Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 77,749 : : Positions : : 18,332 33,388 4,629 233 2,749 2,616 10,860 2,561 32,862 14,058 12,591 : : : : Changes from: February 4, 2014 : : 627 -178 -128 -45 270 -621 570 206 1,440 886 502 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.6 42.9 6.0 0.3 3.5 3.4 14.0 3.3 42.3 18.1 16.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 9 11 . . . . . . 19 13 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 34,054 : : Positions : : 15,760 5,275 1,834 1,910 542 576 6,465 234 13,115 17,044 1,839 : : : : Changes from: February 4, 2014 : : -920 -235 -40 -210 15 345 640 -225 1,270 535 190 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.3 15.5 5.4 5.6 1.6 1.7 19.0 0.7 38.5 50.0 5.4 : : : : 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 11, 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 154,704 : : Positions : : 96,195 109,413 13,665 14,638 14,504 13,789 2,344 6,557 5,796 3,030 3,305 : : : : Changes from: February 4, 2014 : : -5,404 -4,420 -95 -1,080 -1,482 -406 368 -537 500 -341 -807 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 70.7 8.8 9.5 9.4 8.9 1.5 4.2 3.7 2.0 2.1 : : : : Number of Traders in Each Category Total Traders: 78 : : 48 48 . 6 7 4 . 5 7 . 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 55,587 : : Positions : : 30,727 45,374 15,586 4,381 2,223 4,185 0 2,688 0 719 178 : : : : Changes from: February 4, 2014 : : 1,593 660 -848 -77 286 174 0 8 0 336 -182 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.3 81.6 28.0 7.9 4.0 7.5 0.0 4.8 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 19 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 491,794 : : Positions : : 355,209 398,450 93,834 29,875 23,376 0 19,230 18,071 0 1,488 1,304 : : : : Changes from: February 4, 2014 : : 4,274 -4,719 -6,784 0 3,832 0 273 0 -448 1,488 -536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 81.0 19.1 6.1 4.8 0.0 3.9 3.7 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 17 . . . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 1,467,164 : : Positions : :1,128,390 1,283,485 181,629 50,097 100,075 16,716 1,380 21,217 8,956 728 10,182 : : : : Changes from: February 4, 2014 : : -6,415 -6,668 8,267 1,559 -44,061 -3,136 -400 -776 -3,849 -16 3,473 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 87.5 12.4 3.4 6.8 1.1 0.1 1.4 0.6 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 59 : : 35 35 4 5 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 51,483 : : Positions : : 42,398 27,527 120 6,267 3,554 0 8,952 3,743 1,353 1,124 315 : : : : Changes from: February 4, 2014 : : -712 -966 -655 320 -477 0 -549 20 66 -104 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.4 53.5 0.2 12.2 6.9 0.0 17.4 7.3 2.6 2.2 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 21 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 348,264 : : Positions : : 207,361 260,958 100,665 26,296 3,856 0 27,324 28,798 6,552 0 1,032 : : : : Changes from: February 4, 2014 : : -11,232 -8,888 -5,744 -656 0 0 -4,920 0 2,512 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.5 74.9 28.9 7.6 1.1 0.0 7.8 8.3 1.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 468,817 : : Positions : : 364,297 271,515 26,480 156,991 37,600 29,524 0 2,359 8,557 352 0 : : : : Changes from: February 4, 2014 : : -18,002 -23,177 -1,568 6,703 -6,664 -1,960 0 0 4,664 -392 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 57.9 5.6 33.5 8.0 6.3 0.0 0.5 1.8 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 24 . 5 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 49,854 : : Positions : : 34,041 41,328 6,758 2,889 2,049 1,442 0 1,472 3,424 340 308 : : : : Changes from: February 4, 2014 : : -1,422 -3,246 -522 1,697 -850 285 -44 -24 68 85 -135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 82.9 13.6 5.8 4.1 2.9 0.0 3.0 6.9 0.7 0.6 : : : : Number of Traders in Each Category Total Traders: 41 : : 25 25 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 3,213,050 : : Positions : :2,380,820 3,213,050 824,480 0 0 0 0 0 7,750 0 0 : : : : Changes from: February 4, 2014 : : -207,690 -180,740 19,200 0 0 0 0 0 7,750 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 100.0 25.7 0.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 12 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 4,150 : : Positions : : 2,400 3,600 750 0 0 250 0 250 100 0 0 : : : : Changes from: February 4, 2014 : : -3,750 -2,250 150 -100 0 250 -550 150 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 86.7 18.1 0.0 0.0 6.0 0.0 6.0 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 11 . 0 0 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 1,227,010 : : Positions : : 947,010 1,227,010 277,900 0 0 0 0 0 2,100 0 0 : : : : Changes from: February 4, 2014 : : -100,090 -101,590 -1,500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.2 100.0 22.6 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 : : 19 13 . 0 0 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 768,080 : : Positions : : 565,760 682,320 202,320 85,760 0 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : 22,280 18,680 -7,520 -7,840 0 -3,920 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 88.8 26.3 11.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 282,584 : : Positions : : 187,136 241,256 49,696 5,368 33,208 9,792 0 2,752 0 0 0 : : : : Changes from: February 4, 2014 : : -7,848 -11,776 -3,544 -784 2,368 -1,168 0 776 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 85.4 17.6 1.9 11.8 3.5 0.0 1.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 11,552 : : Positions : : 8,686 6,119 0 4,119 573 869 211 41 1,001 128 65 : : : : Changes from: February 4, 2014 : : -747 53 0 -175 -111 -24 22 -22 277 -356 -168 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 53.0 0.0 35.7 5.0 7.5 1.8 0.4 8.7 1.1 0.6 : : : : Number of Traders in Each Category Total Traders: 29 : : 11 14 0 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 1,185,020 : : Positions : : 990,080 508,160 0 466,360 70,660 0 15,180 0 31,000 31,380 93,280 : : : : Changes from: February 4, 2014 : : -23,520 -3,920 0 3,740 0 0 8,140 0 15,500 -15,980 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.5 42.9 0.0 39.4 6.0 0.0 1.3 0.0 2.6 2.6 7.9 : : : : 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 11, 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 114,190 : : Positions : : 101,040 93,285 13,150 13,980 0 0 6,925 0 0 0 0 : : : : Changes from: February 4, 2014 : : -5,370 -5,040 -2,750 -1,320 0 0 -1,760 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.5 81.7 11.5 12.2 0.0 0.0 6.1 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 9 . . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 316,275 : : Positions : : 267,860 265,075 38,415 49,600 1,600 8,400 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -20,650 -16,900 -1,750 -7,700 0 -2,200 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 83.8 12.1 15.7 0.5 2.7 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 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 191,876 : : Positions : : 150,091 128,231 11,160 35,645 28,000 2,625 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -1,369 -6,754 -110 5,275 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 66.8 5.8 18.6 14.6 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 20 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 23,063 : : Positions : : 17,106 15,744 1,480 2,213 2,712 784 0 601 0 369 0 : : : : Changes from: February 4, 2014 : : -508 -757 -872 -664 338 -86 0 44 0 -23 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.2 68.3 6.4 9.6 11.8 3.4 0.0 2.6 0.0 1.6 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 24 22 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 2,930,406 : : Positions : :2,377,418 1,962,144 80,754 193,377 186,224 0 163,545 286,010 0 139,106 0 : : : : Changes from: February 4, 2014 : : -131,941 -55,878 -12,017 -33,024 -30,303 0 -64,747 27,488 0 9,691 -1,568 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 67.0 2.8 6.6 6.4 0.0 5.6 9.8 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 44 : : 25 24 . . 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 877,955 : : Positions : : 685,856 607,656 67,918 92,044 38,828 11,010 50,484 66,153 6,450 21,028 1,720 : : : : Changes from: February 4, 2014 : : -53,556 -8,406 -10,905 -12,250 -2,865 978 -26,746 8,677 6,450 -9,567 858 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 69.2 7.7 10.5 4.4 1.3 5.8 7.5 0.7 2.4 0.2 : : : : Number of Traders in Each Category Total Traders: 52 : : 33 25 4 . 4 . . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 2,084,201 : : Positions : :1,980,841 2,037,801 103,360 46,400 0 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -136,032 -143,872 -15,680 -7,840 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 97.8 5.0 2.2 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 11, 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 614,515 : : Positions : : 567,165 600,135 40,950 7,980 6,400 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -60,760 -66,260 -5,500 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 97.7 6.7 1.3 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 23 13 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 498,418 : : Positions : : 259,303 452,637 101,693 18,167 6,895 95,688 0 20,719 14,120 0 0 : : : : Changes from: February 4, 2014 : : -9,731 -13,523 4,958 5,540 -2,256 -827 0 -2,310 -2,383 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.0 90.8 20.4 3.6 1.4 19.2 0.0 4.2 2.8 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 11, 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 36,595 : : Positions : : 20,909 30,388 5,401 1,796 1,912 5,710 1,748 605 832 0 21 : : : : Changes from: February 4, 2014 : : -2,099 -1,639 -406 159 120 274 -348 -173 174 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 83.0 14.8 4.9 5.2 15.6 4.8 1.7 2.3 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 24 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 26,935 : : Positions : : 12,614 24,044 4,180 0 1,171 7,715 0 1,228 27 492 0 : : : : Changes from: February 4, 2014 : : -782 -3,214 -1,365 0 899 -859 0 0 0 208 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.8 89.3 15.5 0.0 4.3 28.6 0.0 4.6 0.1 1.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 8 . 0 . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 216,676 : : Positions : : 78,007 193,320 24,640 9,690 11,398 101,983 0 0 344 1,964 304 : : : : Changes from: February 4, 2014 : : -6,220 -21,960 -2,296 1,312 -1,312 -10,824 0 0 -608 700 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.0 89.2 11.4 4.5 5.3 47.1 0.0 0.0 0.2 0.9 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 7 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 482,241 : : Positions : : 283,201 441,115 175,294 0 2,753 4,288 15,486 16,705 0 6,182 0 : : : : Changes from: February 4, 2014 : : -17,614 -30,495 -7,433 0 0 -392 392 -784 0 4,664 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 91.5 36.3 0.0 0.6 0.9 3.2 3.5 0.0 1.3 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 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 30,187 : : Positions : : 19,989 21,955 643 4,749 2,788 2,602 0 315 3,576 0 0 : : : : Changes from: February 4, 2014 : : -1,316 -1,484 234 -66 -46 21 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 72.7 2.1 15.7 9.2 8.6 0.0 1.0 11.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 22 18 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 6,454 : : Positions : : 3,775 4,044 1,185 0 1,097 0 552 0 0 486 0 : : : : Changes from: February 4, 2014 : : -549 -749 -294 -206 -102 0 0 0 0 22 -44 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 62.7 18.4 0.0 17.0 0.0 8.6 0.0 0.0 7.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 9 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 17,378 : : Positions : : 11,034 15,844 4,222 109 533 296 150 42 893 450 82 : : : : Changes from: February 4, 2014 : : -141 -557 -351 -22 -22 -22 86 -22 0 -86 42 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.5 91.2 24.3 0.6 3.1 1.7 0.9 0.2 5.1 2.6 0.5 : : : : 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 11, 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 249,318 : : Positions : : 99,353 244,326 105,693 4,288 0 4,704 0 0 38,864 0 704 : : : : Changes from: February 4, 2014 : : -3,538 -8,227 -3,513 -392 -784 0 0 0 -1,568 0 -392 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 98.0 42.4 1.7 0.0 1.9 0.0 0.0 15.6 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 4 . 0 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 15,301 : : Positions : : 5,708 9,449 5,162 3,860 1,702 1,489 0 62 739 0 145 : : : : Changes from: February 4, 2014 : : -641 -863 68 69 -462 -156 0 -44 -86 0 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.3 61.8 33.7 25.2 11.1 9.7 0.0 0.4 4.8 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 34 : : 12 20 5 . 4 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 166,958 : : Positions : : 47,692 87,175 105,722 72,784 6,647 6,545 0 352 0 0 0 : : : : Changes from: February 4, 2014 : : -8,187 -13,190 -8,160 -3,181 0 -24 0 -392 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.6 52.2 63.3 43.6 4.0 3.9 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 4 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 21,338 : : Positions : : 15,443 14,610 3,820 1,150 309 0 3,503 1,766 0 0 0 : : : : Changes from: February 4, 2014 : : 544 24 -495 0 78 0 25 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.4 68.5 17.9 5.4 1.4 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 11, 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 154,757 : : Positions : : 124,521 77,693 0 53,886 22,524 7,058 0 654 0 0 0 : : : : Changes from: February 4, 2014 : : 0 2,881 0 -2,881 2,881 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.5 50.2 0.0 34.8 14.6 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 11, 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 802,818 : : Positions : : 741,577 628,316 38,216 117,257 23,025 0 34,220 0 0 0 0 : : : : Changes from: February 4, 2014 : : -4,819 1,026 1,960 3,955 -7,840 0 -7,840 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 78.3 4.8 14.6 2.9 0.0 4.3 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 11 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 227,340 : : Positions : : 208,340 188,955 9,130 27,440 7,720 0 3,225 0 2,150 0 0 : : : : Changes from: February 4, 2014 : : -5,450 -5,340 660 2,700 -2,860 0 0 0 2,150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.6 83.1 4.0 12.1 3.4 0.0 1.4 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 289,830 : : Positions : : 246,705 107,215 41,525 174,590 1,600 0 6,425 0 0 0 0 : : : : Changes from: February 4, 2014 : : -21,165 -10,620 7,950 -9,020 -430 0 6,425 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.1 37.0 14.3 60.2 0.6 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 19 7 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 1,019,775 : : Positions : : 854,405 371,691 163,835 623,189 1,535 0 23,360 0 0 0 0 : : : : Changes from: February 4, 2014 : : -85,458 -39,754 44,760 -24,304 -392 0 23,360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.8 36.4 16.1 61.1 0.2 0.0 2.3 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 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 170,855 : : Positions : : 143,890 127,915 9,665 25,640 17,300 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : 250 -300 990 1,540 -2,970 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 74.9 5.7 15.0 10.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 640,210 : : Positions : : 543,307 476,069 35,898 103,136 61,005 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -14,162 -14,162 3,528 3,528 -7,056 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 74.4 5.6 16.1 9.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 13 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 364,630 : : Positions : : 333,165 329,700 20,335 22,700 10,080 0 0 0 0 1,100 1,050 : : : : Changes from: February 4, 2014 : : -25,580 -27,560 110 990 -785 0 0 0 0 1,100 1,050 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 90.4 5.6 6.2 2.8 0.0 0.0 0.0 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 9 . . 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 1,207,850 : : Positions : :1,103,479 1,092,644 74,020 84,855 30,351 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -81,456 -86,160 562 5,266 -6,442 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 90.5 6.1 7.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . . 4 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 1,876,338 : : Positions : :1,791,007 1,842,834 63,531 11,704 21,800 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -136,024 -112,022 24,786 784 -784 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 98.2 3.4 0.6 1.2 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 11, 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 509,070 : : Positions : : 485,165 496,285 17,820 6,700 6,085 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -30,580 -25,660 6,130 1,210 -1,210 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.3 97.5 3.5 1.3 1.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 8 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 9,159,114 : : Positions : :7,106,810 8,419,418 1,180,574 0 739,696 132,034 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -71,089 -454,388 -368,635 0 74,120 -10,744 0 0 -3,920 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 91.9 12.9 0.0 8.1 1.4 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 33 27 7 0 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 3,181,320 : : Positions : :2,566,320 3,019,730 413,885 0 158,440 37,125 0 0 2,400 0 3,150 : : : : Changes from: February 4, 2014 : : 99,635 -7,920 -102,260 0 17,365 -4,245 0 0 -1,050 0 1,050 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 94.9 13.0 0.0 5.0 1.2 0.0 0.0 0.1 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 55 : : 35 30 7 0 4 . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DF Open Interest is 3,163,959 : : Positions : :2,047,434 2,315,688 291,074 325,272 215,688 10,973 129,282 72,895 491,010 70,249 34,886 : : : : Changes from: February 4, 2014 : : -67,353 -120,645 -11,178 27,222 -31,252 0 -5,654 -2,530 -8,851 10,045 -6,031 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 73.2 9.2 10.3 6.8 0.3 4.1 2.3 15.5 2.2 1.1 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 34 5 5 7 . 4 . 5 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 6,835,882 : : Positions : :5,752,473 5,389,578 255,725 536,815 525,699 37,056 136,160 134,829 86,612 69,720 43,081 : : : : Changes from: February 4, 2014 : : -173,225 -93,467 20,607 -70,258 39,295 -11,051 -3,920 -2,744 15,424 19,400 -3,528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.2 78.8 3.7 7.9 7.7 0.5 2.0 2.0 1.3 1.0 0.6 : : : : 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 11, 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 631,790 : : Positions : : 544,785 519,935 59,325 84,705 21,900 2,680 3,100 0 950 0 2,150 : : : : Changes from: February 4, 2014 : : -15,945 8,040 12,320 -12,765 4,515 -2,200 -1,100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 82.3 9.4 13.4 3.5 0.4 0.5 0.0 0.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 11 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 2,322,088 : : Positions : :1,903,201 1,962,677 167,245 114,809 244,602 7,040 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : -53,663 46,463 49,704 -58,262 12,006 -7,840 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 84.5 7.2 4.9 10.5 0.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 25 11 . . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 38,039 : : Positions : : 23,351 24,538 2,496 1,368 5,234 0 1,789 90 898 0 0 : : : : Changes from: February 4, 2014 : : -163 -99 24 -69 73 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.4 64.5 6.6 3.6 13.8 0.0 4.7 0.2 2.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 18 . . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 23,009 : : Positions : : 14,519 19,581 7,409 2,347 236 0 845 0 845 0 0 : : : : Changes from: February 4, 2014 : : 154 154 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 85.1 32.2 10.2 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 11, 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 489,071 : : Positions : : 327,092 476,273 149,181 0 8,510 0 4,288 0 4,288 0 0 : : : : Changes from: February 4, 2014 : : 2,576 2,576 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 97.4 30.5 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 11, 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 57,907 : : Positions : : 38,580 55,378 16,564 0 2,275 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : 13,213 13,213 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 95.6 28.6 0.0 3.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 935,764 : : Positions : : 674,538 892,339 212,521 1,760 41,665 7,040 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : 228,370 228,370 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 95.4 22.7 0.2 4.5 0.8 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 11, 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 141,708 : : Positions : : 86,347 101,859 19,445 11,435 24,804 8,395 0 2,230 0 1,147 233 : : : : Changes from: February 4, 2014 : : 1,714 33,364 7,458 -24,192 23,022 105 0 0 0 105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.9 71.9 13.7 8.1 17.5 5.9 0.0 1.6 0.0 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 24 6 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 1,862,325 : : Positions : :1,614,570 1,207,849 73,309 282,691 145,420 0 198,240 23,520 901 0 4,605 : : : : Changes from: February 4, 2014 : : 0 -42 -42 0 0 0 0 0 0 0 0 : : : : 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 11, 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 24,934 : : Positions : : 13,899 13,820 9,650 1,165 0 0 8,414 1,280 105 0 0 : : : : Changes from: February 4, 2014 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 55.4 38.7 4.7 0.0 0.0 33.7 5.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 10 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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: February 4, 2014 : : 0 0 0 0 0 0 0 0 0 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 11, 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 60,011 : : Positions : : 44,873 34,463 0 14,723 8,135 3,290 0 2,550 1,023 0 140 : : : : Changes from: February 4, 2014 : : 592 -85 0 784 -530 -105 0 0 212 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.8 57.4 0.0 24.5 13.6 5.5 0.0 4.2 1.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 20 16 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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: February 4, 2014 : : 0 0 0 0 0 0 0 0 0 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: 25 : : 14 15 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 49,428 : : Positions : : 44,626 30,083 1,741 16,389 2,956 0 0 0 105 0 0 : : : : Changes from: February 4, 2014 : : -20 -20 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 60.9 3.5 33.2 6.0 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 13 . 5 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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: February 4, 2014 : : 0 0 0 0 0 0 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 11, 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: February 4, 2014 : : 0 0 0 0 0 0 0 0 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 11, 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: February 4, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : 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 11, 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: February 4, 2014 : : 0 0 0 0 0 0 0 0 0 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: 24 : : 13 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 585,628 : : Positions : : 435,620 314,516 54,848 175,952 95,160 0 0 0 0 0 0 : : : : Changes from: February 4, 2014 : : 814 814 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 53.7 9.4 30.0 16.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . 5 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 19,667 : : Positions : : 8,620 18,087 2,750 850 120 0 0 0 7,537 0 0 : : : : Changes from: February 4, 2014 : : 465 -670 -110 850 120 0 0 0 -443 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.8 92.0 14.0 4.3 0.6 0.0 0.0 0.0 38.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 19,170 : : Positions : : 8,715 17,860 2,150 480 120 0 50 0 7,501 0 0 : : : : Changes from: February 4, 2014 : : 600 -452 -10 480 120 0 0 0 -442 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.5 93.2 11.2 2.5 0.6 0.0 0.3 0.0 39.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 13 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 127,700 : : Positions : : 90,565 101,050 6,520 6,155 4,920 1,000 11,450 0 19,420 0 3,125 : : : : Changes from: February 4, 2014 : : 2,682 12,983 -1,855 -733 -345 0 -880 0 9,575 0 -1,210 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 79.1 5.1 4.8 3.9 0.8 9.0 0.0 15.2 0.0 2.4 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 253,849 : : Positions : : 195,296 223,384 5,696 23,392 4,257 0 0 0 45,784 0 2,816 : : : : Changes from: February 4, 2014 : : 27,949 30,798 -1,408 19,263 4,257 0 0 0 20,704 -2,816 2,816 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 88.0 2.2 9.2 1.7 0.0 0.0 0.0 18.0 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 8 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 133,092 : : Positions : : 119,877 43,175 1,600 63,665 6,995 0 7,802 3,520 1,100 7,935 0 : : : : Changes from: February 4, 2014 : : 1,872 560 -65 -1,885 -970 -1,880 -405 1,195 88 1,745 -88 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 32.4 1.2 47.8 5.3 0.0 5.9 2.6 0.8 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 36 : : 20 13 . 5 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 260,523 : : Positions : : 249,272 106,609 0 130,970 9,216 0 8,173 2,035 0 3,168 0 : : : : Changes from: February 4, 2014 : : -13,540 -8,911 0 3,286 -1,568 0 -7,915 2,035 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 40.9 0.0 50.3 3.5 0.0 3.1 0.8 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 12 0 5 . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 103,523 : : Positions : : 53,193 96,023 43,025 3,815 2,585 525 0 0 4,195 1,100 0 : : : : Changes from: February 4, 2014 : : 3,753 2,213 -1,364 -220 0 0 0 0 -330 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.4 92.8 41.6 3.7 2.5 0.5 0.0 0.0 4.1 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 55,328 : : Positions : : 52,770 49,873 0 1,955 970 0 850 0 648 650 0 : : : : Changes from: February 4, 2014 : : -2,540 -2,915 0 25 0 0 -50 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.4 90.1 0.0 3.5 1.8 0.0 1.5 0.0 1.2 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 49,315 : : Positions : : 47,355 44,210 0 1,955 970 0 850 0 600 650 0 : : : : Changes from: February 4, 2014 : : -2,435 -2,550 0 25 0 0 -50 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 89.6 0.0 4.0 2.0 0.0 1.7 0.0 1.2 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 11, 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 14,595 : : Positions : : 12,360 11,785 1,320 0 350 0 50 0 100 2,325 75 : : : : Changes from: February 4, 2014 : : 175 320 -235 0 100 0 -50 0 100 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 80.7 9.0 0.0 2.4 0.0 0.3 0.0 0.7 15.9 0.5 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 7 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 16,845 : : Positions : : 15,960 11,220 425 600 100 0 800 0 0 4,120 0 : : : : Changes from: February 4, 2014 : : 315 -275 -20 50 100 0 600 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.7 66.6 2.5 3.6 0.6 0.0 4.7 0.0 0.0 24.5 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 14 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 15,685 : : Positions : : 14,635 11,120 250 675 95 0 600 0 0 3,195 0 : : : : Changes from: February 4, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 70.9 1.6 4.3 0.6 0.0 3.8 0.0 0.0 20.4 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 13 6 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 27,871 : : Positions : : 25,395 25,576 525 585 110 1,041 0 0 0 1,250 50 : : : : Changes from: February 4, 2014 : : 8,956 10,117 235 -165 -40 300 0 0 -50 -500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.1 91.8 1.9 2.1 0.4 3.7 0.0 0.0 0.0 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 19 9 . . . . 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 26,281 : : Positions : : 24,201 25,086 710 25 135 945 0 0 0 1,000 0 : : : : Changes from: February 4, 2014 : : 9,960 10,416 -20 20 -20 250 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 95.5 2.7 0.1 0.5 3.6 0.0 0.0 0.0 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 63,752 : : Positions : : 52,597 58,278 1,645 2,825 75 175 291 100 6,977 0 1,043 : : : : Changes from: February 4, 2014 : : 8,301 6,082 180 1,500 -10 -50 -350 0 -1,149 0 -50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 91.4 2.6 4.4 0.1 0.3 0.5 0.2 10.9 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 27 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 58,187 : : Positions : : 48,367 53,657 0 2,905 405 75 345 0 8,465 0 0 : : : : Changes from: February 4, 2014 : : 6,130 4,100 0 1,785 -645 0 -350 0 -595 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.1 92.2 0.0 5.0 0.7 0.1 0.6 0.0 14.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 22 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 45,485 : : Positions : : 33,260 39,725 4,570 1,045 805 0 475 1,075 3,725 125 1,550 : : : : Changes from: February 4, 2014 : : -1,665 -1,610 -85 -595 -30 0 75 -50 -275 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 87.3 10.0 2.3 1.8 0.0 1.0 2.4 8.2 0.3 3.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 43,905 : : Positions : : 23,545 40,325 7,100 55 295 0 1,600 650 11,600 25 0 : : : : Changes from: February 4, 2014 : : -925 -2,415 -500 -25 0 0 -175 0 -1,150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 91.8 16.2 0.1 0.7 0.0 3.6 1.5 26.4 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,550 : : Positions : : 11,445 21,965 1,425 700 600 0 2,940 680 12,800 150 0 : : : : Changes from: February 4, 2014 : : -1,145 -1,145 -75 0 0 0 90 -90 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 79.7 5.2 2.5 2.2 0.0 10.7 2.5 46.5 0.5 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 26,510 : : Positions : : 25,035 19,010 0 6,125 0 350 0 300 0 250 0 : : : : Changes from: February 4, 2014 : : -1,320 -645 0 -425 0 0 0 0 0 -250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.4 71.7 0.0 23.1 0.0 1.3 0.0 1.1 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 33,590 : : Positions : : 27,585 22,260 0 2,285 915 0 625 1,125 785 3,700 1,140 : : : : Changes from: February 4, 2014 : : -2,025 -1,885 -410 105 -180 0 -200 0 465 0 -485 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 66.3 0.0 6.8 2.7 0.0 1.9 3.3 2.3 11.0 3.4 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 35,940 : : Positions : : 31,420 23,400 760 425 0 975 0 425 0 9,465 1,315 : : : : Changes from: February 4, 2014 : : -2,710 -1,085 -150 -25 0 -150 0 0 0 -1,905 955 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 65.1 2.1 1.2 0.0 2.7 0.0 1.2 0.0 26.3 3.7 : : : : 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 11, 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 30,045 : : Positions : : 26,093 28,265 1,005 0 970 850 0 0 50 600 0 : : : : Changes from: February 4, 2014 : : -1,119 -965 -225 -462 -52 -50 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 94.1 3.3 0.0 3.2 2.8 0.0 0.0 0.2 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 8 . 0 . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 11, 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 28,690 : : Positions : : 24,755 27,080 1,105 0 970 850 0 0 50 600 0 : : : : Changes from: February 4, 2014 : : -1,035 -900 -125 -200 -100 -50 0 0 0 -150 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 94.4 3.9 0.0 3.4 3.0 0.0 0.0 0.2 2.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 0 . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 14, 2014