Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 71,707 : : Positions : : 14,330 38,590 4,824 591 2,724 2,845 4,580 3,226 30,994 9,767 11,443 : : : : Changes from: January 7, 2014 : : -170 -625 321 -764 424 -2,645 380 -100 -779 -1,889 -19 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.0 53.8 6.7 0.8 3.8 4.0 6.4 4.5 43.2 13.6 16.0 : : : : Number of Traders in Each Category Total Traders: 52 : : 10 12 . . . . . . 18 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 33,122 : : Positions : : 19,420 6,715 1,356 3,090 162 0 5,861 360 8,637 13,013 2,946 : : : : Changes from: January 7, 2014 : : 40 -305 -205 0 135 0 -255 60 750 1,160 160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 20.3 4.1 9.3 0.5 0.0 17.7 1.1 26.1 39.3 8.9 : : : : Number of Traders in Each Category Total Traders: 39 : : 7 6 . . . 0 . . 12 12 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 183,139 : : Positions : : 112,249 120,958 12,323 15,827 26,717 13,517 1,604 6,847 5,710 5,642 4,794 : : : : Changes from: January 7, 2014 : : 9,861 12,991 2,821 -375 -498 -451 1,234 607 -198 -1,880 704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.3 66.0 6.7 8.6 14.6 7.4 0.9 3.7 3.1 3.1 2.6 : : : : Number of Traders in Each Category Total Traders: 79 : : 50 45 4 6 7 . . 5 6 6 9 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 52,386 : : Positions : : 28,413 42,585 15,385 3,577 2,561 2,030 0 3,276 336 26 361 : : : : Changes from: January 7, 2014 : : 936 2,092 1,008 -2 -362 -61 0 82 207 0 81 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.2 81.3 29.4 6.8 4.9 3.9 0.0 6.3 0.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 18 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 488,779 : : Positions : : 350,232 396,671 99,150 30,859 21,352 0 23,868 15,101 2,016 0 928 : : : : Changes from: January 7, 2014 : : 6,289 8,900 10,432 0 -5,096 0 9,509 -4,406 1,688 0 928 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 81.2 20.3 6.3 4.4 0.0 4.9 3.1 0.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 18 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 1,509,102 : : Positions : :1,122,280 1,260,140 155,730 48,917 169,173 22,316 290 21,986 9,765 744 7,852 : : : : Changes from: January 7, 2014 : : 6,336 -7,341 -8,624 5,309 -525 -1,302 290 -290 -103 -1,951 391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 83.5 10.3 3.2 11.2 1.5 0.0 1.5 0.6 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 33 34 4 5 7 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 49,466 : : Positions : : 39,666 23,748 0 7,338 4,207 0 8,152 4,283 800 1,228 510 : : : : Changes from: January 7, 2014 : : -899 -2,233 -857 1,408 -1,483 0 -213 -147 566 -129 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 48.0 0.0 14.8 8.5 0.0 16.5 8.7 1.6 2.5 1.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 340,448 : : Positions : : 205,392 245,711 103,170 26,960 3,848 0 39,539 23,358 3,648 0 1,032 : : : : Changes from: January 7, 2014 : : -12,511 -7,856 -10,697 -2,744 -8 0 -9,288 4,856 1,928 -1,392 -968 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 72.2 30.3 7.9 1.1 0.0 11.6 6.9 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 498,654 : : Positions : : 383,877 346,651 39,459 108,246 40,661 28,835 0 2,352 3,470 744 0 : : : : Changes from: January 7, 2014 : : -7,918 -112 0 -792 0 5,144 0 -1,592 1,870 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 69.5 7.9 21.7 8.2 5.8 0.0 0.5 0.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 21 . 4 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 56,069 : : Positions : : 35,668 50,584 12,707 1,105 1,432 1,322 0 1,168 2,989 0 378 : : : : Changes from: January 7, 2014 : : 1,353 216 -1,088 0 386 125 0 146 80 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 90.2 22.7 2.0 2.6 2.4 0.0 2.1 5.3 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 26 4 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 2,232,424 : : Positions : :2,022,904 2,185,784 209,520 46,640 0 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 246,550 246,550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 97.9 9.4 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 : : 14 11 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 1,002,080 : : Positions : : 900,880 1,002,080 101,200 0 0 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 66,000 66,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.9 100.0 10.1 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 : : 16 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 722,600 : : Positions : : 512,360 629,000 206,320 93,600 0 3,920 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : -121,680 -150,240 -24,480 -4,080 0 -4,080 0 0 -4,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 87.0 28.6 13.0 0.0 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 9 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 281,672 : : Positions : : 186,120 243,584 53,744 6,152 30,784 9,872 0 1,152 0 0 0 : : : : Changes from: January 7, 2014 : : -5,888 -5,080 -16 -2,040 -32 -400 -408 -24 -1,224 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 86.5 19.1 2.2 10.9 3.5 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 11,545 : : Positions : : 8,903 5,831 26 3,636 595 893 210 42 468 848 107 : : : : Changes from: January 7, 2014 : : 527 -823 -846 466 -254 -84 145 -147 0 2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 50.5 0.2 31.5 5.2 7.7 1.8 0.4 4.1 7.3 0.9 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 12 . 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 335,125 : : Positions : : 274,760 278,825 49,765 56,300 0 10,600 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : -25,325 -16,875 -3,150 -10,500 0 1,100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 83.2 14.8 16.8 0.0 3.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 187,725 : : Positions : : 150,355 132,880 7,445 27,545 27,300 2,625 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : -13,335 -10,941 1,070 -1,849 -2,855 -525 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.1 70.8 4.0 14.7 14.5 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 22,132 : : Positions : : 14,259 14,976 2,308 3,298 2,058 975 0 341 0 352 0 : : : : Changes from: January 7, 2014 : : -128 -301 106 -125 -42 147 0 1 0 1 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 67.7 10.4 14.9 9.3 4.4 0.0 1.5 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 22 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 2,883,123 : : Positions : :2,398,997 1,947,990 99,915 167,809 179,399 0 264,859 203,244 512 118,766 1,056 : : : : Changes from: January 7, 2014 : : 17,994 18,698 0 -3,520 0 0 3,448 -1,632 512 -120 -512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 67.6 3.5 5.8 6.2 0.0 9.2 7.0 0.0 4.1 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 28 23 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 879,533 : : Positions : : 716,809 602,786 81,448 89,045 30,907 10,060 83,672 38,971 0 32,791 1,317 : : : : Changes from: January 7, 2014 : : 11,809 9,564 475 3,194 -4,792 640 1,625 725 -147 -1,585 147 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 68.5 9.3 10.1 3.5 1.1 9.5 4.4 0.0 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 54 : : 32 27 . 5 5 . . . 0 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 2,160,549 : : Positions : :2,052,069 2,106,309 108,480 54,240 0 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 96,800 96,800 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 97.5 5.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 17 8 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 641,040 : : Positions : : 598,590 628,060 42,450 12,980 0 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 29,290 29,290 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.4 98.0 6.6 2.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 504,323 : : Positions : : 264,589 455,859 93,972 12,979 10,427 101,639 0 19,106 14,590 5,952 0 : : : : Changes from: January 7, 2014 : : 4,394 5,510 2,327 -809 -407 -1,211 0 0 -809 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.5 90.4 18.6 2.6 2.1 20.2 0.0 3.8 2.9 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 14, 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 37,761 : : Positions : : 22,324 30,770 4,857 1,656 1,869 5,812 2,205 714 828 337 41 : : : : Changes from: January 7, 2014 : : 167 374 183 -62 -7 -82 -145 21 -61 1 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 81.5 12.9 4.4 5.0 15.4 5.8 1.9 2.2 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 27,498 : : Positions : : 13,400 25,134 5,178 0 536 6,950 0 1,228 206 600 0 : : : : Changes from: January 7, 2014 : : -709 -3,046 -1,672 0 512 -388 0 0 77 354 -100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 91.4 18.8 0.0 1.9 25.3 0.0 4.5 0.7 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 6 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 235,617 : : Positions : : 78,482 211,115 26,936 7,531 13,901 113,442 0 0 2,856 3,070 0 : : : : Changes from: January 7, 2014 : : -7,210 -24,113 -7,918 7,531 -3,723 -1,776 0 -344 -928 -1,250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.3 89.6 11.4 3.2 5.9 48.1 0.0 0.0 1.2 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 502,613 : : Positions : : 288,358 468,159 189,333 0 2,753 4,680 12,342 17,489 0 1,870 0 : : : : Changes from: January 7, 2014 : : 11,688 -3,414 0 0 0 -9,328 3,904 -352 0 1,870 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 93.1 37.7 0.0 0.5 0.9 2.5 3.5 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 30,548 : : Positions : : 21,346 22,189 322 5,598 2,156 2,816 0 144 3,324 0 80 : : : : Changes from: January 7, 2014 : : 1,250 1,515 235 1 0 68 0 104 6 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 72.6 1.1 18.3 7.1 9.2 0.0 0.5 10.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 7,131 : : Positions : : 3,544 4,470 1,519 206 1,199 0 512 0 84 468 0 : : : : Changes from: January 7, 2014 : : 256 -256 0 0 0 0 512 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.7 62.7 21.3 2.9 16.8 0.0 7.2 0.0 1.2 6.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 18,166 : : Positions : : 10,738 16,418 4,857 87 640 574 64 64 893 685 40 : : : : Changes from: January 7, 2014 : : -269 -231 0 19 0 -218 64 22 0 -61 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 90.4 26.7 0.5 3.5 3.2 0.4 0.4 4.9 3.8 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 15 5 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 : : 90,988 249,850 121,310 4,680 1,136 4,704 0 0 37,920 392 0 : : : : Changes from: January 7, 2014 : : 0 352 352 0 -352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.5 97.6 47.4 1.8 0.4 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 14, 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 16,145 : : Positions : : 5,959 8,889 5,019 3,791 2,347 1,160 0 235 725 504 125 : : : : Changes from: January 7, 2014 : : -639 66 -20 -20 20 551 0 107 215 60 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 55.1 31.1 23.5 14.5 7.2 0.0 1.5 4.5 3.1 0.8 : : : : Number of Traders in Each Category Total Traders: 33 : : 13 19 5 . 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 178,308 : : Positions : : 48,131 86,447 122,465 76,317 5,872 1,096 0 744 0 8,928 0 : : : : Changes from: January 7, 2014 : : 1,463 352 -704 407 -407 1,056 0 -352 0 1,056 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 27.0 48.5 68.7 42.8 3.3 0.6 0.0 0.4 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 13 4 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 21,160 : : Positions : : 15,038 14,154 3,971 1,228 231 0 3,627 1,920 0 0 0 : : : : Changes from: January 7, 2014 : : -230 -305 309 0 -26 0 384 -76 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 66.9 18.8 5.8 1.1 0.0 17.1 9.1 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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: January 7, 2014 : : 0 0 0 0 0 0 0 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 14, 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 191,090 : : Positions : : 170,320 163,525 8,470 12,040 12,300 0 3,225 0 0 0 0 : : : : Changes from: January 7, 2014 : : 1,025 0 0 1,025 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 85.6 4.4 6.3 6.4 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 14, 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 301,400 : : Positions : : 264,295 119,485 36,575 181,385 530 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 25,700 12,850 0 12,850 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 39.6 12.1 60.2 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 14, 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 1,060,865 : : Positions : : 939,863 411,445 119,075 647,493 1,927 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 93,440 46,720 0 46,720 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 38.8 11.2 61.0 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 4 4 . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 148,810 : : Positions : : 119,865 105,440 8,675 23,100 20,270 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 1,600 1,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 70.9 5.8 15.5 13.6 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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: January 7, 2014 : : 0 0 0 0 0 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 14, 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 288,395 : : Positions : : 273,645 248,210 8,695 34,130 6,055 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 80,425 92,100 3,690 -7,985 755 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 86.1 3.0 11.8 2.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 18 8 . 4 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 993,516 : : Positions : : 904,720 877,134 52,003 79,589 36,793 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 371,364 418,324 42,296 -4,664 2,721 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 88.3 5.2 8.0 3.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 9 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 1,699,138 : : Positions : :1,655,516 1,546,861 29,551 138,206 14,071 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 463,685 416,725 0 46,960 -12,534 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.4 91.0 1.7 8.1 0.8 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 14, 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 444,165 : : Positions : : 430,420 401,620 8,090 36,890 5,655 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 122,800 110,100 0 12,700 -4,200 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 90.4 1.8 8.3 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 9,127,400 : : Positions : :6,672,662 8,446,603 1,628,059 0 680,797 129,050 0 0 7,440 0 0 : : : : Changes from: January 7, 2014 : : 149,873 295,257 135,992 0 -13,552 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 92.5 17.8 0.0 7.5 1.4 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 31 24 7 0 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 2,958,755 : : Positions : :2,243,535 2,808,910 527,385 0 145,845 39,450 0 0 0 4,000 0 : : : : Changes from: January 7, 2014 : : 45,715 80,675 36,420 0 -7,650 0 0 0 0 4,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 94.9 17.8 0.0 4.9 1.3 0.0 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 37 27 7 0 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 3,167,132 : : Positions : :1,990,289 2,276,664 300,832 263,175 262,987 12,590 140,901 67,435 497,368 120,319 33,851 : : : : Changes from: January 7, 2014 : : 48,597 6,799 -35,221 5,342 -9,310 -1,470 25,600 -120 0 -25,855 1,275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.8 71.9 9.5 8.3 8.3 0.4 4.4 2.1 15.7 3.8 1.1 : : : : Number of Traders in Each Category Total Traders: 64 : : 35 33 5 5 7 . 4 . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 6,749,144 : : Positions : :5,818,595 5,356,783 170,436 579,204 453,116 46,419 140,080 141,021 87,417 46,800 32,140 : : : : Changes from: January 7, 2014 : : 181,630 111,190 -40 46,920 -13,725 0 0 0 -23,480 0 14,068 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 79.4 2.5 8.6 6.7 0.7 2.1 2.1 1.3 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 22 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 614,580 : : Positions : : 544,065 502,825 46,250 92,590 17,065 3,200 2,100 0 4,000 0 0 : : : : Changes from: January 7, 2014 : : 1,040 5,500 3,000 2,540 0 0 0 0 4,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 81.8 7.5 15.1 2.8 0.5 0.3 0.0 0.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 9 . . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 2,080,110 : : Positions : :1,716,149 1,701,993 125,131 154,167 223,950 14,880 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 24,205 25,373 10,560 9,392 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 81.8 6.0 7.4 10.8 0.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 38,973 : : Positions : : 23,922 25,136 2,707 1,244 4,961 0 1,928 90 816 0 0 : : : : Changes from: January 7, 2014 : : 1,449 1,546 -20 72 116 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 64.5 6.9 3.2 12.7 0.0 4.9 0.2 2.1 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 14, 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 23,935 : : Positions : : 15,226 20,177 6,919 2,479 324 0 955 0 955 0 0 : : : : Changes from: January 7, 2014 : : 833 -232 0 1,065 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 84.3 28.9 10.4 1.4 0.0 4.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 511,927 : : Positions : : 355,036 497,561 142,525 0 9,686 0 4,680 0 4,680 0 0 : : : : Changes from: January 7, 2014 : : 1,576 1,576 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 97.2 27.8 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 14, 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 47,223 : : Positions : : 26,004 44,948 18,689 0 2,275 0 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 588 610 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 95.2 39.6 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 10 17 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 774,666 : : Positions : : 490,312 731,241 235,649 1,760 41,665 7,040 0 0 0 0 0 : : : : Changes from: January 7, 2014 : : 11,404 9,644 0 1,760 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 94.4 30.4 0.2 5.4 0.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 18 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 105,129 : : Positions : : 79,905 64,047 12,705 36,087 1,270 8,290 0 2,450 0 1,020 255 : : : : Changes from: January 7, 2014 : : 4,341 4,441 0 0 0 100 0 -100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 60.9 12.1 34.3 1.2 7.9 0.0 2.3 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 19 5 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 1,892,344 : : Positions : :1,623,194 1,215,172 63,064 272,571 177,060 0 198,240 23,520 0 275 5,506 : : : : Changes from: January 7, 2014 : : 148,811 150,571 1,760 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 64.2 3.3 14.4 9.4 0.0 10.5 1.2 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 4 4 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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: January 7, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 14, 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 58,761 : : Positions : : 46,937 46,488 4,385 596 6,033 0 4,364 1,280 126 0 0 : : : : Changes from: January 7, 2014 : : 100 1,065 1,065 0 0 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 79.1 7.5 1.0 10.3 0.0 7.4 2.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 59,368 : : Positions : : 39,717 41,137 5,300 9,456 6,181 3,725 0 2,550 1,851 0 44 : : : : Changes from: January 7, 2014 : : 0 768 0 699 0 0 0 0 1,467 0 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 69.3 8.9 15.9 10.4 6.3 0.0 4.3 3.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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: January 7, 2014 : : 0 0 0 0 0 0 0 0 0 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 14, 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 54,752 : : Positions : : 49,862 34,241 1,785 17,511 3,000 0 0 0 105 0 0 : : : : Changes from: January 7, 2014 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 62.5 3.3 32.0 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 14, 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 355,492 : : Positions : : 214,297 312,412 79,190 0 0 38,525 19,600 23,480 0 0 0 : : : : Changes from: January 7, 2014 : : 6,936 6,936 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 87.9 22.3 0.0 0.0 10.8 5.5 6.6 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 14, 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 813,344 : : Positions : : 643,888 544,153 51,480 152,431 69,960 1,216 0 46,800 0 0 0 : : : : Changes from: January 7, 2014 : : 1,408 1,408 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.2 66.9 6.3 18.7 8.6 0.1 0.0 5.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 1,286,364 : : Positions : : 704,204 1,071,335 156,091 23,584 144,405 192,245 0 47,040 42,379 0 0 : : : : Changes from: January 7, 2014 : : 0 76,221 47,040 0 0 0 0 0 29,181 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 83.3 12.1 1.8 11.2 14.9 0.0 3.7 3.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 716,629 : : Positions : : 407,101 519,272 4,680 99,717 97,640 0 0 0 207,208 0 0 : : : : Changes from: January 7, 2014 : : -13,992 32,648 0 0 0 0 0 0 46,640 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 72.5 0.7 13.9 13.6 0.0 0.0 0.0 28.9 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 14, 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 621,662 : : Positions : : 464,206 332,126 57,200 179,480 100,256 0 9,800 0 0 0 0 : : : : Changes from: January 7, 2014 : : 10,539 10,539 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.7 53.4 9.2 28.9 16.1 0.0 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 11 . 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 19,075 : : Positions : : 8,085 18,687 2,860 0 0 0 0 0 7,980 0 0 : : : : Changes from: January 7, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.4 98.0 15.0 0.0 0.0 0.0 0.0 0.0 41.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 15 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 100,440 : : Positions : : 67,303 76,092 15,197 7,095 1,023 1,000 12,330 0 11,735 0 2,010 : : : : Changes from: January 7, 2014 : : 3,755 -130 640 0 535 1,000 0 0 -5,047 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 75.8 15.1 7.1 1.0 1.0 12.3 0.0 11.7 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 114,235 : : Positions : : 100,188 41,260 2,650 50,640 7,400 2,060 8,460 1,050 0 4,900 525 : : : : Changes from: January 7, 2014 : : 14,625 1,025 0 13,325 0 800 0 0 0 1,075 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 36.1 2.3 44.3 6.5 1.8 7.4 0.9 0.0 4.3 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 10 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 51,248 : : Positions : : 48,530 43,888 0 3,730 720 0 1,050 0 798 600 0 : : : : Changes from: January 7, 2014 : : 1,630 1,030 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 85.6 0.0 7.3 1.4 0.0 2.0 0.0 1.6 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 11 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 46,580 : : Positions : : 44,700 39,770 0 3,730 720 0 1,050 0 750 600 0 : : : : Changes from: January 7, 2014 : : 2,010 1,410 0 0 0 0 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 85.4 0.0 8.0 1.5 0.0 2.3 0.0 1.6 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 13 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 14,515 : : Positions : : 12,950 7,685 720 545 425 0 100 0 0 5,750 0 : : : : Changes from: January 7, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.2 52.9 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 14, 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_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 17,680 : : Positions : : 16,805 10,355 545 0 0 0 0 0 0 7,320 0 : : : : Changes from: January 7, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 58.6 3.1 0.0 0.0 0.0 0.0 0.0 0.0 41.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 7 . 0 0 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 17,850 : : Positions : : 16,281 15,245 235 590 190 650 0 0 0 1,750 0 : : : : Changes from: January 7, 2014 : : -5 95 0 -50 35 50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 85.4 1.3 3.3 1.1 3.6 0.0 0.0 0.0 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 53,574 : : Positions : : 37,593 51,734 1,840 0 1,190 0 650 0 12,951 0 0 : : : : Changes from: January 7, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 96.6 3.4 0.0 2.2 0.0 1.2 0.0 24.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 23 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 52,031 : : Positions : : 37,141 49,701 1,140 440 1,340 0 550 0 12,410 0 0 : : : : Changes from: January 7, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 95.5 2.2 0.8 2.6 0.0 1.1 0.0 23.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 20 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 42,675 : : Positions : : 30,765 38,195 4,655 1,840 635 0 725 500 5,300 0 200 : : : : Changes from: January 7, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 89.5 10.9 4.3 1.5 0.0 1.7 1.2 12.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 19 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 43,275 : : Positions : : 20,045 39,335 7,600 180 220 0 2,050 600 14,000 0 0 : : : : Changes from: January 7, 2014 : : 1,370 1,370 0 0 0 0 0 -50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 90.9 17.6 0.4 0.5 0.0 4.7 1.4 32.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 18 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 28,795 : : Positions : : 12,515 23,035 1,500 700 600 0 2,850 770 12,800 300 0 : : : : Changes from: January 7, 2014 : : 300 2,280 1,200 -600 0 0 0 -430 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 80.0 5.2 2.4 2.1 0.0 9.9 2.7 44.5 1.0 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 14, 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 : : 26,355 19,655 0 6,550 0 350 0 300 0 500 0 : : : : Changes from: January 7, 2014 : : -300 0 0 0 0 300 0 -625 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 70.4 0.0 23.5 0.0 1.3 0.0 1.1 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 14, 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_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 35,265 : : Positions : : 29,795 23,260 710 2,180 895 0 475 1,125 0 4,980 510 : : : : Changes from: January 7, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 66.0 2.0 6.2 2.5 0.0 1.3 3.2 0.0 14.1 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 15 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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 38,295 : : Positions : : 33,760 23,565 910 350 0 1,400 0 300 0 12,820 300 : : : : Changes from: January 7, 2014 : : 315 315 -50 0 0 -300 0 300 0 -350 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 61.5 2.4 0.9 0.0 3.7 0.0 0.8 0.0 33.5 0.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 17 13 . . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 14, 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: January 7, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 17, 2014