Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 75,890 : : Positions : : 15,501 38,039 4,739 516 3,294 2,560 5,510 3,526 32,697 11,469 12,375 : : : : Changes from: January 21, 2014 : : 656 -271 -255 -75 405 480 1,085 70 1,184 1,116 762 : : : : Percent of Open Interest Represented by Each Category of Trader : : 20.4 50.1 6.2 0.7 4.3 3.4 7.3 4.6 43.1 15.1 16.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 10 12 . . . . . . 18 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 36,645 : : Positions : : 19,605 7,075 1,476 2,630 607 54 6,445 666 11,832 16,093 2,229 : : : : Changes from: January 21, 2014 : : -175 -145 305 -285 295 0 725 60 1,915 1,700 -463 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 19.3 4.0 7.2 1.7 0.1 17.6 1.8 32.3 43.9 6.1 : : : : Number of Traders in Each Category Total Traders: 40 : : 8 7 . . . . . . 12 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 170,409 : : Positions : : 104,813 117,591 12,943 16,082 19,076 14,967 1,016 7,578 4,987 3,281 4,917 : : : : Changes from: January 21, 2014 : : -3,001 -1,370 -293 -286 -4,429 1,044 -590 36 -994 -1,013 199 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 69.0 7.6 9.4 11.2 8.8 0.6 4.4 2.9 1.9 2.9 : : : : Number of Traders in Each Category Total Traders: 77 : : 50 46 . 7 7 . . 5 6 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 55,335 : : Positions : : 29,859 45,588 16,320 3,864 2,274 3,270 0 3,018 29 26 565 : : : : Changes from: January 21, 2014 : : 745 -55 -1,440 56 -56 750 0 -204 -6 0 -72 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 82.4 29.5 7.0 4.1 5.9 0.0 5.5 0.1 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 20 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 506,462 : : Positions : : 365,072 420,671 105,983 30,859 17,304 0 19,949 16,463 1,032 608 608 : : : : Changes from: January 21, 2014 : : 12,864 10,021 -1,208 0 2,248 0 963 -329 -976 -304 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 83.1 20.9 6.1 3.4 0.0 3.9 3.3 0.2 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 1,523,469 : : Positions : :1,141,132 1,287,361 164,544 45,050 158,778 20,204 1,691 21,993 9,356 1,135 7,461 : : : : Changes from: January 21, 2014 : : 21,098 20,774 -1,792 -4,269 2,650 -1,408 633 775 -369 391 -391 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 84.5 10.8 3.0 10.4 1.3 0.1 1.4 0.6 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 34 4 5 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 50,888 : : Positions : : 40,236 26,089 35 5,991 4,816 0 8,390 4,027 1,427 1,228 347 : : : : Changes from: January 21, 2014 : : 98 547 35 -601 -65 0 707 -464 519 0 -281 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 51.3 0.1 11.8 9.5 0.0 16.5 7.9 2.8 2.4 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 20 20 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 350,328 : : Positions : : 213,696 255,854 101,586 26,952 5,008 0 35,564 25,918 3,088 0 1,032 : : : : Changes from: January 21, 2014 : : 3,472 3,431 -3,456 0 1,152 0 -3,975 2,560 -560 0 -640 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 73.0 29.0 7.7 1.4 0.0 10.2 7.4 0.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 11 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 511,988 : : Positions : : 391,908 301,978 33,827 159,094 47,813 32,188 0 2,359 3,893 744 0 : : : : Changes from: January 21, 2014 : : 12,801 12,922 -5,280 -5,120 14,096 633 0 775 -352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 59.0 6.6 31.1 9.3 6.3 0.0 0.5 0.8 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 23 . 4 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 51,451 : : Positions : : 34,635 44,478 8,623 1,062 2,324 860 3 1,466 2,825 255 378 : : : : Changes from: January 21, 2014 : : -669 -2,292 -1,073 0 743 -123 3 132 -84 253 -40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.3 86.4 16.8 2.1 4.5 1.7 0.0 2.8 5.5 0.5 0.7 : : : : Number of Traders in Each Category Total Traders: 40 : : 24 25 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 3,309,350 : : Positions : :2,493,510 3,309,350 815,840 0 0 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 187,280 280,560 93,280 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.3 100.0 24.7 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 28, 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 7,150 : : Positions : : 6,350 6,350 0 650 0 600 0 50 0 0 0 : : : : Changes from: January 21, 2014 : : -4,550 -4,200 0 -200 0 -400 0 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 88.8 0.0 9.1 0.0 8.4 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 0 . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 1,307,650 : : Positions : :1,027,250 1,307,650 280,400 0 0 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 45,600 71,200 25,600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 100.0 21.4 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 13 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 733,720 : : Positions : : 523,480 640,120 206,320 93,600 0 3,920 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 4,080 4,080 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 87.2 28.1 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 28, 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 285,568 : : Positions : : 190,080 247,416 54,448 6,152 30,432 9,040 0 1,568 0 0 0 : : : : Changes from: January 21, 2014 : : 0 704 704 0 -352 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 86.6 19.1 2.2 10.7 3.2 0.0 0.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 12,223 : : Positions : : 9,179 6,021 0 4,337 621 893 210 42 724 484 212 : : : : Changes from: January 21, 2014 : : -1 21 0 0 0 0 0 0 -20 -42 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 49.3 0.0 35.5 5.1 7.3 1.7 0.3 5.9 4.0 1.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 13 0 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MwH : CFTC Code #0643AU Open Interest is 109,750 : : Positions : : 93,850 85,765 15,900 15,300 0 0 8,685 0 0 0 0 : : : : Changes from: January 21, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 78.1 14.5 13.9 0.0 0.0 7.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 336,125 : : Positions : : 282,160 278,825 43,365 57,300 0 10,600 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 7,400 0 -6,400 1,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 83.0 12.9 17.0 0.0 3.2 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 192,750 : : Positions : : 150,855 134,380 11,270 30,370 28,000 2,625 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 500 1,500 0 -1,000 700 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 69.7 5.8 15.8 14.5 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 23,392 : : Positions : : 16,772 15,680 2,309 3,044 2,334 274 0 663 0 352 0 : : : : Changes from: January 21, 2014 : : 2,048 407 1 -105 276 -553 0 279 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 67.0 9.9 13.0 10.0 1.2 0.0 2.8 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 21 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 3,078,459 : : Positions : :2,507,503 2,017,385 90,307 226,401 218,991 0 223,276 260,090 1,568 132,316 0 : : : : Changes from: January 21, 2014 : : 72,153 15,342 2,387 91,520 -2,387 0 -46,344 57,680 1,056 15,078 -1,056 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 65.5 2.9 7.4 7.1 0.0 7.3 8.4 0.1 4.3 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 28 22 . . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 927,826 : : Positions : : 740,103 619,431 78,323 101,959 42,973 8,772 75,712 56,001 0 30,011 1,654 : : : : Changes from: January 21, 2014 : : 13,210 7,914 -246 22,219 1,426 265 -13,595 16,505 0 -3,350 755 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 66.8 8.4 11.0 4.6 0.9 8.2 6.0 0.0 3.2 0.2 : : : : Number of Traders in Each Category Total Traders: 55 : : 32 26 . 5 5 . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 2,194,993 : : Positions : :2,086,513 2,140,753 108,480 54,240 0 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 18,700 18,700 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 97.5 4.9 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 28, 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 664,875 : : Positions : : 612,025 652,995 46,450 5,480 6,400 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 12,600 15,600 4,000 1,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 98.2 7.0 0.8 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 21 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 517,297 : : Positions : : 277,244 463,666 96,727 12,979 8,799 96,139 0 22,645 15,743 9,208 0 : : : : Changes from: January 21, 2014 : : 9,987 5,588 1,573 0 -814 -3,882 0 3,122 352 2,442 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 89.6 18.7 2.5 1.7 18.6 0.0 4.4 3.0 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 24 5 . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 38,961 : : Positions : : 23,644 31,831 5,585 1,656 1,799 5,415 2,161 799 639 504 21 : : : : Changes from: January 21, 2014 : : 817 553 301 0 -46 -315 -1 85 -125 126 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 81.7 14.3 4.3 4.6 13.9 5.5 2.1 1.6 1.3 0.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 23 23 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 28,679 : : Positions : : 13,066 26,743 6,049 0 128 8,155 0 1,228 53 580 0 : : : : Changes from: January 21, 2014 : : -82 582 298 0 -120 218 0 0 0 -148 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.6 93.2 21.1 0.0 0.4 28.4 0.0 4.3 0.2 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 7 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 238,872 : : Positions : : 83,851 215,568 26,936 9,330 12,710 114,423 0 0 952 1,264 0 : : : : Changes from: January 21, 2014 : : 137 1,237 0 -217 -327 981 0 0 -1,904 -1,806 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.1 90.2 11.3 3.9 5.3 47.9 0.0 0.0 0.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 6 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 505,806 : : Positions : : 296,255 468,952 184,629 0 2,753 4,680 15,094 17,489 0 1,518 0 : : : : Changes from: January 21, 2014 : : 2,297 -2,407 -5,056 0 0 0 0 0 0 -352 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 92.7 36.5 0.0 0.5 0.9 3.0 3.5 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 16 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 31,743 : : Positions : : 22,287 23,294 538 5,581 2,172 2,581 0 315 3,576 0 0 : : : : Changes from: January 21, 2014 : : 543 688 176 3 36 -148 0 171 166 0 -80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 73.4 1.7 17.6 6.8 8.1 0.0 1.0 11.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 17 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 7,491 : : Positions : : 4,004 4,730 1,457 206 1,199 0 592 0 4 448 40 : : : : Changes from: January 21, 2014 : : 440 320 -62 0 0 0 20 0 -40 0 40 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.5 63.1 19.5 2.7 16.0 0.0 7.9 0.0 0.1 6.0 0.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 11 4 . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 17,861 : : Positions : : 10,888 16,197 4,679 88 598 318 64 64 893 663 40 : : : : Changes from: January 21, 2014 : : 171 -218 -132 22 -21 -256 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.0 90.7 26.2 0.5 3.3 1.8 0.4 0.4 5.0 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 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 256,410 : : Positions : : 101,780 250,554 107,614 4,680 784 4,704 0 0 41,136 0 392 : : : : Changes from: January 21, 2014 : : 760 -7,512 -12,584 0 -352 0 0 0 3,920 -392 392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 97.7 42.0 1.8 0.3 1.8 0.0 0.0 16.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 17 4 . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 16,458 : : Positions : : 6,391 9,513 5,118 3,791 2,184 1,261 0 235 847 504 125 : : : : Changes from: January 21, 2014 : : 429 497 55 0 -77 41 0 0 60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.8 57.8 31.1 23.0 13.3 7.7 0.0 1.4 5.1 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 28, 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 180,177 : : Positions : : 50,411 88,316 122,054 76,317 5,872 1,096 0 744 0 8,928 0 : : : : Changes from: January 21, 2014 : : 2,280 1,869 -411 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.0 49.0 67.7 42.4 3.3 0.6 0.0 0.4 0.0 5.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 4 . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 22,120 : : Positions : : 15,776 15,037 4,347 1,228 231 0 3,858 1,766 0 0 0 : : : : Changes from: January 21, 2014 : : 429 780 351 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.3 68.0 19.7 5.6 1.0 0.0 17.4 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 156,171 : : Positions : : 127,474 78,128 0 57,058 20,985 7,712 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 50.0 0.0 36.5 13.4 4.9 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 10 0 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 813,517 : : Positions : : 746,396 627,290 36,256 116,822 30,865 0 38,540 0 0 0 0 : : : : Changes from: January 21, 2014 : : 150,899 102,179 0 48,720 -1,760 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 77.1 4.5 14.4 3.8 0.0 4.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 232,840 : : Positions : : 213,790 194,295 8,470 24,740 10,580 0 3,225 0 0 0 0 : : : : Changes from: January 21, 2014 : : 43,470 30,770 0 12,700 -1,720 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 83.4 3.6 10.6 4.5 0.0 1.4 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 301,900 : : Positions : : 265,795 119,985 35,575 181,385 530 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 1,000 1,000 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 39.7 11.8 60.1 0.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21, 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 28, 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 170,510 : : Positions : : 141,565 126,140 8,675 24,100 20,270 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 18,500 17,500 0 1,000 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 74.0 5.1 14.1 11.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21, 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 28, 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 378,835 : : Positions : : 348,245 346,260 20,225 22,210 10,365 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 42,900 57,800 8,330 -6,570 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 91.4 5.3 5.9 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 8 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 1,250,901 : : Positions : :1,144,170 1,134,519 69,938 79,589 36,793 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 82,760 88,865 6,105 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 90.7 5.6 6.4 2.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 9 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 1,711,037 : : Positions : :1,659,036 1,600,861 29,551 87,726 22,450 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 3,520 54,000 0 -50,480 8,379 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 97.0 93.6 1.7 5.1 1.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 7 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 459,695 : : Positions : : 443,270 426,020 8,090 25,340 8,335 0 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 8,500 22,200 0 -13,700 2,680 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 92.7 1.8 5.5 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 9,524,868 : : Positions : :7,085,470 8,856,850 1,634,890 0 668,018 129,050 0 0 7,440 0 0 : : : : Changes from: January 21, 2014 : : 140,165 135,716 -4,449 0 -12,779 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 93.0 17.2 0.0 7.0 1.4 0.0 0.0 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 27 7 0 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 3,103,825 : : Positions : :2,385,065 2,960,205 535,770 0 142,620 40,370 0 0 0 1,000 0 : : : : Changes from: January 21, 2014 : : 75,315 93,870 12,685 0 -1,435 1,870 0 0 0 -4,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 95.4 17.3 0.0 4.6 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 53 : : 37 30 7 0 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 3,262,785 : : Positions : :2,079,172 2,417,162 308,549 282,521 248,539 11,519 140,336 73,825 499,441 58,662 39,959 : : : : Changes from: January 21, 2014 : : 51,899 76,648 11,590 283 2,185 546 -80 1,130 -2,637 -15,434 6,590 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 74.1 9.5 8.7 7.6 0.4 4.3 2.3 15.3 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 65 : : 34 35 5 5 7 . 4 . 4 5 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 6,885,966 : : Positions : :5,875,290 5,450,609 257,420 629,337 449,779 48,459 140,080 137,221 85,657 46,800 32,140 : : : : Changes from: January 21, 2014 : : -19,435 37,216 83,184 24,773 19,983 0 0 0 -1,760 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 79.2 3.7 9.1 6.5 0.7 2.0 2.0 1.2 0.7 0.5 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 23 5 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 641,585 : : Positions : : 571,815 521,430 48,055 99,620 16,335 4,380 4,200 0 1,000 0 0 : : : : Changes from: January 21, 2014 : : 16,100 6,955 1,805 7,080 270 1,180 1,050 0 -4,000 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 81.3 7.5 15.5 2.5 0.7 0.7 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 10 4 . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 2,316,755 : : Positions : :1,952,794 1,920,438 130,411 177,647 218,670 14,880 0 0 0 0 0 : : : : Changes from: January 21, 2014 : : 130,535 112,335 5,280 23,480 -5,280 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 82.9 5.6 7.7 9.4 0.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 40,836 : : Positions : : 24,978 26,716 2,684 1,293 5,179 0 1,928 90 1,036 25 187 : : : : Changes from: January 21, 2014 : : 222 691 -3 31 82 0 0 0 220 25 187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 65.4 6.6 3.2 12.7 0.0 4.7 0.2 2.5 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 18 . . 5 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 24,335 : : Positions : : 15,670 20,577 6,875 2,479 324 0 955 0 955 0 0 : : : : Changes from: January 21, 2014 : : 244 200 -44 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 84.6 28.3 10.2 1.3 0.0 3.9 0.0 3.9 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 28, 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 : : 360,772 502,137 141,365 0 9,686 0 4,680 0 4,680 0 0 : : : : Changes from: January 21, 2014 : : 1,160 0 -1,160 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.8 97.2 27.4 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 28, 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 21, 2014 : : 0 0 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 28, 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 21, 2014 : : 0 0 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 28, 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 107,085 : : Positions : : 81,605 65,747 12,449 35,831 1,782 8,290 0 2,450 0 1,020 255 : : : : Changes from: January 21, 2014 : : 1,700 1,700 -256 -256 512 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 61.4 11.6 33.5 1.7 7.7 0.0 2.3 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 21 5 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 1,939,426 : : Positions : :1,668,274 1,262,254 60,402 267,907 181,724 0 198,240 23,520 0 275 5,506 : : : : Changes from: January 21, 2014 : : 21,760 23,096 -3,328 -4,664 4,664 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 65.1 3.1 13.8 9.4 0.0 10.2 1.2 0.0 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 4 4 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21, 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 28, 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 59,317 : : Positions : : 47,137 46,788 4,641 496 6,133 0 4,364 1,280 126 0 0 : : : : Changes from: January 21, 2014 : : 100 200 256 -100 100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.5 78.9 7.8 0.8 10.3 0.0 7.4 2.2 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 60,621 : : Positions : : 44,830 34,325 0 14,897 8,665 3,725 0 2,550 667 0 184 : : : : Changes from: January 21, 2014 : : 761 200 0 501 0 0 0 0 -60 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 56.6 0.0 24.6 14.3 6.1 0.0 4.2 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 15 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21, 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 28, 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 54,652 : : Positions : : 49,762 34,141 1,785 17,511 3,000 0 0 0 105 0 0 : : : : Changes from: January 21, 2014 : : -100 -100 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 : : 20 13 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21, 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 28, 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 21, 2014 : : 0 0 0 0 0 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 28, 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 1,327,650 : : Positions : : 761,594 922,991 32,728 89,851 267,768 192,245 0 47,040 26,275 0 0 : : : : Changes from: January 21, 2014 : : 3,070 0 0 3,070 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 69.5 2.5 6.8 20.2 14.5 0.0 3.5 2.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 791,253 : : Positions : : 397,773 593,896 4,680 99,717 97,640 0 0 0 291,160 0 0 : : : : Changes from: January 21, 2014 : : -9,328 74,624 0 0 0 0 0 0 83,952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 75.1 0.6 12.6 12.3 0.0 0.0 0.0 36.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21, 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 28, 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 19,145 : : Positions : : 8,155 18,757 2,860 0 0 0 0 0 7,980 0 0 : : : : Changes from: January 21, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.6 98.0 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 28, 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 21, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 28, 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 120,765 : : Positions : : 92,733 91,712 7,382 7,050 4,878 1,000 12,330 0 9,775 0 2,805 : : : : Changes from: January 21, 2014 : : 16,660 7,875 -9,075 -1,070 3,855 0 0 0 -700 0 60 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 75.9 6.1 5.8 4.0 0.8 10.2 0.0 8.1 0.0 2.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 12 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C75 Open Interest is 196,011 : : Positions : : 166,995 191,178 5,696 4,129 0 0 0 0 23,320 704 0 : : : : Changes from: January 21, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 97.5 2.9 2.1 0.0 0.0 0.0 0.0 11.9 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 124,138 : : Positions : : 108,543 37,985 1,600 60,590 9,175 1,740 8,235 1,775 0 5,773 605 : : : : Changes from: January 21, 2014 : : 5,775 -2,495 -1,050 7,090 1,775 -420 -225 725 0 273 80 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 30.6 1.3 48.8 7.4 1.4 6.6 1.4 0.0 4.7 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 13 . 5 . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C77 Open Interest is 243,452 : : Positions : : 232,668 92,224 0 128,580 10,784 0 11,512 0 0 0 0 : : : : Changes from: January 21, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.6 37.9 0.0 52.8 4.4 0.0 4.7 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 11 0 5 . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C78 Open Interest is 97,980 : : Positions : : 47,890 90,560 42,389 4,035 2,585 525 0 0 4,525 100 0 : : : : Changes from: January 21, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.9 92.4 43.3 4.1 2.6 0.5 0.0 0.0 4.6 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 58,243 : : Positions : : 55,405 51,698 0 3,055 720 0 900 0 798 650 0 : : : : Changes from: January 21, 2014 : : 3,390 4,055 0 -675 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.1 88.8 0.0 5.2 1.2 0.0 1.5 0.0 1.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 13 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 52,545 : : Positions : : 50,665 46,510 0 3,055 720 0 900 0 750 650 0 : : : : Changes from: January 21, 2014 : : 2,420 3,045 0 -675 0 0 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 88.5 0.0 5.8 1.4 0.0 1.7 0.0 1.4 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 14,865 : : Positions : : 13,310 9,685 720 545 425 0 100 0 0 4,100 0 : : : : Changes from: January 21, 2014 : : 650 650 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 65.2 4.8 3.7 2.9 0.0 0.7 0.0 0.0 27.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 7 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 16,200 : : Positions : : 15,275 11,725 495 0 50 0 200 0 0 4,220 0 : : : : Changes from: January 21, 2014 : : 35 -365 0 0 0 0 200 0 0 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.3 72.4 3.1 0.0 0.3 0.0 1.2 0.0 0.0 26.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 18,444 : : Positions : : 16,559 15,464 235 690 190 741 0 0 0 1,800 0 : : : : Changes from: January 21, 2014 : : 234 225 0 50 0 91 0 0 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 83.8 1.3 3.7 1.0 4.0 0.0 0.0 0.0 9.8 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 9 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 54,149 : : Positions : : 40,720 51,920 1,990 0 1,170 100 641 100 9,751 0 318 : : : : Changes from: January 21, 2014 : : -75 334 50 0 0 100 -9 100 250 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 95.9 3.7 0.0 2.2 0.2 1.2 0.2 18.0 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 15 25 . 0 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 51,982 : : Positions : : 40,342 49,652 1,140 440 1,340 0 550 0 9,160 0 0 : : : : Changes from: January 21, 2014 : : 1,125 1,125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 95.5 2.2 0.8 2.6 0.0 1.1 0.0 17.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 22 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 47,690 : : Positions : : 35,100 41,860 4,655 1,640 835 0 325 1,100 4,225 75 1,275 : : : : Changes from: January 21, 2014 : : 185 -40 0 -200 200 0 -400 600 -775 50 775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 87.8 9.8 3.4 1.8 0.0 0.7 2.3 8.9 0.2 2.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 20 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 47,040 : : Positions : : 24,670 43,140 7,600 180 220 0 1,875 600 13,150 25 0 : : : : Changes from: January 21, 2014 : : 625 -50 0 0 0 0 -175 0 -850 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.4 91.7 16.2 0.4 0.5 0.0 4.0 1.3 28.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 18 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 21, 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 28, 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 21, 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 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 35,515 : : Positions : : 29,855 23,945 460 2,180 1,075 0 925 1,125 95 3,750 1,575 : : : : Changes from: January 21, 2014 : : 50 375 -250 0 180 0 450 -75 95 -930 765 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 67.4 1.3 6.1 3.0 0.0 2.6 3.2 0.3 10.6 4.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 37,840 : : Positions : : 34,280 24,235 910 350 0 1,225 0 325 0 11,970 0 : : : : Changes from: January 21, 2014 : : -10 590 0 0 0 -175 0 25 0 -850 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.6 64.0 2.4 0.9 0.0 3.2 0.0 0.9 0.0 31.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 19 15 . . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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 31,175 : : Positions : : 26,347 29,370 1,893 0 1,035 900 0 0 50 750 0 : : : : Changes from: January 21, 2014 : : 4,015 3,390 -675 0 -14 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 94.2 6.1 0.0 3.3 2.9 0.0 0.0 0.2 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 28, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,855 : : Positions : : 24,845 28,160 2,155 0 895 900 0 0 50 750 0 : : : : Changes from: January 21, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 94.3 7.2 0.0 3.0 3.0 0.0 0.0 0.2 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 0 . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated January 31, 2014