Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 75,663 : : Positions : : 17,705 33,566 4,757 278 2,479 3,237 10,290 2,355 31,422 13,172 12,089 : : : : Changes from: January 28, 2014 : : 2,204 -4,473 18 -238 -815 677 4,780 -1,171 -1,275 1,703 -286 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 44.4 6.3 0.4 3.3 4.3 13.6 3.1 41.5 17.4 16.0 : : : : Number of Traders in Each Category Total Traders: 50 : : 9 11 . . . . . . 16 14 24 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 33,449 : : Positions : : 16,680 5,510 1,874 2,120 527 231 5,825 459 11,845 16,509 1,649 : : : : Changes from: January 28, 2014 : : -2,925 -1,565 398 -510 -80 177 -620 -207 13 416 -580 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 16.5 5.6 6.3 1.6 0.7 17.4 1.4 35.4 49.4 4.9 : : : : Number of Traders in Each Category Total Traders: 42 : : 9 7 . . . . . . 13 12 13 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 163,067 : : Positions : : 101,598 113,833 13,760 15,718 15,986 14,195 1,976 7,094 5,296 3,371 4,112 : : : : Changes from: January 28, 2014 : : -3,214 -3,758 818 -364 -3,090 -772 960 -484 309 90 -804 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 69.8 8.4 9.6 9.8 8.7 1.2 4.4 3.2 2.1 2.5 : : : : Number of Traders in Each Category Total Traders: 79 : : 49 48 4 5 7 5 . 5 5 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 54,556 : : Positions : : 29,134 44,714 16,434 4,458 1,937 4,011 0 2,680 0 383 360 : : : : Changes from: January 28, 2014 : : -725 -874 114 594 -337 741 0 -338 -29 357 -205 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 82.0 30.1 8.2 3.6 7.4 0.0 4.9 0.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 491,456 : : Positions : : 350,935 403,169 100,618 29,875 19,544 0 18,957 18,071 448 0 1,840 : : : : Changes from: January 28, 2014 : : -14,137 -17,502 -5,365 -984 2,240 0 -992 1,608 -584 -608 1,232 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 82.0 20.5 6.1 4.0 0.0 3.9 3.7 0.1 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 17 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 1,522,221 : : Positions : :1,134,805 1,290,153 173,362 48,539 144,135 19,852 1,780 21,993 12,805 744 6,709 : : : : Changes from: January 28, 2014 : : -6,327 2,792 8,818 3,489 -14,643 -352 89 0 3,449 -391 -752 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 84.8 11.4 3.2 9.5 1.3 0.1 1.4 0.8 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 62 : : 35 36 4 5 6 . . . 5 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 53,281 : : Positions : : 43,110 28,494 775 5,947 4,031 0 9,502 3,723 1,286 1,228 357 : : : : Changes from: January 28, 2014 : : 2,874 2,405 739 -44 -785 0 1,112 -304 -141 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 53.5 1.5 11.2 7.6 0.0 17.8 7.0 2.4 2.3 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 23 22 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 362,728 : : Positions : : 218,593 269,846 106,409 26,952 3,856 0 32,244 28,798 4,040 0 1,032 : : : : Changes from: January 28, 2014 : : 4,897 13,992 4,823 0 -1,152 0 -3,320 2,880 952 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 74.4 29.3 7.4 1.1 0.0 8.9 7.9 1.1 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 492,347 : : Positions : : 382,299 294,692 28,048 150,288 44,264 31,484 0 2,359 3,893 744 0 : : : : Changes from: January 28, 2014 : : -9,609 -7,286 -5,779 -8,806 -3,549 -704 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 59.9 5.7 30.5 9.0 6.4 0.0 0.5 0.8 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 20 23 . 5 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 52,369 : : Positions : : 35,463 44,574 7,280 1,192 2,899 1,157 44 1,496 3,356 255 443 : : : : Changes from: January 28, 2014 : : 828 96 -1,343 130 575 297 41 30 531 0 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.7 85.1 13.9 2.3 5.5 2.2 0.1 2.9 6.4 0.5 0.8 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 26 . . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 3,393,790 : : Positions : :2,588,510 3,393,790 805,280 0 0 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 95,000 84,440 -10,560 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 100.0 23.7 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 February 4, 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 7,950 : : Positions : : 6,150 5,850 600 100 0 0 550 100 0 0 0 : : : : Changes from: January 28, 2014 : : -200 -500 600 -550 0 -600 550 50 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 73.6 7.5 1.3 0.0 0.0 6.9 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 11 . . 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 1,328,600 : : Positions : :1,047,100 1,328,600 279,400 0 0 0 0 0 2,100 0 0 : : : : Changes from: January 28, 2014 : : 19,850 20,950 -1,000 0 0 0 0 0 2,100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 100.0 21.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 14 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 757,240 : : Positions : : 543,480 663,640 209,840 93,600 0 3,920 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 20,000 23,520 3,520 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 87.6 27.7 12.4 0.0 0.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 10 . . 0 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 292,000 : : Positions : : 194,984 253,032 53,240 6,152 30,840 10,960 0 1,976 0 0 0 : : : : Changes from: January 28, 2014 : : 4,904 5,616 -1,208 0 408 1,920 0 408 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 86.7 18.2 2.1 10.6 3.8 0.0 0.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 12,329 : : Positions : : 9,433 6,066 0 4,294 684 893 189 63 724 484 233 : : : : Changes from: January 28, 2014 : : 254 45 0 -43 63 0 -21 21 0 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 49.2 0.0 34.8 5.5 7.2 1.5 0.5 5.9 3.9 1.9 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 13 0 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 5MWh : CFTC Code #0643A8 Open Interest is 1,193,040 : : Positions : :1,013,600 512,080 0 462,620 70,660 0 7,040 0 15,500 47,360 93,280 : : : : Changes from: January 28, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.0 42.9 0.0 38.8 5.9 0.0 0.6 0.0 1.3 4.0 7.8 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 0 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 122,310 : : Positions : : 106,410 98,325 15,900 15,300 0 0 8,685 0 0 0 0 : : : : Changes from: January 28, 2014 : : 12,560 12,560 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 80.4 13.0 12.5 0.0 0.0 7.1 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 February 4, 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 340,875 : : Positions : : 288,510 281,975 40,165 57,300 1,600 10,600 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 6,350 3,150 -3,200 0 1,600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 82.7 11.8 16.8 0.5 3.1 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 10 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 193,355 : : Positions : : 151,460 134,985 11,270 30,370 28,000 2,625 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 605 605 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 69.8 5.8 15.7 14.5 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 24,149 : : Positions : : 17,614 16,501 2,352 2,877 2,374 870 0 557 0 392 0 : : : : Changes from: January 28, 2014 : : 842 821 43 -167 40 596 0 -106 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.9 68.3 9.7 11.9 9.8 3.6 0.0 2.3 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 21 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 3,078,747 : : Positions : :2,509,359 2,018,022 92,771 226,401 216,527 0 228,292 258,522 0 129,415 1,568 : : : : Changes from: January 28, 2014 : : 1,856 637 2,464 0 -2,464 0 5,016 -1,568 -1,568 -2,901 1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.5 65.5 3.0 7.4 7.0 0.0 7.4 8.4 0.0 4.2 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 23 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 928,298 : : Positions : : 739,412 616,062 78,823 104,294 41,693 10,032 77,230 57,476 0 30,595 862 : : : : Changes from: January 28, 2014 : : -691 -3,369 500 2,335 -1,280 1,260 1,518 1,475 0 584 -792 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 66.4 8.5 11.2 4.5 1.1 8.3 6.2 0.0 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 33 27 . 5 5 . . . 0 6 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 2,235,913 : : Positions : :2,116,873 2,181,673 119,040 54,240 0 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 30,360 40,920 10,560 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 97.6 5.3 2.4 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 February 4, 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 680,775 : : Positions : : 627,925 666,395 46,450 7,980 6,400 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 15,900 13,400 0 2,500 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.2 97.9 6.8 1.2 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 22 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 510,967 : : Positions : : 269,034 466,160 96,735 12,627 9,151 96,515 0 23,029 16,503 0 0 : : : : Changes from: January 28, 2014 : : -8,210 2,494 8 -352 352 376 0 384 760 -9,208 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 91.2 18.9 2.5 1.8 18.9 0.0 4.5 3.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 26 25 5 . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 38,540 : : Positions : : 23,009 32,027 5,807 1,637 1,793 5,436 2,096 778 658 0 21 : : : : Changes from: January 28, 2014 : : -636 195 222 -19 -6 21 -65 -21 19 -504 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.7 83.1 15.1 4.2 4.7 14.1 5.4 2.0 1.7 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 29,042 : : Positions : : 13,396 27,258 5,545 0 272 8,574 0 1,228 27 284 0 : : : : Changes from: January 28, 2014 : : 330 515 -504 0 144 419 0 0 -26 -296 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 93.9 19.1 0.0 0.9 29.5 0.0 4.2 0.1 1.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 8 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 237,632 : : Positions : : 84,227 215,280 26,936 8,378 12,710 112,807 0 0 952 1,264 0 : : : : Changes from: January 28, 2014 : : 376 -288 0 -952 0 -1,616 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.4 90.6 11.3 3.5 5.3 47.5 0.0 0.0 0.4 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 508,464 : : Positions : : 300,815 471,610 182,727 0 2,753 4,680 15,094 17,489 0 1,518 0 : : : : Changes from: January 28, 2014 : : 4,560 2,658 -1,902 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 92.8 35.9 0.0 0.5 0.9 3.0 3.4 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 19 17 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 31,805 : : Positions : : 21,305 23,439 409 4,815 2,834 2,581 0 315 3,576 0 0 : : : : Changes from: January 28, 2014 : : -982 145 -129 -766 662 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 73.7 1.3 15.1 8.9 8.1 0.0 1.0 11.2 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 February 4, 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 7,555 : : Positions : : 4,324 4,793 1,479 206 1,199 0 552 0 0 464 44 : : : : Changes from: January 28, 2014 : : 320 63 22 0 0 0 -40 0 -4 16 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 63.4 19.6 2.7 15.9 0.0 7.3 0.0 0.0 6.1 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 10 4 . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 17,959 : : Positions : : 11,175 16,401 4,573 131 555 318 64 64 893 536 40 : : : : Changes from: January 28, 2014 : : 287 204 -106 43 -43 0 0 0 0 -127 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 91.3 25.5 0.7 3.1 1.8 0.4 0.4 5.0 3.0 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 16 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 259,113 : : Positions : : 102,891 252,553 109,206 4,680 784 4,704 0 0 40,432 0 1,096 : : : : Changes from: January 28, 2014 : : 1,111 1,999 1,592 0 0 0 0 0 -704 0 704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.7 97.5 42.1 1.8 0.3 1.8 0.0 0.0 15.6 0.0 0.4 : : : : 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 February 4, 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 16,626 : : Positions : : 6,349 10,312 5,094 3,791 2,164 1,645 0 106 825 0 125 : : : : Changes from: January 28, 2014 : : -42 799 -24 0 -20 384 0 -129 -22 -504 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.2 62.0 30.6 22.8 13.0 9.9 0.0 0.6 5.0 0.0 0.8 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 20 5 . 4 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 183,721 : : Positions : : 55,879 100,365 113,882 75,965 6,647 6,569 0 744 0 0 0 : : : : Changes from: January 28, 2014 : : 5,468 12,049 -8,172 -352 775 5,473 0 0 0 -8,928 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 30.4 54.6 62.0 41.3 3.6 3.6 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 16 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 21,211 : : Positions : : 14,899 14,586 4,315 1,150 231 0 3,478 1,766 0 0 0 : : : : Changes from: January 28, 2014 : : -877 -451 -32 -78 0 0 -380 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 68.8 20.3 5.4 1.1 0.0 16.4 8.3 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 February 4, 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 151,876 : : Positions : : 124,521 74,812 0 56,767 19,643 7,058 0 654 0 0 0 : : : : Changes from: January 28, 2014 : : -2,953 -3,316 0 -291 -1,342 -654 0 654 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 49.3 0.0 37.4 12.9 4.6 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 11 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 36,256 113,302 30,865 0 42,060 0 0 0 0 : : : : Changes from: January 28, 2014 : : 0 0 0 -3,520 0 0 3,520 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.7 77.1 4.5 13.9 3.8 0.0 5.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 28, 2014 : : 0 0 0 0 0 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 : : 16 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 303,475 : : Positions : : 267,870 117,835 33,575 183,610 2,030 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 2,075 -2,150 -2,000 2,225 1,500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 38.8 11.1 60.5 0.7 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 February 4, 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 28, 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 February 4, 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 172,585 : : Positions : : 143,640 128,215 8,675 24,100 20,270 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 2,075 2,075 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 74.3 5.0 14.0 11.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 657,900 : : Positions : : 557,469 490,231 32,370 99,608 68,061 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 3,520 3,520 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 74.5 4.9 15.1 10.3 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 February 4, 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 389,835 : : Positions : : 358,745 357,260 20,225 21,710 10,865 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 10,500 11,000 0 -500 500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 91.6 5.2 5.6 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 10 . . 6 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 1,295,186 : : Positions : :1,184,935 1,178,804 73,458 79,589 36,793 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 40,765 44,285 3,520 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 91.0 5.7 6.1 2.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 4 . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 1,988,360 : : Positions : :1,927,031 1,954,856 38,745 10,920 22,584 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 267,995 353,995 9,194 -76,806 134 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.9 98.3 1.9 0.5 1.1 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 February 4, 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 534,730 : : Positions : : 515,745 521,945 11,690 5,490 7,295 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 72,475 95,925 3,600 -19,850 -1,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.4 97.6 2.2 1.0 1.4 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 February 4, 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 9,539,382 : : Positions : :7,177,899 8,873,806 1,549,209 0 665,576 142,778 0 0 3,920 0 0 : : : : Changes from: January 28, 2014 : : 92,429 16,956 -85,681 0 -2,442 13,728 0 0 -3,520 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 93.0 16.2 0.0 7.0 1.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 33 27 7 0 4 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 3,170,825 : : Positions : :2,466,685 3,027,650 516,145 0 141,075 41,370 0 0 3,450 0 2,100 : : : : Changes from: January 28, 2014 : : 81,620 67,445 -19,625 0 -1,545 1,000 0 0 3,450 -1,000 2,100 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 95.5 16.3 0.0 4.4 1.3 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 37 31 7 0 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 3,294,583 : : Positions : :2,114,787 2,436,333 302,251 298,049 246,939 10,973 134,936 75,425 499,861 60,204 40,917 : : : : Changes from: January 28, 2014 : : 35,615 19,171 -6,298 15,528 -1,600 -546 -5,400 1,600 420 1,542 958 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.2 73.9 9.2 9.0 7.5 0.3 4.1 2.3 15.2 1.8 1.2 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 34 5 5 7 . 5 . 4 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 6,951,104 : : Positions : :5,925,698 5,483,045 235,118 607,073 486,404 48,107 140,080 137,573 71,188 50,320 46,609 : : : : Changes from: January 28, 2014 : : 50,408 32,436 -22,302 -22,264 36,625 -352 0 352 -14,469 3,520 14,469 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 78.9 3.4 8.7 7.0 0.7 2.0 2.0 1.0 0.7 0.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 23 5 . 7 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 633,100 : : Positions : : 560,730 511,895 47,005 97,470 17,385 4,880 4,200 0 950 0 2,150 : : : : Changes from: January 28, 2014 : : -11,085 -9,535 -1,050 -2,150 1,050 500 0 0 -50 0 2,150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.6 80.9 7.4 15.4 2.7 0.8 0.7 0.0 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 27 11 4 . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 2,321,881 : : Positions : :1,956,864 1,916,214 117,541 173,071 232,596 14,880 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : 4,070 -4,224 -12,870 -4,576 13,926 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.3 82.5 5.1 7.5 10.0 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 February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 38,140 : : Positions : : 23,514 24,637 2,473 1,436 5,161 0 1,789 90 928 0 0 : : : : Changes from: January 28, 2014 : : -1,464 -2,079 -211 143 -18 0 -139 0 -108 -25 -187 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.7 64.6 6.5 3.8 13.5 0.0 4.7 0.2 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 18 . . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 22,855 : : Positions : : 14,365 19,427 7,409 2,347 236 0 845 0 845 0 0 : : : : Changes from: January 28, 2014 : : -1,305 -1,150 534 -132 -88 0 -110 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 85.0 32.4 10.3 1.0 0.0 3.7 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 486,495 : : Positions : : 324,516 473,697 149,181 0 8,510 0 4,288 0 4,288 0 0 : : : : Changes from: January 28, 2014 : : -36,256 -28,440 7,816 0 -1,176 0 -392 0 -392 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 97.4 30.7 0.0 1.7 0.0 0.9 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 44,694 : : Positions : : 25,367 42,165 16,564 0 2,275 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : -1,254 -3,400 -2,125 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.8 94.3 37.1 0.0 5.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 707,394 : : Positions : : 446,168 663,969 212,521 1,760 41,665 7,040 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : -49,392 -72,520 -23,128 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 93.9 30.0 0.2 5.9 1.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 18 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 109,409 : : Positions : : 84,633 68,495 11,987 35,627 1,782 8,290 0 2,230 0 1,042 233 : : : : Changes from: January 28, 2014 : : 3,028 2,748 -462 -204 0 0 0 -220 0 22 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 62.6 11.0 32.6 1.6 7.6 0.0 2.0 0.0 1.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 18 22 5 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 1,862,366 : : Positions : :1,614,570 1,207,890 73,350 282,691 145,420 0 198,240 23,520 901 0 4,605 : : : : Changes from: January 28, 2014 : : -53,704 -54,364 12,948 14,784 -36,304 0 0 0 901 -275 -901 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.7 64.9 3.9 15.2 7.8 0.0 10.6 1.3 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 21 20 5 . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 24,874 : : Positions : : 13,839 13,760 9,650 1,165 0 0 8,414 1,280 105 0 0 : : : : Changes from: January 28, 2014 : : -836 -528 -770 -110 0 0 -968 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 55.3 38.8 4.7 0.0 0.0 33.8 5.1 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 February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 57,269 : : Positions : : 44,723 44,651 4,685 681 6,521 0 3,880 1,280 60 0 0 : : : : Changes from: January 28, 2014 : : -2,414 -2,137 44 185 388 0 -484 0 -66 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 78.0 8.2 1.2 11.4 0.0 6.8 2.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 60,075 : : Positions : : 44,281 34,548 0 13,939 8,665 3,395 0 2,550 811 0 140 : : : : Changes from: January 28, 2014 : : -549 223 0 -958 0 -330 0 0 144 0 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 57.5 0.0 23.2 14.4 5.7 0.0 4.2 1.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 15 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 48,389 : : Positions : : 30,102 40,053 12,290 4,766 1,289 0 0 0 2,427 0 2,048 : : : : Changes from: January 28, 2014 : : -1,342 -1,298 0 -154 -132 0 0 0 -110 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 82.8 25.4 9.8 2.7 0.0 0.0 0.0 5.0 0.0 4.2 : : : : 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 February 4, 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 49,488 : : Positions : : 44,646 30,103 1,741 16,389 2,956 0 0 0 105 0 0 : : : : Changes from: January 28, 2014 : : -5,116 -4,038 -44 -1,122 -44 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 60.8 3.5 33.1 6.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 333,540 : : Positions : : 201,753 290,460 72,526 0 0 35,781 19,600 23,480 0 0 0 : : : : Changes from: January 28, 2014 : : -12,544 -21,952 -6,664 0 0 -2,744 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.5 87.1 21.7 0.0 0.0 10.7 5.9 7.0 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 February 4, 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 796,211 : : Positions : : 604,499 536,452 47,168 120,351 96,528 5,136 0 42,880 0 0 0 : : : : Changes from: January 28, 2014 : : -32,992 -32,536 -4,312 -848 -4,664 3,920 0 -3,920 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 67.4 5.9 15.1 12.1 0.6 0.0 5.4 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 February 4, 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 1,273,562 : : Positions : : 727,098 876,391 27,488 83,043 266,384 188,325 0 47,040 16,523 0 704 : : : : Changes from: January 28, 2014 : : -34,496 -46,600 -5,240 -6,808 -1,384 -3,920 0 0 -9,752 0 704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 68.8 2.2 6.5 20.9 14.8 0.0 3.7 1.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 11 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 755,973 : : Positions : : 379,741 568,808 4,288 91,485 95,680 0 0 0 276,264 0 0 : : : : Changes from: January 28, 2014 : : -18,032 -25,088 -392 -8,232 -1,960 0 0 0 -14,896 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 75.2 0.6 12.1 12.7 0.0 0.0 0.0 36.5 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 February 4, 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 584,814 : : Positions : : 434,806 313,702 54,848 175,952 95,160 0 0 0 0 0 0 : : : : Changes from: January 28, 2014 : : -29,400 -18,424 -2,352 -3,528 -5,096 0 -9,800 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 53.6 9.4 30.1 16.3 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 11 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 19,815 : : Positions : : 8,155 18,757 2,860 0 0 0 0 0 7,980 0 0 : : : : Changes from: January 28, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 94.7 14.4 0.0 0.0 0.0 0.0 0.0 40.3 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 February 4, 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 28, 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 February 4, 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 118,875 : : Positions : : 87,883 88,067 8,375 6,888 5,265 1,000 12,330 0 9,845 0 4,335 : : : : Changes from: January 28, 2014 : : -4,850 -3,645 993 -162 387 0 0 0 70 0 1,530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 74.1 7.0 5.8 4.4 0.8 10.4 0.0 8.3 0.0 3.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 13 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 199,531 : : Positions : : 167,347 192,586 7,104 4,129 0 0 0 0 25,080 2,816 0 : : : : Changes from: January 28, 2014 : : 352 1,408 1,408 0 0 0 0 0 1,760 2,112 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.9 96.5 3.6 2.1 0.0 0.0 0.0 0.0 12.6 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 9 . . 0 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 132,940 : : Positions : : 118,005 42,615 1,665 65,550 7,965 1,880 8,207 2,325 1,012 6,190 88 : : : : Changes from: January 28, 2014 : : 9,462 4,630 65 4,960 -1,210 140 -28 550 1,012 417 -517 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 32.1 1.3 49.3 6.0 1.4 6.2 1.7 0.8 4.7 0.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 13 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 273,596 : : Positions : : 262,812 115,520 0 127,684 10,784 0 16,088 0 0 3,168 0 : : : : Changes from: January 28, 2014 : : 30,144 23,296 0 -896 0 0 4,576 0 0 3,168 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 42.2 0.0 46.7 3.9 0.0 5.9 0.0 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 12 0 5 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 101,530 : : Positions : : 49,440 93,810 44,389 4,035 2,585 525 0 0 4,525 1,100 0 : : : : Changes from: January 28, 2014 : : 1,550 3,250 2,000 0 0 0 0 0 0 1,000 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 92.4 43.7 4.0 2.5 0.5 0.0 0.0 4.5 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 58,353 : : Positions : : 55,310 52,788 0 1,930 970 0 900 0 798 650 0 : : : : Changes from: January 28, 2014 : : -95 1,090 0 -1,125 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 90.5 0.0 3.3 1.7 0.0 1.5 0.0 1.4 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 13 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 51,920 : : Positions : : 49,790 46,760 0 1,930 970 0 900 0 750 650 0 : : : : Changes from: January 28, 2014 : : -875 250 0 -1,125 250 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.9 90.1 0.0 3.7 1.9 0.0 1.7 0.0 1.4 1.3 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 February 4, 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 14,475 : : Positions : : 12,185 11,465 1,555 0 250 0 100 0 0 2,575 75 : : : : Changes from: January 28, 2014 : : -1,125 1,780 835 -545 -175 0 0 0 0 -1,525 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 79.2 10.7 0.0 1.7 0.0 0.7 0.0 0.0 17.8 0.5 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 7 . 0 . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 16,470 : : Positions : : 15,645 11,495 445 550 0 0 200 0 0 4,220 0 : : : : Changes from: January 28, 2014 : : 370 -230 -50 550 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 69.8 2.7 3.3 0.0 0.0 1.2 0.0 0.0 25.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 18,459 : : Positions : : 16,439 15,459 290 750 150 741 0 0 50 1,750 50 : : : : Changes from: January 28, 2014 : : -120 -5 55 60 -40 0 0 0 50 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.1 83.7 1.6 4.1 0.8 4.0 0.0 0.0 0.3 9.5 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 16,135 : : Positions : : 14,241 14,670 730 5 155 695 0 0 0 1,250 0 : : : : Changes from: January 28, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.3 90.9 4.5 0.0 1.0 4.3 0.0 0.0 0.0 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 9 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 55,660 : : Positions : : 44,296 52,196 1,465 1,325 85 225 641 100 8,126 0 1,093 : : : : Changes from: January 28, 2014 : : 3,576 276 -525 1,325 -1,085 125 0 0 -1,625 0 775 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 93.8 2.6 2.4 0.2 0.4 1.2 0.2 14.6 0.0 2.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 25 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 52,422 : : Positions : : 42,237 49,557 0 1,120 1,050 75 695 0 9,060 0 0 : : : : Changes from: January 28, 2014 : : 1,895 -95 -1,140 680 -290 75 145 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.6 94.5 0.0 2.1 2.0 0.1 1.3 0.0 17.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 22 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 47,540 : : Positions : : 34,925 41,335 4,655 1,640 835 0 400 1,125 4,000 125 1,500 : : : : Changes from: January 28, 2014 : : -175 -525 0 0 0 0 75 25 -225 50 225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 86.9 9.8 3.4 1.8 0.0 0.8 2.4 8.4 0.3 3.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 46,050 : : Positions : : 24,470 42,740 7,600 80 295 0 1,775 650 12,750 25 0 : : : : Changes from: January 28, 2014 : : -200 -400 0 -100 75 0 -100 50 -400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 92.8 16.5 0.2 0.6 0.0 3.9 1.4 27.7 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 17 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 28,870 : : Positions : : 12,590 23,110 1,500 700 600 0 2,850 770 12,800 300 0 : : : : Changes from: January 28, 2014 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.6 80.0 5.2 2.4 2.1 0.0 9.9 2.7 44.3 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 February 4, 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 28, 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 February 4, 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 35,855 : : Positions : : 29,610 24,145 410 2,180 1,095 0 825 1,125 320 3,700 1,625 : : : : Changes from: January 28, 2014 : : -245 200 -50 0 20 0 -100 0 225 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 67.3 1.1 6.1 3.1 0.0 2.3 3.1 0.9 10.3 4.5 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 38,050 : : Positions : : 34,130 24,485 910 450 0 1,125 0 425 0 11,370 360 : : : : Changes from: January 28, 2014 : : -150 250 0 100 0 -100 0 100 0 -600 360 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.7 64.3 2.4 1.2 0.0 3.0 0.0 1.1 0.0 29.9 0.9 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 17 . . 0 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 31,484 : : Positions : : 27,212 29,230 1,230 462 1,022 900 0 0 50 750 0 : : : : Changes from: January 28, 2014 : : 865 -140 -663 462 -13 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 92.8 3.9 1.5 3.2 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 4, 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 30,050 : : Positions : : 25,790 27,980 1,230 200 1,070 900 0 0 50 750 0 : : : : Changes from: January 28, 2014 : : 945 -180 -925 200 175 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 93.1 4.1 0.7 3.6 3.0 0.0 0.0 0.2 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . . . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 7, 2014