Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 74,300 : : Positions : : 14,500 39,215 4,503 1,355 2,300 5,490 4,200 3,326 31,773 11,656 11,462 : : : : Changes from: December 31, 2013 : : -835 1,030 -75 -1,050 85 0 -335 -55 -104 -749 1,313 : : : : Percent of Open Interest Represented by Each Category of Trader : : 19.5 52.8 6.1 1.8 3.1 7.4 5.7 4.5 42.8 15.7 15.4 : : : : Number of Traders in Each Category Total Traders: 54 : : 10 12 . . . . . . 19 13 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 32,422 : : Positions : : 19,380 7,020 1,561 3,090 27 0 6,116 300 7,887 11,853 2,786 : : : : Changes from: December 31, 2013 : : -100 135 -45 -55 27 0 0 0 500 350 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.8 21.7 4.8 9.5 0.1 0.0 18.9 0.9 24.3 36.6 8.6 : : : : Number of Traders in Each Category Total Traders: 37 : : 7 6 . . . 0 . . 9 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 170,331 : : Positions : : 102,388 107,967 9,501 16,202 27,215 13,968 371 6,240 5,908 7,522 4,090 : : : : Changes from: December 31, 2013 : : -3,578 -2,613 168 438 -58 -1,314 -1,668 -676 -83 -788 892 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 63.4 5.6 9.5 16.0 8.2 0.2 3.7 3.5 4.4 2.4 : : : : Number of Traders in Each Category Total Traders: 77 : : 47 43 4 6 7 4 . 5 7 5 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 50,495 : : Positions : : 27,477 40,493 14,377 3,579 2,923 2,091 0 3,194 129 26 280 : : : : Changes from: December 31, 2013 : : -2,713 -2,160 265 -177 -279 365 -26 25 -304 0 153 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.4 80.2 28.5 7.1 5.8 4.1 0.0 6.3 0.3 0.1 0.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 478,944 : : Positions : : 343,943 387,771 88,718 30,859 26,448 0 14,359 19,507 328 0 0 : : : : Changes from: December 31, 2013 : : -454 -16,751 -16,081 -5,160 7,648 0 4,399 -5,375 -977 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 81.0 18.5 6.4 5.5 0.0 3.0 4.1 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 17 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,513,218 : : Positions : :1,115,944 1,267,480 164,354 43,609 169,697 23,618 0 22,276 9,868 2,695 7,461 : : : : Changes from: December 31, 2013 : : -58,269 -78,691 -13,640 -9,130 -662 -19,506 -738 -1,710 1,632 -1,224 -1,632 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 83.8 10.9 2.9 11.2 1.6 0.0 1.5 0.7 0.2 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 32 4 5 7 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 52,446 : : Positions : : 40,564 25,981 857 5,930 5,690 0 8,364 4,430 234 1,357 670 : : : : Changes from: December 31, 2013 : : 910 -208 -392 -6 -10 -26 451 97 -127 104 128 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.3 49.5 1.6 11.3 10.8 0.0 15.9 8.4 0.4 2.6 1.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 357,848 : : Positions : : 217,903 253,567 113,867 29,704 3,856 0 48,827 18,502 1,720 1,392 2,000 : : : : Changes from: December 31, 2013 : : 2,896 15,976 6,031 0 0 0 -5,785 2,929 1,264 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 70.9 31.8 8.3 1.1 0.0 13.6 5.2 0.5 0.4 0.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 15 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 501,150 : : Positions : : 391,795 346,763 39,459 109,038 40,661 23,691 0 3,944 1,600 744 0 : : : : Changes from: December 31, 2013 : : -31,935 -21,600 1,632 -9,152 3,032 -41 0 -408 -408 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 69.2 7.9 21.8 8.1 4.7 0.0 0.8 0.3 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 38 : : 20 21 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 55,067 : : Positions : : 34,315 50,368 13,795 1,105 1,046 1,197 0 1,022 2,909 0 378 : : : : Changes from: December 31, 2013 : : -585 -2,316 -282 -63 -171 -471 0 -399 -148 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 91.5 25.1 2.0 1.9 2.2 0.0 1.9 5.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 37 : : 20 22 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 mwh : CFTC Code #06439C Open Interest is 1,985,874 : : Positions : :1,776,354 1,939,234 209,520 46,640 0 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -252,040 -272,440 -12,240 8,160 -8,160 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.4 97.7 10.6 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 936,080 : : Positions : : 834,880 936,080 101,200 0 0 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -84,850 -89,050 -7,350 0 0 0 0 0 0 -3,150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 100.0 10.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 876,920 : : Positions : : 634,040 779,240 230,800 97,680 0 8,000 0 0 4,080 0 0 : : : : Changes from: December 31, 2013 : : 11,280 11,280 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 88.9 26.3 11.1 0.0 0.9 0.0 0.0 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 8 . . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 289,256 : : Positions : : 192,008 248,664 53,760 8,192 30,816 10,272 408 1,176 1,224 0 0 : : : : Changes from: December 31, 2013 : : -760 1,616 0 0 0 1,968 -408 408 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.4 86.0 18.6 2.8 10.7 3.6 0.1 0.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 16 . . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 12,243 : : Positions : : 8,376 6,654 872 3,170 849 977 65 189 468 846 107 : : : : Changes from: December 31, 2013 : : 40 0 0 0 0 0 0 0 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 54.3 7.1 25.9 6.9 8.0 0.5 1.5 3.8 6.9 0.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 5MWh : CFTC Code #0643A8 Open Interest is 1,036,900 : : Positions : : 891,040 523,494 8,000 278,690 83,060 8,160 0 0 0 105,016 46,640 : : : : Changes from: December 31, 2013 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 50.5 0.8 26.9 8.0 0.8 0.0 0.0 0.0 10.1 4.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 11 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 362,500 : : Positions : : 300,085 295,700 52,915 66,800 0 9,500 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : 2,000 2,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 81.6 14.6 18.4 0.0 2.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 11 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 203,370 : : Positions : : 163,690 143,821 6,375 29,394 30,155 3,150 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : 6,350 0 0 6,350 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 70.7 3.1 14.5 14.8 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 20 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 22,449 : : Positions : : 14,387 15,277 2,202 3,423 2,100 828 0 340 0 351 21 : : : : Changes from: December 31, 2013 : : 88 704 -211 0 275 -170 -39 42 0 -512 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 68.1 9.8 15.2 9.4 3.7 0.0 1.5 0.0 1.6 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 20 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 2,866,761 : : Positions : :2,381,003 1,929,292 99,915 171,329 179,399 0 261,411 204,876 0 118,886 1,568 : : : : Changes from: December 31, 2013 : : -105,222 -95,493 -4,438 -16,351 -866 0 24,120 -33,704 0 -21,936 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 67.3 3.5 6.0 6.3 0.0 9.1 7.1 0.0 4.1 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 23 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 870,655 : : Positions : : 705,000 593,222 80,973 85,851 35,699 9,420 82,047 38,246 147 34,376 1,170 : : : : Changes from: December 31, 2013 : : -28,623 -32,845 -949 1,137 -2,747 4,705 15,426 -23,857 147 -8,279 -697 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 68.1 9.3 9.9 4.1 1.1 9.4 4.4 0.0 3.9 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 26 . 5 5 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 2,063,749 : : Positions : :1,955,269 2,009,509 108,480 54,240 0 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -138,720 -159,120 -8,160 12,240 -12,240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 97.4 5.3 2.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 611,750 : : Positions : : 569,300 598,770 42,450 12,980 0 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -44,255 -50,555 -3,150 3,150 -3,150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.1 97.9 6.9 2.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 500,029 : : Positions : : 260,195 450,349 91,645 13,788 10,834 102,850 0 19,106 15,399 5,952 0 : : : : Changes from: December 31, 2013 : : -29,327 -37,840 -1,241 2,040 -4,488 -3,600 0 -2,040 -1,632 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 90.1 18.3 2.8 2.2 20.6 0.0 3.8 3.1 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 24 5 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 37,456 : : Positions : : 22,157 30,396 4,674 1,718 1,876 5,894 2,350 693 889 336 0 : : : : Changes from: December 31, 2013 : : -2,374 -2,185 -491 -147 -141 -147 -315 -42 -62 -2 -16 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 81.2 12.5 4.6 5.0 15.7 6.3 1.9 2.4 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 22 22 . . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 29,778 : : Positions : : 14,109 28,180 6,850 0 24 7,338 0 1,228 129 246 100 : : : : Changes from: December 31, 2013 : : 961 0 -153 0 24 -664 0 614 -50 94 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 94.6 23.0 0.0 0.1 24.6 0.0 4.1 0.4 0.8 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 11 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 257,516 : : Positions : : 85,692 235,228 34,854 0 17,624 115,218 0 344 3,784 4,320 0 : : : : Changes from: December 31, 2013 : : 1,784 0 -320 0 320 952 0 0 0 2,416 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 91.3 13.5 0.0 6.8 44.7 0.0 0.1 1.5 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 13 9 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 500,605 : : Positions : : 276,670 471,573 189,333 0 2,753 14,008 8,438 17,841 0 0 0 : : : : Changes from: December 31, 2013 : : -21,819 -27,898 -7,344 0 0 2,448 1,183 -4,080 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 94.2 37.8 0.0 0.5 2.8 1.7 3.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 14 4 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 28,828 : : Positions : : 20,096 20,674 87 5,597 2,156 2,748 0 40 3,318 0 0 : : : : Changes from: December 31, 2013 : : -1,240 -1,473 -86 -169 -41 -379 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.7 71.7 0.3 19.4 7.5 9.5 0.0 0.1 11.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 6,875 : : Positions : : 3,288 4,726 1,519 206 1,199 0 0 0 84 468 0 : : : : Changes from: December 31, 2013 : : -252 -420 -126 -42 0 0 0 0 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 68.7 22.1 3.0 17.4 0.0 0.0 0.0 1.2 6.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 11 4 . . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 18,315 : : Positions : : 11,007 16,649 4,857 68 640 792 0 42 893 746 0 : : : : Changes from: December 31, 2013 : : -1,032 -1,346 -378 0 0 -105 -23 -63 63 -126 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 90.9 26.5 0.4 3.5 4.3 0.0 0.2 4.9 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 16 5 . 5 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 256,058 : : Positions : : 90,988 249,498 120,958 4,680 1,488 4,704 0 0 37,920 392 0 : : : : Changes from: December 31, 2013 : : -17,136 -22,032 -9,792 1,224 -1,224 -816 0 0 4,488 -2,448 -4,488 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 97.4 47.2 1.8 0.6 1.8 0.0 0.0 14.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 17 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 15,724 : : Positions : : 6,598 8,823 5,039 3,811 2,327 609 0 128 510 444 0 : : : : Changes from: December 31, 2013 : : -846 -966 -316 -273 -40 -24 -19 -128 -21 180 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 56.1 32.0 24.2 14.8 3.9 0.0 0.8 3.2 2.8 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 19 5 . 4 . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 177,252 : : Positions : : 46,668 86,095 123,169 75,910 6,279 40 0 1,096 0 7,872 0 : : : : Changes from: December 31, 2013 : : -12,888 -18,320 -5,008 -3,672 -408 -776 -1,480 312 -1,632 3,168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 26.3 48.6 69.5 42.8 3.5 0.0 0.0 0.6 0.0 4.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 13 4 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,183 : : Positions : : 15,268 14,459 3,662 1,228 257 0 3,243 1,996 0 0 0 : : : : Changes from: December 31, 2013 : : -826 -1,475 -201 200 -225 0 248 -75 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 68.3 17.3 5.8 1.2 0.0 15.3 9.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643CJ Open Interest is 664,378 : : Positions : : 595,497 525,111 36,256 68,102 32,625 0 38,540 0 0 0 0 : : : : Changes from: December 31, 2013 : : -48,552 -32,232 4,080 -4,080 -8,160 0 -8,160 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.6 79.0 5.5 10.3 4.9 0.0 5.8 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 190,065 : : Positions : : 169,295 163,525 8,470 11,015 12,300 0 3,225 0 0 0 0 : : : : Changes from: December 31, 2013 : : -19,545 -15,660 850 -1,985 -1,900 0 -1,050 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 86.0 4.5 5.8 6.5 0.0 1.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 275,700 : : Positions : : 238,595 106,635 36,575 168,535 530 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : 16,460 -5,355 210 22,025 -1,260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 38.7 13.3 61.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 967,425 : : Positions : : 846,423 364,725 119,075 600,773 1,927 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : 74,672 -12,240 -7,752 79,160 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 37.7 12.3 62.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 4 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 147,210 : : Positions : : 118,265 103,840 8,675 23,100 20,270 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -3,370 -12,810 1,050 10,490 -1,050 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 70.5 5.9 15.7 13.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV mwh : CFTC Code #0643D1 Open Interest is 654,380 : : Positions : : 553,949 486,711 32,370 99,608 68,061 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -13,667 -47,251 4,080 37,664 -4,080 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 74.4 4.9 15.2 10.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D4 Open Interest is 203,525 : : Positions : : 193,220 156,110 5,005 42,115 5,300 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -10,920 -10,290 315 -315 -1,260 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 76.7 2.5 20.7 2.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 7 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D5 Open Interest is 577,135 : : Positions : : 533,356 458,810 9,707 84,253 34,072 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -34,272 -38,352 -2,040 2,040 -3,264 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 79.5 1.7 14.6 5.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 1,247,987 : : Positions : :1,191,831 1,130,136 29,551 91,246 26,605 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -15,454 -15,862 -408 0 -4,896 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 90.6 2.4 7.3 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 6 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D8 Open Interest is 325,565 : : Positions : : 307,620 291,520 8,090 24,190 9,855 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -2,375 -1,010 -105 -1,470 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 89.5 2.5 7.4 3.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DB Open Interest is 8,845,695 : : Positions : :6,522,789 8,151,346 1,492,067 0 694,349 129,050 0 0 7,440 0 0 : : : : Changes from: December 31, 2013 : : -596,509 -562,765 50,064 0 -25,362 -11,016 0 0 -5,304 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 92.2 16.9 0.0 7.8 1.5 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 29 22 7 0 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DC Open Interest is 2,881,730 : : Positions : :2,197,820 2,728,235 490,965 0 153,495 39,450 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -186,470 -170,860 20,020 0 -17,235 -3,360 0 0 -1,050 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 94.7 17.0 0.0 5.3 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 36 25 7 0 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DF Open Interest is 3,163,380 : : Positions : :1,941,692 2,269,864 336,053 257,833 272,297 14,060 115,301 67,555 497,368 146,175 32,575 : : : : Changes from: December 31, 2013 : : -6,298 30,439 26,892 -7,660 -19,847 -1,715 12,385 -1,970 -12,503 -28,789 19,414 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 71.8 10.6 8.2 8.6 0.4 3.6 2.1 15.7 4.6 1.0 : : : : Number of Traders in Each Category Total Traders: 61 : : 34 31 5 5 7 . 4 . . 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV MWh (Megawatt Hours) : CFTC Code #0643DK Open Interest is 6,590,691 : : Positions : :5,636,965 5,245,593 170,476 532,284 466,841 46,419 140,080 141,021 110,897 46,800 18,072 : : : : Changes from: December 31, 2013 : : -63,272 -20,432 13,464 -22,848 -28,968 -1,632 -6,120 -816 2,040 0 -2,040 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 79.6 2.6 8.1 7.1 0.7 2.1 2.1 1.7 0.7 0.3 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 22 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 606,540 : : Positions : : 543,025 497,325 43,250 90,050 17,065 3,200 2,100 0 0 0 0 : : : : Changes from: December 31, 2013 : : -22,105 -4,735 -5,040 -21,150 3,200 0 -1,260 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 82.0 7.1 14.8 2.8 0.5 0.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 9 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 2,045,345 : : Positions : :1,691,944 1,676,620 114,571 144,775 223,950 14,880 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -154,096 -82,032 -816 -70,024 36,352 0 -2,856 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.7 82.0 5.6 7.1 10.9 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 23 9 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 37,221 : : Positions : : 22,473 23,590 2,727 1,172 4,845 0 1,928 90 816 0 0 : : : : Changes from: December 31, 2013 : : 656 455 242 65 -166 0 0 0 0 -76 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 63.4 7.3 3.1 13.0 0.0 5.2 0.2 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . 5 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 23,102 : : Positions : : 14,393 20,409 6,919 1,414 324 0 955 0 955 0 0 : : : : Changes from: December 31, 2013 : : -2,583 -2,121 378 -63 -483 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 88.3 29.9 6.1 1.4 0.0 4.1 0.0 4.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 510,351 : : Positions : : 353,460 495,985 142,525 0 9,686 0 4,680 0 4,680 0 0 : : : : Changes from: December 31, 2013 : : -46,512 -39,576 6,936 0 -6,936 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.3 97.2 27.9 0.0 1.9 0.0 0.9 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 46,635 : : Positions : : 25,416 44,338 18,689 0 2,275 0 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -1,890 -2,815 -903 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 95.1 40.1 0.0 4.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 8 16 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 763,262 : : Positions : : 478,908 721,597 235,649 0 41,665 7,040 0 0 0 0 0 : : : : Changes from: December 31, 2013 : : -42,432 -41,920 -6,528 0 -408 7,040 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 94.5 30.9 0.0 5.5 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 18 4 0 . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 100,788 : : Positions : : 75,564 59,606 12,705 36,087 1,270 8,190 0 2,550 0 1,020 255 : : : : Changes from: December 31, 2013 : : -1,451 -1,706 21 131 -609 -735 -315 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 59.1 12.6 35.8 1.3 8.1 0.0 2.5 0.0 1.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 17 17 5 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,741,773 : : Positions : :1,474,383 1,064,601 61,304 272,571 177,060 0 198,240 23,520 0 275 5,506 : : : : Changes from: December 31, 2013 : : -66,096 -40,496 6,936 -17,952 -7,752 0 -1,120 0 -133 275 -275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 61.1 3.5 15.6 10.2 0.0 11.4 1.4 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 21 18 . 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 26,480 : : Positions : : 14,675 14,288 10,420 1,275 0 0 9,382 1,280 105 0 0 : : : : Changes from: December 31, 2013 : : -1,953 -1,806 -588 -630 0 0 0 0 63 0 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.4 54.0 39.4 4.8 0.0 0.0 35.4 4.8 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 57,596 : : Positions : : 46,837 45,423 3,320 596 6,033 0 4,264 1,280 126 0 0 : : : : Changes from: December 31, 2013 : : -1,575 -1,470 -63 63 -168 0 -231 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.3 78.9 5.8 1.0 10.5 0.0 7.4 2.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 9 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 57,941 : : Positions : : 39,717 40,369 5,300 8,757 6,181 3,725 0 2,550 384 0 84 : : : : Changes from: December 31, 2013 : : -1,722 -1,029 84 -168 -147 420 0 -315 21 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 69.7 9.1 15.1 10.7 6.4 0.0 4.4 0.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 49,995 : : Positions : : 31,444 41,351 12,290 4,920 1,421 0 0 0 2,537 0 2,048 : : : : Changes from: December 31, 2013 : : -609 -651 252 210 -462 0 0 0 -84 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 82.7 24.6 9.8 2.8 0.0 0.0 0.0 5.1 0.0 4.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 54,552 : : Positions : : 49,662 34,041 1,785 17,511 3,000 0 0 0 105 0 0 : : : : Changes from: December 31, 2013 : : -2,604 -2,079 -42 -483 -105 0 0 0 105 0 -105 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 62.4 3.3 32.1 5.5 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 13 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 348,556 : : Positions : : 207,361 305,476 79,190 0 0 38,525 19,600 23,480 0 0 0 : : : : Changes from: December 31, 2013 : : -14,688 -29,376 -9,792 -6,120 0 2,856 8,160 -12,240 -5,712 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 87.6 22.7 0.0 0.0 11.1 5.6 6.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 14 . 0 0 . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 811,936 : : Positions : : 642,480 542,745 51,480 152,431 69,960 1,216 0 46,800 0 0 0 : : : : Changes from: December 31, 2013 : : -46,512 -51,816 -2,040 9,792 -9,792 1,216 -5,312 -1,216 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 66.8 6.3 18.8 8.6 0.1 0.0 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,210,143 : : Positions : : 704,204 995,114 109,051 23,584 144,405 192,245 0 47,040 13,198 0 0 : : : : Changes from: December 31, 2013 : : -24,888 -37,128 -11,648 592 -1,000 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.2 82.2 9.0 1.9 11.9 15.9 0.0 3.9 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 9 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 683,981 : : Positions : : 421,093 486,624 4,680 99,717 97,640 0 0 0 160,568 0 0 : : : : Changes from: December 31, 2013 : : -15,096 -11,016 0 -3,672 0 0 0 0 408 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 71.1 0.7 14.6 14.3 0.0 0.0 0.0 23.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 611,123 : : Positions : : 453,667 321,587 57,200 179,480 100,256 0 9,800 0 0 0 0 : : : : Changes from: December 31, 2013 : : -27,336 -22,440 2,856 4,488 -15,504 0 0 0 0 -6,528 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 52.6 9.4 29.4 16.4 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 10 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C74 Open Interest is 99,535 : : Positions : : 63,548 76,222 14,557 7,095 488 0 12,330 0 16,782 0 2,010 : : : : Changes from: December 31, 2013 : : -714 -1,785 -525 0 0 0 0 0 -546 0 -525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.8 76.6 14.6 7.1 0.5 0.0 12.4 0.0 16.9 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C76 Open Interest is 98,285 : : Positions : : 85,563 40,235 2,650 37,315 7,400 1,260 8,460 1,050 0 3,825 0 : : : : Changes from: December 31, 2013 : : -50 -1,230 1,050 1,029 -2,404 0 1,075 -525 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 40.9 2.7 38.0 7.5 1.3 8.6 1.1 0.0 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . 4 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 49,298 : : Positions : : 46,900 42,858 0 3,730 720 0 1,050 0 798 0 0 : : : : Changes from: December 31, 2013 : : -1,870 -2,205 0 -10 0 0 0 0 -305 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 86.9 0.0 7.6 1.5 0.0 2.1 0.0 1.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 44,570 : : Positions : : 42,690 38,360 0 3,730 720 0 1,050 0 750 0 0 : : : : Changes from: December 31, 2013 : : -1,555 -1,895 0 -10 0 0 0 0 -300 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.8 86.1 0.0 8.4 1.6 0.0 2.4 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 0 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 14,505 : : Positions : : 12,950 7,685 720 545 425 0 100 0 0 5,750 0 : : : : Changes from: December 31, 2013 : : -2,215 -470 720 -445 165 0 -50 0 0 -260 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 53.0 5.0 3.8 2.9 0.0 0.7 0.0 0.0 39.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 6 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 17,695 : : Positions : : 16,286 15,150 235 640 155 600 0 0 0 1,750 0 : : : : Changes from: December 31, 2013 : : -1,218 -780 35 0 -35 50 -75 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 85.6 1.3 3.6 0.9 3.4 0.0 0.0 0.0 9.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 9 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 41,905 : : Positions : : 18,675 37,965 7,600 180 220 0 2,050 650 14,000 0 0 : : : : Changes from: December 31, 2013 : : -1,135 -755 50 0 -100 0 365 -365 700 0 -700 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 90.6 18.1 0.4 0.5 0.0 4.9 1.6 33.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 18 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,115 : : Positions : : 12,215 20,755 300 1,300 600 0 2,850 1,200 12,800 300 0 : : : : Changes from: December 31, 2013 : : -580 -790 50 -15 -50 0 -15 -50 0 300 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.0 76.5 1.1 4.8 2.2 0.0 10.5 4.4 47.2 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 27,930 : : Positions : : 26,655 19,655 0 6,550 0 50 0 925 0 500 0 : : : : Changes from: December 31, 2013 : : -490 -865 0 -60 -75 50 -215 -50 -200 500 -500 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 70.4 0.0 23.5 0.0 0.2 0.0 3.3 0.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 13 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 37,730 : : Positions : : 33,445 23,250 960 350 0 1,700 0 0 0 13,170 0 : : : : Changes from: December 31, 2013 : : -1,600 -1,050 30 50 -80 25 0 -25 0 30 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 61.6 2.5 0.9 0.0 4.5 0.0 0.0 0.0 34.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 13 . . 0 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 7, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 27,799 : : Positions : : 22,182 25,980 2,568 0 1,049 1,050 0 0 0 750 0 : : : : Changes from: December 31, 2013 : : -877 -180 -13 0 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 93.5 9.2 0.0 3.8 3.8 0.0 0.0 0.0 2.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 8 . 0 . . 0 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 10, 2014