Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024656 Open Interest is 79,727 : : Positions : : 18,436 29,042 2,778 1,160 3,061 1,707 10,063 4,131 38,650 21,371 9,757 : : : : Changes from: March 18, 2014 : : -123 991 -355 -15 75 -120 -1,475 1,037 -140 -564 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 23.1 36.4 3.5 1.5 3.8 2.1 12.6 5.2 48.5 26.8 12.2 : : : : Number of Traders in Each Category Total Traders: 56 : : 11 13 . . . . 4 . 17 15 25 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE (CONTRACTS OF 1,000 METRIC TONS) : CFTC Code #024658 Open Interest is 34,730 : : Positions : : 12,705 5,905 2,380 945 1,094 2,100 4,565 15 13,366 19,123 2,673 : : : : Changes from: March 18, 2014 : : 1,285 210 -235 -415 170 0 770 15 -1,675 -1,185 643 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 17.0 6.9 2.7 3.2 6.0 13.1 0.0 38.5 55.1 7.7 : : : : Number of Traders in Each Category Total Traders: 47 : : 10 7 . . . . 4 . 16 11 15 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV (Contracts of 800 MWh) : CFTC Code #064363 Open Interest is 154,832 : : Positions : : 102,430 105,528 6,504 13,213 14,985 10,718 2,781 8,444 5,520 3,689 5,033 : : : : Changes from: March 18, 2014 : : 1,978 717 -1,237 -172 882 919 652 688 -460 125 4 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.2 68.2 4.2 8.5 9.7 6.9 1.8 5.5 3.6 2.4 3.3 : : : : Number of Traders in Each Category Total Traders: 76 : : 47 48 . 5 7 4 4 6 5 4 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 59,173 : : Positions : : 31,404 50,518 18,934 3,930 2,032 4,587 0 1,960 0 477 256 : : : : Changes from: March 18, 2014 : : -1,519 2,736 4,022 -103 25 131 0 52 0 1 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 85.4 32.0 6.6 3.4 7.8 0.0 3.3 0.0 0.8 0.4 : : : : 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 MWh) : CFTC Code #064392 Open Interest is 457,946 : : Positions : : 303,494 373,449 105,681 29,011 22,864 352 6,763 24,947 608 912 0 : : : : Changes from: March 18, 2014 : : -6,594 6,039 3,142 0 -304 352 -8,163 5,180 608 -368 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 81.5 23.1 6.3 5.0 0.1 1.5 5.4 0.1 0.2 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 19 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV (Contracts of 50 Megawatt Hours) : CFTC Code #064394 Open Interest is 1,542,849 : : Positions : :1,187,852 1,306,523 159,440 58,339 106,370 17,684 17,469 47,111 18,147 792 5,109 : : : : Changes from: March 18, 2014 : : 23,671 9,289 -16,967 1,363 222 36 368 4,704 4,704 424 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.0 84.7 10.3 3.8 6.9 1.1 1.1 3.1 1.2 0.1 0.3 : : : : Number of Traders in Each Category Total Traders: 60 : : 34 34 5 4 6 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 51,158 : : Positions : : 39,908 26,216 1,856 5,996 3,959 180 8,518 3,962 78 1,028 619 : : : : Changes from: March 18, 2014 : : -103 -1,103 -749 7 780 0 -292 226 -272 0 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.0 51.2 3.6 11.7 7.7 0.4 16.7 7.7 0.2 2.0 1.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 22 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV (Contracts of 25 Megawatt Hours) : CFTC Code #064396 Open Interest is 317,239 : : Positions : : 204,888 232,445 78,193 25,720 4,464 0 25,028 27,238 304 192 2,152 : : : : Changes from: March 18, 2014 : : -6,303 -2,232 3,847 0 0 0 0 0 0 -224 584 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 73.3 24.6 8.1 1.4 0.0 7.9 8.6 0.1 0.1 0.7 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 12 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439A Open Interest is 628,575 : : Positions : : 445,222 443,219 53,747 99,333 75,557 36,912 0 10,466 6,671 0 0 : : : : Changes from: March 18, 2014 : : 4,672 23,488 18,816 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 70.5 8.6 15.8 12.0 5.9 0.0 1.7 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 40 : : 23 24 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 58,750 : : Positions : : 32,779 48,577 13,859 3,345 1,464 2,444 0 2,726 4,476 86 578 : : : : Changes from: March 18, 2014 : : 127 489 -151 -45 700 382 0 150 106 -234 192 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.8 82.7 23.6 5.7 2.5 4.2 0.0 4.6 7.6 0.1 1.0 : : : : Number of Traders in Each Category Total Traders: 39 : : 24 23 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 mwh : CFTC Code #06439C Open Interest is 3,512,138 : : Positions : :2,751,648 3,512,138 760,490 0 0 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 148,080 148,080 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.3 100.0 21.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 21 12 . 0 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439F Open Interest is 1,316,000 : : Positions : :1,047,400 1,313,800 266,500 0 0 0 100 2,100 0 0 0 : : : : Changes from: March 18, 2014 : : 39,500 39,500 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.6 99.8 20.3 0.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 24 13 . 0 0 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439K Open Interest is 848,920 : : Positions : : 708,040 720,384 132,720 81,576 8,160 0 0 0 0 38,800 0 : : : : Changes from: March 18, 2014 : : 110,640 62,720 -27,520 0 0 0 0 0 0 20,400 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.4 84.9 15.6 9.6 1.0 0.0 0.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #06439L Open Interest is 291,552 : : Positions : : 183,496 247,696 59,480 6,640 33,680 7,888 0 3,128 3,472 0 0 : : : : Changes from: March 18, 2014 : : -1,208 1,608 2,752 1,976 -2,752 0 0 0 2,040 0 -408 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 85.0 20.4 2.3 11.6 2.7 0.0 1.1 1.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 15 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #06439R Open Interest is 12,703 : : Positions : : 8,680 7,414 0 3,840 892 787 192 42 1,810 128 130 : : : : Changes from: March 18, 2014 : : 0 623 0 167 88 0 0 0 768 0 -43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.3 58.4 0.0 30.2 7.0 6.2 1.5 0.3 14.2 1.0 1.0 : : : : 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 5MWh : CFTC Code #0643A8 Open Interest is 1,203,610 : : Positions : : 931,810 566,160 0 518,900 70,660 0 8,140 0 161,390 0 39,750 : : : : Changes from: March 18, 2014 : : -31,210 65,040 0 51,120 0 0 0 0 114,890 -32,480 -53,530 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.4 47.0 0.0 43.1 5.9 0.0 0.7 0.0 13.4 0.0 3.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 8 0 4 . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643AZ Open Interest is 322,245 : : Positions : : 281,745 259,325 28,615 43,335 4,435 7,450 0 0 0 15,150 0 : : : : Changes from: March 18, 2014 : : 20,200 14,950 0 0 0 0 0 0 0 5,250 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.4 80.5 8.9 13.4 1.4 2.3 0.0 0.0 0.0 4.7 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 14 . . . . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV 16 MWH PER LOT : CFTC Code #0643B1 Open Interest is 206,812 : : Positions : : 157,592 142,607 17,985 34,020 28,610 1,050 0 1,575 0 0 0 : : : : Changes from: March 18, 2014 : : 7,966 7,966 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 69.0 8.7 16.4 13.8 0.5 0.0 0.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 18 14 . . . . 0 . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 22,515 : : Positions : : 16,260 15,413 2,003 1,985 2,483 570 308 555 282 127 21 : : : : Changes from: March 18, 2014 : : 572 -27 85 22 0 -21 308 20 105 -181 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.2 68.5 8.9 8.8 11.0 2.5 1.4 2.5 1.3 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 34 : : 23 18 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Any multiple of 5 MWh : CFTC Code #0643B9 Open Interest is 2,949,436 : : Positions : :2,406,193 1,886,556 79,909 299,898 174,507 0 192,058 286,493 2,334 109,924 0 : : : : Changes from: March 18, 2014 : : 50 -46 0 -4,704 4,704 0 1,472 0 0 3,328 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.6 64.0 2.7 10.2 5.9 0.0 6.5 9.7 0.1 3.7 0.0 : : : : Number of Traders in Each Category Total Traders: 43 : : 30 23 . 5 . 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Any multiple of 16 MWh : CFTC Code #0643BA Open Interest is 900,502 : : Positions : : 718,355 607,761 44,780 112,370 34,492 15,375 48,656 72,243 7,640 17,363 7,617 : : : : Changes from: March 18, 2014 : : 4,592 -923 -550 4,175 -2,000 550 770 0 -275 295 1,095 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 67.5 5.0 12.5 3.8 1.7 5.4 8.0 0.8 1.9 0.8 : : : : Number of Traders in Each Category Total Traders: 49 : : 32 24 . 4 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWH : CFTC Code #0643BC Open Interest is 2,255,777 : : Positions : :2,172,987 2,212,347 82,790 43,430 0 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 325,941 325,941 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 96.3 98.1 3.7 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 18 6 . . 0 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #0643BE Open Interest is 653,310 : : Positions : : 607,460 639,230 39,450 7,680 6,400 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 93,215 93,215 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 97.8 6.0 1.2 1.0 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 21 14 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BF Open Interest is 520,979 : : Positions : : 282,009 464,290 116,766 15,047 6,982 75,568 1,104 30,053 8,010 1,912 1,591 : : : : Changes from: March 18, 2014 : : -664 6,640 8,160 0 0 -1,512 0 1,512 288 -368 1,184 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.1 89.1 22.4 2.9 1.3 14.5 0.2 5.8 1.5 0.4 0.3 : : : : Number of Traders in Each Category Total Traders: 43 : : 25 26 6 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 36,338 : : Positions : : 21,383 29,180 5,409 1,493 2,071 3,835 1,663 1,485 942 146 237 : : : : Changes from: March 18, 2014 : : 496 272 -243 0 48 -62 -64 106 16 -1 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.8 80.3 14.9 4.1 5.7 10.6 4.6 4.1 2.6 0.4 0.7 : : : : Number of Traders in Each Category Total Traders: 45 : : 24 26 4 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 23,327 : : Positions : : 11,341 19,991 3,092 519 1,589 5,948 0 1,228 129 0 0 : : : : Changes from: March 18, 2014 : : 103 -26 0 130 0 0 0 0 1 0 -26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.6 85.7 13.3 2.2 6.8 25.5 0.0 5.3 0.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . . . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV 25MWh : CFTC Code #0643BR Open Interest is 212,705 : : Positions : : 84,593 184,032 22,624 14,536 10,745 91,663 0 2,432 344 656 304 : : : : Changes from: March 18, 2014 : : -977 952 0 -1,929 977 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.8 86.5 10.6 6.8 5.1 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643BS Open Interest is 437,201 : : Positions : : 240,599 398,203 172,456 0 2,753 3,936 13,310 17,457 0 5,478 0 : : : : Changes from: March 18, 2014 : : -32,452 -32,452 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.0 91.1 39.4 0.0 0.6 0.9 3.0 4.0 0.0 1.3 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 26,454 : : Positions : : 15,268 17,969 404 3,921 3,928 2,429 0 212 3,513 0 63 : : : : Changes from: March 18, 2014 : : -2,065 -1,661 -64 -575 -126 -64 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.7 67.9 1.5 14.8 14.8 9.2 0.0 0.8 13.3 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 16 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 18,117 : : Positions : : 12,172 16,088 3,488 0 473 320 0 86 1,192 896 21 : : : : Changes from: March 18, 2014 : : 831 511 0 0 21 -22 0 0 21 320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 88.8 19.3 0.0 2.6 1.8 0.0 0.5 6.6 4.9 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV 50 Mwh : CFTC Code #0643BZ Open Interest is 247,339 : : Positions : : 111,918 243,403 93,403 3,936 0 5,111 0 0 36,907 0 0 : : : : Changes from: March 18, 2014 : : -1,640 2,768 4,408 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 45.2 98.4 37.8 1.6 0.0 2.1 0.0 0.0 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 12 16 4 . 0 . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 13,724 : : Positions : : 6,120 7,999 4,072 4,153 1,274 956 0 63 1,046 0 22 : : : : Changes from: March 18, 2014 : : 217 25 -427 132 -43 -21 0 -22 344 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.6 58.3 29.7 30.3 9.3 7.0 0.0 0.5 7.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 13 19 5 . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV 50MWh : CFTC Code #0643C4 Open Interest is 168,052 : : Positions : : 53,411 80,082 101,230 82,140 5,423 5,708 407 0 2,280 0 0 : : : : Changes from: March 18, 2014 : : 1,472 1,472 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 31.8 47.7 60.2 48.9 3.2 3.4 0.2 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 16 4 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 20,522 : : Positions : : 15,010 14,202 3,791 1,078 335 0 3,521 1,386 0 0 0 : : : : Changes from: March 18, 2014 : : -17 -48 -281 0 -52 0 -250 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.1 69.2 18.5 5.3 1.6 0.0 17.2 6.8 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 16 13 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV 25 MWh : CFTC Code #0643CC Open Interest is 151,667 : : Positions : : 123,979 74,826 0 56,819 19,368 7,666 0 654 0 0 0 : : : : Changes from: March 18, 2014 : : 1,344 -2,560 0 3,904 -2,608 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 81.7 49.3 0.0 37.5 12.8 5.1 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643CJ Open Interest is 756,114 : : Positions : : 698,393 597,452 39,976 117,257 17,745 0 23,660 0 0 0 0 : : : : Changes from: March 18, 2014 : : -46,960 0 0 -46,960 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.4 79.0 5.3 15.5 2.3 0.0 3.1 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CK Open Interest is 228,245 : : Positions : : 211,245 188,260 9,730 31,640 5,120 0 3,225 0 2,150 0 0 : : : : Changes from: March 18, 2014 : : -10,550 2,150 0 -12,700 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.6 82.5 4.3 13.9 2.2 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV 16 Mwh : CFTC Code #0643CU Open Interest is 355,130 : : Positions : : 267,030 166,240 87,050 165,365 0 0 23,525 0 1,050 0 0 : : : : Changes from: March 18, 2014 : : 19,225 17,950 8,500 -3,075 0 0 12,850 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.2 46.8 24.5 46.6 0.0 0.0 6.6 0.0 0.3 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 8 4 . 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 Mwh : CFTC Code #0643CV Open Interest is 1,218,415 : : Positions : : 935,847 543,747 279,345 601,365 3,223 0 70,080 0 0 0 0 : : : : Changes from: March 18, 2014 : : 70,120 23,400 0 0 0 0 46,720 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.8 44.6 22.9 49.4 0.3 0.0 5.8 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643CZ Open Interest is 196,690 : : Positions : : 170,115 156,280 10,565 24,400 16,010 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 25,600 25,600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.5 79.5 5.4 12.4 8.1 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 10 . . . 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV mwh : CFTC Code #0643D1 Open Interest is 652,119 : : Positions : : 550,552 498,130 54,586 107,008 46,981 0 0 0 0 0 0 : : : : Changes from: March 18, 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D4 Open Interest is 450,640 : : Positions : : 419,060 390,895 9,735 36,800 20,795 0 0 0 0 1,100 1,050 : : : : Changes from: March 18, 2014 : : 18,725 5,875 -12,850 0 12,850 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 86.7 2.2 8.2 4.6 0.0 0.0 0.0 0.0 0.2 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 16 7 . . 5 0 0 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D5 Open Interest is 1,590,472 : : Positions : :1,493,365 1,384,946 24,836 133,255 72,271 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 151,492 104,772 -46,720 0 46,720 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.9 87.1 1.6 8.4 4.5 0.0 0.0 0.0 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 15 7 . . 5 0 0 0 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643D7 Open Interest is 1,921,578 : : Positions : :1,781,959 1,902,762 120,803 0 18,816 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 0 0 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643D8 Open Interest is 523,285 : : Positions : : 491,265 513,675 22,410 0 9,610 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 0 0 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DB Open Interest is 9,857,174 : : Positions : :7,786,793 8,998,375 1,095,305 93,630 765,169 205,837 0 0 4,070 0 0 : : : : Changes from: March 18, 2014 : : 190,624 273,263 20,314 -15,605 28,609 46,720 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 91.3 11.1 0.9 7.8 2.1 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DC Open Interest is 3,409,379 : : Positions : :2,750,107 3,222,759 419,727 8,975 168,200 60,825 0 2,520 1,075 0 4,725 : : : : Changes from: March 18, 2014 : : 18,820 46,115 4,220 -6,575 1,925 12,850 0 0 1,075 -2,575 2,575 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.7 94.5 12.3 0.3 4.9 1.8 0.0 0.1 0.0 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 53 : : 35 30 6 . 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DF Open Interest is 3,193,831 : : Positions : :2,102,332 2,406,232 291,630 323,087 163,591 17,106 120,531 91,990 483,243 44,462 43,938 : : : : Changes from: March 18, 2014 : : 23,473 2,816 -21,639 10,979 294 3,738 9,855 2,125 8,240 -9,838 -10,897 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.8 75.3 9.1 10.1 5.1 0.5 3.8 2.9 15.1 1.4 1.4 : : : : Number of Traders in Each Category Total Traders: 69 : : 34 35 6 5 7 . 5 4 4 4 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV MWh (Megawatt Hours) : CFTC Code #0643DK Open Interest is 7,278,713 : : Positions : :5,974,462 5,924,626 273,765 349,222 668,908 121,790 165,288 85,373 108,479 39,360 45,936 : : : : Changes from: March 18, 2014 : : 26,616 169,219 22,079 -49,964 -6,204 44,078 0 0 26,482 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.1 81.4 3.8 4.8 9.2 1.7 2.3 1.2 1.5 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 48 : : 27 24 5 . 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643DL Open Interest is 599,577 : : Positions : : 514,552 465,847 55,575 92,425 23,780 5,670 10,675 0 0 6,850 0 : : : : Changes from: March 18, 2014 : : 23,800 7,300 0 12,850 0 0 0 0 0 3,650 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.8 77.7 9.3 15.4 4.0 0.9 1.8 0.0 0.0 1.1 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV 5 MWh : CFTC Code #0643DM Open Interest is 2,175,973 : : Positions : :1,802,847 1,835,358 215,759 164,338 141,087 16,280 35,190 0 0 0 0 : : : : Changes from: March 18, 2014 : : 7,360 0 0 7,360 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 84.3 9.9 7.6 6.5 0.7 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE (40 MEGAWATT HOURS PER PEAK DAY) : CFTC Code #064657 Open Interest is 38,252 : : Positions : : 23,747 25,115 2,040 648 7,260 0 1,530 90 220 192 48 : : : : Changes from: March 18, 2014 : : -1,537 -780 5 -7 -76 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 65.7 5.3 1.7 19.0 0.0 4.0 0.2 0.6 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 17 4 . 6 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE (2.5 MEGAWATTS PER OFF PEAK HRS) : CFTC Code #06465M Open Interest is 11,276 : : Positions : : 5,346 6,408 260 40 1,518 0 582 1,088 0 0 0 : : : : Changes from: March 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.4 56.8 2.3 0.4 13.5 0.0 5.2 9.6 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 9 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A34 Open Interest is 22,140 : : Positions : : 14,317 18,665 6,417 2,027 192 0 745 0 745 0 0 : : : : Changes from: March 18, 2014 : : 2,286 2,053 -233 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 84.3 29.0 9.2 0.9 0.0 3.4 0.0 3.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 8 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A35 Open Interest is 476,932 : : Positions : : 334,889 467,686 132,797 0 5,310 0 3,936 0 3,936 0 0 : : : : Changes from: March 18, 2014 : : 42,971 38,658 -4,313 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.2 98.1 27.8 0.0 1.1 0.0 0.8 0.0 0.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 10 . 0 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP 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 18, 2014 : : 0 0 0 0 0 0 0 0 0 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A56 Open Interest is 55,247 : : Positions : : 37,600 52,718 14,904 0 2,275 0 0 0 0 0 0 : : : : Changes from: March 18, 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 MEGAWATT HOURS) : CFTC Code #064A57 Open Interest is 878,039 : : Positions : : 643,917 836,374 192,457 0 41,665 0 0 0 0 0 0 : : : : Changes from: March 18, 2014 : : 1,840 1,840 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.3 95.3 21.9 0.0 4.7 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A58 Open Interest is 151,359 : : Positions : : 95,793 105,356 11,677 9,601 32,997 8,295 0 2,130 0 1,062 213 : : : : Changes from: March 18, 2014 : : 105 105 0 0 0 0 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB REAL 50MW OFF - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A59 Open Interest is 1,808,164 : : Positions : :1,581,915 1,212,554 62,861 242,979 134,362 0 191,200 23,520 1,957 0 3,549 : : : : Changes from: March 18, 2014 : : -35,472 -35,490 0 18 -18 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.5 67.1 3.5 13.4 7.4 0.0 10.6 1.3 0.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 . 4 . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A60 Open Interest is 24,470 : : Positions : : 14,135 14,336 8,950 1,065 0 0 7,534 1,280 105 0 0 : : : : Changes from: March 18, 2014 : : 341 341 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 58.6 36.6 4.4 0.0 0.0 30.8 5.2 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A63 Open Interest is 57,877 : : Positions : : 42,636 46,249 7,634 425 6,327 0 3,340 1,280 0 0 0 : : : : Changes from: March 18, 2014 : : 850 1,070 220 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 79.9 13.2 0.7 10.9 0.0 5.8 2.2 0.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . . 0 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A64 Open Interest is 62,911 : : Positions : : 49,704 34,420 0 17,446 8,240 2,140 0 2,550 277 0 0 : : : : Changes from: March 18, 2014 : : 430 105 0 325 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.0 54.7 0.0 27.7 13.1 3.4 0.0 4.1 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 32 : : 21 17 0 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A66 Open Interest is 47,228 : : Positions : : 29,076 38,957 12,290 4,841 1,169 0 0 0 2,432 0 2,048 : : : : Changes from: March 18, 2014 : : 84 84 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.6 82.5 26.0 10.3 2.5 0.0 0.0 0.0 5.1 0.0 4.3 : : : : Number of Traders in Each Category Total Traders: 25 : : 13 14 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 80 Megawatt Hours) : CFTC Code #064A68 Open Interest is 46,388 : : Positions : : 41,666 27,703 1,701 15,556 2,916 0 0 0 105 0 0 : : : : Changes from: March 18, 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A78 Open Interest is 378,585 : : Positions : : 257,875 335,505 61,878 0 0 33,317 19,600 23,480 2,035 0 0 : : : : Changes from: March 18, 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A79 Open Interest is 792,641 : : Positions : : 619,531 561,275 44,110 111,022 80,984 8,656 0 39,360 0 0 0 : : : : Changes from: March 18, 2014 : : 37,130 37,130 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.2 70.8 5.6 14.0 10.2 1.1 0.0 5.0 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A80 Open Interest is 1,442,291 : : Positions : : 898,726 933,710 7,456 171,789 289,752 184,805 0 47,040 14,512 0 0 : : : : Changes from: March 18, 2014 : : 0 0 0 0 0 0 0 0 0 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A82 Open Interest is 725,894 : : Positions : : 365,150 547,881 3,936 84,093 93,920 0 0 0 262,888 0 0 : : : : Changes from: March 18, 2014 : : 1,601 1,601 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.3 75.5 0.5 11.6 12.9 0.0 0.0 0.0 36.2 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G5 MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE (Contracts of 5 Megawatt Hours) : CFTC Code #064A84 Open Interest is 564,224 : : Positions : : 420,904 298,821 52,736 172,784 90,584 0 0 0 0 2,035 0 : : : : Changes from: March 18, 2014 : : 2,719 2,719 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.6 53.0 9.3 30.6 16.1 0.0 0.0 0.0 0.0 0.4 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 12 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 19,694 : : Positions : : 9,590 18,232 2,340 907 120 0 0 0 7,179 0 0 : : : : Changes from: March 18, 2014 : : 235 535 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 48.7 92.6 11.9 4.6 0.6 0.0 0.0 0.0 36.5 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 19,043 : : Positions : : 9,505 18,033 1,840 480 120 0 0 0 7,144 0 0 : : : : Changes from: March 18, 2014 : : -5 295 300 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 94.7 9.7 2.5 0.6 0.0 0.0 0.0 37.5 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C74 Open Interest is 209,908 : : Positions : : 143,810 146,368 9,518 33,910 15,690 1,075 10,650 0 34,425 0 3,290 : : : : Changes from: March 18, 2014 : : 9,513 35,328 5,420 -18,780 3,990 0 0 0 1,615 0 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 69.7 4.5 16.2 7.5 0.5 5.1 0.0 16.4 0.0 1.6 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C75 Open Interest is 349,413 : : Positions : : 247,228 263,062 5,856 79,008 2,849 0 0 0 88,986 0 4,494 : : : : Changes from: March 18, 2014 : : 32,848 34,768 1,920 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 75.3 1.7 22.6 0.8 0.0 0.0 0.0 25.5 0.0 1.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 10 . . . 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C76 Open Interest is 228,922 : : Positions : : 196,896 95,835 1,636 76,275 25,540 3,778 6,400 547 0 23,800 525 : : : : Changes from: March 18, 2014 : : 13,977 -2,408 -17,134 -1,249 7,979 1,100 0 0 0 1,600 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.0 41.9 0.7 33.3 11.2 1.7 2.8 0.2 0.0 10.4 0.2 : : : : Number of Traders in Each Category Total Traders: 34 : : 21 15 . 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C77 Open Interest is 580,623 : : Positions : : 500,817 313,628 0 181,084 77,771 0 8,140 0 2,035 0 0 : : : : Changes from: March 18, 2014 : : 33,695 -4,036 0 37,731 -3,040 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.3 54.0 0.0 31.2 13.4 0.0 1.4 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 16 15 0 5 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV (CONTRACTS OF 16 MEGAWATTS PER HOUR) : CFTC Code #064C78 Open Interest is 132,728 : : Positions : : 76,688 115,328 49,675 6,890 1,910 525 2,200 0 3,930 6,400 0 : : : : Changes from: March 18, 2014 : : 1,100 525 0 575 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 86.9 37.4 5.2 1.4 0.4 1.7 0.0 3.0 4.8 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV (CONTRACTS OF 5 MEGAWATTS PER HOUR) : CFTC Code #064C79 Open Interest is 256,314 : : Positions : : 184,074 231,271 39,732 15,855 9,188 0 0 0 23,320 0 0 : : : : Changes from: March 18, 2014 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.8 90.2 15.5 6.2 3.6 0.0 0.0 0.0 9.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 9 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 53,518 : : Positions : : 50,590 49,398 0 655 1,660 0 200 0 498 650 0 : : : : Changes from: March 18, 2014 : : -3,550 -3,500 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 92.3 0.0 1.2 3.1 0.0 0.4 0.0 0.9 1.2 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 47,535 : : Positions : : 44,905 43,650 0 655 1,660 0 200 0 450 650 0 : : : : Changes from: March 18, 2014 : : -3,325 -3,275 0 0 0 0 -50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.5 91.8 0.0 1.4 3.5 0.0 0.4 0.0 0.9 1.4 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 17,145 : : Positions : : 14,485 14,815 1,835 0 280 0 0 0 100 1,975 75 : : : : Changes from: March 18, 2014 : : 1,440 2,040 600 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.5 86.4 10.7 0.0 1.6 0.0 0.0 0.0 0.6 11.5 0.4 : : : : 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.EASTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EAS Open Interest is 10,980 : : Positions : : 9,065 9,165 0 1,090 160 200 50 0 1,020 0 300 : : : : Changes from: March 18, 2014 : : 0 0 0 0 0 200 0 0 -200 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.6 83.5 0.0 9.9 1.5 1.8 0.5 0.0 9.3 0.0 2.7 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 10 0 . . . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 15,320 : : Positions : : 14,395 9,675 380 700 100 0 800 0 0 3,945 100 : : : : Changes from: March 18, 2014 : : 0 0 0 0 0 0 0 0 0 0 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 27,576 : : Positions : : 25,391 24,716 430 220 290 0 500 700 0 800 50 : : : : Changes from: March 18, 2014 : : 700 600 0 0 0 0 300 0 -50 -250 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.1 89.6 1.6 0.8 1.1 0.0 1.8 2.5 0.0 2.9 0.2 : : : : 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 26,291 : : Positions : : 24,456 24,471 895 0 0 0 300 600 0 750 0 : : : : Changes from: March 18, 2014 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 93.0 93.1 3.4 0.0 0.0 0.0 1.1 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 64,294 : : Positions : : 48,770 56,398 1,425 2,410 340 1,853 0 6 6,760 0 340 : : : : Changes from: March 18, 2014 : : 280 -220 -600 0 265 203 0 6 -103 0 -6 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 87.7 2.2 3.7 0.5 2.9 0.0 0.0 10.5 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 23 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 62,311 : : Positions : : 45,825 52,161 0 3,980 45 2,530 0 0 7,715 0 0 : : : : Changes from: March 18, 2014 : : 240 -360 0 600 -335 1,030 0 0 -1,030 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.5 83.7 0.0 6.4 0.1 4.1 0.0 0.0 12.4 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 47,110 : : Positions : : 32,255 37,755 3,960 675 1,350 0 3,175 550 5,500 0 725 : : : : Changes from: March 18, 2014 : : 0 -450 0 0 0 0 2,350 -250 0 -1,900 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 80.1 8.4 1.4 2.9 0.0 6.7 1.2 11.7 0.0 1.5 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 . . . 0 . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 42,941 : : Positions : : 26,415 39,310 6,020 630 220 8,475 1,175 725 425 0 16 : : : : Changes from: March 18, 2014 : : 100 -350 0 0 0 8,475 -100 75 -9,025 0 -59 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 91.5 14.0 1.5 0.5 19.7 2.7 1.7 1.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 18 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 26,070 : : Positions : : 10,315 20,660 1,200 700 600 0 3,055 565 12,800 0 0 : : : : Changes from: March 18, 2014 : : -300 -300 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 39.6 79.2 4.6 2.7 2.3 0.0 11.7 2.2 49.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 12 . . . 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 25,415 : : Positions : : 23,450 18,625 300 5,700 0 350 0 300 0 0 0 : : : : Changes from: March 18, 2014 : : -275 -275 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.3 73.3 1.2 22.4 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 34,173 : : Positions : : 25,645 21,860 0 2,800 935 3,295 350 925 0 4,420 1,008 : : : : Changes from: March 18, 2014 : : -425 175 0 25 0 3,295 -450 50 -3,145 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 64.0 0.0 8.2 2.7 9.6 1.0 2.7 0.0 12.9 2.9 : : : : Number of Traders in Each Category Total Traders: 33 : : 21 18 0 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 35,048 : : Positions : : 30,445 24,915 735 200 700 575 7,230 795 590 0 383 : : : : Changes from: March 18, 2014 : : -230 475 0 0 0 -100 7,230 320 480 -7,555 -737 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.9 71.1 2.1 0.6 2.0 1.6 20.6 2.3 1.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 20 19 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZA Open Interest is 26,725 : : Positions : : 23,739 24,240 0 220 1,615 200 0 0 50 450 0 : : : : Changes from: March 18, 2014 : : -4,025 -4,075 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.8 90.7 0.0 0.8 6.0 0.7 0.0 0.0 0.2 1.7 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 25, 2014 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.ATSI_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FZB Open Interest is 26,010 : : Positions : : 23,160 23,695 75 220 1,615 200 0 0 50 450 0 : : : : Changes from: March 18, 2014 : : -3,575 -3,625 0 0 0 -50 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.0 91.1 0.3 0.8 6.2 0.8 0.0 0.0 0.2 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 8 . . . . 0 0 . . 0 : ----------------------------------------------------------------------------------------------------------------
Updated March 28, 2014