Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 82,258 : : Positions : : 19,005 34,051 4,282 550 2,607 4,338 9,653 4,010 34,010 17,591 12,887 : : : : Changes from: February 18, 2014 : : 195 -750 869 317 -615 -744 138 1,365 -117 303 90 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 41.4 5.2 0.7 3.2 5.3 11.7 4.9 41.3 21.4 15.7 : : : : Number of Traders in Each Category Total Traders: 56 : : 9 11 . . 4 . . . 20 15 27 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 37,501 : : Positions : : 15,340 5,515 2,727 1,670 788 826 6,185 132 15,615 20,742 1,814 : : : : Changes from: February 18, 2014 : : 70 -185 530 -95 110 250 365 -102 1,245 2,115 -86 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.9 14.7 7.3 4.5 2.1 2.2 16.5 0.4 41.6 55.3 4.8 : : : : Number of Traders in Each Category Total Traders: 44 : : 9 7 . . . . . . 16 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 156,355 : : Positions : : 97,218 108,724 16,478 14,564 14,042 10,969 2,557 7,304 4,838 3,619 4,249 : : : : Changes from: February 18, 2014 : : -986 1,072 4,075 -476 -889 -1,463 244 302 -421 495 820 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.2 69.5 10.5 9.3 9.0 7.0 1.6 4.7 3.1 2.3 2.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 48 49 4 6 7 4 . 5 5 . 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 60,634 : : Positions : : 34,664 52,962 15,951 3,818 2,040 6,367 0 1,254 50 228 308 : : : : Changes from: February 18, 2014 : : 3,393 5,256 878 -129 -105 649 0 -310 50 -157 130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 87.3 26.3 6.3 3.4 10.5 0.0 2.1 0.1 0.4 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 481,901 : : Positions : : 340,521 397,437 99,213 29,875 21,512 0 12,726 20,351 304 0 0 : : : : Changes from: February 18, 2014 : : -3,458 -3,135 1,915 0 624 0 912 0 -680 0 -320 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.7 82.5 20.6 6.2 4.5 0.0 2.6 4.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 19 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 1,541,900 : : Positions : :1,155,095 1,358,717 224,031 41,226 102,330 17,762 0 25,676 3,407 352 9,351 : : : : Changes from: February 18, 2014 : : -1,963 25,268 14,146 -8,774 4,430 1,046 -2,475 2,498 791 0 368 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 88.1 14.5 2.7 6.6 1.2 0.0 1.7 0.2 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 60 : : 38 36 5 4 6 . 0 . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 53,233 : : Positions : : 43,961 28,632 214 5,787 3,900 0 9,715 3,777 1,083 1,124 297 : : : : Changes from: February 18, 2014 : : 190 962 214 -509 138 0 -283 75 -234 0 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 53.8 0.4 10.9 7.3 0.0 18.2 7.1 2.0 2.1 0.6 : : : : Number of Traders in Each Category Total Traders: 36 : : 23 20 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 339,025 : : Positions : : 214,737 251,111 83,442 26,296 4,464 0 28,276 27,846 7,504 0 1,032 : : : : Changes from: February 18, 2014 : : 3,568 -327 -3,895 0 304 0 0 -648 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 74.1 24.6 7.8 1.3 0.0 8.3 8.2 2.2 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 12 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 530,951 : : Positions : : 424,646 315,911 26,480 166,065 38,384 25,482 0 10,591 5,368 0 0 : : : : Changes from: February 18, 2014 : : 14,837 6,560 0 4,701 0 -3,521 0 3,544 -407 -352 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 59.5 5.0 31.3 7.2 4.8 0.0 2.0 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 24 26 . 5 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 52,961 : : Positions : : 36,323 44,390 7,526 3,190 1,773 1,884 0 1,470 3,104 170 524 : : : : Changes from: February 18, 2014 : : 1,057 1,533 428 148 -44 222 0 41 -152 -170 109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.6 83.8 14.2 6.0 3.3 3.6 0.0 2.8 5.9 0.3 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 27 27 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 3,558,270 : : Positions : :2,737,860 3,558,270 820,410 0 0 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 54,390 42,570 -4,070 0 0 0 0 0 -7,750 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.9 100.0 23.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 13 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 5,500 : : Positions : : 4,600 3,450 250 0 0 550 1,200 50 0 50 0 : : : : Changes from: February 18, 2014 : : -3,400 -3,150 -200 0 0 550 600 -300 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.6 62.7 4.5 0.0 0.0 10.0 21.8 0.9 0.0 0.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 16 8 . 0 0 . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 1,350,150 : : Positions : :1,076,450 1,350,150 273,700 0 0 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 36,100 31,900 -2,100 0 0 0 0 0 -2,100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.7 100.0 20.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 13 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 810,920 : : Positions : : 608,600 722,304 202,320 88,616 0 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 20,400 17,544 0 2,856 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.1 89.1 24.9 10.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 12 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 284,952 : : Positions : : 187,896 240,888 50,072 5,368 34,400 8,288 0 3,888 0 0 0 : : : : Changes from: February 18, 2014 : : -4,720 5,088 9,808 0 -5,104 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.9 84.5 17.6 1.9 12.1 2.9 0.0 1.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 11,974 : : Positions : : 9,068 6,711 0 4,205 573 847 190 62 1,149 128 44 : : : : Changes from: February 18, 2014 : : 382 571 0 86 0 -22 -21 21 127 0 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 56.0 0.0 35.1 4.8 7.1 1.6 0.5 9.6 1.1 0.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 16 0 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 1,208,660 : : Positions : : 998,220 504,090 0 481,860 70,660 0 15,180 0 46,500 43,590 93,280 : : : : Changes from: February 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 41.7 0.0 39.9 5.8 0.0 1.3 0.0 3.8 3.6 7.7 : : : : 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 25, 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 118,935 : : Positions : : 105,785 98,030 13,150 13,980 0 0 6,925 0 0 0 0 : : : : Changes from: February 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.9 82.4 11.1 11.8 0.0 0.0 5.8 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 25, 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 329,710 : : Positions : : 281,295 277,775 38,415 50,335 1,600 8,400 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 6,510 5,775 0 735 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 84.2 11.7 15.3 0.5 2.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 199,351 : : Positions : : 151,166 135,706 17,560 35,645 28,000 2,625 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 0 6,400 6,400 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 68.1 8.8 17.9 14.0 1.3 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 23,596 : : Positions : : 17,467 16,295 1,609 2,213 2,754 782 0 601 0 308 0 : : : : Changes from: February 18, 2014 : : 43 344 342 0 21 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.0 69.1 6.8 9.4 11.7 3.3 0.0 2.5 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 25 22 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 2,984,103 : : Positions : :2,437,989 1,974,621 86,963 229,034 171,186 0 184,253 287,965 0 137,044 0 : : : : Changes from: February 18, 2014 : : 49,796 -2,623 2,654 35,657 -20,963 0 20,628 0 0 -1,212 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 66.2 2.9 7.7 5.7 0.0 6.2 9.6 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 25 . 4 4 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 897,647 : : Positions : : 710,067 615,774 65,270 101,260 35,202 11,535 53,463 66,153 6,450 22,845 2,950 : : : : Changes from: February 18, 2014 : : 17,076 2,223 -924 9,135 -5,455 525 5,079 0 0 282 615 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 68.6 7.3 11.3 3.9 1.3 6.0 7.4 0.7 2.5 0.3 : : : : Number of Traders in Each Category Total Traders: 53 : : 33 25 . 4 4 . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 2,153,228 : : Positions : :2,045,798 2,102,758 107,430 50,470 0 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 44,607 44,607 4,070 4,070 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.0 97.7 5.0 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 9 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 635,195 : : Positions : : 584,695 620,815 44,100 7,980 6,400 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 10,180 10,180 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 97.7 6.9 1.3 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 24 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 513,430 : : Positions : : 267,558 465,168 107,148 17,431 6,159 93,777 0 23,858 14,116 0 814 : : : : Changes from: February 18, 2014 : : 5,599 5,569 1,602 -736 0 -1,957 0 2,810 -411 0 814 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.1 90.6 20.9 3.4 1.2 18.3 0.0 4.6 2.7 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 43 : : 27 27 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 36,597 : : Positions : : 20,556 30,292 5,744 1,666 1,857 5,626 1,923 710 896 0 44 : : : : Changes from: February 18, 2014 : : -3 22 92 21 -25 -170 3 105 106 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.2 82.8 15.7 4.6 5.1 15.4 5.3 1.9 2.4 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 44 : : 26 28 4 . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 26,637 : : Positions : : 12,820 24,010 3,992 0 1,193 7,147 0 1,228 204 153 53 : : : : Changes from: February 18, 2014 : : 154 -86 -84 0 -56 -568 0 0 177 -235 53 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.1 90.1 15.0 0.0 4.5 26.8 0.0 4.6 0.8 0.6 0.2 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 12 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 219,538 : : Positions : : 80,267 190,464 24,640 14,806 10,744 101,983 0 0 596 2,216 1,308 : : : : Changes from: February 18, 2014 : : 1,652 -2,856 0 3,808 0 0 0 0 252 952 1,004 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 86.8 11.2 6.7 4.9 46.5 0.0 0.0 0.3 1.0 0.6 : : : : 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 25, 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 492,836 : : Positions : : 289,539 451,710 179,551 0 2,753 4,288 15,486 16,705 0 6,182 0 : : : : Changes from: February 18, 2014 : : 6,338 5,931 -407 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 91.7 36.4 0.0 0.6 0.9 3.1 3.4 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 17 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 30,571 : : Positions : : 19,733 22,147 644 4,643 3,108 2,686 0 252 3,576 0 0 : : : : Changes from: February 18, 2014 : : -382 -169 -192 -106 257 42 0 -21 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 72.4 2.1 15.2 10.2 8.8 0.0 0.8 11.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 6,772 : : Positions : : 3,837 4,404 1,461 0 1,097 0 552 0 0 465 0 : : : : Changes from: February 18, 2014 : : 0 63 21 0 0 0 0 0 0 -21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.7 65.0 21.6 0.0 16.2 0.0 8.2 0.0 0.0 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 17,509 : : Positions : : 11,379 16,061 4,008 109 554 297 0 106 765 366 124 : : : : Changes from: February 18, 2014 : : 284 432 -256 0 42 1 -64 64 255 -105 84 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 91.7 22.9 0.6 3.2 1.7 0.0 0.6 4.4 2.1 0.7 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 250,461 : : Positions : : 133,811 246,173 106,875 4,288 0 5,111 0 0 4,664 0 0 : : : : Changes from: February 18, 2014 : : -446 1,143 1,182 0 0 407 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.4 98.3 42.7 1.7 0.0 2.0 0.0 0.0 1.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 18 4 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 15,494 : : Positions : : 6,116 9,490 5,078 3,797 1,680 1,359 0 127 760 0 103 : : : : Changes from: February 18, 2014 : : 127 86 45 -21 -192 -65 0 65 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.5 61.2 32.8 24.5 10.8 8.8 0.0 0.8 4.9 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 34 : : 13 19 5 . 4 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 170,616 : : Positions : : 54,453 91,218 102,290 71,992 6,647 6,874 407 352 0 0 0 : : : : Changes from: February 18, 2014 : : 2,852 831 -1,592 -792 0 -814 407 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 53.5 60.0 42.2 3.9 4.0 0.2 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 15 4 . . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 22,164 : : Positions : : 15,834 15,358 4,229 1,150 335 0 3,555 1,766 0 0 0 : : : : Changes from: February 18, 2014 : : 388 232 -104 0 0 0 52 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 69.3 19.1 5.2 1.5 0.0 16.0 8.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 158,665 : : Positions : : 125,171 81,601 0 50,628 25,782 7,058 0 654 0 0 0 : : : : Changes from: February 18, 2014 : : 0 2,931 0 -2,931 2,931 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 51.4 0.0 31.9 16.2 4.4 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 18, 2014 : : 0 0 0 0 0 0 0 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 25, 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 230,540 : : Positions : : 211,540 188,955 9,130 30,640 7,720 0 3,225 0 2,150 0 0 : : : : Changes from: February 18, 2014 : : 3,200 0 0 3,200 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 82.0 4.0 13.3 3.3 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 303,130 : : Positions : : 252,555 115,215 47,925 175,640 1,600 0 10,675 0 1,050 0 0 : : : : Changes from: February 18, 2014 : : 0 2,150 4,300 1,050 0 0 2,150 0 1,050 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.3 38.0 15.8 57.9 0.5 0.0 3.5 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 9 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 18, 2014 : : 0 0 0 0 0 0 0 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 25, 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 169,805 : : Positions : : 142,840 126,865 9,665 25,640 17,300 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 74.7 5.7 15.1 10.2 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 25, 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 638,175 : : Positions : : 541,272 474,034 35,898 103,136 61,005 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 74.3 5.6 16.2 9.6 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 25, 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 369,825 : : Positions : : 334,215 335,000 24,585 22,700 9,975 0 0 0 0 1,100 1,050 : : : : Changes from: February 18, 2014 : : 1,050 4,250 3,200 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.4 90.6 6.6 6.1 2.7 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 25, 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 1,219,700 : : Positions : :1,115,329 1,104,494 74,020 84,855 30,351 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.4 90.6 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 25, 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 2,022,370 : : Positions : :1,879,583 2,003,554 123,971 0 18,816 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 69,760 132,600 51,136 -11,704 -19,434 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 99.1 6.1 0.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 18 7 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 546,635 : : Positions : : 512,315 539,175 26,860 0 7,460 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 22,050 35,850 7,100 -6,700 -3,085 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 98.6 4.9 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 7 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 9,347,781 : : Positions : :7,387,960 8,573,793 1,083,758 47,894 726,094 149,969 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 144,306 69,875 -30,607 47,894 -13,602 4,070 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 91.7 11.6 0.5 7.8 1.6 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 48 : : 34 30 6 . 4 . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 3,330,075 : : Positions : :2,701,890 3,167,130 420,365 0 157,695 44,575 0 0 400 100 5,150 : : : : Changes from: February 18, 2014 : : 65,905 49,900 -19,255 0 -870 5,350 0 0 -2,000 100 2,000 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.1 95.1 12.6 0.0 4.7 1.3 0.0 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 35 31 7 0 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 3,233,240 : : Positions : :2,086,590 2,380,547 307,304 324,412 207,840 10,973 109,662 85,590 485,998 76,244 48,945 : : : : Changes from: February 18, 2014 : : 4,682 7,692 1,420 -6,709 13,092 0 -6,820 5,720 -2,490 9,449 12,828 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 73.6 9.5 10.0 6.4 0.3 3.4 2.6 15.0 2.4 1.5 : : : : Number of Traders in Each Category Total Traders: 67 : : 34 35 6 5 7 . 4 . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 6,944,150 : : Positions : :5,885,752 5,628,976 236,686 432,704 539,814 83,696 136,160 88,189 61,426 69,720 48,587 : : : : Changes from: February 18, 2014 : : -37,233 105,448 0 -143,088 -10,799 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.8 81.1 3.4 6.2 7.8 1.2 2.0 1.3 0.9 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 23 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 647,745 : : Positions : : 565,410 534,315 57,750 85,125 19,330 4,255 5,250 0 0 2,725 1,000 : : : : Changes from: February 18, 2014 : : 5,090 2,520 0 420 -2,570 1,575 2,150 0 0 1,575 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.3 82.5 8.9 13.1 3.0 0.7 0.8 0.0 0.0 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 28 12 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 2,380,868 : : Positions : :1,963,575 2,021,457 174,995 112,323 235,258 7,040 11,830 0 0 0 0 : : : : Changes from: February 18, 2014 : : 13,414 4,070 0 9,344 -9,344 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.5 84.9 7.4 4.7 9.9 0.3 0.5 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 11 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 39,069 : : Positions : : 24,377 25,590 2,456 1,196 5,535 0 1,789 90 888 0 0 : : : : Changes from: February 18, 2014 : : 791 545 -25 -4 84 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.4 65.5 6.3 3.1 14.2 0.0 4.6 0.2 2.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 19 . . 6 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 11,385 : : Positions : : 5,892 6,410 0 56 1,490 0 672 1,108 0 0 0 : : : : Changes from: February 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 56.3 0.0 0.5 13.1 0.0 5.9 9.7 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 10 0 . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 22,965 : : Positions : : 14,454 19,581 7,474 2,347 192 0 845 0 845 0 0 : : : : Changes from: February 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 85.3 32.5 10.2 0.8 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 25, 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 490,370 : : Positions : : 327,984 478,308 150,324 0 7,774 0 4,288 0 4,288 0 0 : : : : Changes from: February 18, 2014 : : 2,035 2,035 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 97.5 30.7 0.0 1.6 0.0 0.9 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 18, 2014 : : 0 0 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 25, 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 937,799 : : Positions : : 676,573 894,374 212,521 1,760 41,665 7,040 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 2,035 2,035 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 4.4 0.8 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 12 19 4 . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 153,527 : : Positions : : 98,040 106,867 12,015 10,795 32,360 8,395 0 2,230 0 1,042 233 : : : : Changes from: February 18, 2014 : : -550 195 28 -612 98 0 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.9 69.6 7.8 7.0 21.1 5.5 0.0 1.5 0.0 0.7 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 18 25 6 . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 1,890,606 : : Positions : :1,643,995 1,235,316 71,351 282,691 146,234 0 198,240 23,520 901 0 4,605 : : : : Changes from: February 18, 2014 : : 29,425 27,406 -2,019 0 814 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 65.3 3.8 15.0 7.7 0.0 10.5 1.2 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 25, 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 25,232 : : Positions : : 14,197 14,118 9,650 1,165 0 0 8,414 1,280 105 0 0 : : : : Changes from: February 18, 2014 : : 298 298 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.3 56.0 38.2 4.6 0.0 0.0 33.3 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 25, 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 57,847 : : Positions : : 45,106 45,639 4,934 325 6,467 0 3,880 1,280 60 0 0 : : : : Changes from: February 18, 2014 : : 215 820 249 -356 -54 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 78.9 8.5 0.6 11.2 0.0 6.7 2.2 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 13 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 64,335 : : Positions : : 49,507 37,712 0 15,543 8,135 3,290 0 2,550 713 0 140 : : : : Changes from: February 18, 2014 : : 3,254 2,179 0 820 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 58.6 0.0 24.2 12.6 5.1 0.0 4.0 1.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 22 16 0 4 . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 : : 34,577 42,101 12,290 4,766 1,289 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 87.0 25.4 9.8 2.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 16 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 18, 2014 : : 0 0 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 25, 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 396,262 : : Positions : : 269,139 353,182 67,862 0 0 35,781 19,600 23,480 0 0 0 : : : : Changes from: February 18, 2014 : : 67,386 62,722 -4,664 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 89.1 17.1 0.0 0.0 9.0 4.9 5.9 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 25, 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 799,814 : : Positions : : 608,102 540,055 47,168 120,351 96,528 5,136 0 42,880 0 0 0 : : : : Changes from: February 18, 2014 : : 2,035 2,035 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.0 67.5 5.9 15.0 12.1 0.6 0.0 5.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 16 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 1,340,635 : : Positions : : 791,790 944,278 27,488 78,973 269,640 188,325 0 47,040 15,648 0 704 : : : : Changes from: February 18, 2014 : : 65,852 67,887 0 -4,070 3,256 0 0 0 -2,035 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.1 70.4 2.1 5.9 20.1 14.0 0.0 3.5 1.2 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 12 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 : : 656,005 568,808 4,288 91,485 95,680 0 0 0 0 0 0 : : : : Changes from: February 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.8 75.2 0.6 12.1 12.7 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . 4 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 18, 2014 : : 0 0 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 25, 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 19,742 : : Positions : : 8,795 18,187 2,750 925 120 0 0 0 7,537 0 0 : : : : Changes from: February 18, 2014 : : 175 100 0 75 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.5 92.1 13.9 4.7 0.6 0.0 0.0 0.0 38.2 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 25, 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 19,145 : : Positions : : 8,815 17,960 2,150 480 120 0 50 0 7,501 0 0 : : : : Changes from: February 18, 2014 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 93.8 11.2 2.5 0.6 0.0 0.3 0.0 39.2 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 25, 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 167,315 : : Positions : : 131,757 123,525 6,175 24,317 5,433 1,000 11,450 0 19,210 0 1,590 : : : : Changes from: February 18, 2014 : : 11,242 5,010 -345 5,887 513 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.7 73.8 3.7 14.5 3.2 0.6 6.8 0.0 11.5 0.0 1.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 16 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 337,567 : : Positions : : 250,990 286,598 29,791 42,583 8,386 0 0 0 48,400 0 0 : : : : Changes from: February 18, 2014 : : 32,174 60,398 24,095 19,191 4,129 0 0 0 23,320 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 84.9 8.8 12.6 2.5 0.0 0.0 0.0 14.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 163,037 : : Positions : : 147,147 51,460 1,600 76,565 9,670 0 7,802 3,520 1,100 14,020 0 : : : : Changes from: February 18, 2014 : : 25,670 6,160 0 12,900 2,150 0 0 0 0 6,610 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.3 31.6 1.0 47.0 5.9 0.0 4.8 2.2 0.7 8.6 0.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 21 18 . 5 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 341,404 : : Positions : : 318,231 134,834 0 171,704 19,103 0 10,208 2,035 0 1,133 2,035 : : : : Changes from: February 18, 2014 : : 54,864 18,607 0 38,292 9,480 0 0 0 0 -2,035 2,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.2 39.5 0.0 50.3 5.6 0.0 3.0 0.6 0.0 0.3 0.6 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 15 0 5 . 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 120,233 : : Positions : : 63,293 105,808 48,375 3,815 3,110 525 0 0 4,930 7,500 0 : : : : Changes from: February 18, 2014 : : 1,575 8,710 6,400 0 525 0 0 0 735 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.6 88.0 40.2 3.2 2.6 0.4 0.0 0.0 4.1 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C79 Open Interest is 144,199 : : Positions : : 111,639 127,855 5,572 12,676 3,668 0 0 0 23,320 0 0 : : : : Changes from: February 18, 2014 : : 8,369 5,520 0 2,849 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 88.7 3.9 8.8 2.5 0.0 0.0 0.0 16.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 60,363 : : Positions : : 57,970 55,328 0 1,655 1,095 0 750 0 648 700 0 : : : : Changes from: February 18, 2014 : : 1,835 2,090 0 -300 125 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.0 91.7 0.0 2.7 1.8 0.0 1.2 0.0 1.1 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 54,075 : : Positions : : 52,025 49,300 0 1,655 1,095 0 750 0 600 700 0 : : : : Changes from: February 18, 2014 : : 1,445 1,865 0 -300 125 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.2 91.2 0.0 3.1 2.0 0.0 1.4 0.0 1.1 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 14,645 : : Positions : : 12,410 11,835 1,320 0 350 0 50 0 100 2,325 75 : : : : Changes from: February 18, 2014 : : 50 50 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.7 80.8 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 25, 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.EASTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EAS Open Interest is 11,325 : : Positions : : 9,260 9,805 0 550 100 0 0 50 1,080 0 550 : : : : Changes from: February 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.8 86.6 0.0 4.9 0.9 0.0 0.0 0.4 9.5 0.0 4.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 0 . . 0 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 : : 16,085 11,245 0 600 100 0 800 0 0 4,095 0 : : : : Changes from: February 18, 2014 : : 125 0 -425 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.5 66.8 0.0 3.6 0.6 0.0 4.7 0.0 0.0 24.3 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 8 0 . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 : : 14,760 11,120 125 675 95 0 600 0 0 3,195 0 : : : : Changes from: February 18, 2014 : : 125 0 -125 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 70.9 0.8 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 25, 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 28,421 : : Positions : : 25,995 25,526 525 585 110 441 0 600 0 1,300 0 : : : : Changes from: February 18, 2014 : : 600 0 0 0 0 -600 0 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.5 89.8 1.8 2.1 0.4 1.6 0.0 2.1 0.0 4.6 0.0 : : : : 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 25, 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 26,881 : : Positions : : 24,801 25,086 710 25 135 345 0 600 0 1,000 0 : : : : Changes from: February 18, 2014 : : 600 0 0 0 0 -600 0 600 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 93.3 2.6 0.1 0.5 1.3 0.0 2.2 0.0 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 67,660 : : Positions : : 52,177 58,978 1,645 2,880 75 825 291 50 7,502 0 718 : : : : Changes from: February 18, 2014 : : 250 645 0 205 0 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 87.2 2.4 4.3 0.1 1.2 0.4 0.1 11.1 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 27 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 62,495 : : Positions : : 47,727 53,037 0 3,135 390 675 345 0 8,115 0 0 : : : : Changes from: February 18, 2014 : : 10 405 0 205 -15 600 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 84.9 0.0 5.0 0.6 1.1 0.6 0.0 13.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 22 0 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 48,730 : : Positions : : 34,570 39,935 4,570 970 880 0 1,375 750 3,450 125 1,825 : : : : Changes from: February 18, 2014 : : -240 -640 0 -75 75 0 200 0 -275 0 275 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.9 82.0 9.4 2.0 1.8 0.0 2.8 1.5 7.1 0.3 3.7 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 45,405 : : Positions : : 26,230 41,885 7,000 55 295 0 1,475 650 10,450 25 75 : : : : Changes from: February 18, 2014 : : 880 -145 -100 0 0 0 -125 0 -1,050 0 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 92.2 15.4 0.1 0.6 0.0 3.2 1.4 23.0 0.1 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 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 : : 11,595 21,965 1,275 700 600 0 2,940 680 12,800 150 0 : : : : Changes from: February 18, 2014 : : 150 0 -150 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.1 79.7 4.6 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 25, 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 26,535 : : Positions : : 25,060 19,035 0 6,125 0 350 0 300 0 250 0 : : : : Changes from: February 18, 2014 : : 25 25 0 0 0 0 0 0 0 0 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: 22 : : 13 12 0 . 0 . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 34,795 : : Positions : : 27,845 23,035 0 2,310 940 0 325 1,225 1,025 3,700 1,140 : : : : Changes from: February 18, 2014 : : -290 75 0 75 -5 0 -200 100 240 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.0 66.2 0.0 6.6 2.7 0.0 0.9 3.5 2.9 10.6 3.3 : : : : 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 25, 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 36,855 : : Positions : : 32,260 25,365 760 325 100 850 0 475 0 8,315 1,390 : : : : Changes from: February 18, 2014 : : -150 875 0 -100 100 -125 0 50 0 -1,050 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 68.8 2.1 0.9 0.3 2.3 0.0 1.3 0.0 22.6 3.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 19 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 31,215 : : Positions : : 27,488 29,310 705 0 1,095 750 0 0 100 600 0 : : : : Changes from: February 18, 2014 : : 1,395 1,045 -300 0 125 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.1 93.9 2.3 0.0 3.5 2.4 0.0 0.0 0.3 1.9 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,825 : : Positions : : 26,115 28,090 805 0 1,095 750 0 0 100 600 0 : : : : Changes from: February 18, 2014 : : 1,360 1,010 -300 0 125 0 0 0 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 94.2 2.7 0.0 3.7 2.5 0.0 0.0 0.3 2.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 0 . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated February 28, 2014