Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 80,823 : : Positions : : 18,926 31,152 3,313 1,335 2,652 4,455 10,878 3,735 36,226 19,950 10,396 : : : : Changes from: February 25, 2014 : : -79 -2,899 -969 785 45 117 1,225 -275 2,216 2,359 -2,491 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.4 38.5 4.1 1.7 3.3 5.5 13.5 4.6 44.8 24.7 12.9 : : : : Number of Traders in Each Category Total Traders: 56 : : 9 12 . . 4 . . . 20 14 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 35,198 : : Positions : : 12,625 4,995 3,055 1,620 578 1,528 5,165 0 15,238 20,388 1,837 : : : : Changes from: February 25, 2014 : : -2,715 -520 328 -50 -210 702 -1,020 -132 -377 -354 23 : : : : Percent of Open Interest Represented by Each Category of Trader : : 35.9 14.2 8.7 4.6 1.6 4.3 14.7 0.0 43.3 57.9 5.2 : : : : Number of Traders in Each Category Total Traders: 44 : : 8 6 . . . . . 0 17 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 152,398 : : Positions : : 95,796 106,192 15,370 14,565 12,614 10,977 2,067 7,559 4,587 3,648 4,184 : : : : Changes from: February 25, 2014 : : -1,422 -2,533 -1,108 1 -1,427 8 -489 254 -252 28 -65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 69.7 10.1 9.6 8.3 7.2 1.4 5.0 3.0 2.4 2.7 : : : : Number of Traders in Each Category Total Traders: 76 : : 45 48 . 6 7 4 . 5 5 5 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 58,672 : : Positions : : 34,406 50,461 15,379 3,981 2,007 5,416 0 1,261 25 784 178 : : : : Changes from: February 25, 2014 : : -259 -2,502 -572 163 -33 -951 0 7 -25 556 -130 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.6 86.0 26.2 6.8 3.4 9.2 0.0 2.1 0.0 1.3 0.3 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 462,620 : : Positions : : 331,694 376,500 90,623 29,011 20,528 0 15,526 19,775 0 1,280 0 : : : : Changes from: February 25, 2014 : : -8,827 -20,937 -8,590 -864 -984 0 2,800 -576 -304 1,280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.7 81.4 19.6 6.3 4.4 0.0 3.4 4.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,568,124 : : Positions : :1,186,409 1,374,138 205,315 49,361 93,976 17,928 923 42,344 14,418 352 5,894 : : : : Changes from: February 25, 2014 : : 31,313 15,421 -18,716 8,135 -8,354 166 923 16,668 11,011 0 -3,457 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 87.6 13.1 3.1 6.0 1.1 0.1 2.7 0.9 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 60 : : 36 35 5 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 54,696 : : Positions : : 44,987 29,184 433 5,937 4,145 26 10,104 3,773 902 1,124 429 : : : : Changes from: February 25, 2014 : : 1,026 552 219 149 244 26 389 -4 -181 0 132 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 53.4 0.8 10.9 7.6 0.0 18.5 6.9 1.6 2.1 0.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 23 22 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 340,006 : : Positions : : 216,343 252,092 84,721 26,296 4,464 0 28,276 27,846 5,600 0 1,032 : : : : Changes from: February 25, 2014 : : 1,606 981 1,279 0 0 0 0 0 -1,904 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.6 74.1 24.9 7.7 1.3 0.0 8.3 8.2 1.6 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 552,613 : : Positions : : 432,973 358,208 26,480 132,425 47,792 25,901 0 11,724 7,743 0 0 : : : : Changes from: February 25, 2014 : : 8,327 42,297 0 -33,640 9,408 419 0 1,133 2,375 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 64.8 4.8 24.0 8.6 4.7 0.0 2.1 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 22 26 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 53,071 : : Positions : : 36,820 44,759 7,931 3,148 1,367 1,439 0 1,596 3,016 212 524 : : : : Changes from: February 25, 2014 : : 497 369 405 -42 -406 -445 0 126 -88 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 84.3 14.9 5.9 2.6 2.7 0.0 3.0 5.7 0.4 1.0 : : : : Number of Traders in Each Category Total Traders: 42 : : 26 26 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 mwh : CFTC Code #06439C Open Interest is 3,587,558 : : Positions : :2,767,148 3,587,558 820,410 0 0 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 29,288 29,288 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 100.0 22.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 13 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 2,950 : : Positions : : 2,800 1,350 0 500 0 0 550 0 0 0 0 : : : : Changes from: February 25, 2014 : : -1,800 -2,100 -250 500 0 -550 -650 -50 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 45.8 0.0 16.9 0.0 0.0 18.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 10 0 . 0 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 1,354,350 : : Positions : :1,080,650 1,354,350 273,700 0 0 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 4,200 4,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 100.0 20.2 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 : : 22 13 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 815,000 : : Positions : : 612,680 726,384 202,320 88,616 0 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 4,080 4,080 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 89.1 24.8 10.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 13 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 297,888 : : Positions : : 196,512 252,584 53,152 5,368 35,640 8,288 0 3,888 0 0 0 : : : : Changes from: February 25, 2014 : : 8,616 11,696 3,080 0 1,240 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 84.8 17.8 1.8 12.0 2.8 0.0 1.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 22 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 12,373 : : Positions : : 9,192 7,109 0 3,953 804 847 212 62 1,171 128 44 : : : : Changes from: February 25, 2014 : : 124 398 0 -252 231 0 22 0 22 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 57.5 0.0 31.9 6.5 6.8 1.7 0.5 9.5 1.0 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 14 0 5 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 5MWh : CFTC Code #0643A8 Open Interest is 1,208,660 : : Positions : : 998,220 508,160 0 481,860 70,660 0 15,180 0 46,500 39,520 93,280 : : : : Changes from: February 25, 2014 : : 0 4,070 0 0 0 0 0 0 0 -4,070 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 42.0 0.0 39.9 5.8 0.0 1.3 0.0 3.8 3.3 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MwH : CFTC Code #0643AU Open Interest is 119,460 : : Positions : : 106,310 98,555 13,150 13,980 0 0 6,925 0 0 0 0 : : : : Changes from: February 25, 2014 : : 525 525 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 82.5 11.0 11.7 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 332,860 : : Positions : : 284,445 280,925 38,415 50,335 1,600 8,400 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 3,150 3,150 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.5 84.4 11.5 15.1 0.5 2.5 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 12 . . . . 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 205,936 : : Positions : : 157,541 142,081 17,560 35,120 28,210 2,100 0 525 0 0 0 : : : : Changes from: February 25, 2014 : : 6,375 6,375 0 -525 210 -525 0 525 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.5 69.0 8.5 17.1 13.7 1.0 0.0 0.3 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 23,576 : : Positions : : 17,556 16,278 1,587 2,171 2,754 760 0 580 0 348 0 : : : : Changes from: February 25, 2014 : : 89 -17 -22 -42 0 -22 0 -21 0 40 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 69.0 6.7 9.2 11.7 3.2 0.0 2.5 0.0 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 25 21 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 2,982,444 : : Positions : :2,442,820 1,953,840 73,925 244,764 173,752 0 184,253 287,965 0 137,056 814 : : : : Changes from: February 25, 2014 : : 4,831 -20,781 -13,038 15,730 2,566 0 0 0 0 12 814 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 65.5 2.5 8.2 5.8 0.0 6.2 9.7 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 27 25 . 5 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 913,949 : : Positions : : 729,209 626,243 56,610 101,700 38,102 12,775 55,433 64,913 6,450 23,368 2,950 : : : : Changes from: February 25, 2014 : : 19,142 10,469 -8,660 440 2,900 1,240 1,970 -1,240 0 523 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 68.5 6.2 11.1 4.2 1.4 6.1 7.1 0.7 2.6 0.3 : : : : Number of Traders in Each Category Total Traders: 51 : : 33 25 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 2,164,268 : : Positions : :2,056,838 2,113,798 107,430 50,470 0 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 11,040 11,040 0 0 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 642,120 : : Positions : : 590,570 627,740 45,150 7,980 6,400 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 5,875 6,925 1,050 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 97.8 7.0 1.2 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 521,575 : : Positions : : 266,768 472,248 115,027 17,431 6,159 93,409 1,104 24,226 14,523 0 407 : : : : Changes from: February 25, 2014 : : -790 7,080 7,879 0 0 -368 1,104 368 407 0 -407 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.1 90.5 22.1 3.3 1.2 17.9 0.2 4.6 2.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 27 27 6 . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 36,770 : : Positions : : 20,460 30,364 5,846 1,495 1,978 5,477 1,923 842 984 42 44 : : : : Changes from: February 25, 2014 : : -97 71 102 -171 120 -149 0 132 88 42 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.6 82.6 15.9 4.1 5.4 14.9 5.2 2.3 2.7 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 26 28 4 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 26,533 : : Positions : : 12,949 23,569 3,759 0 1,400 7,070 0 1,228 100 309 27 : : : : Changes from: February 25, 2014 : : 129 -441 -233 0 207 -77 0 0 -104 156 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 88.8 14.2 0.0 5.3 26.6 0.0 4.6 0.4 1.2 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 12 . 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 223,673 : : Positions : : 86,306 189,512 24,640 20,249 10,744 101,983 0 0 0 3,168 0 : : : : Changes from: February 25, 2014 : : 6,039 -952 0 5,443 0 0 0 0 -596 952 -1,308 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.6 84.7 11.0 9.1 4.8 45.6 0.0 0.0 0.0 1.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 7 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 493,940 : : Positions : : 290,682 453,182 176,328 0 2,753 4,288 14,750 17,073 0 6,182 0 : : : : Changes from: February 25, 2014 : : 1,143 1,472 -3,223 0 0 0 -736 368 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 91.7 35.7 0.0 0.6 0.9 3.0 3.5 0.0 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 19 18 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 30,697 : : Positions : : 19,902 22,232 623 4,665 3,064 2,707 0 252 3,513 0 63 : : : : Changes from: February 25, 2014 : : 169 85 -21 22 -44 21 0 0 -63 0 63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.8 72.4 2.0 15.2 10.0 8.8 0.0 0.8 11.4 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 15 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 6,965 : : Positions : : 3,798 4,576 1,677 0 1,053 0 617 0 0 465 0 : : : : Changes from: February 25, 2014 : : -39 172 216 0 -44 0 65 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.5 65.7 24.1 0.0 15.1 0.0 8.9 0.0 0.0 6.7 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 10 5 0 . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 18,176 : : Positions : : 11,901 16,771 4,009 109 532 298 0 106 1,148 429 61 : : : : Changes from: February 25, 2014 : : 522 710 1 0 -22 1 0 0 383 63 -63 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.5 92.3 22.1 0.6 2.9 1.6 0.0 0.6 6.3 2.4 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 16 5 . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 245,013 : : Positions : : 100,496 240,021 101,075 4,288 0 5,111 0 0 37,979 0 0 : : : : Changes from: February 25, 2014 : : -33,315 -6,152 -5,800 0 0 0 0 0 33,315 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.0 98.0 41.3 1.8 0.0 2.1 0.0 0.0 15.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 18 4 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 15,392 : : Positions : : 6,416 9,648 4,863 3,797 1,680 1,360 0 84 739 0 103 : : : : Changes from: February 25, 2014 : : 300 158 -215 0 0 1 0 -43 -21 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 62.7 31.6 24.7 10.9 8.8 0.0 0.5 4.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 35 : : 14 20 5 . 4 4 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 170,937 : : Positions : : 54,492 89,666 101,513 74,272 6,240 6,060 407 352 2,280 0 0 : : : : Changes from: February 25, 2014 : : 39 -1,552 -777 2,280 -407 -814 0 0 2,280 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.9 52.5 59.4 43.4 3.7 3.5 0.2 0.2 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 4 . . . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,868 : : Positions : : 14,846 14,374 3,845 1,078 335 0 3,239 1,842 0 0 0 : : : : Changes from: February 25, 2014 : : -988 -984 -384 -72 0 0 -316 76 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 68.9 18.4 5.2 1.6 0.0 15.5 8.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 150,977 : : Positions : : 123,243 74,489 0 55,812 20,022 7,058 0 654 0 0 0 : : : : Changes from: February 25, 2014 : : -1,928 -7,112 0 5,184 -5,760 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 49.3 0.0 37.0 13.3 4.7 0.0 0.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 10 0 . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643CJ Open Interest is 802,818 : : Positions : : 741,577 628,316 43,496 117,257 17,745 0 34,220 0 0 0 0 : : : : Changes from: February 25, 2014 : : 0 0 5,280 0 -5,280 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 78.3 5.4 14.6 2.2 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 230,540 : : Positions : : 211,540 188,955 10,730 30,640 6,120 0 3,225 0 2,150 0 0 : : : : Changes from: February 25, 2014 : : 0 0 1,600 0 -1,600 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 82.0 4.7 13.3 2.7 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CR Open Interest is 84,455 : : Positions : : 79,295 75,855 2,100 5,440 960 0 0 0 2,100 0 0 : : : : Changes from: February 25, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 89.8 2.5 6.4 1.1 0.0 0.0 0.0 2.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 314,755 : : Positions : : 251,480 126,840 62,125 175,640 100 0 10,675 0 1,050 0 0 : : : : Changes from: February 25, 2014 : : -1,075 11,625 14,200 0 -1,500 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 40.3 19.7 55.8 0.0 0.0 3.4 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 10 4 . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 1,064,695 : : Positions : : 850,335 414,571 210,785 623,189 3,575 0 23,360 0 0 0 0 : : : : Changes from: February 25, 2014 : : -4,070 42,880 46,950 0 2,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.9 38.9 19.8 58.5 0.3 0.0 2.2 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 5 5 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 179,305 : : Positions : : 152,865 136,365 9,665 26,165 16,775 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 10,025 9,500 0 525 -525 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.3 76.1 5.4 14.6 9.4 0.0 0.0 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV mwh : CFTC Code #0643D1 Open Interest is 685,135 : : Positions : : 588,232 520,994 35,898 103,136 61,005 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 46,960 46,960 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.9 76.0 5.2 15.1 8.9 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D4 Open Interest is 444,870 : : Positions : : 409,260 397,345 24,585 35,400 9,975 0 0 0 0 1,100 1,050 : : : : Changes from: February 25, 2014 : : 75,045 62,345 0 12,700 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.0 89.3 5.5 8.0 2.2 0.0 0.0 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 9 . . 6 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D5 Open Interest is 1,476,820 : : Positions : :1,372,449 1,314,654 70,500 131,815 30,351 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 257,120 210,160 -3,520 46,960 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 89.0 4.8 8.9 2.1 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 2,038,650 : : Positions : :1,895,863 2,019,834 123,267 0 18,816 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 16,280 16,280 -704 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 99.1 6.0 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D8 Open Interest is 554,085 : : Positions : : 519,765 544,475 22,810 0 9,610 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : 7,450 5,300 -4,050 0 2,150 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.8 98.3 4.1 0.0 1.7 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DB Open Interest is 9,719,731 : : Positions : :7,690,267 8,826,696 1,010,304 54,726 838,309 165,869 0 0 4,070 0 0 : : : : Changes from: February 25, 2014 : : 302,307 252,903 -73,454 6,832 112,215 15,900 0 0 4,070 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.1 90.8 10.4 0.6 8.6 1.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 49 : : 34 30 6 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DC Open Interest is 3,440,660 : : Positions : :2,792,415 3,264,190 420,330 0 171,125 50,820 0 420 825 0 4,725 : : : : Changes from: February 25, 2014 : : 90,525 97,060 -35 0 13,430 6,245 0 420 425 -100 -425 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 94.9 12.2 0.0 5.0 1.5 0.0 0.0 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 36 33 7 0 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DF Open Interest is 3,254,131 : : Positions : :2,119,783 2,415,528 289,602 316,204 205,739 10,678 102,136 93,095 485,998 68,693 49,236 : : : : Changes from: February 25, 2014 : : 33,193 34,981 -17,703 -8,207 -2,101 -295 -7,526 7,505 0 -7,552 292 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.1 74.2 8.9 9.7 6.3 0.3 3.1 2.9 14.9 2.1 1.5 : : : : Number of Traders in Each Category Total Traders: 67 : : 35 35 6 5 7 . . . . 5 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV MWh (Megawatt Hours) : CFTC Code #0643DK Open Interest is 6,997,934 : : Positions : :5,942,376 5,697,132 258,790 465,223 490,966 83,696 132,640 88,189 79,149 69,720 50,544 : : : : Changes from: February 25, 2014 : : 56,624 68,156 22,104 32,519 -48,848 0 -3,520 0 17,723 0 1,957 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 81.4 3.7 6.6 7.0 1.2 1.9 1.3 1.1 1.0 0.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 23 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 663,507 : : Positions : : 577,602 550,602 57,225 88,025 16,430 8,350 5,250 0 0 2,200 1,000 : : : : Changes from: February 25, 2014 : : 12,192 16,287 -525 2,900 -2,900 4,095 0 0 0 -525 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.1 83.0 8.6 13.3 2.5 1.3 0.8 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 39 : : 29 13 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 2,424,698 : : Positions : :1,993,160 2,049,007 183,520 133,179 220,122 23,320 11,830 0 0 0 0 : : : : Changes from: February 25, 2014 : : 29,585 27,550 8,525 20,856 -15,136 16,280 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.2 84.5 7.6 5.5 9.1 1.0 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 35,852 : : Positions : : 22,620 23,169 2,231 1,230 4,866 0 1,650 90 640 0 240 : : : : Changes from: February 25, 2014 : : -1,757 -2,421 -225 35 -669 0 -139 0 -248 0 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.1 64.6 6.2 3.4 13.6 0.0 4.6 0.3 1.8 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 18 . . 5 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 20,087 : : Positions : : 12,031 16,612 6,650 2,027 192 0 745 0 745 0 0 : : : : Changes from: February 25, 2014 : : -2,423 -2,969 -824 -320 0 0 -100 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.9 82.7 33.1 10.1 1.0 0.0 3.7 0.0 3.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 10 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 438,274 : : Positions : : 291,918 429,028 137,110 0 5,310 0 3,936 0 3,936 0 0 : : : : Changes from: February 25, 2014 : : -36,066 -49,280 -13,214 0 -2,464 0 -352 0 -352 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.6 97.9 31.3 0.0 1.2 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A39 Open Interest is 347,074 : : Positions : : 100,918 340,044 212,019 4,664 2,366 0 0 0 31,771 0 0 : : : : Changes from: February 25, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 98.0 61.1 1.3 0.7 0.0 0.0 0.0 9.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 10 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 55,247 : : Positions : : 37,600 52,718 14,904 0 2,275 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : -980 -2,660 -1,660 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 95.4 27.0 0.0 4.1 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 876,199 : : Positions : : 642,077 834,534 192,457 0 41,665 0 0 0 0 0 0 : : : : Changes from: February 25, 2014 : : -34,496 -59,840 -20,064 -1,760 0 -7,040 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 95.2 22.0 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 12 18 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 150,388 : : Positions : : 95,373 105,105 12,350 10,105 31,773 8,295 0 2,130 0 1,062 213 : : : : Changes from: February 25, 2014 : : -2,667 -1,762 335 -690 -587 -100 0 -100 0 20 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 69.9 8.2 6.7 21.1 5.5 0.0 1.4 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 24 6 . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,829,021 : : Positions : :1,601,755 1,210,627 64,701 266,586 133,539 0 191,200 23,520 1,957 0 3,549 : : : : Changes from: February 25, 2014 : : -42,240 -24,688 -6,650 -16,105 -12,695 0 -7,040 0 1,056 0 -1,056 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.6 66.2 3.5 14.6 7.3 0.0 10.5 1.3 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 23,712 : : Positions : : 13,377 13,578 8,950 1,065 0 0 7,534 1,280 105 0 0 : : : : Changes from: February 25, 2014 : : -820 -540 -700 -100 0 0 -880 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.4 57.3 37.7 4.5 0.0 0.0 31.8 5.4 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 9 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 54,247 : : Positions : : 42,106 42,619 4,725 616 6,136 0 3,340 1,280 0 0 0 : : : : Changes from: February 25, 2014 : : -3,000 -3,020 -209 291 -331 0 -540 0 -60 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.6 78.6 8.7 1.1 11.3 0.0 6.2 2.4 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 63,018 : : Positions : : 48,961 37,435 0 14,538 8,240 2,990 0 2,550 277 0 0 : : : : Changes from: February 25, 2014 : : -546 -277 0 -1,005 105 -300 0 0 -436 0 -140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 59.4 0.0 23.1 13.1 4.7 0.0 4.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 16 0 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 46,929 : : Positions : : 28,882 38,873 12,290 4,626 1,169 0 0 0 2,327 0 2,048 : : : : Changes from: February 25, 2014 : : -5,695 -3,228 0 -140 -120 0 0 0 2,327 0 2,048 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 82.8 26.2 9.9 2.5 0.0 0.0 0.0 5.0 0.0 4.4 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 46,388 : : Positions : : 41,666 27,703 1,701 15,556 2,916 0 0 0 105 0 0 : : : : Changes from: February 25, 2014 : : -2,960 -2,380 -40 -833 -40 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.8 59.7 3.7 33.5 6.3 0.0 0.0 0.0 0.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 378,585 : : Positions : : 257,875 335,505 61,878 0 0 33,317 19,600 23,480 2,035 0 0 : : : : Changes from: February 25, 2014 : : -11,264 -17,677 -5,984 0 0 -2,464 0 0 2,035 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 88.6 16.3 0.0 0.0 8.8 5.2 6.2 0.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 13 . 0 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 751,348 : : Positions : : 562,694 508,485 44,110 106,975 96,528 8,656 0 39,360 0 0 0 : : : : Changes from: February 25, 2014 : : -45,408 -31,570 -3,058 -13,376 0 3,520 0 -3,520 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.9 67.7 5.9 14.2 12.8 1.2 0.0 5.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 15 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,303,675 : : Positions : : 783,630 911,894 27,136 100,029 244,712 184,805 0 47,040 16,352 0 0 : : : : Changes from: February 25, 2014 : : -8,160 -32,384 -352 21,056 -24,928 -3,520 0 0 704 0 -704 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.1 69.9 2.1 7.7 18.8 14.2 0.0 3.6 1.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 13 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 724,293 : : Positions : : 363,549 546,280 3,936 84,093 93,920 0 0 0 262,888 0 0 : : : : Changes from: February 25, 2014 : : -292,456 -22,528 -352 -7,392 -1,760 0 0 0 262,888 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 75.4 0.5 11.6 13.0 0.0 0.0 0.0 36.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 13 . 4 . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 561,505 : : Positions : : 418,185 296,102 52,736 172,784 90,584 0 0 0 0 2,035 0 : : : : Changes from: February 25, 2014 : : -17,435 -18,414 -2,112 -3,168 -4,576 0 0 0 0 2,035 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 52.7 9.4 30.8 16.1 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 11 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 20,277 : : Positions : : 9,995 18,787 2,150 925 120 0 0 0 7,537 0 0 : : : : Changes from: February 25, 2014 : : 1,200 600 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.3 92.7 10.6 4.6 0.6 0.0 0.0 0.0 37.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 16 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,735 : : Positions : : 10,070 18,615 1,550 480 120 0 50 0 7,501 0 0 : : : : Changes from: February 25, 2014 : : 1,255 655 -600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 94.3 7.9 2.4 0.6 0.0 0.3 0.0 38.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 14 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C74 Open Interest is 181,415 : : Positions : : 124,172 129,480 6,175 30,167 5,983 2,075 11,450 0 35,095 0 3,335 : : : : Changes from: February 25, 2014 : : -7,585 5,955 0 5,850 550 1,075 0 0 15,885 0 1,745 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 71.4 3.4 16.6 3.3 1.1 6.3 0.0 19.3 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C75 Open Interest is 332,706 : : Positions : : 175,969 241,779 29,791 75,231 8,386 0 0 0 111,250 0 7,310 : : : : Changes from: February 25, 2014 : : -75,021 -44,819 0 32,648 0 0 0 0 62,850 0 7,310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 72.7 9.0 22.6 2.5 0.0 0.0 0.0 33.4 0.0 2.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C76 Open Interest is 173,040 : : Positions : : 154,795 51,783 1,600 79,185 10,925 1,100 8,852 2,995 1,100 16,055 525 : : : : Changes from: February 25, 2014 : : 7,648 323 0 2,620 1,255 1,100 1,050 -525 0 2,035 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 29.9 0.9 45.8 6.3 0.6 5.1 1.7 0.6 9.3 0.3 : : : : Number of Traders in Each Category Total Traders: 40 : : 21 15 . 5 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C77 Open Interest is 385,418 : : Positions : : 361,132 139,162 0 200,025 22,251 0 18,348 0 2,035 3,168 0 : : : : Changes from: February 25, 2014 : : 42,901 4,328 0 28,321 3,148 0 8,140 -2,035 2,035 2,035 -2,035 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.7 36.1 0.0 51.9 5.8 0.0 4.8 0.0 0.5 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 15 0 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C78 Open Interest is 125,058 : : Positions : : 67,018 107,558 49,475 4,340 3,110 525 1,650 0 4,930 7,500 0 : : : : Changes from: February 25, 2014 : : 3,725 1,750 1,100 525 0 0 1,650 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.6 86.0 39.6 3.5 2.5 0.4 1.3 0.0 3.9 6.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 10 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C79 Open Interest is 187,930 : : Positions : : 131,970 164,887 28,972 17,967 3,668 0 0 0 23,320 0 0 : : : : Changes from: February 25, 2014 : : 20,331 37,032 23,400 5,291 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 87.7 15.4 9.6 2.0 0.0 0.0 0.0 12.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 61,118 : : Positions : : 58,725 56,083 0 1,655 1,095 0 750 0 648 700 0 : : : : Changes from: February 25, 2014 : : 755 755 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.1 91.8 0.0 2.7 1.8 0.0 1.2 0.0 1.1 1.1 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 54,775 : : Positions : : 52,725 50,000 0 1,655 1,095 0 750 0 600 700 0 : : : : Changes from: February 25, 2014 : : 700 700 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 91.3 0.0 3.0 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 14,705 : : Positions : : 12,590 12,115 1,220 0 330 0 50 0 100 2,125 75 : : : : Changes from: February 25, 2014 : : 180 280 -100 0 -20 0 0 0 0 -200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.6 82.4 8.3 0.0 2.2 0.0 0.3 0.0 0.7 14.5 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.EASTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EAS Open Interest is 11,675 : : Positions : : 9,560 9,855 0 800 150 0 0 50 1,080 0 550 : : : : Changes from: February 25, 2014 : : 300 50 0 250 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.9 84.4 0.0 6.9 1.3 0.0 0.0 0.4 9.3 0.0 4.7 : : : : 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 15,990 : : Positions : : 15,130 10,290 400 750 100 0 800 0 0 4,045 0 : : : : Changes from: February 25, 2014 : : -955 -955 400 150 0 0 0 0 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.6 64.4 2.5 4.7 0.6 0.0 5.0 0.0 0.0 25.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 8 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 14,485 : : Positions : : 13,560 9,920 125 675 95 0 600 0 0 3,195 0 : : : : Changes from: February 25, 2014 : : -1,200 -1,200 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.6 68.5 0.9 4.7 0.7 0.0 4.1 0.0 0.0 22.1 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 28,596 : : Positions : : 26,025 25,756 625 485 155 391 0 600 0 1,250 50 : : : : Changes from: February 25, 2014 : : 30 230 100 -100 45 -50 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.0 90.1 2.2 1.7 0.5 1.4 0.0 2.1 0.0 4.4 0.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 10 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 26,881 : : Positions : : 24,801 25,086 710 25 135 345 0 600 0 1,000 0 : : : : Changes from: February 25, 2014 : : 0 0 0 0 0 0 0 0 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 64,707 : : Positions : : 52,852 59,703 1,795 2,730 75 875 291 0 7,202 0 768 : : : : Changes from: February 25, 2014 : : 675 725 150 -150 0 50 0 -50 -300 0 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 92.3 2.8 4.2 0.1 1.4 0.4 0.0 11.1 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 16 27 . . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 58,137 : : Positions : : 48,252 53,312 0 3,235 370 675 345 0 7,965 0 0 : : : : Changes from: February 25, 2014 : : 525 275 0 100 -20 0 0 0 -150 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 91.7 0.0 5.6 0.6 1.2 0.6 0.0 13.7 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 46,780 : : Positions : : 34,020 39,995 4,570 970 880 0 1,375 750 3,875 0 1,950 : : : : Changes from: February 25, 2014 : : -550 60 0 0 0 0 0 0 425 -125 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 85.5 9.8 2.1 1.9 0.0 2.9 1.6 8.3 0.0 4.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 19 19 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 45,100 : : Positions : : 26,405 41,580 6,520 55 295 0 1,475 650 10,450 25 75 : : : : Changes from: February 25, 2014 : : 175 -305 -480 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.5 92.2 14.5 0.1 0.7 0.0 3.3 1.4 23.2 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 27,620 : : Positions : : 11,665 22,035 1,275 700 600 0 2,940 680 12,800 150 0 : : : : Changes from: February 25, 2014 : : 70 70 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.2 79.8 4.6 2.5 2.2 0.0 10.6 2.5 46.3 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 26,835 : : Positions : : 25,360 19,335 0 6,125 0 350 0 300 0 250 0 : : : : Changes from: February 25, 2014 : : 300 300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 72.1 0.0 22.8 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 35,450 : : Positions : : 27,875 22,720 0 2,690 930 0 325 1,225 1,660 4,300 1,140 : : : : Changes from: February 25, 2014 : : 30 -315 0 380 -10 0 0 0 635 600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.6 64.1 0.0 7.6 2.6 0.0 0.9 3.5 4.7 12.1 3.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 36,855 : : Positions : : 32,260 25,455 760 325 100 850 0 475 0 8,210 1,390 : : : : Changes from: February 25, 2014 : : 0 90 0 0 0 0 0 0 0 -105 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 69.1 2.1 0.9 0.3 2.3 0.0 1.3 0.0 22.3 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 32,190 : : Positions : : 28,463 30,285 705 0 1,095 750 0 0 100 600 0 : : : : Changes from: February 25, 2014 : : 975 975 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.4 94.1 2.2 0.0 3.4 2.3 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 March 4, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 30,800 : : Positions : : 27,090 29,065 805 0 1,095 750 0 0 100 600 0 : : : : Changes from: February 25, 2014 : : 975 975 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.0 94.4 2.6 0.0 3.6 2.4 0.0 0.0 0.3 1.9 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 0 . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 7, 2014