Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 79,508 : : Positions : : 18,559 28,051 3,133 1,175 2,986 1,827 11,538 3,094 38,790 21,935 9,767 : : : : Changes from: March 11, 2014 : : 348 -1,792 -115 -380 848 -144 690 -331 -93 1,638 1,060 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.3 35.3 3.9 1.5 3.8 2.3 14.5 3.9 48.8 27.6 12.3 : : : : Number of Traders in Each Category Total Traders: 56 : : 10 12 . . . . 4 . 18 15 26 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 34,544 : : Positions : : 11,420 5,695 2,615 1,360 924 2,100 3,795 0 15,041 20,308 2,030 : : : : Changes from: March 11, 2014 : : -855 285 -290 40 245 9 -1,025 0 -634 -905 -18 : : : : Percent of Open Interest Represented by Each Category of Trader : : 33.1 16.5 7.6 3.9 2.7 6.1 11.0 0.0 43.5 58.8 5.9 : : : : Number of Traders in Each Category Total Traders: 45 : : 9 7 . . . . . 0 16 11 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 152,040 : : Positions : : 100,453 104,811 7,742 13,384 14,103 9,800 2,128 7,756 5,980 3,564 5,029 : : : : Changes from: March 11, 2014 : : 5,262 1,730 -4,602 -794 1,914 -14 -834 1,045 -198 278 253 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.1 68.9 5.1 8.8 9.3 6.4 1.4 5.1 3.9 2.3 3.3 : : : : Number of Traders in Each Category Total Traders: 75 : : 46 47 . 5 7 . 4 5 6 4 8 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 56,462 : : Positions : : 32,923 47,782 14,912 4,033 2,007 4,456 0 1,908 0 476 256 : : : : Changes from: March 11, 2014 : : -436 -852 357 52 -156 -877 0 335 0 -156 78 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 84.6 26.4 7.1 3.6 7.9 0.0 3.4 0.0 0.8 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 . . . . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 455,562 : : Positions : : 310,088 367,410 102,539 29,011 23,168 0 14,926 19,767 0 1,280 0 : : : : Changes from: March 11, 2014 : : -12,240 -11,720 1,416 0 2,576 0 896 320 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 80.6 22.5 6.4 5.1 0.0 3.3 4.3 0.0 0.3 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 20 . . . 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 1,526,479 : : Positions : :1,164,181 1,297,234 176,407 56,976 106,148 17,648 17,101 42,407 13,443 368 5,109 : : : : Changes from: March 11, 2014 : : 28,942 -10,161 -25,839 -1,180 4,764 36 14,481 -2,737 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.3 85.0 11.6 3.7 7.0 1.2 1.1 2.8 0.9 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 58 : : 34 34 5 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 50,690 : : Positions : : 40,011 27,319 2,605 5,989 3,179 180 8,810 3,736 350 1,028 629 : : : : Changes from: March 11, 2014 : : -683 -829 404 36 -344 154 222 -98 -447 0 217 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 53.9 5.1 11.8 6.3 0.4 17.4 7.4 0.7 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 38 : : 23 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 319,111 : : Positions : : 211,191 234,677 74,346 25,720 4,464 0 25,028 27,238 304 416 1,568 : : : : Changes from: March 11, 2014 : : 6,664 -8,215 -7,607 0 0 0 2,512 -608 -4,344 416 536 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 73.5 23.3 8.1 1.4 0.0 7.8 8.5 0.1 0.1 0.5 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 605,087 : : Positions : : 440,550 419,731 34,931 99,333 75,557 36,912 0 10,466 6,671 0 0 : : : : Changes from: March 11, 2014 : : 22,946 75,019 9,859 -28,533 23,061 13,681 0 -2,737 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.8 69.4 5.8 16.4 12.5 6.1 0.0 1.7 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 24 24 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 57,223 : : Positions : : 32,652 48,088 14,010 3,390 764 2,062 0 2,576 4,370 320 386 : : : : Changes from: March 11, 2014 : : 45 4,589 4,032 444 -448 -344 0 1,131 1,278 87 -22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.1 84.0 24.5 5.9 1.3 3.6 0.0 4.5 7.6 0.6 0.7 : : : : Number of Traders in Each Category Total Traders: 38 : : 24 23 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 3,364,058 : : Positions : :2,603,568 3,364,058 760,490 0 0 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 66,180 51,460 -14,720 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 100.0 22.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 19 11 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 4,050 : : Positions : : 3,400 3,600 100 0 150 250 50 100 0 0 0 : : : : Changes from: March 11, 2014 : : -400 150 0 -250 150 150 50 100 0 -50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.0 88.9 2.5 0.0 3.7 6.2 1.2 2.5 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 12 . 0 . . . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 1,276,500 : : Positions : :1,007,900 1,274,300 266,500 0 0 0 100 2,100 0 0 0 : : : : Changes from: March 11, 2014 : : 24,550 18,950 -5,500 0 0 0 100 2,100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 99.8 20.9 0.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 12 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 765,800 : : Positions : : 597,400 657,664 160,240 81,576 8,160 0 0 0 0 18,400 0 : : : : Changes from: March 11, 2014 : : 55,760 12,880 -24,480 0 8,160 0 0 0 0 18,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 85.9 20.9 10.7 1.1 0.0 0.0 0.0 0.0 2.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 13 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 291,128 : : Positions : : 184,704 246,088 56,728 4,664 36,432 7,888 0 3,128 1,432 0 408 : : : : Changes from: March 11, 2014 : : -3,408 2,040 3,224 0 -1,224 384 0 -384 1,432 -408 408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.4 84.5 19.5 1.6 12.5 2.7 0.0 1.1 0.5 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 17 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 11,846 : : Positions : : 8,680 6,791 0 3,673 804 787 192 42 1,042 128 173 : : : : Changes from: March 11, 2014 : : 87 0 0 0 0 0 0 0 -43 0 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 57.3 0.0 31.0 6.8 6.6 1.6 0.4 8.8 1.1 1.5 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 12 0 4 . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 1,173,460 : : Positions : : 963,020 501,120 0 467,780 70,660 0 8,140 0 46,500 32,480 93,280 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 42.7 0.0 39.9 6.0 0.0 0.7 0.0 4.0 2.8 7.9 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 6 0 4 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 302,045 : : Positions : : 261,545 244,375 28,615 43,335 4,435 7,450 0 0 0 9,900 0 : : : : Changes from: March 11, 2014 : : 20,000 5,950 -6,300 0 2,835 1,050 0 0 0 8,800 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.6 80.9 9.5 14.3 1.5 2.5 0.0 0.0 0.0 3.3 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 12 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 198,846 : : Positions : : 149,626 134,641 17,985 34,020 28,610 1,050 0 1,575 0 0 0 : : : : Changes from: March 11, 2014 : : 0 1,100 0 -1,100 1,100 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 67.7 9.0 17.1 14.4 0.5 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 13 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 22,243 : : Positions : : 15,688 15,440 1,918 1,963 2,483 591 0 535 177 308 21 : : : : Changes from: March 11, 2014 : : -360 91 339 0 -126 2 0 -67 177 0 21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 69.4 8.6 8.8 11.2 2.7 0.0 2.4 0.8 1.4 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 2,944,682 : : Positions : :2,406,143 1,886,602 79,909 304,602 169,803 0 190,586 286,493 2,334 106,596 0 : : : : Changes from: March 11, 2014 : : 131,574 55,379 0 23,787 -12,152 0 36,992 -1,472 1,520 16,936 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 64.1 2.7 10.3 5.8 0.0 6.5 9.7 0.1 3.6 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 29 22 . 5 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 897,090 : : Positions : : 713,763 608,684 45,330 108,195 36,492 14,825 47,886 72,243 7,915 17,068 6,522 : : : : Changes from: March 11, 2014 : : 36,759 20,456 660 11,610 -1,205 550 883 6,400 -1,760 3,260 992 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 67.9 5.1 12.1 4.1 1.7 5.3 8.1 0.9 1.9 0.7 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 23 . 4 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 1,929,836 : : Positions : :1,847,046 1,886,406 82,790 43,430 0 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 95.7 97.7 4.3 2.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 7 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 560,095 : : Positions : : 514,245 546,015 39,450 7,680 6,400 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 0 3,300 3,300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 97.5 7.0 1.4 1.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 512,011 : : Positions : : 282,673 457,650 108,606 15,047 6,982 77,080 1,104 28,541 7,722 2,280 407 : : : : Changes from: March 11, 2014 : : 21,297 -1,782 -2,661 -1,536 775 -14,249 0 5,403 -5,425 2,280 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.2 89.4 21.2 2.9 1.4 15.1 0.2 5.6 1.5 0.4 0.1 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 24 6 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 35,825 : : Positions : : 20,887 28,908 5,651 1,493 2,023 3,897 1,727 1,379 926 147 85 : : : : Changes from: March 11, 2014 : : 1,431 -4 145 0 66 -1,451 43 424 -66 42 41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.3 80.7 15.8 4.2 5.6 10.9 4.8 3.8 2.6 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 26 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 23,249 : : Positions : : 11,238 20,017 3,092 389 1,589 5,948 0 1,228 128 0 26 : : : : Changes from: March 11, 2014 : : 361 52 -179 389 25 78 0 0 -24 -205 -1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.3 86.1 13.3 1.7 6.8 25.6 0.0 5.3 0.6 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 212,705 : : Positions : : 85,570 183,080 22,624 16,465 9,768 91,663 0 2,432 344 656 304 : : : : Changes from: March 11, 2014 : : 4,784 13,328 0 -4,736 -976 1,904 0 0 344 -1,560 304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.2 86.1 10.6 7.7 4.6 43.1 0.0 1.1 0.2 0.3 0.1 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 8 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 469,653 : : Positions : : 273,051 430,655 172,456 0 2,753 3,936 13,310 17,457 0 5,478 0 : : : : Changes from: March 11, 2014 : : 8,304 8,344 40 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 91.7 36.7 0.0 0.6 0.8 2.8 3.7 0.0 1.2 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 16 4 0 . . . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 28,816 : : Positions : : 17,333 19,630 468 4,496 4,054 2,493 0 212 3,513 0 63 : : : : Changes from: March 11, 2014 : : 25 -46 -129 -60 700 -129 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 68.1 1.6 15.6 14.1 8.7 0.0 0.7 12.2 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 20 14 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 17,265 : : Positions : : 11,341 15,577 3,488 0 452 342 0 86 1,171 576 21 : : : : Changes from: March 11, 2014 : : -156 -365 -212 0 0 0 0 0 0 21 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.7 90.2 20.2 0.0 2.6 2.0 0.0 0.5 6.8 3.3 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 17 4 0 . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 244,571 : : Positions : : 113,558 240,635 88,995 3,936 0 5,111 0 0 36,907 0 0 : : : : Changes from: March 11, 2014 : : 15,539 6,948 -9,408 -1,185 0 0 0 0 -368 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 98.4 36.4 1.6 0.0 2.1 0.0 0.0 15.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 11 16 4 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 13,654 : : Positions : : 5,903 7,974 4,499 4,021 1,317 977 0 85 702 0 22 : : : : Changes from: March 11, 2014 : : 255 43 -255 0 43 0 0 0 43 0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.2 58.4 33.0 29.4 9.6 7.2 0.0 0.6 5.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 13 18 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 166,580 : : Positions : : 51,939 78,610 101,230 82,140 5,423 5,708 407 0 2,280 0 0 : : : : Changes from: March 11, 2014 : : 5,072 5,808 368 -368 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.2 47.2 60.8 49.3 3.3 3.4 0.2 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 16 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 20,872 : : Positions : : 15,027 14,250 4,072 1,078 387 0 3,771 1,386 0 0 0 : : : : Changes from: March 11, 2014 : : 104 -124 304 0 52 0 532 -456 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.0 68.3 19.5 5.2 1.9 0.0 18.1 6.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 152,931 : : Positions : : 122,635 77,386 0 52,915 21,976 7,666 0 654 0 0 0 : : : : Changes from: March 11, 2014 : : -608 943 0 -943 0 608 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 50.6 0.0 34.6 14.4 5.0 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 18, 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 803,074 : : Positions : : 745,353 597,452 39,976 164,217 17,745 0 23,660 0 0 0 0 : : : : Changes from: March 11, 2014 : : 46,720 -240 0 46,960 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.8 74.4 5.0 20.4 2.2 0.0 2.9 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 10 . . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 238,795 : : Positions : : 221,795 186,110 9,730 44,340 5,120 0 3,225 0 2,150 0 0 : : : : Changes from: March 11, 2014 : : 27,155 14,455 0 12,700 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 77.9 4.1 18.6 2.1 0.0 1.4 0.0 0.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 327,405 : : Positions : : 247,805 148,290 78,550 168,440 0 0 10,675 0 1,050 0 0 : : : : Changes from: March 11, 2014 : : 6,425 25,550 19,125 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 45.3 24.0 51.4 0.0 0.0 3.3 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 9 4 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 1,148,295 : : Positions : : 865,727 520,347 279,345 601,365 3,223 0 23,360 0 0 0 0 : : : : Changes from: March 11, 2014 : : 46,720 117,040 70,320 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.4 45.3 24.3 52.4 0.3 0.0 2.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 6 5 . . 0 . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 171,090 : : Positions : : 144,515 130,680 10,565 24,400 16,010 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 76.4 6.2 14.3 9.4 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 9 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 652,119 : : Positions : : 550,552 498,130 54,586 107,008 46,981 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 76.4 8.4 16.4 7.2 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 12 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 431,915 : : Positions : : 400,335 385,020 22,585 36,800 7,945 0 0 0 0 1,100 1,050 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 89.1 5.2 8.5 1.8 0.0 0.0 0.0 0.0 0.3 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 7 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 1,438,980 : : Positions : :1,341,873 1,280,174 71,556 133,255 25,551 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.3 89.0 5.0 9.3 1.8 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 7 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 1,921,578 : : Positions : :1,781,959 1,902,762 120,803 0 18,816 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 46,960 46,960 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.7 99.0 6.3 0.0 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 16 7 4 0 . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 523,285 : : Positions : : 491,265 513,675 22,410 0 9,610 0 0 0 0 0 0 : : : : Changes from: March 11, 2014 : : 12,700 12,700 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 98.2 4.3 0.0 1.8 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 18, 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 9,570,907 : : Positions : :7,596,169 8,725,112 1,074,991 109,235 736,560 159,117 0 0 4,070 0 0 : : : : Changes from: March 11, 2014 : : 76,095 179,393 125,153 45,215 -88,295 23,360 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 91.2 11.2 1.1 7.7 1.7 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 32 28 5 . 5 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 3,365,714 : : Positions : :2,731,287 3,176,644 415,507 15,550 166,275 47,975 0 2,520 0 2,575 2,150 : : : : Changes from: March 11, 2014 : : 39,682 54,759 21,802 13,250 -1,690 6,525 0 2,100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.2 94.4 12.3 0.5 4.9 1.4 0.0 0.1 0.0 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 34 30 6 . 5 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 3,188,497 : : Positions : :2,078,859 2,403,416 313,270 312,108 163,297 13,368 110,676 89,865 475,003 54,300 54,835 : : : : Changes from: March 11, 2014 : : 20,244 36,862 39,784 23,982 -30,202 2,058 5,055 1,295 435 -3,378 6,408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 75.4 9.8 9.8 5.1 0.4 3.5 2.8 14.9 1.7 1.7 : : : : Number of Traders in Each Category Total Traders: 70 : : 34 35 6 5 7 . 4 . 4 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 7,165,662 : : Positions : :5,947,846 5,755,407 251,686 399,186 675,112 77,712 165,288 85,373 81,997 39,360 45,936 : : : : Changes from: March 11, 2014 : : 90,699 33,718 -18,970 38,011 15,753 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 80.3 3.5 5.6 9.4 1.1 2.3 1.2 1.1 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 27 24 4 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 575,777 : : Positions : : 490,752 458,547 55,575 79,575 23,780 5,670 10,675 0 0 3,200 0 : : : : Changes from: March 11, 2014 : : -37,980 -40,255 6,350 2,200 7,350 0 6,425 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.2 79.6 9.7 13.8 4.1 1.0 1.9 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 37 : : 26 12 . . 5 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 2,168,613 : : Positions : :1,795,487 1,835,358 215,759 156,978 141,087 16,280 35,190 0 0 0 0 : : : : Changes from: March 11, 2014 : : -82,921 -110,161 49,135 53,015 -79,035 0 23,360 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.8 84.6 9.9 7.2 6.5 0.8 1.6 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 11 . . 4 . . 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 38,399 : : Positions : : 25,284 25,895 2,035 656 7,336 0 1,530 90 220 192 48 : : : : Changes from: March 11, 2014 : : -99 20 -358 -151 2,102 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 67.4 5.3 1.7 19.1 0.0 4.0 0.2 0.6 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 18 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 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 18, 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: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 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 18, 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 348,914 : : Positions : : 100,918 341,884 212,019 4,664 2,366 0 0 0 33,611 0 0 : : : : Changes from: March 11, 2014 : : 0 1,840 0 0 0 0 0 0 1,840 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 28.9 98.0 60.8 1.3 0.7 0.0 0.0 0.0 9.6 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 18, 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: March 11, 2014 : : 0 0 0 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 18, 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: March 11, 2014 : : 0 0 0 0 0 0 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 18, 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 151,254 : : Positions : : 95,688 105,251 11,677 9,601 32,997 8,295 0 2,130 0 1,062 213 : : : : Changes from: March 11, 2014 : : 0 315 0 -210 126 105 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 69.6 7.7 6.3 21.8 5.5 0.0 1.4 0.0 0.7 0.1 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 24 5 . 4 . 0 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 1,843,654 : : Positions : :1,617,387 1,248,044 62,861 242,961 134,380 0 191,200 23,520 1,957 0 3,549 : : : : Changes from: March 11, 2014 : : 37,312 37,377 0 -65 65 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.7 67.7 3.4 13.2 7.3 0.0 10.4 1.3 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 21 18 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 24,129 : : Positions : : 13,794 13,995 8,950 1,065 0 0 7,534 1,280 105 0 0 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.2 58.0 37.1 4.4 0.0 0.0 31.2 5.3 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . 0 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 56,807 : : Positions : : 41,786 45,179 7,414 425 6,327 0 3,340 1,280 0 0 0 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 79.5 13.1 0.7 11.1 0.0 5.9 2.3 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 18, 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 62,481 : : Positions : : 49,274 34,315 0 17,121 8,240 2,140 0 2,550 277 0 0 : : : : Changes from: March 11, 2014 : : 934 -533 0 512 0 -955 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.9 54.9 0.0 27.4 13.2 3.4 0.0 4.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 20 17 0 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 47,144 : : Positions : : 28,992 38,873 12,290 4,841 1,169 0 0 0 2,432 0 2,048 : : : : Changes from: March 11, 2014 : : 110 0 0 215 0 0 0 0 105 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 82.5 26.1 10.3 2.5 0.0 0.0 0.0 5.2 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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: March 11, 2014 : : 0 0 0 0 0 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 18, 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: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 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 : : 11 13 . 0 0 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 755,511 : : Positions : : 582,401 524,145 44,110 111,022 80,984 8,656 0 39,360 0 0 0 : : : : Changes from: March 11, 2014 : : 15,604 15,660 0 -56 -13,601 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.1 69.4 5.8 14.7 10.7 1.1 0.0 5.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 1,442,291 : : Positions : : 898,726 933,710 7,456 171,789 289,752 184,805 0 47,040 14,512 0 0 : : : : Changes from: March 11, 2014 : : 90,416 18,816 0 69,760 23,520 0 0 0 -1,840 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.3 64.7 0.5 11.9 20.1 12.8 0.0 3.3 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 14 . 4 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.2 75.4 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 18, 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: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 19,159 : : Positions : : 9,355 17,697 2,040 907 120 0 0 0 7,179 0 0 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.8 92.4 10.6 4.7 0.6 0.0 0.0 0.0 37.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 15 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 18,748 : : Positions : : 9,510 17,738 1,540 480 120 0 0 0 7,144 0 0 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.7 94.6 8.2 2.6 0.6 0.0 0.0 0.0 38.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 188,845 : : Positions : : 134,297 111,040 4,098 52,690 11,700 1,075 10,650 0 32,810 0 2,765 : : : : Changes from: March 11, 2014 : : 4,098 -25,500 -315 21,818 17 0 0 0 -7,465 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 58.8 2.2 27.9 6.2 0.6 5.6 0.0 17.4 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 15 . . 5 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 314,645 : : Positions : : 214,380 228,294 3,936 79,008 2,849 0 0 0 88,986 0 4,494 : : : : Changes from: March 11, 2014 : : 7,235 5,395 -1,840 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 72.6 1.3 25.1 0.9 0.0 0.0 0.0 28.3 0.0 1.4 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 9 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 223,000 : : Positions : : 182,919 98,243 18,770 77,524 17,561 2,678 6,400 547 0 22,200 525 : : : : Changes from: March 11, 2014 : : 9,574 10,155 7,280 1,754 396 0 0 0 0 4,945 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.0 44.1 8.4 34.8 7.9 1.2 2.9 0.2 0.0 10.0 0.2 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 14 . 4 5 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 549,968 : : Positions : : 467,122 317,664 0 143,353 80,811 0 8,140 0 2,035 0 0 : : : : Changes from: March 11, 2014 : : 58,326 110,126 0 -51,800 27,480 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.9 57.8 0.0 26.1 14.7 0.0 1.5 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 15 0 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 131,628 : : Positions : : 75,588 114,803 49,675 6,315 1,910 525 2,200 0 3,930 6,400 0 : : : : Changes from: March 11, 2014 : : 1,075 0 0 1,075 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.4 87.2 37.7 4.8 1.5 0.4 1.7 0.0 3.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 12 8 . . . . . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 57,068 : : Positions : : 54,140 52,898 0 655 1,660 0 250 0 498 650 0 : : : : Changes from: March 11, 2014 : : -920 -170 0 -300 355 0 -450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.9 92.7 0.0 1.1 2.9 0.0 0.4 0.0 0.9 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 16 14 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 50,860 : : Positions : : 48,230 46,925 0 655 1,660 0 250 0 450 650 0 : : : : Changes from: March 11, 2014 : : -1,215 -465 0 -300 355 0 -450 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.8 92.3 0.0 1.3 3.3 0.0 0.5 0.0 0.9 1.3 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 0 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 15,105 : : Positions : : 13,045 12,775 1,235 0 280 0 0 0 100 1,975 75 : : : : Changes from: March 11, 2014 : : 1,390 1,390 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.4 84.6 8.2 0.0 1.9 0.0 0.0 0.0 0.7 13.1 0.5 : : : : 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 18, 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 10,980 : : Positions : : 9,065 9,165 0 1,090 160 0 50 0 1,220 0 300 : : : : Changes from: March 11, 2014 : : -495 -690 0 290 10 0 50 -50 140 0 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 83.5 0.0 9.9 1.5 0.0 0.5 0.0 11.1 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 0 . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 15,320 : : Positions : : 14,395 9,675 380 700 100 0 800 0 0 3,945 100 : : : : Changes from: March 11, 2014 : : 100 0 0 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 63.2 2.5 4.6 0.7 0.0 5.2 0.0 0.0 25.8 0.7 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 8 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 26,876 : : Positions : : 24,691 24,116 430 220 290 0 200 700 50 1,050 0 : : : : Changes from: March 11, 2014 : : 480 0 -180 0 135 -100 200 100 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.9 89.7 1.6 0.8 1.1 0.0 0.7 2.6 0.2 3.9 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 10 . . . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 25,691 : : Positions : : 23,856 23,871 895 0 0 0 300 600 0 750 0 : : : : Changes from: March 11, 2014 : : 120 -180 0 0 0 0 300 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.9 92.9 3.5 0.0 0.0 0.0 1.2 2.3 0.0 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 15 8 . 0 0 0 . . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 64,249 : : Positions : : 48,490 56,618 2,025 2,410 75 1,650 0 0 6,863 0 346 : : : : Changes from: March 11, 2014 : : -1,076 754 350 -70 50 900 0 0 510 0 -310 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.5 88.1 3.2 3.8 0.1 2.6 0.0 0.0 10.7 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 16 23 . . . . 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 62,406 : : Positions : : 45,585 52,521 0 3,380 380 1,500 0 0 8,745 0 0 : : : : Changes from: March 11, 2014 : : 330 2,080 0 50 10 900 0 0 850 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.0 84.2 0.0 5.4 0.6 2.4 0.0 0.0 14.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 20 0 . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 47,400 : : Positions : : 32,255 38,205 3,960 675 1,350 0 825 800 5,500 1,900 725 : : : : Changes from: March 11, 2014 : : -625 -375 0 0 0 0 -300 0 600 650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 80.6 8.4 1.4 2.8 0.0 1.7 1.7 11.6 4.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 19 18 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 43,325 : : Positions : : 26,315 39,660 6,020 630 220 0 1,275 650 9,450 0 75 : : : : Changes from: March 11, 2014 : : 100 0 0 0 0 0 0 0 -100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.7 91.5 13.9 1.5 0.5 0.0 2.9 1.5 21.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 26,370 : : Positions : : 10,615 20,960 1,200 700 600 0 3,055 565 12,800 0 0 : : : : Changes from: March 11, 2014 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 79.5 4.6 2.7 2.3 0.0 11.6 2.1 48.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 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 25,690 : : Positions : : 23,725 18,900 300 5,700 0 350 0 300 0 0 0 : : : : Changes from: March 11, 2014 : : 360 360 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 73.6 1.2 22.2 0.0 1.4 0.0 1.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 11 . . 0 . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 34,423 : : Positions : : 26,070 21,685 0 2,775 935 0 800 875 3,145 4,420 1,008 : : : : Changes from: March 11, 2014 : : -495 10 0 -70 10 0 300 -100 880 120 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.7 63.0 0.0 8.1 2.7 0.0 2.3 2.5 9.1 12.8 2.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 17 0 . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 35,265 : : Positions : : 30,675 24,440 735 200 700 675 0 475 110 7,555 1,120 : : : : Changes from: March 11, 2014 : : 205 180 0 0 0 0 0 0 -30 -135 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 69.3 2.1 0.6 2.0 1.9 0.0 1.3 0.3 21.4 3.2 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 19 . . . . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 30,800 : : Positions : : 27,764 28,315 0 220 1,615 250 0 0 50 450 0 : : : : Changes from: March 11, 2014 : : 165 -585 -80 220 310 -450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.1 91.9 0.0 0.7 5.2 0.8 0.0 0.0 0.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 8 0 . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 18, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 29,635 : : Positions : : 26,735 27,320 75 220 1,615 250 0 0 50 450 0 : : : : Changes from: March 11, 2014 : : 235 -515 -80 220 310 -450 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 90.2 92.2 0.3 0.7 5.4 0.8 0.0 0.0 0.2 1.5 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 21, 2014