93.6 44.8 55.0 57.1 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 149,763: 98,781 105,627 2,081 3,183 13,759 6,723 5,557 4,803 10,307 3,871 12,255: 1,054 708
Old : 149,763: 98,781 105,627 2,081 3,183 13,759 6,723 5,557 4,803 10,307 3,871 12,255: 1,054 708
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,272: 1,835 1,581 -141 9 -879 461 623 -91 -339 -482 486: -61 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 70.5 1.4 2.1 9.2 4.5 3.7 3.2 6.9 2.6 8.2: 0.7 0.5
Old : 100.0: 66.0 70.5 1.4 2.1 9.2 4.5 3.7 3.2 6.9 2.6 8.2: 0.7 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 : 78: 48 48 . 4 4 4 4 7 6 6 11:
Old : 78: 48 48 . 4 4 4 4 7 6 6 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 : 35.0 25.2 55.2 42.3 25.5 15.3 37.0 27.2
Old : 35.0 25.2 55.2 42.3 25.5 15.3 37.0 27.2
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 41,449: 24,669 35,140 11,377 2,221 725 1,806 90 2,324 242 539 282: 24 128
Old : 41,449: 24,669 35,140 11,377 2,221 725 1,806 90 2,324 242 539 282: 24 128
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 394: 511 224 606 0 153 -1,287 64 183 242 -320 -14: 0 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 84.8 27.4 5.4 1.7 4.4 0.2 5.6 0.6 1.3 0.7: 0.1 0.3
Old : 100.0: 59.5 84.8 27.4 5.4 1.7 4.4 0.2 5.6 0.6 1.3 0.7: 0.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 20 . . . . . . . . .:
Old : 34: 22 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 49.4 76.4 71.9 45.2 41.9 61.0 58.8
Old : 54.9 49.4 76.4 71.9 45.2 41.9 61.0 58.8
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 344,011: 220,895 291,033 67,276 17,142 6,966 28,136 0 20,738 0 8,132 0: 0 0
Old : 344,011: 220,895 291,033 67,276 17,142 6,966 28,136 0 20,738 0 8,132 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 6,317: 4,645 633 3,216 0 -2,512 904 0 64 0 8,132 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.2 84.6 19.6 5.0 2.0 8.2 0.0 6.0 0.0 2.4 0.0: 0.0 0.0
Old : 100.0: 64.2 84.6 19.6 5.0 2.0 8.2 0.0 6.0 0.0 2.4 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: 17 19 . . . . 0 . 0 . 0:
Old : 29: 17 19 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 60.9 90.8 83.8 57.8 56.3 80.0 75.4
Old : 64.0 60.9 90.8 83.8 57.8 56.3 80.0 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,444,037: 1,165,039 1,245,723 113,250 30,068 90,919 784 12,494 22,283 15,824 6,611 35,939: -0 0
Old : 1,444,037: 1,165,039 1,245,723 113,250 30,068 90,919 784 12,494 22,283 15,824 6,611 35,939: -0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 37,675: 42,788 34,130 -15,985 -391 9,352 0 -4,336 0 -392 -2,992 1,912: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 86.3 7.8 2.1 6.3 0.1 0.9 1.5 1.1 0.5 2.5: -0.0 0.0
Old : 100.0: 80.7 86.3 7.8 2.1 6.3 0.1 0.9 1.5 1.1 0.5 2.5: -0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 35 37 4 . 4 . . . 4 . 5:
Old : 59: 35 37 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 : 45.7 34.2 64.5 53.7 27.1 22.4 36.8 32.1
Old : 45.7 34.2 64.5 53.7 27.1 22.4 36.8 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,506: 40,483 37,185 381 4,884 2,762 1,516 234 5,145 839 892 358: 22 46
Old : 51,506: 40,483 37,185 381 4,884 2,762 1,516 234 5,145 839 892 358: 22 46
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 978: 716 1,601 112 7 10 939 -178 -437 -338 0 -26: 2 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 72.2 0.7 9.5 5.4 2.9 0.5 10.0 1.6 1.7 0.7: 0.0 0.1
Old : 100.0: 78.6 72.2 0.7 9.5 5.4 2.9 0.5 10.0 1.6 1.7 0.7: 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 : 33: 19 20 . . . . . . . . .:
Old : 33: 19 20 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 54.5 77.5 80.7 41.6 49.6 52.6 61.0
Old : 54.6 54.5 77.5 80.7 41.6 49.6 52.6 61.0
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 268,397: 196,690 191,710 59,743 20,586 943 656 45,745 8,461 1,289 337 615: 0 0
Old : 268,397: 196,690 191,710 59,743 20,586 943 656 45,745 8,461 1,289 337 615: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -3,779: 631 4,159 -7,257 0 943 0 -8,553 0 1,289 -943 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 71.4 22.3 7.7 0.4 0.2 17.0 3.2 0.5 0.1 0.2: 0.0 0.0
Old : 100.0: 73.3 71.4 22.3 7.7 0.4 0.2 17.0 3.2 0.5 0.1 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 : 28: 14 14 . . . . . . . . .:
Old : 28: 14 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 58.9 87.0 87.2 57.1 46.5 72.9 69.3
Old : 66.0 58.9 87.0 87.2 57.1 46.5 72.9 69.3
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 607,943: 520,179 491,943 809 55,675 30,871 35,708 0 9,262 1,945 11,023 9,169: 0 0
Old : 607,943: 520,179 491,943 809 55,675 30,871 35,708 0 9,262 1,945 11,023 9,169: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -1,483: 7,821 -723 0 -760 0 -4,744 0 0 0 4,560 -4,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 80.9 0.1 9.2 5.1 5.9 0.0 1.5 0.3 1.8 1.5: 0.0 0.0
Old : 100.0: 85.6 80.9 0.1 9.2 5.1 5.9 0.0 1.5 0.3 1.8 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 25 25 . . . . 0 . . . .:
Old : 41: 25 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 48.3 72.1 67.1 33.2 37.7 52.2 51.4
Old : 46.3 48.3 72.1 67.1 33.2 37.7 52.2 51.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 51,290: 39,516 40,951 2,727 1,104 756 4,094 0 1,075 1,115 5,853 1,318: 689 233
Old : 51,290: 39,516 40,951 2,727 1,104 756 4,094 0 1,075 1,115 5,853 1,318: 689 233
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -174: 1,454 696 -1,145 0 88 -261 0 63 -126 -432 -78: -169 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 79.8 5.3 2.2 1.5 8.0 0.0 2.1 2.2 11.4 2.6: 1.3 0.5
Old : 100.0: 77.0 79.8 5.3 2.2 1.5 8.0 0.0 2.1 2.2 11.4 2.6: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 25 26 . . . . 0 . . . .:
Old : 37: 25 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 : 43.0 58.2 66.0 71.2 34.7 55.9 52.0 64.4
Old : 43.0 58.2 66.0 71.2 34.7 55.9 52.0 64.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 45,176: 33,607 44,635 9,810 0 70 500 0 0 0 0 0: 1,189 471
Old : 45,176: 33,607 44,635 9,810 0 70 500 0 0 0 0 0: 1,189 471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 95: 130 95 -100 0 0 0 0 0 0 0 0: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 98.8 21.7 0.0 0.2 1.1 0.0 0.0 0.0 0.0 0.0: 2.6 1.0
Old : 100.0: 74.4 98.8 21.7 0.0 0.2 1.1 0.0 0.0 0.0 0.0 0.0: 2.6 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 : 33: 21 19 . 0 . . 0 0 0 0 0:
Old : 33: 21 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 : 55.5 82.7 76.1 93.4 54.9 79.8 74.0 88.0
Old : 55.5 82.7 76.1 93.4 54.9 79.8 74.0 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :16 mwh :
: : Positions :
All : 5,250: 4,550 4,500 300 50 0 0 250 50 0 0 0: 350 400
Old : 5,250: 4,550 4,500 300 50 0 0 250 50 0 0 0: 350 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 85.7 5.7 1.0 0.0 0.0 4.8 1.0 0.0 0.0 0.0: 6.7 7.6
Old : 100.0: 86.7 85.7 5.7 1.0 0.0 0.0 4.8 1.0 0.0 0.0 0.0: 6.7 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 14 . . 0 0 . . 0 0 0:
Old : 24: 11 14 . . 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 63.8 86.7 80.0 59.0 59.0 81.0 72.4
Old : 59.0 63.8 86.7 80.0 59.0 59.0 81.0 72.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 58,461: 43,722 57,795 13,000 0 0 405 0 300 0 0 0: 1,034 366
Old : 58,461: 43,722 57,795 13,000 0 0 405 0 300 0 0 0: 1,034 366
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 730: 665 730 0 0 0 0 0 0 0 0 0: 65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.8 98.9 22.2 0.0 0.0 0.7 0.0 0.5 0.0 0.0 0.0: 1.8 0.6
Old : 100.0: 74.8 98.9 22.2 0.0 0.0 0.7 0.0 0.5 0.0 0.0 0.0: 1.8 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 : 35: 28 19 . 0 0 . 0 . 0 0 0:
Old : 35: 28 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 : 51.6 79.5 71.2 92.6 50.6 74.3 67.2 81.7
Old : 51.6 79.5 71.2 92.6 50.6 74.3 67.2 81.7
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,335: 11,980 9,550 0 2,480 195 0 110 0 100 0 0: 60 0
Old : 12,335: 11,980 9,550 0 2,480 195 0 110 0 100 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 660: 600 660 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.1 77.4 0.0 20.1 1.6 0.0 0.9 0.0 0.8 0.0 0.0: 0.5 0.0
Old : 100.0: 97.1 77.4 0.0 20.1 1.6 0.0 0.9 0.0 0.8 0.0 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 16 0 . . 0 . 0 . 0 0:
Old : 32: 19 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 : 59.0 65.4 78.8 87.3 58.0 61.4 75.6 83.3
Old : 59.0 65.4 78.8 87.3 58.0 61.4 75.6 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 273,176: 184,936 258,280 64,464 808 10,536 8,144 0 3,552 1,544 0 0: 0 0
Old : 273,176: 184,936 258,280 64,464 808 10,536 8,144 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: November 11, 2014 :
: -4,272: -3,512 -5,448 -1,568 0 1,176 -760 0 0 392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 94.5 23.6 0.3 3.9 3.0 0.0 1.3 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 67.7 94.5 23.6 0.3 3.9 3.0 0.0 1.3 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 19 . . . . 0 . . 0 0:
Old : 34: 22 19 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 70.4 67.1 89.2 39.3 59.6 53.3 65.4
Old : 47.3 70.4 67.1 89.2 39.3 59.6 53.3 65.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,420: 4,789 6,918 0 785 334 3 0 41 3,111 0 0: 142 342
Old : 8,420: 4,789 6,918 0 785 334 3 0 41 3,111 0 0: 142 342
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 88: -22 110 0 -132 88 0 0 0 0 0 0: 22 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 82.2 0.0 9.3 4.0 0.0 0.0 0.5 36.9 0.0 0.0: 1.7 4.1
Old : 100.0: 56.9 82.2 0.0 9.3 4.0 0.0 0.0 0.5 36.9 0.0 0.0: 1.7 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 : 26: 13 14 0 . . . 0 . . 0 0:
Old : 26: 13 14 0 . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 49.4 79.3 76.9 53.5 45.6 71.2 65.2
Old : 54.3 49.4 79.3 76.9 53.5 45.6 71.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV DA PEAK - ICE FUTURES ENERGY DIV Code-0643A5
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,350: 7,700 7,700 900 0 300 1,150 100 300 0 1,950 0: 0 0
Old : 10,350: 7,700 7,700 900 0 300 1,150 100 300 0 1,950 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.4 74.4 8.7 0.0 2.9 11.1 1.0 2.9 0.0 18.8 0.0: 0.0 0.0
Old : 100.0: 74.4 74.4 8.7 0.0 2.9 11.1 1.0 2.9 0.0 18.8 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: 7 10 . 0 . . . . 0 . 0:
Old : 20: 7 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 : 69.6 68.1 98.1 93.2 44.0 58.9 61.8 62.8
Old : 69.6 68.1 98.1 93.2 44.0 58.9 61.8 62.8
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,275: 11,600 13,675 0 2,150 350 250 0 50 3,975 0 50: 0 0
Old : 16,275: 11,600 13,675 0 2,150 350 250 0 50 3,975 0 50: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 84.0 0.0 13.2 2.2 1.5 0.0 0.3 24.4 0.0 0.3: 0.0 0.0
Old : 100.0: 71.3 84.0 0.0 13.2 2.2 1.5 0.0 0.3 24.4 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 : 20: 13 8 0 . . . 0 . . 0 .:
Old : 20: 13 8 0 . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 65.9 88.3 96.3 66.2 62.5 86.2 88.0
Old : 66.8 65.9 88.3 96.3 66.2 62.5 86.2 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 5,530: 4,940 5,530 0 0 0 50 0 0 0 0 0: 540 0
Old : 5,530: 4,940 5,530 0 0 0 50 0 0 0 0 0: 540 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 100.0 0.0 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0: 9.8 0.0
Old : 100.0: 89.3 100.0 0.0 0.0 0.0 0.9 0.0 0.0 0.0 0.0 0.0: 9.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 15 0 0 0 . 0 0 0 0 0:
Old : 20: 10 15 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 : 64.1 65.4 87.5 89.8 63.7 60.8 80.7 84.7
Old : 64.1 65.4 87.5 89.8 63.7 60.8 80.7 84.7
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,110: 16,070 15,625 0 550 1,800 0 25 0 0 50 0: 240 60
Old : 18,110: 16,070 15,625 0 550 1,800 0 25 0 0 50 0: 240 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 245: 975 305 -50 550 -550 -90 0 -40 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 86.3 0.0 3.0 9.9 0.0 0.1 0.0 0.0 0.3 0.0: 1.3 0.3
Old : 100.0: 88.7 86.3 0.0 3.0 9.9 0.0 0.1 0.0 0.0 0.3 0.0: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 22 0 . . 0 . 0 0 . 0:
Old : 37: 21 22 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 61.6 74.1 78.9 48.4 51.6 62.9 64.9
Old : 56.5 61.6 74.1 78.9 48.4 51.6 62.9 64.9
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,274: 12,194 9,144 50 2,420 420 0 690 360 0 0 0: 250 240
Old : 13,274: 12,194 9,144 50 2,420 420 0 690 360 0 0 0: 250 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 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: 91.9 68.9 0.4 18.2 3.2 0.0 5.2 2.7 0.0 0.0 0.0: 1.9 1.8
Old : 100.0: 91.9 68.9 0.4 18.2 3.2 0.0 5.2 2.7 0.0 0.0 0.0: 1.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 18 . . . 0 . . 0 0 0:
Old : 26: 19 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 : 44.4 53.0 70.6 78.8 40.9 43.7 64.1 60.0
Old : 44.4 53.0 70.6 78.8 40.9 43.7 64.1 60.0
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,492: 12,567 11,733 0 1,352 1,356 1,147 79 554 0 0 0: 868 1,418
Old : 16,492: 12,567 11,733 0 1,352 1,356 1,147 79 554 0 0 0: 868 1,418
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -252: -211 48 0 -212 -44 25 0 -44 0 0 0: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 71.1 0.0 8.2 8.2 7.0 0.5 3.4 0.0 0.0 0.0: 5.3 8.6
Old : 100.0: 76.2 71.1 0.0 8.2 8.2 7.0 0.5 3.4 0.0 0.0 0.0: 5.3 8.6
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: 22 18 0 . . . . . 0 0 0:
Old : 30: 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 : 36.8 54.2 61.1 68.9 30.6 37.6 46.0 48.3
Old : 36.8 54.2 61.1 68.9 30.6 37.6 46.0 48.3
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,013: 41,580 30,862 1,169 1,141 1,796 0 6,438 883 0 4,880 0: 585 13
Old : 46,013: 41,580 30,862 1,169 1,141 1,796 0 6,438 883 0 4,880 0: 585 13
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,674: 2,486 1,482 -425 40 480 0 615 -213 0 270 0: 346 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 67.1 2.5 2.5 3.9 0.0 14.0 1.9 0.0 10.6 0.0: 1.3 0.0
Old : 100.0: 90.4 67.1 2.5 2.5 3.9 0.0 14.0 1.9 0.0 10.6 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 30 28 . . 4 0 . . 0 . 0:
Old : 40: 30 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 : 45.2 48.5 65.0 66.8 40.6 44.3 56.6 61.2
Old : 45.2 48.5 65.0 66.8 40.6 44.3 56.6 61.2
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,834: 50,076 36,381 632 4,186 1,033 160 5,951 1,432 0 4,601 200: 301 50
Old : 53,834: 50,076 36,381 632 4,186 1,033 160 5,951 1,432 0 4,601 200: 301 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,134: 2,737 1,392 0 524 -465 -10 225 0 0 442 0: -128 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.0 67.6 1.2 7.8 1.9 0.3 11.1 2.7 0.0 8.5 0.4: 0.6 0.1
Old : 100.0: 93.0 67.6 1.2 7.8 1.9 0.3 11.1 2.7 0.0 8.5 0.4: 0.6 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 : 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 : 47.3 40.9 70.5 60.5 41.9 37.4 62.0 56.1
Old : 47.3 40.9 70.5 60.5 41.9 37.4 62.0 56.1
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,060: 30,000 26,825 2,300 4,360 350 200 0 0 0 1,455 0: 210 70
Old : 33,060: 30,000 26,825 2,300 4,360 350 200 0 0 0 1,455 0: 210 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 3,475: 3,455 3,475 0 0 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 81.1 7.0 13.2 1.1 0.6 0.0 0.0 0.0 4.4 0.0: 0.6 0.2
Old : 100.0: 90.7 81.1 7.0 13.2 1.1 0.6 0.0 0.0 0.0 4.4 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 15 . . . . 0 0 0 . 0:
Old : 31: 25 15 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 81.9 58.2 93.1 32.5 70.6 53.6 77.7
Old : 34.7 81.9 58.2 93.1 32.5 70.6 53.6 77.7
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,730: 41,130 36,610 1,250 4,330 250 20 0 80 0 1,460 0: 0 0
Old : 42,730: 41,130 36,610 1,250 4,330 250 20 0 80 0 1,460 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 5,515: 5,715 5,515 0 0 0 0 0 0 0 0 0: -200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 85.7 2.9 10.1 0.6 0.0 0.0 0.2 0.0 3.4 0.0: 0.0 0.0
Old : 100.0: 96.3 85.7 2.9 10.1 0.6 0.0 0.0 0.2 0.0 3.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 30 16 . . . . 0 . 0 . 0:
Old : 37: 30 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 : 39.7 88.9 60.9 95.9 38.8 81.4 58.0 86.7
Old : 39.7 88.9 60.9 95.9 38.8 81.4 58.0 86.7
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 390,679: 259,777 344,787 24,517 15,616 5,063 39,020 0 25,213 37,089 0 0: 0 0
Old : 390,679: 259,777 344,787 24,517 15,616 5,063 39,020 0 25,213 37,089 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,942: 3,929 407 -2,353 -401 1,176 -2,355 0 760 785 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 88.3 6.3 4.0 1.3 10.0 0.0 6.5 9.5 0.0 0.0: 0.0 0.0
Old : 100.0: 66.5 88.3 6.3 4.0 1.3 10.0 0.0 6.5 9.5 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 : 39: 24 27 . . . . 0 . . 0 0:
Old : 39: 24 27 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 45.9 74.3 68.3 42.9 44.1 59.0 55.6
Old : 50.9 45.9 74.3 68.3 42.9 44.1 59.0 55.6
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,461: 16,917 24,591 2,424 196 383 4,083 0 532 1,646 88 334: 142 337
Old : 26,461: 16,917 24,591 2,424 196 383 4,083 0 532 1,646 88 334: 142 337
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 107: 738 109 -260 -3 23 -130 0 0 -264 -22 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.9 92.9 9.2 0.7 1.4 15.4 0.0 2.0 6.2 0.3 1.3: 0.5 1.3
Old : 100.0: 63.9 92.9 9.2 0.7 1.4 15.4 0.0 2.0 6.2 0.3 1.3: 0.5 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 : 43: 23 30 . . . . 0 . 4 . .:
Old : 43: 23 30 . . . . 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 : 45.3 40.2 68.2 62.0 41.9 37.5 59.9 51.5
Old : 45.3 40.2 68.2 62.0 41.9 37.5 59.9 51.5
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,131: 10,693 12,718 1,544 0 928 0 19 1,290 676 152 0: 0 24
Old : 15,131: 10,693 12,718 1,544 0 928 0 19 1,290 676 152 0: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 308: 308 52 -104 0 104 0 -52 52 -52 152 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 84.1 10.2 0.0 6.1 0.0 0.1 8.5 4.5 1.0 0.0: 0.0 0.2
Old : 100.0: 70.7 84.1 10.2 0.0 6.1 0.0 0.1 8.5 4.5 1.0 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 : 27: 18 10 . 0 . 0 . . . . 0:
Old : 27: 18 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 : 49.7 87.3 74.0 96.1 40.0 77.6 59.7 78.4
Old : 49.7 87.3 74.0 96.1 40.0 77.6 59.7 78.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 546,027: 435,189 506,555 71,474 2,413 15,472 1,496 0 21,587 809 0 0: 0 0
Old : 546,027: 435,189 506,555 71,474 2,413 15,472 1,496 0 21,587 809 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -1,290: 1,864 -1,290 0 0 0 -3,154 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.7 92.8 13.1 0.4 2.8 0.3 0.0 4.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 79.7 92.8 13.1 0.4 2.8 0.3 0.0 4.0 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 : 32: 23 17 . . . . 0 . . 0 0:
Old : 32: 23 17 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 82.1 71.9 93.3 48.4 73.0 64.4 74.8
Old : 52.5 82.1 71.9 93.3 48.4 73.0 64.4 74.8
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 48,072: 32,203 44,210 3,183 1,044 59 3,292 0 1,967 6,696 0 331: 341 461
Old : 48,072: 32,203 44,210 3,183 1,044 59 3,292 0 1,967 6,696 0 331: 341 461
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -1,274: -1,206 -1,356 0 0 0 -128 0 0 41 0 123: -104 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.0 92.0 6.6 2.2 0.1 6.8 0.0 4.1 13.9 0.0 0.7: 0.7 1.0
Old : 100.0: 67.0 92.0 6.6 2.2 0.1 6.8 0.0 4.1 13.9 0.0 0.7: 0.7 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 : 29: 20 17 . . . . 0 . . 0 .:
Old : 29: 20 17 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 87.6 71.2 94.0 44.4 79.5 63.3 82.0
Old : 49.0 87.6 71.2 94.0 44.4 79.5 63.3 82.0
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,459: 57,459 49,707 0 3,848 0 0 3,904 0 0 0 0: 0 0
Old : 57,459: 57,459 49,707 0 3,848 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: November 11, 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 86.5 0.0 6.7 0.0 0.0 6.8 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 100.0 86.5 0.0 6.7 0.0 0.0 6.8 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: 10 10 0 . 0 0 . 0 0 0 0:
Old : 20: 10 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 : 75.4 71.0 98.0 91.9 70.9 69.6 82.5 81.7
Old : 75.4 71.0 98.0 91.9 70.9 69.6 82.5 81.7
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,979: 10,580 14,454 0 911 770 632 0 41 4,466 38 364: 126 401
Old : 16,979: 10,580 14,454 0 911 770 632 0 41 4,466 38 364: 126 401
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -24: 633 99 0 -598 321 44 0 0 -1,132 0 110: 0 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.3 85.1 0.0 5.4 4.5 3.7 0.0 0.2 26.3 0.2 2.1: 0.7 2.4
Old : 100.0: 62.3 85.1 0.0 5.4 4.5 3.7 0.0 0.2 26.3 0.2 2.1: 0.7 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 : 31: 18 20 0 . . . 0 . 4 . .:
Old : 31: 18 20 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 : 38.0 50.7 58.6 71.2 35.3 47.2 52.7 58.1
Old : 38.0 50.7 58.6 71.2 35.3 47.2 52.7 58.1
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 184,060: 116,943 182,834 24,881 0 834 784 0 0 40,226 0 392: 0 0
Old : 184,060: 116,943 182,834 24,881 0 834 784 0 0 40,226 0 392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: 1,520 0 0 0 0 0 0 0 -1,520 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 99.3 13.5 0.0 0.5 0.4 0.0 0.0 21.9 0.0 0.2: 0.0 0.0
Old : 100.0: 63.5 99.3 13.5 0.0 0.5 0.4 0.0 0.0 21.9 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: 17 20 4 0 . . 0 0 . 0 .:
Old : 31: 17 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 : 63.8 63.4 83.1 82.2 55.1 59.6 72.2 73.4
Old : 63.8 63.4 83.1 82.2 55.1 59.6 72.2 73.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,671: 6,680 10,750 2,355 0 363 1,747 0 233 208 164 0: 85 161
Old : 11,671: 6,680 10,750 2,355 0 363 1,747 0 233 208 164 0: 85 161
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 198: 321 153 -124 0 -43 -110 0 110 44 0 0: 0 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 92.1 20.2 0.0 3.1 15.0 0.0 2.0 1.8 1.4 0.0: 0.7 1.4
Old : 100.0: 57.2 92.1 20.2 0.0 3.1 15.0 0.0 2.0 1.8 1.4 0.0: 0.7 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 : 33: 17 20 4 0 . . 0 . . . 0:
Old : 33: 17 20 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 : 51.5 51.6 74.2 72.3 47.3 49.0 65.9 63.5
Old : 51.5 51.6 74.2 72.3 47.3 49.0 65.9 63.5
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 116,298: 91,943 107,092 12,139 3,767 3,504 6,777 0 1,935 0 0 0: 0 0
Old : 116,298: 91,943 107,092 12,139 3,767 3,504 6,777 0 1,935 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 392: 392 392 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.1 92.1 10.4 3.2 3.0 5.8 0.0 1.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.1 92.1 10.4 3.2 3.0 5.8 0.0 1.7 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 15 . . . . 0 . 0 0 0:
Old : 28: 16 15 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 63.8 74.0 81.9 48.0 60.9 68.3 73.2
Old : 49.7 63.8 74.0 81.9 48.0 60.9 68.3 73.2
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,526: 15,624 13,150 307 1,361 3,939 0 1,468 1,608 0 0 0: 48 0
Old : 21,526: 15,624 13,150 307 1,361 3,939 0 1,468 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: November 11, 2014 :
: -22: -154 158 0 -132 132 0 -180 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.6 61.1 1.4 6.3 18.3 0.0 6.8 7.5 0.0 0.0 0.0: 0.2 0.0
Old : 100.0: 72.6 61.1 1.4 6.3 18.3 0.0 6.8 7.5 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: 15 13 . . . 0 . . 0 0 0:
Old : 23: 15 13 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 63.0 89.5 87.9 55.3 32.9 59.7 55.4
Old : 73.9 63.0 89.5 87.9 55.3 32.9 59.7 55.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 203,076: 169,232 100,996 0 75,932 22,292 7,696 0 3,856 0 0 0: 0 0
Old : 203,076: 169,232 100,996 0 75,932 22,292 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: November 11, 2014 :
: 1,312: 0 2,560 0 -2,560 1,312 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.3 49.7 0.0 37.4 11.0 3.8 0.0 1.9 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 83.3 49.7 0.0 37.4 11.0 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 : 70.1 78.6 91.8 97.6 61.1 67.6 73.6 77.6
Old : 70.1 78.6 91.8 97.6 61.1 67.6 73.6 77.6
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 126,835: 7,793 8,663 1,651 0 327 20 0 78 0 801 2,393: 114,574 114,574
Old : 126,835: 7,793 8,663 1,651 0 327 20 0 78 0 801 2,393: 114,574 114,574
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -9,375: -738 -608 -43 0 31 3 0 18 0 -169 -53: -8,593 -8,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.8 1.3 0.0 0.3 0.0 0.0 0.1 0.0 0.6 1.9: 90.3 90.3
Old : 100.0: 6.1 6.8 1.3 0.0 0.3 0.0 0.0 0.1 0.0 0.6 1.9: 90.3 90.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 16 . 0 . . 0 . 0 4 .:
Old : 24: 14 16 . 0 . . 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 : 5.3 6.0 7.5 7.9 2.5 2.9 3.5 3.4
Old : 5.3 6.0 7.5 7.9 2.5 2.9 3.5 3.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,540: 17,095 13,800 2,875 5,765 0 0 950 25 0 0 0: 545 0
Old : 20,540: 17,095 13,800 2,875 5,765 0 0 950 25 0 0 0: 545 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -100: -150 -100 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 67.2 14.0 28.1 0.0 0.0 4.6 0.1 0.0 0.0 0.0: 2.7 0.0
Old : 100.0: 83.2 67.2 14.0 28.1 0.0 0.0 4.6 0.1 0.0 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 : 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 : 48.8 74.1 79.8 91.5 47.0 70.1 69.1 77.1
Old : 48.8 74.1 79.8 91.5 47.0 70.1 69.1 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,920: 15,360 10,805 2,025 6,115 0 0 1,000 0 0 0 0: 535 0
Old : 17,920: 15,360 10,805 2,025 6,115 0 0 1,000 0 0 0 0: 535 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 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: 85.7 60.3 11.3 34.1 0.0 0.0 5.6 0.0 0.0 0.0 0.0: 3.0 0.0
Old : 100.0: 85.7 60.3 11.3 34.1 0.0 0.0 5.6 0.0 0.0 0.0 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 49.8 76.6 77.4 94.6 43.1 73.8 64.8 80.2
Old : 49.8 76.6 77.4 94.6 43.1 73.8 64.8 80.2
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,715: 24,615 17,315 0 1,320 0 100 0 0 0 6,000 0: 0 80
Old : 24,715: 24,615 17,315 0 1,320 0 100 0 0 0 6,000 0: 0 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,340: 2,340 1,140 0 1,320 0 0 0 0 0 0 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 70.1 0.0 5.3 0.0 0.4 0.0 0.0 0.0 24.3 0.0: 0.0 0.3
Old : 100.0: 99.6 70.1 0.0 5.3 0.0 0.4 0.0 0.0 0.0 24.3 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 23 9 0 . 0 . 0 0 0 . 0:
Old : 29: 23 9 0 . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 80.9 76.8 99.1 49.9 75.2 67.1 83.6
Old : 54.4 80.9 76.8 99.1 49.9 75.2 67.1 83.6
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,630: 15,630 13,090 0 1,320 0 0 0 0 0 1,200 0: 0 20
Old : 15,630: 15,630 13,090 0 1,320 0 0 0 0 0 1,200 0: 0 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,420: 2,420 20 0 1,320 0 0 0 0 0 1,200 0: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 100.0 83.7 0.0 8.4 0.0 0.0 0.0 0.0 0.0 7.7 0.0: 0.0 0.1
Old : 100.0: 100.0 83.7 0.0 8.4 0.0 0.0 0.0 0.0 0.0 7.7 0.0: 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 : 24: 18 8 0 . 0 0 0 0 0 . 0:
Old : 24: 18 8 0 . 0 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 77.5 75.8 98.9 52.6 74.7 73.4 90.5
Old : 54.6 77.5 75.8 98.9 52.6 74.7 73.4 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,410: 18,200 17,670 0 1,145 545 50 50 0 0 0 0: 615 0
Old : 19,410: 18,200 17,670 0 1,145 545 50 50 0 0 0 0: 615 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 91.0 0.0 5.9 2.8 0.3 0.3 0.0 0.0 0.0 0.0: 3.2 0.0
Old : 100.0: 93.8 91.0 0.0 5.9 2.8 0.3 0.3 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 : 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 : 69.6 84.1 87.0 98.6 64.5 83.8 80.8 90.5
Old : 69.6 84.1 87.0 98.6 64.5 83.8 80.8 90.5
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,755: 18,435 19,755 325 0 0 200 0 0 0 0 0: 795 0
Old : 19,755: 18,435 19,755 325 0 0 200 0 0 0 0 0: 795 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 560: 550 560 0 0 0 0 0 0 0 0 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 100.0 1.6 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0: 4.0 0.0
Old : 100.0: 93.3 100.0 1.6 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0: 4.0 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: 19 10 . 0 0 . 0 0 0 0 0:
Old : 23: 19 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 : 57.1 94.3 72.1 99.4 52.2 88.9 67.3 88.9
Old : 57.1 94.3 72.1 99.4 52.2 88.9 67.3 88.9
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,845: 19,250 20,840 455 0 5 250 0 0 0 0 0: 885 0
Old : 20,845: 19,250 20,840 455 0 5 250 0 0 0 0 0: 885 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 525: 525 525 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 100.0 2.2 0.0 0.0 1.2 0.0 0.0 0.0 0.0 0.0: 4.2 0.0
Old : 100.0: 92.3 100.0 2.2 0.0 0.0 1.2 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 : 25: 22 10 . 0 . . 0 0 0 0 0:
Old : 25: 22 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 : 57.3 94.7 71.6 99.5 53.4 89.9 67.7 90.4
Old : 57.3 94.7 71.6 99.5 53.4 89.9 67.7 90.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 110,125: 97,845 104,210 3,705 0 5,080 2,140 0 350 750 425 50: 205 10
Old : 110,125: 97,845 104,210 3,705 0 5,080 2,140 0 350 750 425 50: 205 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,395: 1,030 3,370 1,955 -385 -590 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 94.6 3.4 0.0 4.6 1.9 0.0 0.3 0.7 0.4 0.0: 0.2 0.0
Old : 100.0: 88.8 94.6 3.4 0.0 4.6 1.9 0.0 0.3 0.7 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: 30 33 4 0 . . 0 . . . .:
Old : 46: 30 33 4 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 63.9 61.8 80.6 37.2 62.7 51.6 71.2
Old : 44.2 63.9 61.8 80.6 37.2 62.7 51.6 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 133,795: 119,145 127,795 4,845 0 4,985 3,960 275 300 500 430 0: 60 10
Old : 133,795: 119,145 127,795 4,845 0 4,985 3,960 275 300 500 430 0: 60 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 2,630: 1,380 3,480 2,100 0 -850 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 95.5 3.6 0.0 3.7 3.0 0.2 0.2 0.4 0.3 0.0: 0.0 0.0
Old : 100.0: 89.1 95.5 3.6 0.0 3.7 3.0 0.2 0.2 0.4 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 38 34 4 0 . . . . . . 0:
Old : 52: 38 34 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 62.3 55.7 81.0 31.9 57.8 48.3 71.4
Old : 38.8 62.3 55.7 81.0 31.9 57.8 48.3 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 163,564: 124,051 133,649 3,641 10,862 6,918 4,548 100 2,254 15,265 2,740 6,054: 832 987
Old : 163,564: 124,051 133,649 3,641 10,862 6,918 4,548 100 2,254 15,265 2,740 6,054: 832 987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 3,506: 3,759 1,776 -473 853 483 -3 45 250 -669 -115 139: 20 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.8 81.7 2.2 6.6 4.2 2.8 0.1 1.4 9.3 1.7 3.7: 0.5 0.6
Old : 100.0: 75.8 81.7 2.2 6.6 4.2 2.8 0.1 1.4 9.3 1.7 3.7: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 63: 38 35 5 . 4 4 . . 8 . 7:
Old : 63: 38 35 5 . 4 4 . . 8 . 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 : 39.7 66.2 58.6 76.2 38.6 62.6 57.1 70.9
Old : 39.7 66.2 58.6 76.2 38.6 62.6 57.1 70.9
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 95,851: 77,571 84,240 9,000 3,150 5,095 1,419 0 951 930 1,670 745: 140 0
Old : 95,851: 77,571 84,240 9,000 3,150 5,095 1,419 0 951 930 1,670 745: 140 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,320: 1,285 295 -440 600 400 50 0 25 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 87.9 9.4 3.3 5.3 1.5 0.0 1.0 1.0 1.7 0.8: 0.1 0.0
Old : 100.0: 80.9 87.9 9.4 3.3 5.3 1.5 0.0 1.0 1.0 1.7 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 : 47.1 74.8 65.2 83.8 45.0 73.0 61.0 80.2
Old : 47.1 74.8 65.2 83.8 45.0 73.0 61.0 80.2
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,550: 17,405 17,125 310 390 640 550 1,395 0 0 0 0: 645 0
Old : 19,550: 17,405 17,125 310 390 640 550 1,395 0 0 0 0: 645 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: 0 0 -40 -40 40 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 87.6 1.6 2.0 3.3 2.8 7.1 0.0 0.0 0.0 0.0: 3.3 0.0
Old : 100.0: 89.0 87.6 1.6 2.0 3.3 2.8 7.1 0.0 0.0 0.0 0.0: 3.3 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 : 28: 20 13 . . . . . 0 0 0 0:
Old : 28: 20 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 : 52.8 71.9 72.1 93.5 52.8 68.7 71.4 82.8
Old : 52.8 71.9 72.1 93.5 52.8 68.7 71.4 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,045: 15,920 16,715 450 270 645 550 415 0 0 0 0: 480 0
Old : 18,045: 15,920 16,715 450 270 645 550 415 0 0 0 0: 480 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 92.6 2.5 1.5 3.6 3.0 2.3 0.0 0.0 0.0 0.0: 2.7 0.0
Old : 100.0: 88.2 92.6 2.5 1.5 3.6 3.0 2.3 0.0 0.0 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 : 27: 18 12 . . . . . 0 0 0 0:
Old : 27: 18 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 : 46.8 76.8 69.7 95.4 46.8 66.3 67.4 80.8
Old : 46.8 76.8 69.7 95.4 46.8 66.3 67.4 80.8
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,375: 8,335 8,365 145 70 1,220 220 0 90 0 0 0: 365 630
Old : 10,375: 8,335 8,365 145 70 1,220 220 0 90 0 0 0: 365 630
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,075: 1,075 905 -50 70 50 0 0 0 0 0 0: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 80.6 1.4 0.7 11.8 2.1 0.0 0.9 0.0 0.0 0.0: 3.5 6.1
Old : 100.0: 80.3 80.6 1.4 0.7 11.8 2.1 0.0 0.9 0.0 0.0 0.0: 3.5 6.1
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 : 25: 16 18 . . . . 0 . 0 0 0:
Old : 25: 16 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 : 43.6 48.1 73.6 76.3 37.9 36.4 59.2 55.4
Old : 43.6 48.1 73.6 76.3 37.9 36.4 59.2 55.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,871: 16,617 17,785 636 116 1,371 156 0 164 732 0 146: 3,049 3,289
Old : 22,871: 16,617 17,785 636 116 1,371 156 0 164 732 0 146: 3,049 3,289
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -172: -131 -153 7 8 7 0 0 0 0 0 0: -55 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 77.8 2.8 0.5 6.0 0.7 0.0 0.7 3.2 0.0 0.6: 13.3 14.4
Old : 100.0: 72.7 77.8 2.8 0.5 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 : 39.3 42.5 60.4 64.9 14.5 20.2 20.7 25.0
Old : 39.3 42.5 60.4 64.9 14.5 20.2 20.7 25.0
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 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: 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 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: 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,090,448: 2,658,045 1,327,072 174,656 1,198,527 256,129 0 308,720 0 1,618 0 0: 0 0
Old : 3,090,448: 2,658,045 1,327,072 174,656 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: November 11, 2014 :
: -79: -79 -79 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 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
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 21,985: 20,755 16,291 0 1,567 410 0 1,002 820 0 1,640 0: 0 255
Old : 21,985: 20,755 16,291 0 1,567 410 0 1,002 820 0 1,640 0: 0 255
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 74.1 0.0 7.1 1.9 0.0 4.6 3.7 0.0 7.5 0.0: 0.0 1.2
Old : 100.0: 94.4 74.1 0.0 7.1 1.9 0.0 4.6 3.7 0.0 7.5 0.0: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 0 . . 0 . . 0 . 0:
Old : 20: 11 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 : 65.2 79.6 89.9 93.3 62.7 73.1 85.9 84.0
Old : 65.2 79.6 89.9 93.3 62.7 73.1 85.9 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 39,469: 29,201 34,213 3,319 533 2,414 0 0 0 2,267 0 2,268: 0 41
Old : 39,469: 29,201 34,213 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: November 11, 2014 :
: 1,275: 1,275 1,275 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 86.7 8.4 1.4 6.1 0.0 0.0 0.0 5.7 0.0 5.7: 0.0 0.1
Old : 100.0: 74.0 86.7 8.4 1.4 6.1 0.0 0.0 0.0 5.7 0.0 5.7: 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 : 59.7 59.1 85.8 82.5 48.7 39.9 59.2 57.3
Old : 59.7 59.1 85.8 82.5 48.7 39.9 59.2 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 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: 85.2 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 382,218: 349,190 337,760 0 12,888 0 9,548 0 23,480 0 8,090 0: 0 0
Old : 382,218: 349,190 337,760 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: November 11, 2014 :
: 106,639: 106,639 106,639 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.4 88.4 0.0 3.4 0.0 2.5 0.0 6.1 0.0 2.1 0.0: 0.0 0.0
Old : 100.0: 91.4 88.4 0.0 3.4 0.0 2.5 0.0 6.1 0.0 2.1 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.1 81.6 90.1 92.0 58.3 75.2 81.2 81.8
Old : 59.1 81.6 90.1 92.0 58.3 75.2 81.2 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 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: 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 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: 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: November 11, 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: 85.0 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,647: 15,077 15,087 0 0 0 0 100 0 480 0 0: 90 460
Old : 15,647: 15,077 15,087 0 0 0 0 100 0 480 0 0: 90 460
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 96.4 0.0 0.0 0.0 0.0 0.6 0.0 3.1 0.0 0.0: 0.6 2.9
Old : 100.0: 96.4 96.4 0.0 0.0 0.0 0.0 0.6 0.0 3.1 0.0 0.0: 0.6 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 : 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 : 76.6 71.3 93.9 96.1 76.6 70.8 91.2 91.6
Old : 76.6 71.3 93.9 96.1 76.6 70.8 91.2 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,210: 13,575 19,235 3,470 0 1,800 120 25 100 2,140 0 0: 1,005 1,050
Old : 22,210: 13,575 19,235 3,470 0 1,800 120 25 100 2,140 0 0: 1,005 1,050
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 125: 125 0 0 0 0 -100 25 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 86.6 15.6 0.0 8.1 0.5 0.1 0.5 9.6 0.0 0.0: 4.5 4.7
Old : 100.0: 61.1 86.6 15.6 0.0 8.1 0.5 0.1 0.5 9.6 0.0 0.0: 4.5 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 11 15 . 0 . . . . . 0 0:
Old : 25: 11 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 : 68.5 55.1 88.1 82.7 60.2 55.1 79.7 78.4
Old : 68.5 55.1 88.1 82.7 60.2 55.1 79.7 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,863: 11,121 16,258 3,020 0 1,600 120 25 100 2,108 0 0: 794 880
Old : 18,863: 11,121 16,258 3,020 0 1,600 120 25 100 2,108 0 0: 794 880
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 125: 125 0 0 0 0 -100 25 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 86.2 16.0 0.0 8.5 0.6 0.1 0.5 11.2 0.0 0.0: 4.2 4.7
Old : 100.0: 59.0 86.2 16.0 0.0 8.5 0.6 0.1 0.5 11.2 0.0 0.0: 4.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 9 16 . 0 . . . . . 0 0:
Old : 25: 9 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 : 80.2 52.1 93.5 81.5 71.0 52.1 81.6 74.7
Old : 80.2 52.1 93.5 81.5 71.0 52.1 81.6 74.7
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,276: 21,873 21,505 0 2,511 615 1,100 80 20 1,408 770 775: 485 0
Old : 26,276: 21,873 21,505 0 2,511 615 1,100 80 20 1,408 770 775: 485 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -19: -179 21 0 -315 275 0 0 0 -65 0 0: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 81.8 0.0 9.6 2.3 4.2 0.3 0.1 5.4 2.9 2.9: 1.8 0.0
Old : 100.0: 83.2 81.8 0.0 9.6 2.3 4.2 0.3 0.1 5.4 2.9 2.9: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 21 0 . . . . . . . .:
Old : 34: 24 21 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 53.9 75.5 77.4 51.2 49.7 63.0 66.2
Old : 61.4 53.9 75.5 77.4 51.2 49.7 63.0 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,721: 11,786 15,639 1,731 2,695 340 555 0 0 3,720 0 35: 554 12
Old : 18,721: 11,786 15,639 1,731 2,695 340 555 0 0 3,720 0 35: 554 12
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 677: 429 677 0 -300 300 0 0 0 -50 0 0: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 83.5 9.2 14.4 1.8 3.0 0.0 0.0 19.9 0.0 0.2: 3.0 0.1
Old : 100.0: 63.0 83.5 9.2 14.4 1.8 3.0 0.0 0.0 19.9 0.0 0.2: 3.0 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 : 27: 16 18 . . . . 0 0 . 0 .:
Old : 27: 16 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 : 70.9 48.7 84.9 75.6 55.0 39.3 67.0 56.3
Old : 70.9 48.7 84.9 75.6 55.0 39.3 67.0 56.3
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,749: 19,461 12,743 602 6,431 55 0 1,335 110 0 0 0: 521 75
Old : 20,749: 19,461 12,743 602 6,431 55 0 1,335 110 0 0 0: 521 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 508: 585 111 15 505 -108 0 0 0 0 0 0: 16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 61.4 2.9 31.0 0.3 0.0 6.4 0.5 0.0 0.0 0.0: 2.5 0.4
Old : 100.0: 93.8 61.4 2.9 31.0 0.3 0.0 6.4 0.5 0.0 0.0 0.0: 2.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 25 19 . . . 0 . . 0 0 0:
Old : 33: 25 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 : 44.3 52.9 67.0 78.5 42.5 48.2 58.4 68.9
Old : 44.3 52.9 67.0 78.5 42.5 48.2 58.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,660: 17,065 12,001 0 4,749 190 135 555 155 0 0 0: 115 10
Old : 17,660: 17,065 12,001 0 4,749 190 135 555 155 0 0 0: 115 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 713: 873 -267 0 1,140 -160 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 68.0 0.0 26.9 1.1 0.8 3.1 0.9 0.0 0.0 0.0: 0.7 0.1
Old : 100.0: 96.6 68.0 0.0 26.9 1.1 0.8 3.1 0.9 0.0 0.0 0.0: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 18 0 . . . . . 0 0 0:
Old : 32: 23 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 : 58.3 52.7 71.9 76.4 57.5 48.6 68.7 70.7
Old : 58.3 52.7 71.9 76.4 57.5 48.6 68.7 70.7
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,427: 10,183 10,762 1,460 910 375 0 75 0 0 0 0: 409 305
Old : 12,427: 10,183 10,762 1,460 910 375 0 75 0 0 0 0: 409 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 160: 160 175 0 0 0 0 0 0 0 0 0: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 86.6 11.7 7.3 3.0 0.0 0.6 0.0 0.0 0.0 0.0: 3.3 2.5
Old : 100.0: 81.9 86.6 11.7 7.3 3.0 0.0 0.6 0.0 0.0 0.0 0.0: 3.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 11 11 . . . 0 . 0 0 0 0:
Old : 21: 11 11 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 62.9 84.6 88.9 51.6 61.7 82.7 85.9
Old : 51.9 62.9 84.6 88.9 51.6 61.7 82.7 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,510: 11,140 8,185 585 1,015 195 0 1,880 395 0 750 0: 195 90
Old : 12,510: 11,140 8,185 585 1,015 195 0 1,880 395 0 750 0: 195 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 955: 965 790 0 220 -30 0 -45 20 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 65.4 4.7 8.1 1.6 0.0 15.0 3.2 0.0 6.0 0.0: 1.6 0.7
Old : 100.0: 89.0 65.4 4.7 8.1 1.6 0.0 15.0 3.2 0.0 6.0 0.0: 1.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 23 . . . 0 . . 0 . 0:
Old : 33: 22 23 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 47.2 59.2 67.9 40.0 40.2 57.5 59.4
Old : 40.3 47.2 59.2 67.9 40.0 40.2 57.5 59.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,477: 6,797 7,447 0 365 0 735 0 465 0 200 0: 480 0
Old : 8,477: 6,797 7,447 0 365 0 735 0 465 0 200 0: 480 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -90: -30 10 0 0 0 0 0 0 0 0 0: -60 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 87.8 0.0 4.3 0.0 8.7 0.0 5.5 0.0 2.4 0.0: 5.7 0.0
Old : 100.0: 80.2 87.8 0.0 4.3 0.0 8.7 0.0 5.5 0.0 2.4 0.0: 5.7 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: 17 15 0 . 0 . 0 . 0 . 0:
Old : 22: 17 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 : 56.2 65.9 81.1 87.8 46.7 59.5 66.0 73.8
Old : 56.2 65.9 81.1 87.8 46.7 59.5 66.0 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,982: 60,651 57,976 0 2,745 2,545 290 0 0 0 0 0: 2,496 2,716
Old : 65,982: 60,651 57,976 0 2,745 2,545 290 0 0 0 0 0: 2,496 2,716
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,710: 1,710 1,830 0 -300 0 0 0 0 0 0 0: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 87.9 0.0 4.2 3.9 0.4 0.0 0.0 0.0 0.0 0.0: 3.8 4.1
Old : 100.0: 91.9 87.9 0.0 4.2 3.9 0.4 0.0 0.0 0.0 0.0 0.0: 3.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 21 0 . . . 0 0 0 0 0:
Old : 28: 16 21 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 75.2 91.0 87.9 80.4 71.0 83.9 79.6
Old : 81.6 75.2 91.0 87.9 80.4 71.0 83.9 79.6
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,647: 57,897 54,431 0 3,020 2,420 0 0 0 0 0 0: 2,330 2,776
Old : 62,647: 57,897 54,431 0 3,020 2,420 0 0 0 0 0 0: 2,330 2,776
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,710: 1,710 1,830 0 -300 0 0 0 0 0 0 0: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 86.9 0.0 4.8 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 3.7 4.4
Old : 100.0: 92.4 86.9 0.0 4.8 3.9 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: 17 20 0 . . 0 0 0 0 0 0:
Old : 26: 17 20 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 : 83.6 76.8 91.4 88.5 80.8 72.1 84.3 79.6
Old : 83.6 76.8 91.4 88.5 80.8 72.1 84.3 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,981: 12,195 14,925 1,590 0 0 0 50 0 1,000 0 6: 190 0
Old : 14,981: 12,195 14,925 1,590 0 0 0 50 0 1,000 0 6: 190 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 300: -300 450 0 0 0 0 0 0 750 0 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 99.6 10.6 0.0 0.0 0.0 0.3 0.0 6.7 0.0 0.0: 1.3 0.0
Old : 100.0: 81.4 99.6 10.6 0.0 0.0 0.0 0.3 0.0 6.7 0.0 0.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 7 . 0 0 0 . 0 . 0 .:
Old : 21: 14 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 : 57.5 95.1 82.6 100.0 54.5 90.2 73.9 90.5
Old : 57.5 95.1 82.6 100.0 54.5 90.2 73.9 90.5
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 9,670: 9,440 7,965 0 1,430 0 0 90 150 0 0 0: 80 35
Old : 9,670: 9,440 7,965 0 1,430 0 0 90 150 0 0 0: 80 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: -100 0 0 0 0 0 -100 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.6 82.4 0.0 14.8 0.0 0.0 0.9 1.6 0.0 0.0 0.0: 0.8 0.4
Old : 100.0: 97.6 82.4 0.0 14.8 0.0 0.0 0.9 1.6 0.0 0.0 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 0 . 0 0 . . 0 0 0:
Old : 20: 12 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 : 75.2 54.5 93.6 85.1 56.3 43.6 66.0 63.8
Old : 75.2 54.5 93.6 85.1 56.3 43.6 66.0 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,446: 14,415 11,925 50 0 550 150 1,110 0 0 1,695 96: 185 70
Old : 15,446: 14,415 11,925 50 0 550 150 1,110 0 0 1,695 96: 185 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -350: -350 -350 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 77.2 0.3 0.0 3.6 1.0 7.2 0.0 0.0 11.0 0.6: 1.2 0.5
Old : 100.0: 93.3 77.2 0.3 0.0 3.6 1.0 7.2 0.0 0.0 11.0 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 . .:
Old : 24: 16 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 : 63.4 66.9 85.9 92.2 56.7 57.7 71.5 77.2
Old : 63.4 66.9 85.9 92.2 56.7 57.7 71.5 77.2
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,880: 12,595 10,735 375 0 225 200 825 0 0 2,095 0: 485 0
Old : 13,880: 12,595 10,735 375 0 225 200 825 0 0 2,095 0: 485 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -350: -350 -350 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.7 77.3 2.7 0.0 1.6 1.4 5.9 0.0 0.0 15.1 0.0: 3.5 0.0
Old : 100.0: 90.7 77.3 2.7 0.0 1.6 1.4 5.9 0.0 0.0 15.1 0.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 65.2 68.6 88.7 94.4 58.7 58.8 71.8 79.3
Old : 65.2 68.6 88.7 94.4 58.7 58.8 71.8 79.3
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,128: 21,573 18,488 0 30 55 1,245 4,185 0 0 370 0: 255 0
Old : 23,128: 21,573 18,488 0 30 55 1,245 4,185 0 0 370 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.3 79.9 0.0 0.1 0.2 5.4 18.1 0.0 0.0 1.6 0.0: 1.1 0.0
Old : 100.0: 93.3 79.9 0.0 0.1 0.2 5.4 18.1 0.0 0.0 1.6 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 15 15 0 . . . . 0 0 . 0:
Old : 27: 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 : 67.6 85.7 88.4 96.0 67.6 82.1 87.5 91.3
Old : 67.6 85.7 88.4 96.0 67.6 82.1 87.5 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,935: 20,425 17,710 0 0 0 275 3,110 0 0 0 0: 235 115
Old : 20,935: 20,425 17,710 0 0 0 275 3,110 0 0 0 0: 235 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 20: -100 0 0 0 0 125 0 0 0 0 0: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.6 84.6 0.0 0.0 0.0 1.3 14.9 0.0 0.0 0.0 0.0: 1.1 0.5
Old : 100.0: 97.6 84.6 0.0 0.0 0.0 1.3 14.9 0.0 0.0 0.0 0.0: 1.1 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 : 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 : 73.9 88.9 93.1 99.0 73.9 83.9 89.1 92.9
Old : 73.9 88.9 93.1 99.0 73.9 83.9 89.1 92.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 57,720: 43,552 51,534 2,780 325 845 5,235 1,395 0 1,672 0 786: 2,850 2,835
Old : 57,720: 43,552 51,534 2,780 325 845 5,235 1,395 0 1,672 0 786: 2,850 2,835
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 517: 855 -75 0 0 0 -180 0 0 -750 0 492: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 89.3 4.8 0.6 1.5 9.1 2.4 0.0 2.9 0.0 1.4: 4.9 4.9
Old : 100.0: 75.5 89.3 4.8 0.6 1.5 9.1 2.4 0.0 2.9 0.0 1.4: 4.9 4.9
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: 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 : 50.7 52.9 72.5 74.3 48.5 52.6 67.4 69.4
Old : 50.7 52.9 72.5 74.3 48.5 52.6 67.4 69.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,158: 33,714 46,654 2,880 245 685 6,050 475 0 4,725 0 0: 2,104 2,099
Old : 50,158: 33,714 46,654 2,880 245 685 6,050 475 0 4,725 0 0: 2,104 2,099
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 45: -1,275 -80 0 0 0 120 125 0 1,200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.2 93.0 5.7 0.5 1.4 12.1 0.9 0.0 9.4 0.0 0.0: 4.2 4.2
Old : 100.0: 67.2 93.0 5.7 0.5 1.4 12.1 0.9 0.0 9.4 0.0 0.0: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 20 . . . . . 0 . 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 53.1 80.1 75.1 54.5 52.2 73.4 70.4
Old : 55.6 53.1 80.1 75.1 54.5 52.2 73.4 70.4
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 32,240: 26,450 22,895 0 1,640 530 0 4,925 0 3,150 650 0: 2,110 1,600
Old : 32,240: 26,450 22,895 0 1,640 530 0 4,925 0 3,150 650 0: 2,110 1,600
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 600: 1,380 0 -300 900 -300 0 0 0 0 0 0: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 71.0 0.0 5.1 1.6 0.0 15.3 0.0 9.8 2.0 0.0: 6.5 5.0
Old : 100.0: 82.0 71.0 0.0 5.1 1.6 0.0 15.3 0.0 9.8 2.0 0.0: 6.5 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 : 30: 20 21 0 . . 0 . 0 . . 0:
Old : 30: 20 21 0 . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 48.4 80.7 67.5 53.8 40.0 61.3 52.2
Old : 55.3 48.4 80.7 67.5 53.8 40.0 61.3 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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,835: 24,925 27,345 980 0 470 150 0 900 800 0 0: 610 120
Old : 28,835: 24,925 27,345 980 0 470 150 0 900 800 0 0: 610 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 94.8 3.4 0.0 1.6 0.5 0.0 3.1 2.8 0.0 0.0: 2.1 0.4
Old : 100.0: 86.4 94.8 3.4 0.0 1.6 0.5 0.0 3.1 2.8 0.0 0.0: 2.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 18 . 0 . . 0 . . 0 0:
Old : 29: 19 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 : 59.6 55.9 73.6 74.1 51.5 53.2 63.1 65.5
Old : 59.6 55.9 73.6 74.1 51.5 53.2 63.1 65.5
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,695: 8,625 18,005 1,200 600 600 0 3,220 680 12,300 400 0: 290 190
Old : 23,695: 8,625 18,005 1,200 600 600 0 3,220 680 12,300 400 0: 290 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 76.0 5.1 2.5 2.5 0.0 13.6 2.9 51.9 1.7 0.0: 1.2 0.8
Old : 100.0: 36.4 76.0 5.1 2.5 2.5 0.0 13.6 2.9 51.9 1.7 0.0: 1.2 0.8
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 : 22: 12 13 . . . 0 . . . . 0:
Old : 22: 12 13 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 68.1 88.1 91.0 74.1 59.6 82.5 76.0
Old : 74.2 68.1 88.1 91.0 74.1 59.6 82.5 76.0
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,763: 19,015 20,310 0 1,245 3,915 2,650 0 300 2,780 3,300 23: 2,080 1,670
Old : 30,763: 19,015 20,310 0 1,245 3,915 2,650 0 300 2,780 3,300 23: 2,080 1,670
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 1,500: 300 1,500 0 -1,200 1,200 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 66.0 0.0 4.0 12.7 8.6 0.0 1.0 9.0 10.7 0.1: 6.8 5.4
Old : 100.0: 61.8 66.0 0.0 4.0 12.7 8.6 0.0 1.0 9.0 10.7 0.1: 6.8 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 : 33: 21 21 0 . . . 0 . . . .:
Old : 33: 21 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 : 51.3 50.2 74.2 69.6 46.0 40.6 61.8 54.8
Old : 51.3 50.2 74.2 69.6 46.0 40.6 61.8 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, November 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,975: 17,530 15,620 500 2,600 740 100 0 650 0 166 294: 2,161 1,905
Old : 21,975: 17,530 15,620 500 2,600 740 100 0 650 0 166 294: 2,161 1,905
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 71.1 2.3 11.8 3.4 0.5 0.0 3.0 0.0 0.8 1.3: 9.8 8.7
Old : 100.0: 79.8 71.1 2.3 11.8 3.4 0.5 0.0 3.0 0.0 0.8 1.3: 9.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 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 : 50.0 39.0 69.3 62.9 32.8 31.7 44.9 46.1
Old : 50.0 39.0 69.3 62.9 32.8 31.7 44.9 46.1
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 18, 2014
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,510: 26,420 25,075 0 2,010 135 0 290 0 0 0 0: 955 0
Old : 27,510: 26,420 25,075 0 2,010 135 0 290 0 0 0 0: 955 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: 0: 0 -300 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 91.1 0.0 7.3 0.5 0.0 1.1 0.0 0.0 0.0 0.0: 3.5 0.0
Old : 100.0: 96.0 91.1 0.0 7.3 0.5 0.0 1.1 0.0 0.0 0.0 0.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 7 0 . . 0 . 0 0 0 0:
Old : 20: 14 7 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 83.7 89.4 99.5 71.2 83.2 89.4 98.1
Old : 71.2 83.7 89.4 99.5 71.2 83.2 89.4 98.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 21, 2014