Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 72,613 : : Positions : : 14,845 38,310 4,994 591 2,889 2,080 4,425 3,456 31,513 10,353 11,613 : : : : Changes from: January 14, 2014 : : 515 -280 170 0 165 -765 -155 230 519 586 170 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 52.8 6.9 0.8 4.0 2.9 6.1 4.8 43.4 14.3 16.0 : : : : Number of Traders in Each Category Total Traders: 51 : : 9 11 . . . . . . 17 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 34,788 : : Positions : : 19,780 7,220 1,171 2,915 312 54 5,720 606 9,917 14,393 2,692 : : : : Changes from: January 14, 2014 : : 360 505 -185 -175 150 54 -141 246 1,280 1,380 -254 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.9 20.8 3.4 8.4 0.9 0.2 16.4 1.7 28.5 41.4 7.7 : : : : Number of Traders in Each Category Total Traders: 39 : : 8 6 . . . . . . 11 13 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 177,860 : : Positions : : 107,814 118,962 13,236 16,368 23,505 13,923 1,606 7,543 5,981 4,294 4,718 : : : : Changes from: January 14, 2014 : : -4,435 -1,996 914 541 -3,212 406 1 696 270 -1,349 -76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.6 66.9 7.4 9.2 13.2 7.8 0.9 4.2 3.4 2.4 2.7 : : : : Number of Traders in Each Category Total Traders: 79 : : 50 47 4 6 7 . . 5 5 7 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 55,666 : : Positions : : 29,114 45,643 17,760 3,808 2,330 2,520 0 3,222 35 26 637 : : : : Changes from: January 14, 2014 : : 701 3,058 2,375 231 -231 490 0 -54 -301 0 276 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.3 82.0 31.9 6.8 4.2 4.5 0.0 5.8 0.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 493,863 : : Positions : : 352,208 410,650 107,191 30,859 15,056 0 18,986 16,792 2,008 912 608 : : : : Changes from: January 14, 2014 : : 1,976 13,979 8,041 0 -6,296 0 -4,882 1,691 -8 912 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 83.2 21.7 6.2 3.0 0.0 3.8 3.4 0.4 0.2 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 1,502,906 : : Positions : :1,120,034 1,266,587 166,336 49,319 156,128 21,612 1,058 21,218 9,725 744 7,852 : : : : Changes from: January 14, 2014 : : -2,245 6,447 10,606 402 -13,045 -704 768 -768 -40 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 84.3 11.1 3.3 10.4 1.4 0.1 1.4 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 21, 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 51,045 : : Positions : : 40,138 25,542 0 6,592 4,880 0 7,683 4,491 908 1,228 628 : : : : Changes from: January 14, 2014 : : 472 1,795 0 -746 673 0 -469 208 108 0 118 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 50.0 0.0 12.9 9.6 0.0 15.1 8.8 1.8 2.4 1.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 347,800 : : Positions : : 210,224 252,423 105,042 26,952 3,856 0 39,539 23,358 3,648 0 1,672 : : : : Changes from: January 14, 2014 : : 4,832 6,712 1,872 -8 8 0 0 0 0 0 640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.4 72.6 30.2 7.7 1.1 0.0 11.4 6.7 1.0 0.0 0.5 : : : : 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 21, 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 489,315 : : Positions : : 379,107 289,056 39,107 164,214 33,717 31,555 0 1,584 4,245 744 0 : : : : Changes from: January 14, 2014 : : -4,770 -57,595 -352 55,968 -6,944 2,720 0 -768 775 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.5 59.1 8.0 33.6 6.9 6.4 0.0 0.3 0.9 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 22 . 4 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 52,588 : : Positions : : 35,304 46,770 9,696 1,062 1,581 983 0 1,334 2,909 2 418 : : : : Changes from: January 14, 2014 : : -364 -3,814 -3,011 -43 149 -339 0 166 -80 2 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 88.9 18.4 2.0 3.0 1.9 0.0 2.5 5.5 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 40 : : 22 25 4 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 3,028,790 : : Positions : :2,306,230 3,028,790 722,560 0 0 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 283,326 843,006 513,040 -46,640 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 100.0 23.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 12,150 : : Positions : : 10,900 10,550 0 850 0 1,000 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 86.8 0.0 7.0 0.0 8.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 0 . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 1,236,450 : : Positions : : 981,650 1,236,450 254,800 0 0 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 80,770 234,370 153,600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 100.0 20.6 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 : : 17 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 729,640 : : Positions : : 519,400 636,040 206,320 93,600 0 3,920 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 7,040 7,040 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.2 87.2 28.3 12.8 0.0 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 15 9 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 285,216 : : Positions : : 190,080 246,712 53,744 6,152 30,784 9,040 0 1,568 0 0 0 : : : : Changes from: January 14, 2014 : : 3,960 3,128 0 0 0 -832 0 416 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 86.5 18.8 2.2 10.8 3.2 0.0 0.5 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 21, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 12,202 : : Positions : : 9,180 6,000 0 4,337 621 893 210 42 744 526 170 : : : : Changes from: January 14, 2014 : : 277 169 -26 701 26 0 0 0 276 -322 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 49.2 0.0 35.5 5.1 7.3 1.7 0.3 6.1 4.3 1.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 12 0 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14, 2014 : : 0 0 0 0 0 0 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 21, 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 191,550 : : Positions : : 150,355 132,880 11,270 31,370 27,300 2,625 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 0 0 3,825 3,825 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.5 69.4 5.9 16.4 14.3 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 21, 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 22,535 : : Positions : : 14,724 15,273 2,308 3,149 2,058 827 0 384 0 352 0 : : : : Changes from: January 14, 2014 : : 465 297 0 -149 0 -148 0 43 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 67.8 10.2 14.0 9.1 3.7 0.0 1.7 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 21 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 2,948,626 : : Positions : :2,435,350 2,002,043 87,920 134,881 221,378 0 269,620 202,410 512 117,238 1,056 : : : : Changes from: January 14, 2014 : : 36,353 54,053 -11,995 -32,928 41,979 0 4,761 -834 0 -1,528 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 67.9 3.0 4.6 7.5 0.0 9.1 6.9 0.0 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 23 4 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 895,932 : : Positions : : 726,893 611,517 78,569 79,740 41,547 8,507 89,307 39,496 0 33,361 899 : : : : Changes from: January 14, 2014 : : 10,084 8,731 -2,879 -9,305 10,640 -1,553 5,635 525 0 570 -418 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 68.3 8.8 8.9 4.6 0.9 10.0 4.4 0.0 3.7 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 31 26 . 5 5 . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 2,176,293 : : Positions : :2,067,813 2,122,053 108,480 54,240 0 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 15,744 15,744 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: 25 : : 18 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 648,275 : : Positions : : 599,425 637,395 42,450 4,480 6,400 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 835 9,335 0 -8,500 6,400 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 98.3 6.5 0.7 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 20 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 506,959 : : Positions : : 267,257 458,078 95,154 12,979 9,613 100,021 0 19,523 15,391 6,766 0 : : : : Changes from: January 14, 2014 : : 2,668 2,219 1,182 0 -814 -1,618 0 417 801 814 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 90.4 18.8 2.6 1.9 19.7 0.0 3.9 3.0 1.3 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 21, 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 38,223 : : Positions : : 22,827 31,278 5,284 1,656 1,845 5,730 2,162 714 764 378 0 : : : : Changes from: January 14, 2014 : : 503 508 427 0 -24 -82 -43 0 -64 41 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 81.8 13.8 4.3 4.8 15.0 5.7 1.9 2.0 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 22 4 . 4 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 28,365 : : Positions : : 13,148 26,161 5,751 0 248 7,937 0 1,228 53 728 0 : : : : Changes from: January 14, 2014 : : -252 1,027 573 0 -288 987 0 0 -153 128 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 92.2 20.3 0.0 0.9 28.0 0.0 4.3 0.2 2.6 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 21, 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 239,985 : : Positions : : 83,714 214,331 26,936 9,547 13,037 113,442 0 0 2,856 3,070 0 : : : : Changes from: January 14, 2014 : : 5,232 3,216 0 2,016 -864 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.9 89.3 11.2 4.0 5.4 47.3 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 21, 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 508,565 : : Positions : : 293,958 471,359 189,685 0 2,753 4,680 15,094 17,489 0 1,870 0 : : : : Changes from: January 14, 2014 : : 5,600 3,200 352 0 0 0 2,752 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 92.7 37.3 0.0 0.5 0.9 3.0 3.4 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 17 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 30,945 : : Positions : : 21,744 22,606 362 5,578 2,136 2,729 0 144 3,410 0 80 : : : : Changes from: January 14, 2014 : : 398 417 40 -20 -20 -87 0 0 86 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.3 73.1 1.2 18.0 6.9 8.8 0.0 0.5 11.0 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 21, 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 7,111 : : Positions : : 3,564 4,410 1,519 206 1,199 0 572 0 44 448 0 : : : : Changes from: January 14, 2014 : : 20 -60 0 0 0 0 60 0 -40 -20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 62.0 21.4 2.9 16.9 0.0 8.0 0.0 0.6 6.3 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 21, 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 18,078 : : Positions : : 10,717 16,415 4,811 66 619 574 64 64 893 663 40 : : : : Changes from: January 14, 2014 : : -21 -3 -46 -21 -21 0 0 0 0 -22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.3 90.8 26.6 0.4 3.4 3.2 0.4 0.4 4.9 3.7 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 21, 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 264,274 : : Positions : : 101,020 258,066 120,198 4,680 1,136 4,704 0 0 37,216 392 0 : : : : Changes from: January 14, 2014 : : 10,032 8,216 -1,112 0 0 0 0 0 -704 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 97.7 45.5 1.8 0.4 1.8 0.0 0.0 14.1 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 17 4 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 16,186 : : Positions : : 5,962 9,016 5,063 3,791 2,261 1,220 0 235 787 504 125 : : : : Changes from: January 14, 2014 : : 3 127 44 0 -86 60 0 0 62 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.8 55.7 31.3 23.4 14.0 7.5 0.0 1.5 4.9 3.1 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 19 5 . 4 4 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 21, 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 21,340 : : Positions : : 15,347 14,257 3,996 1,228 231 0 3,858 1,766 0 0 0 : : : : Changes from: January 14, 2014 : : 309 103 25 0 0 0 231 -154 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.9 66.8 18.7 5.8 1.1 0.0 18.1 8.3 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 21, 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 14, 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 21, 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 14, 2014 : : 0 0 0 0 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 21, 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 300,900 : : Positions : : 264,795 118,985 35,575 181,385 530 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 500 -500 -1,000 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 39.5 11.8 60.3 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 21, 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 14, 2014 : : 0 0 0 0 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 21, 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 152,010 : : Positions : : 123,065 108,640 8,675 23,100 20,270 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 3,200 3,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.0 71.5 5.7 15.2 13.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14, 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 21, 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 327,355 : : Positions : : 305,345 288,460 11,895 28,780 10,115 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 31,700 40,250 3,200 -5,350 4,060 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 88.1 3.6 8.8 3.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 8 . 4 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 1,162,036 : : Positions : :1,061,410 1,045,654 63,833 79,589 36,793 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 156,690 168,520 11,830 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 90.0 5.5 6.8 3.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14, 2014 : : 0 0 0 0 0 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 21, 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 448,515 : : Positions : : 434,770 403,820 8,090 39,040 5,655 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 4,350 2,200 0 2,150 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 90.0 1.8 8.7 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 21, 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 9,401,931 : : Positions : :6,945,305 8,721,134 1,639,339 0 680,797 129,050 0 0 7,440 0 0 : : : : Changes from: January 14, 2014 : : 272,643 274,531 11,280 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 92.8 17.4 0.0 7.2 1.4 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 25 7 0 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 3,015,390 : : Positions : :2,309,750 2,866,335 523,085 0 144,055 38,500 0 0 0 5,000 0 : : : : Changes from: January 14, 2014 : : 66,215 57,425 -4,300 0 -1,790 -950 0 0 0 1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.6 95.1 17.3 0.0 4.8 1.3 0.0 0.0 0.0 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 37 28 7 0 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 3,191,483 : : Positions : :2,027,274 2,340,514 296,959 282,238 246,355 10,973 140,416 72,695 502,078 74,096 33,369 : : : : Changes from: January 14, 2014 : : 36,985 63,851 -3,873 19,063 -16,632 -1,617 -485 5,260 4,710 -46,223 -482 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 73.3 9.3 8.8 7.7 0.3 4.4 2.3 15.7 2.3 1.0 : : : : Number of Traders in Each Category Total Traders: 64 : : 34 33 5 5 7 . 4 . 4 5 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 6,803,994 : : Positions : :5,894,725 5,413,393 174,236 604,564 429,796 48,459 140,080 137,221 87,417 46,800 32,140 : : : : Changes from: January 14, 2014 : : 76,130 56,610 3,800 25,360 -23,320 2,040 0 -3,800 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 79.6 2.6 8.9 6.3 0.7 2.1 2.0 1.3 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 23 4 4 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 626,230 : : Positions : : 555,715 514,475 46,250 92,540 16,065 3,200 3,150 0 5,000 0 0 : : : : Changes from: January 14, 2014 : : 11,650 11,650 0 -50 -1,000 0 1,050 0 1,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.7 82.2 7.4 14.8 2.6 0.5 0.5 0.0 0.8 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 21, 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 2,186,220 : : Positions : :1,822,259 1,808,103 125,131 154,167 223,950 14,880 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 106,110 106,110 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 82.7 5.7 7.1 10.2 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 21, 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 40,114 : : Positions : : 24,756 26,026 2,687 1,262 5,097 0 1,928 90 816 0 0 : : : : Changes from: January 14, 2014 : : 834 890 -20 19 136 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 64.9 6.7 3.1 12.7 0.0 4.8 0.2 2.0 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 21, 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 24,135 : : Positions : : 15,426 20,377 6,919 2,479 324 0 955 0 955 0 0 : : : : Changes from: January 14, 2014 : : 200 200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 84.4 28.7 10.3 1.3 0.0 4.0 0.0 4.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 516,503 : : Positions : : 359,612 502,137 142,525 0 9,686 0 4,680 0 4,680 0 0 : : : : Changes from: January 14, 2014 : : 4,576 4,576 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 97.2 27.6 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 21, 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 47,840 : : Positions : : 26,621 45,565 18,689 0 2,275 0 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 617 617 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 95.2 39.1 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 21, 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 779,914 : : Positions : : 495,560 736,489 235,649 1,760 41,665 7,040 0 0 0 0 0 : : : : Changes from: January 14, 2014 : : 5,248 5,248 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 94.4 30.2 0.2 5.3 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 21, 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 14, 2014 : : 0 0 0 0 0 0 0 0 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 21, 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 1,916,330 : : Positions : :1,646,514 1,239,158 63,730 272,571 177,060 0 198,240 23,520 0 275 5,506 : : : : Changes from: January 14, 2014 : : 23,320 23,986 666 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 64.7 3.3 14.2 9.2 0.0 10.3 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 21, 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 14, 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 21, 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 58,861 : : Positions : : 47,037 46,588 4,385 596 6,033 0 4,364 1,280 126 0 0 : : : : Changes from: January 14, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 79.1 7.4 1.0 10.2 0.0 7.4 2.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 59,860 : : Positions : : 44,069 34,125 0 14,396 8,665 3,725 0 2,550 727 0 124 : : : : Changes from: January 14, 2014 : : 4,352 -7,012 -5,300 4,940 2,484 0 0 0 -1,124 0 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 57.0 0.0 24.0 14.5 6.2 0.0 4.3 1.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 13 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14, 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 21, 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 14, 2014 : : 0 0 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 21, 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 14, 2014 : : 0 0 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 21, 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 838,179 : : Positions : : 637,491 568,988 51,480 121,199 101,192 1,216 0 46,800 0 0 0 : : : : Changes from: January 14, 2014 : : -6,397 24,835 0 -31,232 31,232 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 67.9 6.1 14.5 12.1 0.1 0.0 5.6 0.0 0.0 0.0 : : : : 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 21, 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 1,324,580 : : Positions : : 758,524 922,991 32,728 86,781 267,768 192,245 0 47,040 26,275 0 0 : : : : Changes from: January 14, 2014 : : 54,320 -148,344 -123,363 63,197 123,363 0 0 0 -16,104 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.3 69.7 2.5 6.6 20.2 14.5 0.0 3.6 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14, 2014 : : 0 0 0 0 0 0 0 0 0 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 21, 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 14, 2014 : : 0 0 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 21, 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 19,155 : : Positions : : 8,155 18,757 2,860 0 0 0 0 0 7,980 0 0 : : : : Changes from: January 14, 2014 : : 70 70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 97.9 14.9 0.0 0.0 0.0 0.0 0.0 41.7 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 21, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,082 : : Positions : : 8,115 18,312 2,160 0 0 0 50 0 7,943 0 0 : : : : Changes from: January 14, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.5 96.0 11.3 0.0 0.0 0.0 0.3 0.0 41.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 13 . 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 109,945 : : Positions : : 76,073 83,837 16,457 8,120 1,023 1,000 12,330 0 10,475 0 2,745 : : : : Changes from: January 14, 2014 : : 8,770 7,745 1,260 1,025 0 0 0 0 -1,260 0 735 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 76.3 15.0 7.4 0.9 0.9 11.2 0.0 9.5 0.0 2.5 : : : : 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 21, 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 116,915 : : Positions : : 102,768 40,480 2,650 53,500 7,400 2,160 8,460 1,050 0 5,500 525 : : : : Changes from: January 14, 2014 : : 2,580 -780 0 2,860 0 100 0 0 0 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.9 34.6 2.3 45.8 6.3 1.8 7.2 0.9 0.0 4.7 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 10 . 4 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 54,853 : : Positions : : 52,015 47,643 0 3,730 720 0 900 0 798 600 0 : : : : Changes from: January 14, 2014 : : 3,485 3,755 0 0 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 86.9 0.0 6.8 1.3 0.0 1.6 0.0 1.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 12 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 50,125 : : Positions : : 48,245 43,465 0 3,730 720 0 900 0 750 600 0 : : : : Changes from: January 14, 2014 : : 3,545 3,695 0 0 0 0 -150 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 86.7 0.0 7.4 1.4 0.0 1.8 0.0 1.5 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 14 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14,215 : : Positions : : 12,660 9,035 720 545 425 0 100 0 0 4,100 0 : : : : Changes from: January 14, 2014 : : -290 1,350 0 0 0 0 0 0 0 -1,650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 63.6 5.1 3.8 3.0 0.0 0.7 0.0 0.0 28.8 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 6 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 16,165 : : Positions : : 15,240 12,090 495 0 50 0 0 0 0 4,020 0 : : : : Changes from: January 14, 2014 : : -1,565 1,735 -50 0 50 0 0 0 0 -3,300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 74.8 3.1 0.0 0.3 0.0 0.0 0.0 0.0 24.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 8 . 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 17,894 : : Positions : : 16,325 15,239 235 640 190 650 0 0 0 1,750 0 : : : : Changes from: January 14, 2014 : : 44 -6 0 50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.2 85.2 1.3 3.6 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 21, 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 53,724 : : Positions : : 40,795 51,586 1,940 0 1,170 0 650 0 9,501 0 318 : : : : Changes from: January 14, 2014 : : 3,202 -148 100 0 -20 0 0 0 -3,450 0 318 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 96.0 3.6 0.0 2.2 0.0 1.2 0.0 17.7 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 24 . 0 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 50,857 : : Positions : : 39,217 48,527 1,140 440 1,340 0 550 0 9,160 0 0 : : : : Changes from: January 14, 2014 : : 2,076 -1,174 0 0 0 0 0 0 -3,250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 95.4 2.2 0.9 2.6 0.0 1.1 0.0 18.0 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 21, 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 46,705 : : Positions : : 34,915 41,900 4,655 1,840 635 0 725 500 5,000 25 500 : : : : Changes from: January 14, 2014 : : 4,150 3,705 0 0 0 0 0 0 -300 25 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 89.7 10.0 3.9 1.4 0.0 1.6 1.1 10.7 0.1 1.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 47,215 : : Positions : : 24,045 43,190 7,600 180 220 0 2,050 600 14,000 25 0 : : : : Changes from: January 14, 2014 : : 4,000 3,855 0 0 0 0 0 0 0 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.9 91.5 16.1 0.4 0.5 0.0 4.3 1.3 29.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 14, 2014 : : 0 0 0 0 0 0 0 0 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 21, 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 14, 2014 : : 0 0 0 0 0 0 0 0 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 21, 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 34,675 : : Positions : : 29,805 23,570 710 2,180 895 0 475 1,200 0 4,680 810 : : : : Changes from: January 14, 2014 : : 10 310 0 0 0 0 0 75 0 -300 300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 68.0 2.0 6.3 2.6 0.0 1.4 3.5 0.0 13.5 2.3 : : : : 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 21, 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 38,075 : : Positions : : 34,290 23,645 910 350 0 1,400 0 300 0 12,820 0 : : : : Changes from: January 14, 2014 : : 530 80 0 0 0 0 0 0 0 0 -300 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 62.1 2.4 0.9 0.0 3.7 0.0 0.8 0.0 33.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 18 13 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 21, 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 : : 22,332 25,980 2,568 0 1,049 900 0 0 0 750 0 : : : : Changes from: January 14, 2014 : : 150 0 0 0 0 -150 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.3 93.5 9.2 0.0 3.8 3.2 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 24, 2014